BSE Sensex is the main index of the Bombay Stock Exchange. It is composed of the 30 largest companies listed on the BSE. Companies that are part of the BSE Sensex Index include HDFC Bank, Hero Honda Motors Ltd., ITC Limited, Larsen & Toubro, Tata Power, Tata Motors...
BSE Sensex, which...
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The NSE Nifty, S&P CNX Nifty or Nifty 50, is the main index of the National Stock Exchange of India. It contains the 50 largest companies that are listed on the NSE. These companies account for 22 sectors of the Indian economy.
This item downloads the S&P CNX Nifty Index, as...
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Breadth Thrust is another less known market breadth indicator. It is a market momentum indicator also called the Zweig Breadth Thrust or ZBT because it was created by Dr. Martin Zweig. As with other market breadth indicators applied in technical analysis, the Breadth Thrust uses the number of advancing and...
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The Mexican Stock Exchange, Bolsa Mexicana de Valores (BMV), is the only stock exchange in the Mexican Stock Market. It is located in Mexico City and is a public company owned by its members. The exchange trades stocks, warrants, mutual funds and debt instruments (Federal Treasury certificates - CETES, Federal...
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Nicholas Darvas in his book "How I Made $2,000,000 In the Stock Market", published in 1986, created the Darvas Box Theory.
Nicholas Darvas explains in this book that the Darvas box theory is a momentum strategy that should be used with short-term timeframes (less than one year).
The Darvas box...
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If you want to compare a certain value of a time-series for a particular security to the value of other securities for the same date, then you should use the z-score. You will need to standardize data in order to use the z-score or the standard score.
The standard score, which...
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This composite calculates daily standard deviation of one-bar rate of return for all securities. It also calculates the average one-bar rate of return for all securities. The average or mean value is stored in the "volume" field; it is multiplied by 10000 because the "volume" field accepts only integer values...
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The damping index, created by Curtis McKallip Jr., is a technical analysis indicator that indentifies bars where the highs and lows are getting close and closer.
In order to do so, it calculates a simple moving average of the difference between the high and low prices using a period of 5...
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Mahesh Moving Average, MMA, is a technical analysis indicator that unlike the other types of moving averages (Example: Simple moving average and Weighted moving average) uses the historical price and volume data in its calculation. Traditional moving averages calculate a bar's value using the close, volume and other time-series data...
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A collar is an options strategy that combines three positions. The options trader can establish a collar strategy by buying shares of a stock then buying a put option and selling (writing) a call option on that stock. The trader should purchase one put and write one call for every...
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One of the most important economic indices used to measure the state of macroeconomics is the Unemployment rate.
Definition: The jobless rate is the percentage of people, in the labor force and in a particular country, that are willing to work but are not currently working.
Each country's main goal is...
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The Advance Decline Volume Ratio, which is also called the Up/Down Volume Ratio, is a market breadth indicator that calculates the ratio of advancing volume to declining volume. The advance-decline volume data can be downloaded using the following item: 151. You can also get the advance decline issues from here:...
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The Volume Accumulation Oscillator (VAO) is a trading indicator developed by Marc Chaikin, who has also developed the 162 and 175 technical indicators.
The Volume Accumulation Oscillator, which is also called Chaikin Volume Accumulation and sometimes Accumulation/Distribution Indicator, is used in technical analysis to identify strengths and weaknesses in a market....
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The advancing and declining volume or the total volume of stocks that advanced and the total volume of stocks that declined every day can be used to create several market breadth indicators. One of these indicators is called the Up/Down Volume Spread. The indicator formula is simple; it is the...
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The Cumulative Volume Index is a breadth indicator that uses the advance and decline volume data (volume of advancing stocks and volume of declining stocks) downloaded by 151.
Advancing volume refers to the total volume traded for securities that advanced or closed above their opening price. Declining volume refers...
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The Ivey PMI or Ivey Purchasing Managers Index is a result of a survey sponsored by the Richard Ivey School of Business and the Purchasing Management Association of Canada. The survey involves 175 participants. The purchasing managers are carefully selected among different regions and sectors (public and private) to match...
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The Guppy Multiple Moving Average is a technical indicator that displays two sets of moving averages. The first set contains six exponential moving averages that use short time frames to monitor the trading activity of short-term traders. The second set contains six exponential moving averages that use long time frames...
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The Guppy Multiple Moving Average is a technical analysis trading indicator developed by Daryl Guppy and explained in his Trend Trading book. The Guppy MMA uses multiple exponential moving averages to determine whether outlook of short-term traders agrees with the outlook of longer-term traders or investors and thus identifies change...
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The TD Range Projections or the Tom Demark Range Projections is an indicator used in technical analysis and developed by Tom Demark. This indicator tries to project and predict the next bar's high and low values (range).
The calculation of the range or the high and low values of the next...
