"TRACK-DATA"
http://www.trackdata.com/
Their "Dial Data" service has the following historical stats:
MARKET STATISTICS
MARKET STATISTICS ARE NOT AVAILABLE IN WEEKLY OR MONTHY FORMATS.
ALL ISSUES, NUMBER & VOLUME: START DATE
*NIS NYSE STOCKS 880104
*AIS AMEX STOCKS 880104
*OIS NASDAQ STOCKS 880104
*BIS NYSE & AMEX BONDS 890901
ALL ISSUES, VOLUME ONLY:
*NISVO NYSE STOCKS 880104
*AISVO AMEX STOCKS 880104
*OISVO NASDAQ STOCKS 880104
ADVANCING ISSUES, NUMBER AND VOLUME:
*NAZ NYSE STOCKS 700105
*AAD AMEX STOCKS 880104
*OAD NASDAQ STOCKS 880104
*BAD NYSE & AMEX BONDS 890901
ADVANCING ISSUES, VOLUME ONLY:
*NAZVO NYSE STOCKS 700105
*AADVO AMEX STOCKS 880104
*OADVO NASDAQ STOCKS 880104
DECLINING ISSUES, NUMBER & VOLUME:
*NDZ NYSE STOCKS 700105
*ADE AMEX STOCKS 880104
*ODE NASDAQ STOCKS 880104
*BDE NYSE & AMEX BONDS 890901
DECLINING ISSUES, VOLUME ONLY:
*NDZVO NYSE STOCKS 700105
*ADEVO AMEX STOCKS 880104
*ODEVO NASDAQ STOCKS 880104
UNCHANGED ISSUES, NUMBER & VOLUME:
*NUZ NYSE STOCKS 700105
*AUN AMEX STOCKS 880104
*OUN NASDAQ STOCKS 880104
*BUN NYSE & AMEX BONDS 890901
UNCHANGED ISSUES, VOLUME ONLY:
*NUZVO NYSE STOCKS 700105
*AUNVO AMEX STOCKS 880104
*OUNVO NASDAQ STOCKS 880104
NEW HIGHS, NEW LOWS
*NHI N.Y. NEW HIGHS 700105
*NLO N.Y. NEW LOWS 700105
*AHI AMER. NEW HIGHS 700105
*ALO AMER. NEW LOWS 700105
*OHI NASDAQ NEW HIGHS 860808
*OLO NASDAQ NEW LOWS 860808
ADVANCE / DECLINE VALUES
OPEN, HIGH, LOW, CLOSE, VOLUME-
(ADV, DEC, UNC, ADV VOL, DEC VOL)
*NADV NYSE STOCKS 700105
*AADV AMEX STOCKS 880104
*OADV NASDAQ STOCKS 880104
*BADV NYSE & AMEX BONDS 890901
ALL ISSUES TRADED, AVERAGE PRICE
AND AVERAGE PRICE CHANGE (100THS):
*NTP NYSE STOCKS 890301
*ATP AMEX STOCKS 890301
*OTP NASDAQ STOCKS 890301
*BTP NYSE & AMEX BONDS 890301
ALL ISSUES TRADED, AVERAGE PRICE
CHANGE (100THS)& AVERAGE VOLUME:
*NTV NYSE STOCKS 890301
*ATV AMEX STOCKS 890301
*OTV NASDAQ STOCKS 890301
*BTV NYSE & AMEX BONDS 890301
ADVANCING ISSUES, AVG PRICE:
*NAP NYSE STOCKS 890701
*AAP AMEX STOCKS 890701
*OAP NASDAQ STOCKS 890701
*BAP NYSE & AMEX BONDS 890701
ADVANCING ISSUES, AVG PRICE CHANGE
(100THS) & AVG VOLUME:
*NAA NYSE STOCKS 721006
*AAA AMEX STOCKS 721006
*OAA NASDAQ STOCKS 721006
*BAA NYSE & AMEX BONDS 721006
DECLINING ISSUES, AVG PRICE:
*NDP NYSE STOCKS 890701
*ADP AMEX STOCKS 890701
*ODP NASDAQ STOCKS 890701
*BDP NYSE & AMEX BONDS 890701
DECLINING ISSUES, AVG PRICE CHANGE
(100THS) AND AVG VOLUME:
*NDA NYSE STOCKS 721006
*ADA AMEX STOCKS 721006
*ODA NASDAQ STOCKS 721006
*BDA NYSE & AMEX BONDS 721006
UNCHANGED ISSUES, AVG PRICE:
*NUP NYSE STOCKS 890701
*AUP AMEX STOCKS 890701
*OUP NASDAQ STOCKS 890701
*BUP NYSE & AMEX BONDS 890701
AVG COMBINED STOCK PRICE (NYSE,
AMEX & NASDAQ) & CHG FROM PRIOR:
*TOT AVERAGE COMBINED PRICE 890705
(AVERAGE PERCENT PRICE CHANGE IN VOLUME FIELD)
10 MOST ACTIVE STOCKS VOLUME & AVG. PRICE
*NAC NEW YORK EXCHANGE 721017
*AAC AMERICAN EXCHANGE 721017
10 MOST ACTIVE STOCKS, LOW =
NUMBER OF ADVANCING, VOL =
NUMBER OF DECLINING
*NAV NEW YORK EXCHANGE 721017
*AAV AMERICAN EXCHANGE 721017
TRADING INDEX: TRIN
100 * ((ISSUES ADVANCED/ISSUES DECLINED)
/ (UP VOLUME/ DOWN VOLUME ))
*NTRIN NYSE STOCKS 881207
*ATRIN AMEX STOCKS 890301
*OTRIN NASDAQ STOCKS 890228
CBOE
TOTAL VOLUMES & OPEN INTEREST:
*CBVOL PUT+CALL 890207
*CCVOL CALL 890207
*CPVOL PUT 890207
OEX TOTAL
VOLUME & OPEN INTEREST:
*TOEX PUT+CALL 890628
*TOEXC CALL 890628
*TOEXP PUT 890628
AMERICAN EXCHANGE AVERAGE CLOSE:
*ACAV CALL 850901
*APAV PUT 850901
TOTAL PREMIUM:
*ACTO CALL 850901
*APTO PUT 850901
PHILADELPHIA EXCHANGE AVERAGE CLOSE:
*BCAV CALL 850901
*BPAV PUT 850901
TOTAL PREMIUM:
*BCTO CALL 850901
*BPTO PUT 850901
CHICAGO BOARD AVERAGE CLOSE:
*CCAV CALL 850901
*CPAV PUT 850901
TOTAL PREMIUM:
*CCTO CALL 850901
*CPTO PUT 850901
PACIFIC EXCHANGE AVERAGE CLOSE:
*PCAV CALL 850901
*PPAV PUT 850901