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Updated 6/26/2008
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Revised 6/2/2008
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Additional Info
 
 
composite breadth  Indicators 

Most of the below listed indicators may be calculated using MasterDATA's historical composite datafiles.  Click on any indicator name below for details and its formula.

* Shown in the chart section
 
bullet 1% Exponential Moving Average (EMA) of Advance-Declines
  • The 1% EMA is a significant momentum indicator and is excellent for identifying long-term market tops and bottoms.
  • 1% EMA of Advance-Declines - more info
bullet Absolute Breadth Index
  • The Absolute Breadth Index ("ABI") is a market momentum indicator that shows how much activity, volatility, and change is taking place on the New York Stock Exchange while ignoring the direction prices are headed.
  • Absolute Breadth Index - more info
bullet Advance/Decline Line *
bullet Advance/Decline Ratio
  • The Advance/Decline Ratio ("A/D Ratio") shows the ratio of advancing issues to declining issues.
  • Advance/Decline Ratio - more info
bullet Advancing-Declining Issues
  • The Advancing-Declining Issues is a market momentum indicator which shows the difference between stocks listed on the New York Stock Exchange that advanced in price minus those that declined.
  • Advancing-Declining Issues - more info
bullet Advancing, Declining, Unchanged Volume
bullet Arms Index (TRIN) *
  • The Arms Index is a market indicator that shows the relationship between the number of stocks that increase or decrease in price and the volume associated with stocks that increase or decrease in price.
  • Arms Index (TRIN) - more info
  • Arms Index (TRIN) - more info
bullet Open Arms Index *
  • The Open-10 TRIN is a market breadth indicator that uses advancing/declining volume and advancing/declining issues to measure the strength of the market.
  • Open Arms Index - more info
  • Open Arms Index - more info
bullet Breadth Thrust
  • The Breadth Thrust indicator is a market momentum indicator.
  • Breadth Thrust - more info
bullet Bretz TRIN-5
  • When the indicator reaches an extreme above 6.00, then turns down, a BUY Signal is generated. When the indicator reaches an extreme below 4.00, then turns up, a SELL Signal is generated.
  • Bretz TRIN-5 - more info
bullet Chaikin Oscillator
  • The Chaikin Oscillator is a moving average oscillator based on the Accumulation/Distribution indicator.
  • Chaikin Oscillator - more info
bullet Cumulative Volume Index
  • The Cumulative Volume Index ("CVI") is a market momentum indicator that shows whether money is flowing into or out of the stock market.
  • Cumulative Volume Index - more info
bullet Equivolume/Candlevolume *
bullet Eliades New TRIN
  • When the indicator crosses below 0.80, then moves back above 0.80, a SELL Signal is generated.
  • Eliades New TRIN - more info
bullet ITBM (Intermediate-Term Breadth Momentum) Oscillator
  • The Intermediate-Term Breadth Momentum Oscillator (ITBM) was developed to add a new perspective to interpretation of the McClellan Oscillator. We use the Ratio-Adjusted version of the McClellan Oscillator.
  • ITBM (Intermediate-Term Breadth Momentum) Oscillator - more info
bullet ITVM (Intermediate-Term Volume Momentum) Oscillator
bullet McClellan Oscillator *
bullet McClellan Summation Index *
bullet McClellan Volume Oscillator *
  • The McClellan Volume Oscillator is calculated similarly to the McClellan Oscillator except that advancing/declining volume is used instead of advancing/declining issues.
  • McClellan Financial Publications - more info
bullet McClellan Volume Summation Index *
  • The McClellan Volume Summation Index is a market breath indicator calculated by accumulating the McClellan Volume Oscillator.
  • McClellan Financial Publications - more info
bullet Money Flow Index
  • The Money Flow Index ("MFI") is a momentum indicator that measures the strength of money flowing in and out of a security.
  • Money Flow Index - more info
bullet New Highs-Lows Cumulative
  • The New Highs-Lows Cumulative indicator is a long-term market momentum indicator, a cumulative total of the difference between the number of stocks reaching new 52-week highs and the number of stocks reaching new 52-week lows.
  • New Highs-Lows Cumulative - more info
bullet New Highs-New Lows
  • The New Highs-New Lows indicator ("NH-NL") displays the daily difference between the number of stocks reaching new 52-week highs and the number of stocks reaching new 52-week lows.
  • New Highs-New Lows - more info
bullet New Highs/Lows Ratio
  • The New Highs/Lows Ratio ("NH/NL Ratio") displays the daily ratio between the number of stocks reaching new 52-week highs and the number of stocks reaching new 52-week lows.
  • New Highs/Lows Ratio - more info
bullet Stocks Above Their 200 Period Moving Average *
  • This is one of the most important indicators for measuring participation. The 200-day moving average is a long-term smoothing of price movement, and a stock's price in relation to this moving average is a good indication of its long-term trend.
  • Stocks Above Their 200-DMA - more info
bullet Negative Volume Index
  • The Negative Volume Index ("NVI") focuses on days where the volume decreases from the previous day. The premise being that the "smart money" takes positions on days when volume decreases.
  • Negative Volume Index - more info
bullet Overbought/Oversold
  • The Overbought/Oversold ("OB/OS") indicator is a market breadth indicator based on the smoothed difference between advancing and declining issues.
  • Overbought/Oversold - more info
bullet Positive Volume Index
  • The Positive Volume Index ("PVI") focuses on days where the volume increased from the previous day. The premise being that the "crowd" takes positions on days when volume increases.
  • Positive Volume Index - more info
bullet Puts/Calls Ratio (currently, this indicator cannot be calculated with data from MasterDATA)
  • The Puts/Calls Ratio ("P/C Ratio") is a market sentiment indicator that shows the relationship between the number of Puts to Calls traded on the Chicago Board Options Exchange (CBOE).
  • Puts/Calls Ratio - more info
bullet STIX
  • STIX compares the amount of volume flowing into advancing and declining stocks.
  • STIX - more info
bullet STO (Swenlin Trading Oscillator)
bullet Trade Volume Index
  • The Trade Volume Index ("TVI") shows whether a security is being accumulated (purchased) or distributed (sold).
  • Trade Volume Index - more info
bullet Upside/Downside Ratio
  • The Upside/Downside Ratio shows the relationship between up (advancing) and down (declining) volume on the New York Stock Exchange.
  • Upside/Downside Ratio - more info
bullet Upside/Downside Volume
  • The Upside-Downside Volume indicator shows the difference between up (advancing) and down (declining) volume on the New York Stock Exchange.
  • Upside/Downside Volume - more info
bullet Total Component Volume *
  • Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g., hour, day, week, month, etc).
  • The downloadable datafiles contain the total combined volume for all components of the index or ETF.
  • Volume - more info
bullet VTO (Volume Trend Oscillator)
  • The Volume Trend Oscillator (VTO) is a representation of the net on-balance volume (OBV) trend for all the stocks in the a given market index.
  • VTO (Volume Trend Oscillator) - more info
   

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Disclaimer: This material is for your private information. We are not soliciting any action based upon it. Opinions expressed are present opinions only. The material is based upon information considered reliable, but we do not represent that is accurate or complete, and it should not be relied upon as such. We, or persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell the securities or options of companies mentioned herein.