How broad is the market move?

The advancing and declining counts describe participation, while the median helps distinguish a broad move from a small number of large outliers. The mean weights each observed stock equally. None of these is a forecast, a trading signal, or the official price-weighted Dow Jones Industrial Average return.

1. Universe: the unique symbols in Finabase's bundled Dow-group list, shown below. This is a versioned product universe; it is not a claim of licensed, independently verified current index membership.
2. Source: Finabase's stored market snapshots, also used by the heatmap. Upstream providers and quote delays can vary. No new vendor request is made solely for this report.
3. Session alignment: identify the latest valid quote's New York calendar date. Include only that date's quotes with positive finite last price and previous close, a valid timestamp no more than five minutes in the future, and age of at most seven days. Missing or older observations are excluded, not treated as unchanged. A holiday or weekend uses the last observed session.
4. Returns: 100 × (last / previous close − 1). Positive, negative and exactly zero values determine the three breadth counts. Mean and median use all eligible observations. This is a price-change calculation, not a dividend-reinvested total return.
5. Moving averages: count last price strictly above the stored 50- or 200-day average. Each denominator includes only eligible quotes with a finite positive value for that average; missing averages do not count as below.
6. Publication: at least 80% of the universe must have eligible quotes. Intraday timestamps can differ, corporate actions can affect comparisons, and current membership is unsuitable for a survivorship-free historical backtest. The dataset updates as source snapshots change; it is not an archive.

Methodology version 1.0. Written by Finabase Research. Report a data or methodology error.

The CSV contains aggregate statistics and quote timestamp bounds, not an underlying vendor quote feed. Save the CSV with your citation because this live page changes. Redistribution of underlying market-data feeds is not granted.

Suggested citation: “Finabase Research, Dow-group market breadth snapshot, methodology 1.0, session 2026-11-02, accessed [your access date], https://finabase.io/learn/studies/market-breadth.”

Link to this methodology when citing the figures, and include the session date and version so readers can interpret the result.

Learn how market breadth differs from relative strength, then choose the weekly market brief or continue in Stock Master.