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Tom Demark, in his book 'Day Trading Options', has developed a market-timing indicator (oscillator), called TD Range Expansion Index (REI), which identifies areas that are risky for buying and selling. A weakness in the security or market price could occur if the value of the TD Range Expansion Index is...
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NYSE Euronext website (www.euronext.com) provides investors with historical end-of-day data of stocks listed on the Euronext Amsterdam exchange. Euronext Amsterdam, previously known as the Amsterdam Stock Exchange - AEX, is said to be the oldest stock exchange in the world. The exchange is part of Euronext group which contains also...
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This item downloads historical end-of-day data for stocks listed on the Euronext Brussels (Brussels Stock Exchange). The data is retrieved directly from the exchange website (www.euronext.com).
The item first gets the ISIN code of each stock or company. The ISIN code is an international code used to facilitate the identification of...
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The double top, double bottom, multiple top and multiple bottom are four chart patterns. These reversal patterns are generally formed after an uptrend for the double top and multiple top or a downtrend for the double bottom and multiple bottom.
As said previously, a double-top pattern occurs at the peaks after...
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Australian Securities Exchange participants are required to report their daily gross short sales to the ASX exchange. This short selling activity is made available in the Australian Securities Exchange website. The AFR (afr.com) website provides also this short selling report.
Short sellers sell shares they do not own. They are expecting...
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The 159 downloader, which gets the historical number of advancing and declining stocks listed on U.S. Markets (Stocks listed on the New York Stock Exchange, American Stock Exchange and NASDAQ), is used by this Advance/Decline Line item to create a popular composite or market breadth indicator.
The Advance/Decline Line is the...
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The Producer Price Index, PPI, is an economic indicator and a price index that measures the average change in the selling prices received by producers (domestic) for their output. Products and some services prices are included in the PPI (Imports are not included).
The Producer Price Index, previously known as the...
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This item downloads historical quotes data for stocks listed on the Indonesia Stock Exchange (Bursa Efek Indonesia). It gets quotes from the exchange website (idx.co.id) by date and for all listed companies.
The 158 list of symbols contains ticker information about the companies.
The current downloader automatically adds new symbols in your...
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The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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The current item downloads options volume data, grouped by account type, for U.S stocks from the Options Clearing Corporation, which is an equity derivatives clearing organization, website.
The OCC provides investors with information regarding options volume. The OCC divides all trades into three groups or account types.
Customers: This group represents all...
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The New York Stock Exchange, NYSE, website provides daily summaries of corporate actions. The report includes the number of splits declared, the number of effective splits, the number of dividends declared and the number of dividends paid by all U.S. companies listed on the NYSE and AMEX exchanges and for...
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This item downloads French companies news data. Data retrieved from an RSS feed is transformed and inserted in a custom intraday database. The data is provided by a French website (www.boursier.com).
This news feed (RSS) is downloaded separately for each stock. The database, which stores the news items, is called 'france_rss_news'...
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Formerly known as the Paris Stock Exchange (Bourse de Paris), the French exchange was renamed Euronext Paris after the 2000 merger with 334, 335 and 333.
The 'Bourse de Paris' list of symbols can be downloaded from 83. It contains 765 stock symbol names, as well as the title, the industry...
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This item downloads commitments of traders (COT) futures only reports from the U.S. Commodity Futures Trading Commission website (cftc.gov). Unlike the 348 item, which downloads the new report, this item gets the legacy report which is still being published by the CFTC.
The legacy report has three main categories: Commercials traders,...
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The list of symbols for the Tunisian Stock Market or bourse de Tunis can be downloaded here: 349.
This item let you download historical end-of-day quotes for the Tunisian market and for all companies listed in the bourse de Tunis. The data is downloaded from the exchange website (www.bvmt.com.tn). You can...
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The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.
In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...
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This item downloads futures only reports of commitments of traders (COT) for several futures contracts.
The data is retrieved from the U.S. Commodity Futures Trading Commission website (cftc.gov); it is then parsed and inserted into a custom database 'commitments_traders'. The data is the aggregate values that are reported by all the...
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This Arms index item is my third market breadth composite index. This first item I have uploaded, 340, calculates the ratio between the number of advancing stocks and the number of declining stocks. The second one, 344, calculates the absolute value of the difference between the number of advancing stocks...
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This is certainly a unique indicator/composite index. It combines the data of two popular and commonly used technical analysis patterns to create an index that tells whether the bullish pattern or the bearish pattern is dominating the market.
These technical analysis patterns are the Head and Shoulders and the Head and...
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The head and shoulders pattern is a reversal pattern that generally occurs in uptrends. The pattern contains three peaks - the left shoulder, the head and the right shoulder. It is called Head and Shoulders because the pattern visually looks similar to that of a head with two shoulders. The...
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