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Market Breadth

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Market Breadth refers to a technique used to measure the market sentiment and to gauge the overall direction of the market. Market breadth indicators use the number of advancing and declining stocks, the number of advancing and declining volume and the number of stocks making 52-week highs and lows.
This technique has the advantage of reducing the impact of large capitalization stocks.


Objects: Market Breadth
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Open ARMS Index - Open-10 TRIN
by The trader, uploaded one week ago

...market breadth indicator uses the advancing/declining issues and the advancing/declining volume to measure the strength of the market.

The Open-10 TRIN is created by the composite plug-in and its formula consists of dividing the smoothed variation of the advance decline ratio by the smoothed variation of the advance decline volume. The...
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Market Breadth Indicator: Average On Balance Volume
by The trader, uploaded several months ago

...market breadth indicator is the average OBV value of all liquid stocks for each trading day. On Balance Volume is a cumulative indicator that measures buying and selling pressure. It works by adding volume on up days and subtracting volume on down days.

Given the above definition of the OBV technical...
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Percentage of Stocks Outperforming the S&P 500 Index
by QuantShare, uploaded several months ago

...market breadth indicator calculated by calculating the ratio of the total number of stocks that had a 30-Bar return higher than the 30-Bar return of the S&P 500 to the number of stocks that underperformed the S&P 500 Index (30-Bar return lower than the index 30-bar return). Return is calculated...
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Gap Up/Down Market Breadh Indicator
by Brian Brown, uploaded several months ago

...market breadth indicator that measures and compares the number of stocks that gapped up and those that gapped down. This market indicator calculates, for each trading bar, the average of the gap difference formula of all stocks in the universe. The Gap difference formula consists of subtracting "GapUp" (function...
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Ratio of Equal-weighted to Market capitalization-weighted S&P 500 Index
by Brian Brown, uploaded several months ago

...market breadth indicator can be used to predict the market direction, detect market crashes or increase in market volatility.

Using monthly data, the correlation between the ratio return (over past month) and the SPY next-month return is equal to 0.4 or 40%, which indicates that this market breadth indicator may be...
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Percentage of Stocks at 20-Day Highs
by Brian Brown, uploaded several months ago

...market breadth indicator can applied to all markets. Currently, the composite gets the number of stocks that are making new 20-day highs from all symbols available in your database (The list of symbols can be modified by updating the composite and changing the symbols conditions) using the "HHV" function and...
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Number of Stocks Making a new 52-Week Low - Market Indicator
by QuantShare, uploaded several months ago

...market breadth indicators are often used to measure and gauge the strength of the market. Market technicians consider that the more stocks hitting their 52-week highs, the more bullish the market should be. Contrarian traders think that if the 52-week high indicator reaches a very high level (compared to historical...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 11 downloads Notes Report an item
Percentage of Nasdaq 100 stocks that closed above their 10 day moving average
by saratur, uploaded several months ago

...market breadth can be evaluated using indices like Nasdaq100, all Nasdaq stocks, or S&P 500 . Using all NYSE stocks, or all stocks traded on US exchanges may bring questionable results. On the NYSE there are many stocks that are ETFs or closed end funds, many of which...
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NAAIM Survey of Manager Sentiment
by Caleb, uploaded several months ago

...market breadth indicators.
...
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Put Call Volume Comparison Indicator
by Patrick Fonce, uploaded several months ago

...market breadth indicator is the ratio of the number of stocks that have more put volume than call volume (Number of call options shares traded) during a particular date divided by the number of stocks that have more call volume than put volume.

Generally, this composite is considered bullish when its...
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