Breadth · Nasdaq 100 — Nasdaq 100 Breadth — Who Stands Above the Moving Averages
Market breadth — How many Nasdaq 100 members trade above their 50/200-day averages — how wide the tech rally runs.
The share of the 100 constituents closing above their own 50-day and 200-day moving averages. Weight in this index is concentrated to begin with — when breadth and price diverge, it deserves extra attention.
What this page answers
The latest reading for the share of Nasdaq 100 members above their 200-day average is 63.60 (2026-09-02). The series starts 2023-07-13 and holds 789 observations; the long-run mean is 68.69, the all-time high 92.60 (2023-12-19) and the low 19.60 (2025-04-08).
The share of the 100 constituents closing above their own 50-day and 200-day moving averages. Weight in this index is concentrated to begin with — when breadth and price diverge, it deserves extra attention. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Latest Snapshot
- Updated
- 2026-09-02
- Latest close
- 29,143.332026-09-02
- Observations
- 789
- Sample
- 2023-07-13 – 2026-09-02
Nasdaq 100 members above their 200-day average — year-end readings
| Date | Value |
|---|---|
| 2026-09-02 | 63.60 |
| 2025-12-31 | 63.60 |
| 2024-12-31 | 57.30 |
| 2023-12-29 | 91.60 |
Showing the 4 most recent of 789 observations — the full series is in the JSON: https://historyofmarket.com/api/ndx/breadth.json
Data & Source
GET /api/ndx/breadth.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
What is the latest Nasdaq 100 members above their 200-day average reading?
63.60 as of 2026-09-02. The long-run average is 68.69.
What period does the Nasdaq 100 members above their 200-day average data cover?
2023-07-13 through 2026-09-02 — 789 observations.
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.