A capitalisation-weighted index can rise while most of its members fall, if the largest few carry it. Breadth measures look underneath the index: how many stocks advanced, how many made new highs, how many sit above their moving averages.
Narrow breadth during an advance is a classic warning that the move rests on a handful of names, and broad participation on a decline suggests genuine selling rather than rotation. Tools include the advance-decline-line, new-highs-new-lows, percent-above-moving-average and the mcclellan-oscillator.
Breadth divergences are early and can persist for a long time before anything happens, and there are famous examples of narrow markets continuing for a year or more. Use breadth to describe the quality of a move and to size risk, not to time entries.
Related: advance-decline-line, new-highs-new-lows, mcclellan-oscillator, percent-above-moving-average, breadth-thrust