NYSE McClellan Oscillator
Yield Curve and Small Caps
Back on August 22, I wrote here about how the spread between the 10-year T-Note yield and the 3-month T-Bill yield gives us a leading indication that is relevant for small cap relative performance. This time, I look at the "yield curve" in a different way, via the spread between 10-year and 2-year yields.
The 10-year to 3-month spread is a leading relationship for small cap relative performance, but the 10-2 spread is a coincident one. Sometimes analysts show that as a 2-10 spread, but it... Read More
NYSE: 09/20/2019
| Issues | Volume(000s) | ||
| Advances | 1506 | 2739734 | |
|---|---|---|---|
| Declines | 1410 | 3109853 | |
| Difference | 96 | -370119 | |
| 10% Trend | 265 | . 321 | 205645 |
| 5% Trend | 246 | . 257 | 181508 |
| McC OSC | 19 | . 065 | 24137 |
| PRIOR McC OSC | 29 | . 970 | 59078 |
| SUMM Index | 3290 | . 985 | 1597844 |
| PRIOR SUMM Index | 3271 | . 921 | 1573707 |
| A-D for OSC UNCH | 284 | 230 * | |
| A-D for OSC=0 | -97 | -253 * | |
| *million shares | |||
| DJIA Close | 26935.07 | ||
| PRIOR Close | 27094.79 | ||
| DJIA CHG | -159.72 | ||
| DOW Price OSC | 168.83 | ||
| PRIOR DOW Price OSC | 169.63 | ||
| Price OSC UNCH'D | 26965.73 | ||
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.