NYSE McClellan Oscillator
Treasury-Bund Spread Just Gave Stocks New Life
Since the early 1990s, there has been a pretty good correlation between the movements of the DJIA and the spread between the 10-year U.S. Treasury yield and the equivalent yield for German sovereign debt. The German bonds are commonly referred to as “bunds”, shorthand for the German word “bundes”, meaning federal.
This Treasury-Bund spread also has the interesting property of giving us an early warning of major secular tops in the U.S. stock market. When it rises up to a very high level,... Read More
NYSE: 06/15/2018
| Issues | Volume(000s) | ||
| Advances | 1403 | 2166114 | |
|---|---|---|---|
| Declines | 1545 | 3083282 | |
| Difference | -142 | -917168 | |
| 10% Trend | 200 | . 416 | 99843 |
| 5% Trend | 211 | . 068 | 142095 |
| McC OSC | -10 | . 652 | -42251 |
| PRIOR McC OSC | 8 | . 812 | 14999 |
| SUMM Index | 3206 | . 544 | 1801208 |
| PRIOR SUMM Index | 3217 | . 195 | 1843459 |
| A-D for OSC UNCH | 190 | 58 * | |
| A-D for OSC=0 | 403 | 903 * | |
| *million shares | |||
| DJIA Close | 25090.48 | ||
| PRIOR Close | 25175.31 | ||
| DJIA CHG | -84.83 | ||
| DOW Price OSC | 170.46 | ||
| PRIOR DOW Price OSC | 172.68 | ||
| Price OSC UNCH'D | 25145.42 | ||
Daily Oscillator Data (.xls)
Extended Data
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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.