Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

Yield Curve and Small Caps

 
weekly Chart In Focus

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
 
 
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