Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator


VIX Open Interest Says This is Not a Top

weekly Chart In Focus

The VIX futures contract is a comparatively new product in the financial markets, first traded in March 2004.  It has come to be an important product, especially for hedge funds who like to make bets with VIX futures.  And in 2020, it is behaving in a way that is quite unusual, and thus worthy of comment.

VIX futures first traded in 2004, but did not catch on as a meaningful part of the financial markets until 2012.  That was when VIX futures first exceeded 200,000 contracts, and so it is a... Read More



NYSE: 10/23/2020

 Issues Volume(000s)
Advances 1906   2230389
Declines 1111   1417802
Difference 795   812587
10% Trend 175 . 214 479448
5% Trend 139 . 112 325114
McC OSC 36 . 102 154334
PRIOR McC OSC 1 . 757 142976
SUMM Index 2066 . 208 1862129
PRIOR SUMM Index 2030 . 106 1707794
A-D for OSC UNCH 211   634 *
A-D for OSC=0 -511   -2453 *
*million shares
DJIA Close 28335.57
PRIOR Close 28363.66
DJIA CHG -28.09
DOW Price OSC 228.57
PRIOR DOW Price OSC 234.23
Price OSC UNCH'D 28455.15
Download Data Excel File 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.

See: Changes in how We Track Volume Data