Market Sentiment Index

A composite measure of 7 market indicators on a scale of 0 (Extreme Fear) to 100 (Extreme Greed)

57
Neutral
Extreme Fear Fear Neutral Greed Extreme Greed

Indicators

Market Breadth 20%
57
Fear Greed
Neutral Advance/decline ratio of all stocks
52-Week Highs vs Lows 15%
47
Fear Greed
Neutral Stocks near yearly highs vs lows
Volume Trend 10%
33
Fear Greed
Fear Current volume vs average volume
Price Strength 15%
41
Fear Greed
Neutral Stocks above 52-week midpoint
Market Momentum 15%
64
Fear Greed
Greed S&P 500 daily change
Sector Breadth 10%
82
Fear Greed
Extreme Greed Sectors with positive change
Volatility 15%
76
Fear Greed
Greed Low volatility = greed, high = fear

30-Day History

Date Score Sentiment Breadth Highs/Lows Momentum Volatility
Sep 11 56 Neutral 52 45 64 75
Sep 10 43 Neutral 37 45 40 74
Sep 9 42 Neutral 37 48 42 69
Sep 8 47 Neutral 45 56 41 73
Sep 4 51 Neutral 59 55 44 75
Sep 3 58 Neutral 59 54 67 76
Sep 2 56 Neutral 54 53 57 70
Sep 1 45 Neutral 35 49 39 76
Aug 31 46 Neutral 37 53 45 79
Aug 28 50 Neutral 45 57 46 73
Aug 27 51 Neutral 52 60 61 77
Aug 26 53 Neutral 49 60 50 79
Aug 25 55 Neutral 52 61 55 76
Aug 24 55 Neutral 51 62 45 74
Aug 21 58 Neutral 59 59 57 73
Aug 20 44 Neutral 42 58 36 66
Aug 19 52 Neutral 57 61 54 54
Aug 18 47 Neutral 43 61 39 63
Aug 17 47 Neutral 42 64 42 70
Aug 14 56 Neutral 56 66 47 74
Aug 13 59 Neutral 60 66 62 69
Aug 12 57 Neutral 56 66 54 70
Aug 11 53 Neutral 58 66 45 69
Aug 10 52 Neutral 52 67 50 62
Aug 7 58 Neutral 59 64 60 60
Aug 6 50 Neutral 50 64 49 62
Aug 5 51 Neutral 52 64 47 63
Aug 4 60 Neutral 67 63 80 55
Aug 3 59 Neutral 62 60 74 63
Jul 31 48 Neutral 50 53 62 51
How It Works

The Market Sentiment Index combines 7 indicators into a single score from 0 to 100. Each indicator is normalized to a 0-100 scale and weighted:

  • Market Breadth (20%) — Advancing vs declining stocks
  • 52-Week Highs vs Lows (15%) — Stocks near yearly extremes
  • Volume Trend (10%) — Current vs average trading volume
  • Price Strength (15%) — Percentage of stocks above 52-week midpoint
  • Market Momentum (15%) — S&P 500 daily performance
  • Sector Breadth (10%) — Sectors in positive territory
  • Volatility (15%) — Lower volatility signals greed