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MasterDATACSV Historical Breadth Datafiles

 

Historical breadth datafiles on 37 major stock indexes and 202 highest trade volume ETFs in .csv format.  
       
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  Statistics Available In MasterDATA's Historical Composite Breadth Datafiles

The table below lists all the statistics available in MasterDATA's composite breadth datafiles.  The bold text describes the statistic.  For MetaStock users, the text below the bold text title is the name that should be used in the two MasterDATA Composite Plug-in formulas to automatically retrieve that particular statistic into a MetaStock function.

Click on the help button for additional information about the statistic.

 
Open Price Of the Index / ETF
open
    High Price Of the Index / ETF
high
    Low Price Of the Index / ETF
low
Close Price Of the Index / ETF
close
  Trade Volume Of the Index / ETF
tradevolume
  Equal Weight Open Price
eqwtopen
Equal Weight High Price
eqwthigh
  Equal Weight Low Price
eqwtlow
  Equal Weight Close Price
eqwtclose
Upper Trend Channel
uppertrendchannel
  Trend Channel Pivot
pivot
  Lower Trend Channel
lowertrendchannel
 
Composite Breadth Statistics: 
Total Component Up Trends
uptrends
  Total Components Advancing (Advances)
advances
  Total Component Advancing Volume
upvolume
Total Component New Uptrends
newuptrends
  Total Components Declining (Declines)
declines
  Total Component Declining Volume
downvolume
Total Component Down Trends
downtrends
  Issues Unchanged
unchanged
  Total Volume Of All Components
totalvolume
Total Component New Downtrends
newdowntrends
  Issues Traded
traded
   
         
Total Component New Highs
newhighs
  Total Component Quarterly New Highs
qnewhighs
   
Total Component New 1st Day Highs
newhighs1stday
  Total Component Quarterly New 1st Day Highs
qnewhighs1stday
     
Total Component New Lows
newlows
  Total Component Quarterly New Lows
qnewlows
   
Total Component New 1st Day Lows
newlows1stday
  Total Component Quarterly New 1st Day Lows
qnewlows1stday
     
               
% Of Components Above Their 200 Period Moving Average
percentabove200ma
  Total Components Above Their 200 Period Moving Average
above200ma
  Total Components Above Their 50 Period Moving Average
above50ma
% Of Components Above Their 50 Period Moving Average
percentabove30ma
  Total Components Equaling Their 200 Period Moving Average
equal200ma
  Total Components Equaling Their 50 Period Moving Average
equal50ma
% Of Components Above Their 30 Period Moving Average
percentabove30ma
  Total Components Below Their 200 Period Moving Average
below200ma
  Total Components Below Their 50 Period Moving Average
below50ma
% Of Components Above Their 18 Period Moving Average
percentabove18ma
           
% Of Components Above Their 9 Period Moving Average
percentabove9ma
  Total Components Above Their 30 Period Moving Average
above30ma
  Total Components Above Their 18 Period Moving Average
above18ma
% Of Components Above Their 4 Period Moving Average
percentabove4ma
  Total Components Equaling Their 30 Period Moving Average
equal30ma
  Total Components Equaling Their 18 Period Moving Average
equal18ma
      Total Components Below Their 30 Period Moving Average
below30ma
  Total Components Below Their 18 Period Moving Average
below18ma
               
Total Components Above Their 9 Period Moving Average
above9ma
  Total Components Above Their 4 Period Moving Average
above4ma
     
Total Components Equaling Their 9 Period Moving Average
equal9ma
  Total Components Equaling Their 4 Period Moving Average
equal4ma
     
Total Components Below Their 9 Period Moving Average
below9ma
  Total Components Below Their 4 Period Moving Average
below4ma
     
Future Values: 
  FV2     FV3     FV4
  FV5     FV6     FV7
  FV8     FV9     FV10
  FV11     FV12     FV13
  FV14     FV15      
 
Details On Available Statistics  
 
 
Index or ETF Open, High, Low, Close, Trade Volume 
Description: 

Historical price data from 1990 through the current date (or starting date of the index or ETF if later) is contained in the composite .csv datafiles.

 

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Index or ETF Equal Weighted Open, High, Low, Close 
Description: 

composite breadth data is inherently equal weighted, meaning that every component counts equally in the totaled composite number.  For instance, if 328 components of the S&P 500 Index gain for the day, the "advances" composite statistic is 328.  One stock does not carry more or carry less weight than any other.  On the other hand, the majority of indexes and ETFs are not equal weighted, but instead, either price weighted like the Dow Jones Industrial Average or Cap Weighted like the S&P 500 Index.

The possibility therefore exists that, at least to some extent, using composite data with market priced indexes and ETFs could be like comparing apples and oranges.  To address this issue, these values reflect recalculating historical price history of each index and ETF as an Equal Weight composite.  For more information about index and ETF weightings, click here (this is a .pdf file).

Historical price data from 1990 through the current date (or starting date of the index or ETF if later) is contained in the composite datafiles.

Use:

Eliminates any possible weighting method conflict when using composite breadth data with an index or ETF.  While the overall chart patterns remain basically the same, price moves are generally smoother.  A large price move in a heavily weighted component does not overly impact the index or ETF value unless other components experience similar movement.  From a technical analysis point of view, equal weighting might be considered the ideal weighting methodology for composites.  In any event, the data is provided at no additional charge.  It is your decision and your decision alone to use it or not.

