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MasterDATACSV Historical Breadth Datafiles

 

Historical breadth datafiles on 130 major stock indexes and all US traded ETFs in .csv format.  
       
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  Breadth Indicators

All of the below listed breadth indicators may be calculated using MasterDATA's historical composite datafiles.

►    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.
  • more info
►  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.
  • more info
►  Advance/Decline Line *
  • When more stocks are advancing than declining, the A/D Line moves up (and vice versa).
  • more info
►  Advance/Decline Ratio
  • The Advance/Decline Ratio ("A/D Ratio") shows the ratio of advancing issues to declining issues.
  • more info
►  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.
  • more info
►  Advancing, Declining, Unchanged Volume
  • Advancing, declining, and unchanged volume are all market momentum indicators. They reflect movement on the New York Stock exchange in millions of shares.
  • more info
►  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.
  • more info
►  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.
  • more info
►  Breadth Thrust
  • The Breadth Thrust indicator is a market momentum indicator.
  • more info
►  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.
  • more info
►  Chaikin Oscillator
  • The Chaikin Oscillator is a moving average oscillator based on the Accumulation/Distribution indicator.
  • more info
►  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.
  • more info
►  Equivolume/Candlevolume *
  • Equivolume displays prices in a manner that emphasizes the relationship between price and volume.
  • more info
►  Eliades New TRIN
  • When the indicator crosses below 0.80, then moves back above 0.80, a SELL Signal is generated.
  • more info
►  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.
  • more info
►  ITVM (Intermediate-Term Volume Momentum) Oscillator
  • The Intermediate-Term Volume Momentum Oscillator (ITVM) was developed to give a new perspective of volume similar to that offered by the ITBM (IT Breadth Momentum) Oscillator on breadth.
  • more info
►  McClellan Oscillator *
  • The McClellan Oscillator is a market breadth indicator that is based on the smoothed difference between the number of advancing and declining issues on the index or ETF.
  • McClellan Financial Publications - more info
►  McClellan Summation Index *
►  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
►  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
►  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.
  • more info
►  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.
  • more info
►  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.
  • more info
►  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.
  • more info
►  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.
  • 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.
  • more info
►  Overbought/Oversold
  • The Overbought/Oversold ("OB/OS") indicator is a market breadth indicator based on the smoothed difference between advancing and declining issues.
  • more info
►  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.
  • more info
►  STIX
  • STIX compares the amount of volume flowing into advancing and declining stocks.
  • more info
►  STO (Swenlin Trading Oscillator)
  • The Swenlin Trading Oscillator (STO) is breadth-based oscillator designed for use in short-term trading.
  • 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
►  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
►  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
►  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
►  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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