Market Internals For Each Index

Market internals give traders the insight as to what is happen at the exchange or index level. What are the basket of stocks that make up an index doing as a whole? Are there more volume inflows or outflows? Advancers vs decliners? How about the moment by moment upticks vs downticks? This comprehensive list outlines all of the tickers that should be used for each major exchange and index. To enhance your market internals dashboard, consider adding on some bolt on trading scripts to make better sense of the data.

S&P 500

VOLSPD – Volume difference between up and down stocks in the S&P500 based on prior day close
ADSPD – Advancing issues vs declining issues in the S&P500 based on prior day close
TIKSP – Upticks vs downticks in the S&P500 stocks without regard to prior day close

SPXA200R – Percent of stocks over the 200 SMA on the daily chart in the S&P500
SPXA100R – Percent of stocks over the 100 SMA on the daily chart in the S&P500
SPXA50R – Percent of stocks over the 50 SMA on the daily chart in the S&P500

RSP – Equal weight S&P500

New York Stock Exchange (NYSE)

VOLD – Volume difference between up and down stocks in the NYSE based on prior day close
ADD – Advancing issues vs declining issues in the NYSE based on prior day close
TICK – Upticks vs downticks in the NYSE stocks without regard to prior day close

NYHGH – Number of new 52 week highs in the NYSE
NYLOW – Number of new 52 week lows in the NYSE

Nasdaq Exchange (NAZ)

VOLQD – Volume difference between up and down stocks in the Nasdaq based on prior day close
ADQD – Advancing issues vs declining issues in the Nasdaq based on prior day close
TICK/Q – Upticks vs downticks in the Nasdaq stocks without regard to prior day close

NAHGH – Number of new 52 week highs in the NAZ
NALOW – Number of new 52 week lows in the NAZ

QQQE – Equal weight NasdaQ

Russell 2000

VOLRLD – Volume difference between up and down stocks in the Russell 2000 based on prior day close
ADRLD – Advancing issues vs declining issues in the Russell 2000 based on prior day close
TIKRL – Upticks vs downticks in the Russell 2000 stocks without regard to prior day close

Dow Jones Industrial Average (DJIA)

VOLID – Volume difference between up and down stocks in the DJIA based on prior day close
ADID – Advancing issues vs declining issues in the DJIA based on prior day close
TIKI – Upticks vs downticks in the DJIA stocks without regard to prior day close

HGHI – Number of new 52 week highs in the DJIA
LOWI – Number of new 52 week lows in the DJIA

 

Please note that some data providers will not have all symbols available. For example, TradingView does not support the Russell 2000 internals.