Movers and unusual volume
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These recipes read today's session: how far a stock has moved and how much it has traded. Their answers change through the day, so run them when you need them instead of trusting an old list.
Volume tells you the market is paying attention. It doesn't tell you why. Every recipe here gives you a list of questions, and the news and the chart answer them.
Recipes
Hot Stocks
Liquid stocks moving hard today in either direction: up or down 15% or more, or more than 5% with dollar volume three standard deviations above normal.
Filters
- Today’s volume>1M
- SMA(bar_dollar_volume,50)>10M
- Any of
- Percent price change≥15%
- Percent price change≤-15%
- All of
- Relative volume(bar_dollar_volume,60)>3
- Any of
- Percent price change<-5%
- Percent price change>5%
- How to use it
Split the list by direction first. Then open each chart and check whether the move came at the open or built through the day.
- Warning
The list moves with the session and only settles at the close. A name can qualify at 10am and drop off by noon.
Hot bull tickers
The upside half of Hot Stocks, built with nested filter groups: over 1M shares today, and either up 15% or more, or up more than 5% on a dollar-volume spike.
Filters
- Today’s volume>1M
- Any of
- Percent price change≥15%
- All of
- Relative volume(bar_dollar_volume,60)>3
- Percent price change>5%
- How to use it
Use it when you only want gainers. Open the scan to see how the groups nest, then change the thresholds in place.
- Warning
A thin stock can jump 15% on a few large orders. Check its usual daily volume before you read much into the move.
Premarket Gappers Up
Stocks trading at least 5% above yesterday's close in the premarket session, after more than 1M shares traded yesterday.
Filters
- Previous day volume≥1M
Open the scan to see its other filters.
- How to use it
Look for the reason: earnings, guidance or news. Then watch how the stock trades through the open, when regular-hours volume arrives.
- Warning
Premarket volume is light. A gap can shrink or fill within minutes of the open.
Unusual Volume
Stocks trading more than three standard deviations above their own 60-day volume, among names already turning over $10M a day.
Filters
- Relative volume(v,60)>3
- SMA(bar_dollar_volume,50)>10M
- How to use it
Check what happened: earnings, an index change, an offering or a breakout all produce the same spike. The price chart tells you which.
- Warning
It ignores direction and price change by design. A spike on a falling stock is on the list too.
Block Trade Accumulation
Super Pro planStocks where large block trades run well above normal for their industry over two sessions, while the order book shows more depth on the bid than the ask.
Filters
- SMA(fw_block_trade_intensity_z_ind,2)>1.5 (within 5 bars)
- SMA(fw_bid_side_book_slope,2)>SMA(fw_ask_side_book_slope,2) (within 5 bars)
- How to use it
Treat it as a hint of buying under the surface. Check whether the price has started to respond, or the stock is still flat.
- Warning
Order book depth changes quickly, and a large print can be a seller as well as a buyer. The signal can fade by the next session.
Quick reference
Tips
- Free plans see prices 15 minutes late. For the open, that delay matters. See Data delays and market hours.
- Raise the volume floor with Today’s volume>5M when the list fills with thin names.
- Add a sector or theme to the universe to see which group today's movers come from.