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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.
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1% EMA of Advance-Declines
- more info
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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.
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Absolute Breadth Index
- more info
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Advance/Decline Line
*
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Advance/Decline Ratio
- The Advance/Decline Ratio ("A/D Ratio") shows the ratio of
advancing issues to declining issues.
-
Advance/Decline Ratio
- more info
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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
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Advancing, Declining, Unchanged
Volume
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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
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Arms Index (TRIN) - more info
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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.
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Open Arms Index
- more info
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Open Arms Index
- more info
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Breadth Thrust
- The Breadth Thrust indicator is a market momentum indicator.
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Breadth Thrust
- more info
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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.
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Bretz TRIN-5 - more info
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Chaikin Oscillator
- The Chaikin Oscillator is a moving average oscillator based
on the Accumulation/Distribution indicator.
-
Chaikin Oscillator
- more info
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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.
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Cumulative Volume Index
- more info
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Equivolume/Candlevolume
*
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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
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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.
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ITBM (Intermediate-Term Breadth Momentum) Oscillator
- more info
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ITVM (Intermediate-Term Volume
Momentum) Oscillator
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McClellan Oscillator
*
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McClellan Summation Index
*
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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
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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
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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.
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Money Flow Index
- more info
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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
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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
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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
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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.
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Stocks Above Their 200-DMA
- more info
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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.
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Negative Volume Index
- more info
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Overbought/Oversold
- The Overbought/Oversold ("OB/OS") indicator is a market
breadth indicator based on the smoothed difference between
advancing and declining issues.
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Overbought/Oversold
- more info
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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.
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Positive Volume Index
- more info
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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).
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Puts/Calls Ratio - more info
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STIX
- STIX compares the amount of volume flowing into advancing
and declining stocks.
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STIX
- more info
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STO (Swenlin Trading Oscillator)
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Trade Volume Index
- The Trade Volume Index ("TVI") shows whether a security is
being accumulated (purchased) or distributed (sold).
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Trade Volume Index
- more info
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Upside/Downside Ratio
- The Upside/Downside Ratio shows the relationship between up
(advancing) and down (declining) volume on the New York Stock
Exchange.
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Upside/Downside Ratio
- more info
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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
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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
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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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