Click here to Login




Market Breadth

Share |

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
0 1 2 3 - Next
Advancing-Declining Industries
by QuantShare, uploaded several months ago

...market breadth indicator, which can be downloaded here: 159, but instead of using stocks, it uses industries data.

To be used in analysis, charting or in your trading system, it is better to smooth the advancing-declining industries time series with a moving average.

Industries data should be downloaded first using the following...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 30 downloads Notes Report an item
 Composite 
Basic
Percentage of Stocks Trading Above their Pivot Point
by The trader, uploaded several months ago

...market breadth indicator should be used mainly for very short-term predictions (one or two days). It creates the following ticker symbol: "_Stocks_Above_PP"



...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 31 downloads Notes Report an item
 Composite 
Basic
Open ARMS Index - Open-10 TRIN
by The trader, uploaded several months 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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 21 downloads Notes Report an item
 Composite 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 27 downloads Notes Report an item
 Composite 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 34 downloads Notes Report an item
 Composite 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 24 downloads Notes Report an item
 Composite 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
 Indicator 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 24 downloads Notes Report an item
 Composite 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 54 downloads Notes Report an item
 Composite 
Basic
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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
 Composite 
Basic
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.