Index and Market Indicator Catalog

Index and Market Indicator Catalog

Symbol Groupings
52-week Highs and Lows for Exchanges
An indicator group that covers new 52-week highs, lows and net new highs for five major exchanges (AMEX, CDNX, Nasdaq, NYSE, and TSE). This article defines the various sources and explains the different methodologies. Examples: NYSE New 52-week Highs from StockCharts ($NYHGH), NYSE New 52-week Highs from Dow Jones ($NYHGHDJ) and new highs from the scan engine.
Advance Decline Indicators for Exchanges
An indicator group that covers advances, declines, net advances, advancing volume, declining volume and net advancing volume for five major stock exchanges (AMEX, CDNX, Nasdaq, NYSE, and TSE). Examples: NYSE Advance-Decline Issues ($NYAD), $Nasdaq Advance-Decline Volume ($NAUD).
Bloomberg Commodity Indices
An index series that covers individual commodities and commodity groups. Examples: Bloomberg Energy Subindex ($BCOMEN), Bloomberg Industrial Metals Subindex ($BCOMIN).
CBOE Indices and Indicators
A group of index symbols based on options. These include buywrite indices, volatility indices, and put-call ratios. Examples: DJIA Buywrite Index ($BXD), Crude Oil Volatility Index ($OVX), Nasdaq 100 Volatility Index ($VXN).