NYSE McClellan Oscillator
VIX Open Interest Says This is Not a Top
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 | ||
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.