Breadth by Size:

This chart divides the index into groups of stocks by size and compares the index weight (the green line) of each group to the portion of the index return attributable to that group of stocks (the blue bars). Thus, if all stocks had the same return on a given day, the index weight should plot exactly on top of the proportion of index return from each sub-portfolio. Significant deviations from the index weight line indicate "unexpected" movement in that group of stocks.