Advance/Decline Quotes

Daily Advance/Decline (AD) Sentiment Report - (100% mechanical)

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As of Friday, May 18, 2012 Index Index Change A/D Issues Ratio A/D Volume Ratio TRIN Next Day Historical Reaction Next Day Outlook Average Trend Average Up Max Up Average Down Max Down UP DOWN NYSE Comp. -0.71% 0.36 0.49 0.74 -0.18% 0.84% 3.14% -1.02% -6.05% 45% 55% DJI -0.60% 0.50 1.03 0.49 0.03% 0.76% 2.44% -0.77% -1.85% 52% 48% S&P 500 -0.75% 0.23 0.38 0.60 0.09% 1.01% 3.33% -1.03% -3.84% 55% 45% NASDAQ 100 -1.22% 0.20 0.16 1.24 0.05% 1.61% 5.63% -1.96% -7.42% 56% 44% Russell 2000 -0.95% 0.44 0.38 1.15 -0.27% 1.19% 4.15% -1.47% -8.85% 45% 55% Copyright © 1997-2012 MarketVolume.com: You may not copy, distribute, transmit, display, perform, reproduce, publish, license, sublicense, create derivative works from, transfer or sell any of the Information. More...

How to use the AD Report:

The Daily AD report provides an outlook for the following trading day trade based on an analysis of historical AD data. It can be especially beneficial for intraday traders by helping you:

• Avoid risky trades (by not playing against the prevailing trend);
• Place trades in the direction of the dominant trend;
• Avoid trading in uncertain market conditions;
• Develop various trading strategies.

About Daily AD Report:

• The report is 100% mechanical;
• The outlook is updated daily after the market close (generally by 17:30 EST);
• The report is generated for the most popular indexes, including the NYSE Composite, DJI, S&P 500, NASDAQ 100, as well as the Russell 2000.
• After the market close, our system will:
  • Automatically collect Advance/Decline data: Number of advanced and declined issues, advanced and declined volume, advance/decline volume and issues ratios, TRIN;
  • Perform a historical scan for trading days which exhibited similar AD data on a closing basis;
  • Determine the trend as well as the biggest advances and declines the following trading day;
  • Formulate an outlook for the following trading day based on similar occurrences using historical AD data.
• The system analyzes historical data going back to 1997;
• The outlook for the following trading day is formulated as a percentage - stating a probability of the market being up or down that day. For instance, an outlook may state a 60% probability of an up-day versus a 40% probability of a down-day based on similar AD data in the period between 1997 and the present.