I do it manually via AIQ EDS.... Basically I test for the numbers of stocks that have closed <&> 5% from open, and those that have closed within 1% of their high or low of the day.This is very much an experimental analysis of the general market breadth, analysing all 2,500 odd stocks on LSE... Then I drop the figures manually into excel which produces the 2 charts. An amazing feat for my computer application illiteracy

Makes a nice picture though

If you want to take the numbers and fiddle with them, be my guest!- It may produce a more interesting/informative chart.