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:
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Advance-Decline LineA cumulative breadth indicator derived from Net Advances
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Advance-Decline PercentA breadth indicator that measures the percentage of net advances within a particular group, such as an SPDR or index ETF
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Advance-Decline Volume LineA cumulative breadth indicator derived from Net Advancing Volume
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Advance-Decline Volume PercentA breadth indicator that measures the percentage of net advancing within a particular group, such as an SPDR or index ETF
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Arms Index (TRIN)A breadth indicator derived from the AD Ratio and AD Volume Ratio
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Bullish Percent Index (BPI)A breadth indicator derived from the percentage of stocks on P&F Buy signals
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DecisionPoint Climatic Volume Indicator (CVI)Measures overbought/oversold short-term climatic volume conditions
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DecisionPoint Intermediate-Term Breadth Momentum Oscillator (ITBM)The ITBM gives a different perspective of breadth than the shorter-term McClellan Oscillator
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DecisionPoint Intermediate-Term Volume Momentum Oscillator (ITVM)The ITVM gives a different perspective of volume than the shorter-term McClellan Volume Oscillator
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DecisionPoint Participation Index (PI)Measures the percentage of stocks pushing the upper and lower edge of the short-term trend envelope
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DecisionPoint Rydex RatioMeasures sentiment using the ratio of Rydex bullish/bearish funds
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DecisionPoint Short-Term Volume Oscillator (STVO)The 5-day EMA of the DecisionPoint Climactic Volume Indicator
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DecisionPoint Swenlin Trading Oscillator (STO)Overbought/oversold indicator that can assist in identifying short-term tops and bottoms
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DecisionPoint Volume Trend Oscillator (VTO)Measures overbought/oversold conditions in the intermediate term
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High-Low IndexThe 10-day moving average of the Record High Percent Index, which is a breadth indicator (see below)
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High Low PercentA breadth indicator that measures the percentage of new new highs within a particular group, such as an SPDR or index ETF
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McClellan OscillatorA MACD type oscillator of Net Advances
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McClellan Summation IndexA cumulative indicator based on the McClellan Oscillator
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Net New 52-Week HighsA breadth indicator showing the difference between new highs and new lows. Percentage, cumulative and smoothed versions can be used
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Percent above 50-day Moving AverageA breadth oscillator that measures the percentage of stocks above a specific moving average
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Pring's Bottom FisherA market momentum indicator designed to help identify market bottoms
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Pring's Diffusion IndicatorsA family of breadth oscillators for various collections of securities including major indexes, commodities and currencies
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Pring's Inflation and Deflation IndexesTwo oscillators that show the overall health of inflation and deflation sensitive stock groups
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Pring's Net New High IndicatorsTwo oscillators that measure the current strenght of the overall commodities market
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Put Call RatioA sentiment indicator found by dividing put volume by call volume
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Record High Percent IndexA breadth indicator that shows new highs as a percentage of new highs plus new lows
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Volatility IndicesIndicators of implied volatility designed to measure fear and complacency for a range of indices and ETFs