Calculation: For each component:
Relative Component Price     =    100     *      Current Price
Beginning Current Year Close Price

For the parent index or ETF

Equal Weighted Composite Price     =     Total of Relative Component Prices (above)
Number of Components Traded

This calculation is performed on the open, high, low and close prices for each data period to create the historical price file.

 

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MasterDATA's Trend Channel Indicator 
Description: 

A proprietary indicator identifying the current trend of the subject security.  Historical data from 1990 through the current date (or starting date of the index or ETF if later) is contained in the composite datafiles.  Click Here for an example of this indicator.

Use:

An old market axiom is "Follow the Trend".  This is true, but also as trends age there is a growing certainty of an eventual reversal.  Readily "seeing" the current trend may provide opportunities for entering positions earlier to take advantage of such reversals in aging trends.  In any case, knowing the current trend keeps trading perspective.

Closes above the middle pivot line (red line on our web site charts) are defined as an uptrend, while closes below this line are indicative of a downtrend.

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Trend Count of Component Issues 
Description: 

The above described MasterDATA Trend Channel Indicator is calculated for each component issue of the subject index or ETF.  This information is then compiled to determine the number of issues within the index or ETF that are in new or continuing uptrends or new or continuing downtrends for any given period.  Historical data from 1990 forward through the current date (or starting date of the index or ETF if later) is contained in the datafiles.  Click Here for an example of using this statistic.  The indicator is expressed in terms of percentage.

Use:

If knowing the current trend of the subject index or ETF is important, knowing the current trend of every component issue within that index or ETF provides tremendous insight into the "internals" of what is happening.  Overbought and oversold conditions are readily identified as well as potential Index turning points and likelihood of a continuing trend.

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Index/ETF Volume - Advancing, Declining and Total Volume Of All Component Issues 
Description: 

The total advancing, declining or combined volume of all component stocks within the index or ETF.  While this volume data is readily available from other sources for the NYSE, AMEX and NASDAQ composites, it is available here for all indices and ETFs followed and contained not only in the composite datafiles, but also total component volume is contained in the historical MetaStock format price datafiles for all indexes and ETFs followed.  Click Here for an example of advancing and declining volume used to calculate two indicators, the McClellan Volume Oscillator & Volume Summation Index.

Use:

Total advancing, declining and combined index/ETF volume can say a great deal about the current movement and conviction of the market index especially relative to historical volume.  This statistic is used in many composite indicators.  These compiled statistics are used in calculating the index or ETF McClellan Volume Oscillator and Volume Summation Index, TRIN, Arms Index, Open Arms Index, Climactic Volume Oscillator (CVI), etc.

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Total Components Advancing, Declining, Unchanged and Traded 
Description: 

The total number of advancing, declining, unchanged and traded component issues is calculated for the index or ETF for the given data period.  Historical data from 1990 forward through the current date (or starting date of the index or ETF if later) is contained in the datafile.  Click Here for an example of these values used to calculate two indicators, the McClellan Oscillator & Summation Index.

Use:

This compiled statistic is used in calculating the index or ETF Advance/Decline line (AD Line), McClellan Oscillator & Summation Index, TRIN, Arms Index, Open Arms Index, etc.

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Component New One Year Highs and Lows 
Description: 

The total number of new one year highs or new one year lows in component issues is calculated for the index or ETF for the given data period.  Historical data from 1990 forward through the current date (or starting date of the index or ETF if later) is contained in the datafile.  Click Here for an example of these values used to calculate an indicator.

 

Total components with new 1st day one year highs or lows is calculated for the index or ETF by counting the total number of components setting new price highs or lows for the first time with no immediately previous new price high or low.

Use:

There is a definite tendency that one new high will be followed by subsequent new highs.  New highs often mark the beginning or end of a trend.  Both also apply for new lows.

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Component New One Quarter Highs and Lows 
Description: 

The total number of new one quarter highs or new one quarter lows in component issues is calculated for the index or ETF for the given data period.  Historical data from 1990 forward through the current date (or starting date of the index or ETF if later) is contained in the datafile.  Used exactly like new one year highs and lows above.  Click Here for an example of these values used to calculate an indicator.

 

Total components with new 1st day one quarter highs or lows is calculated for the index or ETF by counting the total number of components setting new price highs or lows for the first time with no immediately previous new price high or low

Use:

There is a definite tendency that one new high will be followed by subsequent new highs.  New highs often mark the beginning or end of a trend.  Both also apply for new lows.

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Component Closes Above/Equal/Below Specified Period Moving Averages 
Description: 

A count of component issues above a specified moving average expressed as a percentage or provided as an actual count of components above, below or equal to that moving average.  Historical data from 1990 forward through the current date (or starting date of the index or ETF if later) is contained in the datafile.

Use:

The percentage of component issues above their 200 day moving average is considered a reliable indicator of long term movement in the securities market.  When above 70% and subsequently declining below 70% it is considered to mean that the long term direction of the market has turned bearish.  Vice-versa, when below 30% and subsequently rising above 30% a bullish indication is given.  Click Here for an example of this indicator.

The same chart (lower inside window) displays the percentage of components above their 4 day (green line), 9 day (black line), 18 day (pink line) and 30 day (blue line) moving averages.  The shorter term moving averages provide remarkable insight into the shorter term internal strength or weakness of the index or ETF.  Developing and deteriorating trends may be detected very early.

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