Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

Looking Deeper at the NAAIM Survey Data

 
weekly Chart In Focus

For years I have been tracking the investor sentiment data series known as the NAAIM Exposure Index.  It is compiled by the National Association of Active Investment Managers (NAAIM), which surveys its members weekly concerning their firms’ overall equity exposure as of each Wednesday.  Responses can vary widely, as indicated below:

Range of Responses:

200% Leveraged Short
100% Fully Short
0% (100% Cash or Hedged to Market Neutral)
100% Fully Invested
200% Leveraged Long

The... Read More

 

 

NYSE: 01/22/2021

 Issues Volume(000s)
Advances 1690   2804551
Declines 1481   2265997
Difference 209   538554
10% Trend 242 . 540 472405
5% Trend 267 . 749 492441
McC OSC -25 . 209 -20037
PRIOR McC OSC -24 . 574 -24960
SUMM Index 3904 . 372 5104745
PRIOR SUMM Index 3929 . 581 5124782
A-D for OSC UNCH 217   452 *
A-D for OSC=0 722   853 *
*million shares
 
DJIA Close 30996.98
PRIOR Close 31176.01
DJIA CHG -179.03
DOW Price OSC 433.04
PRIOR DOW Price OSC 443.59
Price OSC UNCH'D 31220.63
 
 
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