End-of-day U.S. market snapshot
End-of-day U.S. market snapshot
End-of-day U.S. market snapshot
Daily breadth, macro context, major-index position, and scheduled economic releases. These readings describe the market close; they do not forecast the next session.
TickerStance is a regime read, not trading advice. Stance is computed daily from public market data and posted ~17:00 ET. Past regime ≠ future returns.
Share of names above their 40-day average — a fast read on how broad the trend is.
Share of names above their 50-day average — the core "how many stocks are trending up" gauge.
Share of names above their 200-day average — the long-trend participation backdrop.
New 52-week highs minus new lows — net expansion or contraction of leadership.
20-day change in the advance/decline line — is participation improving or deteriorating.
Whether the A/D line and SPY are pulling in the same direction or diverging.
Net advancers minus decliners as a share of the universe — today's breadth tilt.
Advancing volume versus declining volume — where the day's turnover went.
Count of stocks up 4%+ on rising volume — raw upside thrust.
Five-day ratio of 4% up-movers to 4% down-movers — the week's thrust balance.
Ten-day smoothing of the 4% up/down thrust ratio.
Short-term breadth momentum oscillator — positive is improving, negative deteriorating.
Running sum of the McClellan Oscillator — the slower cumulative-breadth trend.
Ten-day average of advancers/(adv+dec) — a rare, powerful broad-thrust gauge.
Count of 90%-up days in the last 20 sessions — institutional confirmation pressure.
20-day change in the advancing-minus-declining volume line — volume-weighted participation.
Count of stocks up 25%+ over a quarter — how broad leadership formation is.
Count of stocks up 25%+ over a month — faster leadership formation.
Count of stocks up 50%+ over a month — a froth marker when it runs high.
Count of stocks down 4%+ on rising volume — heavier selling pressure.
Recent institutional selling days on the major indexes.
Count of stocks down 25%+ over a quarter — capitulation candidates.
Count of 90%-down days in the last 20 sessions — panic / washout pressure.
A breadth-stress state mixing high new highs and new lows under a weakening tape.
Composite turnover versus its 30-day average — how active the tape is.
The VIX close — the market's expected-volatility read.
Sessions since the last follow-through day confirmed the current attempt.
Rates, credit, liquidity, and economy readings from the latest available FRED observations.
10Y 4.74% · real 2.40% · breakeven 2.32%
The 10Y–2Y Treasury spread; a positive, steepening curve describes a normal-growth backdrop, while a negative (inverted) reading is the classic late-cycle marker that has preceded most recessions.
The 10Y–3M Treasury spread, the New York Fed’s preferred recession gauge; inversion here signals the market pricing front-end rates above long-end growth expectations.
The 10-year Treasury yield, the discount rate beneath equity valuations; lower yields describe an easier backdrop for long-duration growth multiples, higher yields a more restrictive one.
The 10-year inflation-indexed Treasury yield, shown against its own 1-year range; it isolates the real discount rate after expected inflation.
The 10-year nominal Treasury yield minus the 10-year real yield, a market-implied estimate of average inflation over the coming decade.
The effective federal funds rate set by policy; accommodative levels describe loose monetary conditions, restrictive levels a tighter backdrop for risk assets.
HY 2.70% · IG 0.81% · NFCI -0.56
ICE BofA US high-yield option-adjusted spread, where the band reflects the level within its 1-year range — historically below ~350 bps is complacent, above ~550 bps signals caution, and above ~800 bps is recession-grade stress.
ICE BofA US corporate (investment-grade) option-adjusted spread; tight spreads describe intact risk appetite among the highest-quality issuers, while widening reflects funding stress moving up the credit ladder.
The Chicago Fed National Financial Conditions Index; negative values describe conditions looser than their historical average and positive values tighter conditions.
Dollar 118.06 · Fed assets 6.75T
The Fed’s broad trade-weighted dollar index, shown as its position within the 1-year range; a strong dollar tightens global financial conditions, a weaker dollar loosens them.
Total Federal Reserve assets, displayed in trillions of dollars; the label describes the change over roughly thirteen weekly observations.
Initial claims 206K
Seasonally adjusted initial unemployment claims, shown against their trailing 1-year range as a timely read on labor-market deterioration or normalization.
