An index can continue climbing while less and less of its constituents are actually going climbing with it. A handful of mega-caps can carry the index even as the typical stock lags or falls. The advance-decline line tracks the running tally of advancing minus declining names, day by day. Its shape relative to the index itself is the signal. Breadth divergence is when the market makes a new high but the A-D line doesn't confirm it. This has historically been a warning sign that the participation is narrowing and sometimes points to a future broader pullback.
The % above the 200-day moving average: How many constituents are in a durable uptrend (instead of just up on a given day). A market near all-time highs with a low reading % above the 200-day SMA means the advance is being carried by a narrow group of leaders rather than broad participation. New highs vs. new lows: a rising count of fresh 52-week lows even while the index holds up is an early-warning breadth signal.
Breadth can diverge from price for months before it matters. A-D, % above 20-day SMA, 52-week highs vs. lows are simply context for how healthy an advance or decline is underneath the headline index number.
The day's-change distribution (top) refreshes hourly through the trading session (9:30am to 3:30pm ET on trading days)