Indicator showing the percentage of stocks on the NYSE that closed at a higher price than the 200-day simple moving … More
Author: metricsmaestro
NYSE McClellan Oscillator
Momentum indicator showing the 19-day EMA of ratio-adjusted net advances minus the 39-day EMA of ratio-adjusted net advances, for the … More
CBOE Options Total Put/Call Ratio
Indicator showing the ratio between total put option volume and total call option volume. Includes both equity options and index … More
SPX: Number of Days with a Change of 1% or More by Month and Year
On average, from 1990 through 2019, there were 62 days per year with a change of 1% or more. … More
Nonfarm Payrolls Change
Since 1940: The mean change in Nonfarm Payrolls is 125k The median change in Nonfarm Payrolls is 157k The most … More
ES: Daily Range Gaps
Range Gap – The current trading day’s opening price minus the prior trading day’s high (pHI) or low (pLO) when … More
ES: RTH Session Volume (09:30 – 16:15 EST)
Over the last 3,050 trading days: The average RTH Volume was 1,467k The median RTH Volume was 1,364k The most … More
ES: Weekly Range
Over the last 1,000 weeks: The average Weekly Range was 46.50pts The most common Weekly Range was 43.25pts 96.10% of … More
VIX: Average Daily Close by Month and Year
The average daily close from 1990 through 2019 was 19.16 4 of the 5 least volatile quarters since Jan 1990 … More
Expectancy Table
A few of the many important questions to consider when formulating your trading strategy: What is a realistic Stop given … More