Monday, January 12, 2009

A/D Line and Market Breadth

Advance Decline Line: The a/d line is a number composed of the net sum of advancing stocks minus the number of declining stocks (ie: a day with 500 advancing stock and 2000 declining stocks would yield an a/d line of -2000). This number is calculated separately for the NYSE and the NASDAQ.

An a/d reading of greater than 1500 or -1500 is usually indicative of a trending day. Therefore if the a/d line opened the day at +1600 and remained at this level or better, any pullback would be buyable because internally the same number of stocks are still advancing. This scenario is flipped for shorts, with an a/d line of say, -1900 any bounce would be shortable.

Breadth Ratio: This is a figure composed of the ratio of volume flowing into up stocks compared to the amount of volume flowing into down stocks. A breadth ratio relative to 1 is generated (ie: a day with 10M shares of advancing volume and 5M shares of declining volume results in a breadth of 2:1 Positive, 2x as many shares are rising than falling).

Generally, the Breadth is more important than the advance decline line because it takes into account the volume of advancing to declining shares. A breadth number is calculated separately for the NYSE and the NASDAQ.

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