Accumulation is a term used to describe a market
controlled by buyers; whereas distribution is defined by a market
controlled by sellers.
Interpretation
Williams recommends trading this indicator based on
divergences:
Distribution of the security is indicated when
the security is making a new high and the A/D indicator is failing to
make a new high. Sell.
Accumulation of the security is indicated when
the security is making a new low and the A/D indicator is failing to
make a new low. Buy.
Example
The following chart shows Proctor and Gamble and the
Williams' Accumulation/Distribution indicator.
A bearish divergence occurred when the prices were
making a new high (point "A2") and the A/D indicator was failing to make
a new high (point "A1"). This was the time to sell.
Calculation
To calculate Williams' Accumulation/Distribution
indicator, first determine the True Range High ("TRH") and True Range
Low ("TRL").
Today's accumulation/distribution is then determined
by comparing today's closing price to yesterday's closing price.
If today's close is greater than yesterday's close:
If today's close is less than yesterday's close:
If today's close is equal to yesterday's close:
The Williams' Accumulation/Distribution indicator is
a cummulative total of these daily values.