Advance/Decline Ratio Oscillator (ADRO)

The advance/decline line is a popular market breadth indicator.  It is a simple measure of how many stocks are taking part in a rally or sell-off and it’s usually calculated from NYSE stocks.  The A/D line is calculated as follows:

A/D Line = (number of advancing stocks for the day – number of declining stocks for the day) + yesterday’s A/D line value

The Advance/Decline Ratio Oscillator (ADRO) is a variation on the advance/decline line where it accounts for total market volume beyond the NYSE.  The ADRO has a tendency to identify near-to-intermediate tops when the indicator is above 4.00, and near-to-intermediate bottoms when the indicator is at -2.00 or below.  Chart courtesy of Market Harmonics.