Tick Indices

By Lawrence

Classic Tick Index from NYSE is a broadcasted real-time market breadth data. It is a market timing tool.

Tick indices we used here are customized Tick Indices created from specialized baskets of stock indices components.

The S&P 500 Tick16 on the front page is one of them.


  • miniflowtrader October 25, 2010 at 1:13 pm

    How are defining extreme tick selling? I’ve noticed that we had some big spikes at around 10:30 and 12:25 EST.

  • Lawrence Chan October 25, 2010 at 2:07 pm

    Mildly negative in % of components having negative tick + 2 std dev of negative net accumulated tick reading in something like Tick1K

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