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Advance-Decline-Unchanged issues for NYSE, AMEX and NASDAQ

by The trader, 5402 days ago
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Advance/decline/unchanged issues are measures of the number of stocks or securities whose price has advanced, declined or remained unchanged. The data comes from stock market exchanges as with the advancing/declining/unchanged volume and the 52-week highs and lows which can be downloaded here (Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ and NYSE, AMEX and NASDAQ 52-week high and low data).

This item downloads historical data for three different exchanges (NYSE, AMEX and NASDAQ). It creates 9 symbols; three for the advancers (one for each exchange), three for the decliners and three for the unchanged issues.

Advances and declines are generally used as a market sentiment indicator, a measure of the market strength and weakness. In a rising market, the number of advancing issues will exceed the number of declining issues, whereas in a falling market the number of declining issues will be higher than the advancing issues.

Several market breadth indicators can be built using the Composite Plug-in and the historical data of the advancing and declining issues and the Up and Down volume (Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ).

Advance-Decline Line: This is the cumulative sum of the number of advances minus the number of declines.
Advance-Decline ratio: This is the number of advancing stocks divided by the number of declining stocks.
TRIN indicator: This is the AD (Advance-Decline) issues ratio divided by the AD volume ratio.

NB: NYSE data starts in March 1965.
AMEX data starts in February 2002.
NASDAQ data starts in January 1978.


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Type: Download Script

Object ID: 159


Country:
United States

Market: Stock Market

Style:
Technical Analysis

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