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Market Indicators

Market Indicators are datasets that contain meta data about the health of various markets or groups of related stocks. Examples include “Advancers,” “Decliners,” and the “McClellan Summation Index”. A list of our important market indicators can be found below:

 

  • Advance-Decline LineA cumulative breadth indicator derived from Net Advances

  • Advance-Decline PercentA breadth indicator that measures the percentage of net advances within a particular group, such as an SPDR or index ETF

  • Advance-Decline Volume LineA cumulative breadth indicator derived from Net Advancing Volume

  • Advance-Decline Volume PercentA breadth indicator that measures the percentage of net advancing within a particular group, such as an SPDR or index ETF

  • Arms Index (TRIN)A breadth indicator derived from the AD Ratio and AD Volume Ratio

  • Bullish Percent Index (BPI)A breadth indicator derived from the percentage of stocks on P&F Buy signals

  • DecisionPoint Climatic Volume Indicator (CVI)Measures overbought/oversold short-term climatic volume conditions

  • DecisionPoint Intermediate-Term Breadth Momentum Oscillator (ITBM)The ITBM gives a different perspective of breadth than the shorter-term McClellan Oscillator

  • DecisionPoint Intermediate-Term Volume Momentum Oscillator (ITVM)The ITVM gives a different perspective of volume than the shorter-term McClellan Volume Oscillator

  • DecisionPoint Participation Index (PI)Measures the percentage of stocks pushing the upper and lower edge of the short-term trend envelope

  • DecisionPoint Rydex RatioMeasures sentiment using the ratio of Rydex bullish/bearish funds

  • DecisionPoint Short-Term Volume Oscillator (STVO)The 5-day EMA of the DecisionPoint Climactic Volume Indicator

  • DecisionPoint Swenlin Trading Oscillator (STO)Overbought/oversold indicator that can assist in identifying short-term tops and bottoms

  • DecisionPoint Volume Trend Oscillator (VTO)Measures overbought/oversold conditions in the intermediate term

  • High-Low IndexThe 10-day moving average of the Record High Percent Index, which is a breadth indicator (see below)

  • High Low PercentA breadth indicator that measures the percentage of new new highs within a particular group, such as an SPDR or index ETF

  • McClellan OscillatorA MACD type oscillator of Net Advances

  • McClellan Summation IndexA cumulative indicator based on the McClellan Oscillator

  • Net New 52-Week HighsA breadth indicator showing the difference between new highs and new lows. Percentage, cumulative and smoothed versions can be used

  • Percent above 50-day Moving AverageA breadth oscillator that measures the percentage of stocks above a specific moving average

  • Pring's Bottom FisherA market momentum indicator designed to help identify market bottoms

  • Pring's Diffusion IndicatorsA family of breadth oscillators for various collections of securities including major indexes, commodities and currencies

  • Pring's Inflation and Deflation IndexesTwo oscillators that show the overall health of inflation and deflation sensitive stock groups

  • Pring's Net New High IndicatorsTwo oscillators that measure the current strenght of the overall commodities market

  • Put Call RatioA sentiment indicator found by dividing put volume by call volume

  • Record High Percent IndexA breadth indicator that shows new highs as a percentage of new highs plus new lows

  • Volatility IndicesIndicators of implied volatility designed to measure fear and complacency for a range of indices and ETFs

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