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The Complete Guide to Market Breadth Indicators

  Technical Analysis Indicators

Indicators generally used to analyze individual securities.

►    Accumulation/Distribution

The Accumulation/Distribution is a momentum indicator that associates changes in price and volume based on the premise that the more volume that accompanies a price move, the more significant the price move.

Accumulation/Distribution - more info
►  Accumulation Swing Index

The Accumulation Swing Index is a cumulative total of the Swing Index.

Accumulation Swing Index - more info
►  Andrews' Pitchfork

Andrews' Pitchfork is a line study consisting of three parallel trendlines based on three points you select. The interpretation of a pitchfork is based on normal trendline support and resistance principles.

Andrews' Pitchfork - more info
►  Average True Range

The Average True Range ("ATR") is a measure of volatility.

Average True Range - more info
►  Bollinger Bands

Bollinger Bands are similar to moving average envelopes but are plotted at standard deviation levels above and below a moving average.

Bollinger Bands - more info
►  Breadth Thrust

The Breadth Thrust indicator is a market momentum indicator.

Breadth Thrust - more info
►  Bull/Bear Ratio

The Bull/Bear Ratio shows the relationship between bullish and bearish advisors as polled by Investor's Intelligence.

Bull/Bear Ratio - more info
►  Candlesticks - Japanese *

Candlestick charts display the open, high, low, and closing prices in a format similar to a modern-day bar-chart, but in a manner that extenuates the relationship between the opening and closing prices.

MasterDATA's Candlestick Pattern Reference
Candlesticks - Japanese - more info

Drawing from his study of the greatest money-making stocks from 1953 to 1985, William O'Neil developed a set of common characteristics that each of these stocks possessed.

CANSLIM - more info
►  Commodity Channel Index

The Commodity Channel Index ("CCI") measures the variation of a security's price from its statistical mean.

Commodity Channel Index - more info
►  Commodity Selection Index

The Commodity Selection Index ("CSI") is a momentum indicator.

Commodity Selection Index - more info
►  Correlation Analysis

Shows if changes in one item (e.g., an indicator) will result in changes in the other item (e.g., the security's price).

Correlation Analysis - more info
►  Cycles

You can use cycle analysis to predict changes in financial markets, although not always with the accuracy found in nature.

Cycles - more info
►  Demand Index

The Demand Index combines price and volume in such a way that it is often a leading indicator of price change.

Demand Index - more info
►  Detrended Price Oscillator

The Detrended Price Oscillator ("DPO") attempts to eliminate the trend in prices. Detrended prices allow you to more easily identify cycles and overbought/oversold levels.

Detrended Price Oscillator - more info
►  Directional Movement

The Directional Movement System helps determine if a security is "trending".

Directional Movement - more info
►  Dow Theory

The Dow Theory is the common ancestor to most principles of modern technical analysis.

Dow Theory - more info
►  Ease of Movement

The Ease of Movement indicator shows the relationship between volume and price change. As with Equivolume charting, this indicator shows how much volume is required to move prices.

Ease of Movement - more info
►  Efficient Market Theory

The Efficient Market Theory says that security prices correctly and almost immediately reflect all information and expectations.

Efficient Market Theory - more info
►  Elliott Wave Theory

Elliott concluded that the movement of the stock market could be predicted by observing and identifying a repetitive pattern of waves.

Elliott Wave Theory - more info
►  Envelopes (Trading Bands)

An envelope is comprised of two moving averages. One moving average is shifted upward and the second moving average is shifted downward.

Envelopes (Trading Bands) - more info
►  Equivolume/Candlevolume *

Equivolume displays prices in a manner that emphasizes the relationship between price and volume.

- more info

See the S&P 500 Index daily charts for an example of this charting method (Click on Chart 4 showing volume related indicators).
►  Fibonacci Studies

Fibonacci numbers are a sequence of numbers in which each successive number is the sum of the two previous numbers.

Fibonacci Studies - more info
►  Four Percent Model

The Four Percent Model is a trend following tool designed to keep you in the market during major up moves and out (or short) during major down moves.

Four Percent Model - more info
►  Fourier Transform

Fourier Transforms are used in technical analysis to detect cyclical patterns within prices.

Fourier Transform - more info
►  Fundamental Analysis

Fundamental analysis is the study of economic, industry, and company conditions in an effort to determine the value of a company's stock.

