Pulled each day from Yahoo.com. Formerly averaged with the Merrill Lynch market diary but that source has disappeared. Other sources that haven't yet been incorporated into this site are MarketVolume, BarChart, ClearStation, Barron's, and BigCharts. If you know of other free data sources to average in (none of them are ever quite the same), please let me know. Write to me at anachronist -at- gmail.com.
Data will be shown for holidays even if markets are closed. Please don't write to me asking why. If the data sources show data on that day, the data will be reported here.
Most recent summary (text file) (csv file)
2008/11/20 Market, AdvIssues, DecIssues, UncIssues, AdvVol, DeclVol, UnchVol, NewHis, NewLows NYSE, 334, 3413, 39, 1025517545, 626301121, 28957854, 45, 1684 AMEX, 174, 909, 70, 30092778, 2567109610, 9402737, 8, 421 NASDAQ, 426, 2526, 102, 227658909, 2959539342, 13583039, 2, 1272
Note: On 21 June 2002, both data sources began reporting volumes about 1000 times higher than past history, and have continued to do so. I have no explanation for this.
The "Extremes" historical data began collection on 27 November 2005.
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