End-of-day position of the broad U.S. equity benchmarks.
| Index | Close | Day | 50-day | 200-day | Off high |
|---|---|---|---|---|---|
| SPYS&P 500 | 763.47 | -0.3% | +1.5% | +7.8% | -2.0% |
| QQQNasdaq 100 | 706.32 | -1.0% | -1.0% | +8.1% | -5.7% |
| IWMRussell 2000 | 297.97 | -0.7% | +0.4% | +10.3% | -2.4% |
| RSPS&P Equal-Weight | 221.93 | +0.1% | +3.0% | +9.8% | -0.7% |
| DIADow 30 | 533.65 | +0.3% | +1.5% | +7.6% | -2.4% |
Scheduled high- and medium-importance U.S. releases in the next three weeks.
| When | Release | Period | Importance |
|---|---|---|---|
| Tue 10:00 AM ET | New Residential Sales | July 2026 | medium |
| Wed 8:30 AM ET | Gross Domestic Product | — | high |
| Wed 8:30 AM ET | Personal Income and Outlays | — | high |
| Wed 8:30 AM ET | Advance Report on Durable Goods--Manufacturers' Shipments, Inventories, and Orders | July 2026 | medium |
| Wed 10:30 AM ET | Weekly Petroleum Status Report | — | medium |
| Thu 8:30 AM ET | Unemployment Insurance Weekly Claims | — | high |
| Thu 10:30 AM ET | Weekly Natural Gas Storage Report | — | medium |
| Tue 10:00 AM ET | Job Openings and Labor Turnover Survey | — | high |
| Tue 10:00 AM ET | Construction Spending (Construction Put in Place) | July 2026 | medium |
| Wed 10:00 AM ET | Full Report - Manufacturers' Shipments, Inventories and Orders | July 2026 | medium |
| Wed 10:30 AM ET | Weekly Petroleum Status Report | — | medium |
| Thu 8:30 AM ET | Unemployment Insurance Weekly Claims | — | high |
| Thu 10:30 AM ET | Weekly Natural Gas Storage Report | — | medium |
| Fri 8:30 AM ET | Employment Situation | — | high |
| Tue 10:00 AM ET | Quarterly Financial Report--Manufacturing, Mining, Wholesale Trade, and Selected Service Industries | Second Quarter 2026 | medium |
| Thu 8:30 AM ET | Unemployment Insurance Weekly Claims | — | high |
| Thu 8:30 AM ET | Producer Price Index | — | medium |
| Thu 10:30 AM ET | Weekly Natural Gas Storage Report | — | medium |
| Thu 12:00 PM ET | Weekly Petroleum Status Report | week ending September 4, 2026 | medium |
| Fri 8:30 AM ET | Consumer Price Index | — | high |
| Mon | Treasury 13-Week Bill Auction | — | medium |
| Mon | Treasury 26-Week Bill Auction | — | medium |
| Tue | Treasury 2-Year Note Auction | — | medium |
| Tue | Treasury 6-Week Bill Auction | — | medium |
| Wed | Treasury 1-Year 11-Month Note Auction | — | medium |
| Wed | Treasury 5-Year Note Auction | — | medium |
| Thu | Treasury 7-Year Note Auction | — | medium |
Market breadth measures how many stocks are participating in a move, not just whether a cap-weighted index rose or fell. It helps distinguish a broad move from one led by a small number of large companies.
It is the share of the eligible US equity universe trading above its 50-day average price. Above ~65% signals a broad uptrend; below ~40% signals a weak, narrowing tape.
A cluster of distribution days can show that selling pressure is recurring. This page reports the count as one reading among many rather than treating any single threshold as a market forecast.
Breadth describes participation inside equities. Treasury yields, credit spreads, liquidity, and economic releases add context for the conditions around that participation. The macro section uses the latest available FRED observations and is not a prediction.
TickerStance is a regime read, not trading advice. Stance is computed daily from public market data and posted ~17:00 ET. Past regime ≠ future returns.
Computed 2026-08-24 · v1.19.0-2026-07-10-stance-gain2-agreement · snapshot:latest · 26 live · 1 no-dataGlossary · Method · Market regime · VIX · Sector rotation