Fundamental Analysis - more info
►  Gann Angles

W.D.Gann believed that specific geometric patterns and angles had unique characteristics that could be used to predict price action.

Gann Angles - more info
►  Herrick Payoff Index

The Herrick Payoff Index is designed to show the amount of money flowing into or out of a futures contract.

Herrick Payoff Index - more info
►  Interest Rates

Interest rates play a key role in the general business cycle and the financial markets.

Interest Rates - more info
►  Kagi

Kagi charts display a series of connecting vertical lines where the thickness and direction of the lines are dependent on the price action. The charts ignore the passage of time.

Kagi - more info
►  Large Block Ratio

This market sentiment indicator shows the relationship between large block trades, which are trades of more than 10,000 shares, and the total volume on the New York Stock Exchange.

Large Block Ratio - more info
►  Linear Regression Lines

Linear regression is a statistical tool commonly used to determine when prices are overextended.

Linear Regression Lines - more info

The MACD ("Moving Average Convergence/Divergence") is a trend following momentum indicator that shows the relationship between two moving averages of prices.

MACD - more info
►  Mass Index

The Mass Index was designed to identify trend reversals by measuring the narrowing and widening of the range between the high and low prices.

Mass Index - more info
►  Median Price

The Median Price indicator is simply the midpoint of each day's price.

Median Price - more info
►  Member Short Ratio

The Member Short Ratio ("MSR") is a market sentiment indicator that measures the short selling activity of members of the New York Stock Exchange.

Member Short Ratio - more info
►  Momentum

The Momentum indicator measures the amount that a security's price has changed over a given time span.

Momentum - more info
►  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
►  Moving Averages *

A Moving Average is an indicator that shows the average value of a security's price over a period of time.

Moving Averages - more info
►  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
►  Odd Lot Balance Index

The Odd Lot Balance Index ("OLBI") is a market sentiment indicator that shows the ratio of odd lot sales to purchases (an "odd lot" is a stock transaction of less than 100 shares).

Odd Lot Balance Index - more info
►  Odd Lot Purchases/Sales

The number of shares (in thousands) purchased or sold in odd lots.

Odd Lot Purchases/Sales - more info
►  Odd Lot Short Ratio

The Odd Lot Short Ratio ("OLSR") is a market sentiment indicator that displays the daily ratio of odd lot short sales compared to odd lot buy/sell transactions.

Odd Lot Short Ratio - more info
►  On Balance Volume

On Balance Volume ("OBV") is a momentum indicator that relates volume to price change.

On Balance Volume - more info
►  Open Interest

Open Interest is the number of open contracts of a given future or option contract.

Open Interest - more info
►  Option Analysis

The Black-Scholes model helps determine the fair market value of an option based on the security's price and volatility, time until expiration, and the current market interest rate.

Option Analysis - more info
►  Parabolic SAR

The Parabolic Time/Price System, developed by Welles Wilder, is used to set trailing price stops and is usually referred to as the "SAR" (stop-and-reversal).

Parabolic SAR - more info
►  Patterns

Although no two markets are identical, their price patterns are often very similar. Predictable price behavior often follows these price patterns.

Patterns - more info
►  Percent Retracement

The amount that prices retreat following a higher-high can be measured using a technique referred to as "percent retracement".

Percent Retracement - more info
►  Performance

The Performance indicator displays a security's price performance as a percentage. This is sometimes called a "normalized" chart.

Performance - more info
►  Point & Figure

Point & Figure ("P&F") charts differ from traditional price charts in that they completely disregard the passage of time and only display changes in prices.

Point & Figure - more info
►  Price and Volume Trend

The Price and Volume Trend ("PVT") is similar to On Balance Volume ("OBV,") in that it is a cumulative total of volume that is adjusted depending on changes in closing prices.

Price and Volume Trend - more info
►  Price Oscillator

The Price Oscillator displays the difference between two moving averages of a securitys price.

Price Oscillator - more info
►  Price Rate-of-Change

The Price Rate-of-Change ("ROC") indicator displays the difference between the current price and the price x-time periods ago.

Price Rate-of-Change - more info
►  Public Short Ratio

The Public Short Ratio ("PSR") shows the relationship between the number of public short sales and the total number of short sales.

Public Short Ratio - more info
►  Quadrant Lines

Quadrant Lines are a series of horizontal lines that divide the highest and lowest values (usually prices) into four equal sections.

