NYSE McClellan Oscillator
Volume in VXX Is A Tell For Price Bottoms
The stock market’s quick selloff on August 10, 2017 came as traders got reintroduced to the concept of “event risk” after a long period of extreme quiet. And like bad drivers during the first snowfall of winter, there was a lot of relearning going on about how the market works.
The CBOE Volatility Index VIX shot up to 16.04, after having closed below 10 just 3 days before. And that led ETF traders to go wild with all of the VIX-related products. VXX is perhaps the best known of these,... Read More
NYSE: 08/16/2017
| Issues | Volume(000s) | ||
| Advances | 1798 | 1664614 | |
|---|---|---|---|
| Declines | 1184 | 1224022 | |
| Difference | 614 | 440592 | |
| 10% Trend | -71 | . 679 | -215724 |
| 5% Trend | 20 | . 331 | -106506 |
| McC OSC | -92 | . 009 | -109218 |
| PRIOR McC OSC | -136 | . 950 | -153348 |
| SUMM Index | 2031 | . 391 | -82096 |
| PRIOR SUMM Index | 2123 | . 400 | 27123 |
| A-D for OSC UNCH | -164 | -325 * | |
| A-D for OSC=0 | 1677 | 1859 * | |
| *million shares | |||
| DJIA Close | 22024.87 | ||
| PRIOR Close | 21998.99 | ||
| DJIA CHG | 25.88 | ||
| DOW Price OSC | 179.43 | ||
| PRIOR DOW Price OSC | 180.98 | ||
| Price OSC UNCH'D | 22069.39 | ||
Daily Oscillator Data (.xls)
Extended Data
All of this data, plus a lot more, is available on our Daily Edition along with charts and analysis. See our Market Reports page to get the bigger picture.
Historical Data
Historical breadth, volume, and NH-NL data are available for purchase and download.
Market Breadth Data Notes
- We use WSJ/Barron's data for our final breadth numbers. Calculations made on numbers from other sources will show a slightly different result.
- We wait until late in the day in order to have access to the "final" numbers.
- This reflects final readings for the indicators covered.
- Values for indicators calculated using preliminary numbers released just after the close usually differ slightly from these numbers.
- We usually recommend that readers keep their own data for themselves, but this is a useful way to check and see if your numbers agree with ours.
Starting 3/8/2012:
NYSE Up Volume & Down Volume data will report composite trading volume.
3/7/2012 and before:
Reports NYSE floor trading volume, as has been our long standing practice.