NYSE McClellan Oscillator
Another Oversold 10% Trend of Daily A-D
Back in December 2021, fears about the debut of the Omicron Variant (yes that was just 6 weeks ago) caused a sharp stock market selloff and an oversold condition on a lot of indicators. I wrote about one of them at this link, and it is worth another look now with this week’s chart.
To review briefly, the 10% Trend of the daily Advance-Decline (A-D) difference is one of the components of calculating the McClellan Oscillator. See this link. We still employ the originalist terminology first... Read More
NYSE: 01/26/2022
| Issues | Volume(000s) | ||
| Advances | 1081 | 1971236 | |
|---|---|---|---|
| Declines | 2323 | 3598014 | |
| Difference | -1242 | -1626778 | |
| 10% Trend | -658 | . 274 | -842046 |
| 5% Trend | -384 | . 338 | -490153 |
| McC OSC | -273 | . 936 | -351893 |
| PRIOR McC OSC | -254 | . 217 | -324523 |
| SUMM Index | -377 | . 957 | -1734487 |
| PRIOR SUMM Index | -104 | . 21 | -1382593 |
| A-D for OSC UNCH | -932 | -1194 * | |
| A-D for OSC=0 | 4547 | 5844 * | |
| *million shares | |||
| DJIA Close | 34168.09 | ||
| PRIOR Close | 34297.73 | ||
| DJIA CHG | -129.64 | ||
| DOW Price OSC | -229.26 | ||
| PRIOR DOW Price OSC | -176.09 | ||
| Price OSC UNCH'D | 35054.35 | ||
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.