Quadrant Lines - more info
►  Relative Strength, Comparative

Comparative Relative Strength compares two securities to show how the securities are performing relative to each other.

Relative Strength, Comparative - more info
►  Relative Strength Index

The name "Relative Strength Index" is slightly misleading as the RSI does not compare the relative strength of two securities, but rather the internal strength of a single security.

Relative Strength Index - more info
►  Renko

Renko charts are similar to Three Line Break charts except that in a Renko chart, a line (or "brick" as they're called) is drawn in the direction of the prior move only if prices move by a minimum amount.

Renko - more info
►  Speed Resistance Lines

Speed Resistance Lines ("SRL"), sometimes called 1/3-2/3 lines, are a series of trendlines that divide a price move into three equal sections.

Speed Resistance Lines - more info
►  Spreads

Spreads show the difference in price between two securities. Spreads are normally calculated using options.

Spreads - more info
►  Standard Deviation

Standard Deviation is a statistical measure of volatility. Standard Deviation is typically used as a component of other indicators, rather than as a stand-alone indicator.

Standard Deviation - more info
►  Stochastic Oscillator

The Stochastic Oscillator compares where a security's price closed relative to its price range over a given time period.

Stochastic Oscillator - more info
►  Swing Index

The Swing Index seeks to isolate the "real" price of a security by comparing the relationships between the current prices (i.e., open, high, low, and close) and the previous period's prices.

Swing Index - more info
►  Three Link Break

Three Line Break charts display a series of vertical boxes ("lines") that are based on changes in prices.

Three Link Break - more info
►  Time Series Forecast

The Time Series Forecast indicator displays the statistical trend of a security's price over a specified time period. The trend is based on linear regression analysis.

Time Series Forecast - more info
►  Tirone Levels

Tirone Levels are a series of horizontal lines that identify support and resistance levels.

Tirone Levels - more info
►  Total Short Ratio

The Total Short Ratio ("TSR") shows the percentage of short sales to the total volume on the New York Stock Exchange.

Total Short Ratio - more info
►  Trade Volume Index

The Trade Volume Index ("TVI") shows whether a security is being accumulated (purchased) or distributed (sold).

Trade Volume Index - more info
►  Trendlines

A trendline is a sloping line that is drawn between two or more prominent points on a chart.

Trendlines - more info

TRIX is a momentum indicator that displays the percent rate-of-change of a triple exponentially smoothed moving average of the security's closing price.

TRIX - more info
►  Typical Price

The Typical Price indicator is simply an average of each day's price. The Median Price and Weighted Close are similar indicators.

Typical Price - more info
►  Ultimate Oscillator

The Ultimate Oscillator uses weighted sums of three oscillators, each of which uses a different time period.

Ultimate Oscillator - more info
►  Vertical Horizontal Filter

The Vertical Horizontal Filter ("VHF") determines whether prices are in a trending phase or a congestion phase

Vertical Horizontal Filter - more info
►  Volatility, Chaikin's

Chaikin's Volatility indicator compares the spread between a security's high and low prices. It quantifies volatility as a widening of the range between the high and the low price.

Volatility, Chaikin's - more info
►  Volume *

Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g., hour, day, week, month, etc).

Volume - more info
►  Volume Oscillator

The Volume Oscillator displays the difference between two moving averages of a security's volume.

Volume Oscillator - more info
►  Volume Rate-of-Change

The Volume Rate-of-Change ("ROC") is calculated identically to the Price ROC, except it displays the ROC of the security's volume, rather than of its closing price.

Volume Rate-of-Change - more info
►  Weighted Close

The Weighted Close indicator is simply an average of each day's price. It gets its name from the fact that extra weight is given to the closing price.

Weighted Close - more info
►  Williams' Accumulation/Distribution

Accumulation is a term used to describe a market controlled by buyers; whereas distribution is defined by a market controlled by sellers.

Williams' Accumulation/Distribution - more info
►  Williams' %R

Williams %R (pronounced "percent R") is a momentum indicator that measures overbought/oversold levels.

Williams' %R - more info
►  Zig Zag

The Zig Zag indicator filters out changes in an underlying plot (e.g., a security's price or another indicator) that are less than a specified amount. The Zig Zag indicator only shows significant changes.

Zig Zag - more info
  Historical Composite Breadth Charts, Reports and Datafiles

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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.