Market Breadth Worm — S&P 500 Internals

How broad is the market's move? The breadth worm tracks the percentage of S&P 500 stocks above their 20-day average — green when participation is broad, red when a move is running on few legs — alongside the percent above the 50 and 200 day averages, daily advancers versus decliners, and the cumulative advance/decline line. Divergences between the index and its breadth often lead price.