Nasdaq 100 Breadth — Who Stands Above the Moving Averages
Nasdaq 100 members above their 200-day average: 59.6% as of 2026-10-02.
Nasdaq 100 Trend Participation — Share of Nasdaq 100 constituents above their 200-day moving averages: assessing rally breadth versus leadership narrowing.
The plate
Latest Snapshot
- Observations
- 810
- Sample
- 2023-07-13 – 2026-10-02
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 observation for the share of Nasdaq 100 members above their 200-day average stands at 59.60 (2026-10-02). The historical series spans 2023-07-13 through the present with 810 data points; its secular mean is 68.78, with an all-time peak of 92.60 (2023-12-19) and a cyclical floor of 19.80 (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.
Nasdaq 100 members above their 200-day average — historical year-end index readings
| Date | Value |
|---|---|
| 2026-10-02 | 59.60 |
| 2025-12-31 | 64.30 |
| 2024-12-31 | 57.90 |
| 2023-12-29 | 91.50 |
Displaying the 4 most recent of 810 observations — complete series in 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 reading for Nasdaq 100 members above their 200-day average?
59.60 as of 2026-10-02, compared against a long-term historical mean of 68.78.
What historical period does the Nasdaq 100 members above their 200-day average data cover?
2023-07-13 through 2026-10-02 across 810 continuous 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.