NYSE McClellan Oscillator
Equity Put/Call Volume Ratio’s 21-Day MA
The stock market selloff since the last new all-time high on July 26 has brought the bears out, and they have been trading a lot of put options. Some trade those as an outright bearish bet, and some as a hedge on portfolio risk. Whatever the motivation for those trades, it is a sign of a bottoming condition for prices when we see persistently higher trading of put options versus call options.
This week’s chart looks at a 21-day moving average of the daily CBOE Equity Put/Call Volume... Read More
NYSE: 08/20/2019
| Issues | Volume(000s) | ||
| Advances | 1131 | 919439 | |
|---|---|---|---|
| Declines | 1809 | 2101036 | |
| Difference | -678 | -1181597 | |
| 10% Trend | 85 | . 923 | -238379 |
| 5% Trend | 83 | . 692 | -192272 |
| McC OSC | 2 | . 231 | -46106 |
| PRIOR McC OSC | 47 | . 022 | 6626 |
| SUMM Index | 1816 | . 840 | -1507764 |
| PRIOR SUMM Index | 1814 | . 609 | -1461657 |
| A-D for OSC UNCH | 88 | -284 * | |
| A-D for OSC=0 | 44 | 638 * | |
| *million shares | |||
| DJIA Close | 25962.44 | ||
| PRIOR Close | 26135.79 | ||
| DJIA CHG | -173.35 | ||
| DOW Price OSC | -159.41 | ||
| PRIOR DOW Price OSC | -151.66 | ||
| Price OSC UNCH'D | 26078.96 | ||
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.