Sample Pages
End-of-day Commentary
End-of-day Charts
End-of-Day Datasheet
Intraday Charts & Data

You may have noticed that the link to Tuesday’s chart was an archived version of the live page, which is something we’ll be doing on a daily basis from this point forward. In time this will hopefully become a useful research tool. For now you can find the archive links at the bottom of the intraday chart page. If time permits, we may expand the archives, as we’ve already created historical relative volume data for the purpose of more in-depth research. Does elevated ES volume early in the session usually lead to a trend day? How high is ‘elevated’? Is E-mini volume more predictive than SPY or NYSE volume? Is unusually low relative volume a good predictor of a range-bound session? These are just a few of the questions we seek to answer, and I hope to begin posting some of the results of our research as soon as next week.

For more background on Relative Volume, I encourage you to read the following posts from Brett Steenbarger’s Traderfeed… Relative Volume and Volatility: Understanding Who is in the Market and Relative Volume and Movement in the Stock Market.
Login | Subscribe