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Trading Systems:
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Friday, July 25, 2008 06:26 (ET) - U.S. Market open in 3 hours and 4 minutes. |
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| NYSE Composite (^NYA) |
Charts -
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Fast VMA - 1-day VMA; Slow VMA - 10-day
VMA |
|
Date |
PVO - Volume
Oscillator (ratio) |
PVO - Volume
Oscillator (%) |
Index
Change |
VMA
Surge |
 |
 |
 |
 |
 |
| 7/17/2008 |
1.278 |
27.8% |
 |
82.23 (0.99%) |
|
Selling |
| 7/16/2008 |
1.213 |
21.3% |
 |
175.02 (2.15%) |
|
Selling |
| 7/15/2008 |
1.354 |
35.4% |
 |
-128.21 (-1.55%) |
|
Buying |
| 7/11/2008 |
1.238 |
23.8% |
 |
-88.70 (-1.05%) |
|
Buying |
| 7/8/2008 |
1.175 |
17.5% |
 |
115.58 (1.38%) |
|
Selling |
| 7/1/2008 |
1.164 |
16.4% |
 |
-19.20 (-0.22%) |
|
Buying |
| 6/27/2008 |
1.260 |
26.0% |
 |
-17.23 (-0.20%) |
|
Buying |
| 6/26/2008 |
1.156 |
15.6% |
 |
-225.06 (-2.54%) |
|
Buying |
| 6/20/2008 |
1.194 |
19.4% |
 |
-159.59 (-1.78%) |
|
Buying |
| 6/6/2008 |
1.199 |
19.9% |
 |
-255.98 (-2.72%) |
|
Buying |
| 5/21/2008 |
1.188 |
18.8% |
 |
-138.98 (-1.46%) |
|
Buying |
| 3/20/2008 |
1.216 |
21.6% |
 |
168.06 (1.97%) |
|
Selling |
| 3/17/2008 |
1.225 |
22.5% |
 |
-146.54 (-1.70%) |
|
Buying |
| 3/14/2008 |
1.156 |
15.6% |
 |
-191.24 (-2.17%) |
|
Buying |
| 3/11/2008 |
1.223 |
22.3% |
 |
308.31 (3.61%) |
|
Selling |
| 1/23/2008 |
1.385 |
38.5% |
 |
144.51 (1.67%) |
|
Selling |
| 1/22/2008 |
1.265 |
26.5% |
 |
-133.69 (-1.52%) |
|
Buying |
| 1/18/2008 |
1.222 |
22.2% |
 |
-24.09 (-0.27%) |
|
Buying |
| 1/17/2008 |
1.175 |
17.5% |
 |
-254.48 (-2.80%) |
|
Buying |
| 1/16/2008 |
1.198 |
19.8% |
 |
-98.74 (-1.08%) |
|
Buying |
| 1/10/2008 |
1.371 |
37.1% |
 |
66.07 (0.70%) |
|
Selling |
| 1/9/2008 |
1.549 |
54.9% |
 |
98.61 (1.06%) |
|
Selling |
| 1/8/2008 |
1.557 |
55.7% |
 |
-136.16 (-1.44%) |
|
Buying |
| 1/7/2008 |
1.390 |
39.0% |
 |
30.21 (0.32%) |
|
Selling |
| 1/4/2008 |
1.409 |
40.9% |
 |
-223.97 (-2.32%) |
|
Buying |
| 1/3/2008 |
1.192 |
19.2% |
 |
8.50 (0.09%) |
|
Selling |
| 1/2/2008 |
1.185 |
18.5% |
 |
-92.82 (-0.95%) |
|
Buying |
| 12/21/2007 |
1.210 |
21.0% |
 |
165.66 (1.72%) |
|
Selling |
| 12/12/2007 |
1.245 |
24.5% |
 |
83.38 (0.85%) |
|
Selling |
| 11/28/2007 |
1.168 |
16.8% |
 |
269.29 (2.83%) |
|
Selling |
| 11/8/2007 |
1.373 |
37.3% |
 |
47.32 (0.48%) |
|
Selling |
| 11/2/2007 |
1.153 |
15.3% |
 |
30.18 (0.30%) |
|
Selling |
| 10/25/2007 |
1.193 |
19.3% |
 |
20.25 (0.20%) |
|
Selling |
| 10/19/2007 |
1.298 |
29.8% |
 |
-254.34 (-2.50%) |
|
Buying |
| 10/17/2007 |
1.188 |
18.8% |
 |
39.90 (0.39%) |
|
Selling |
| 10/11/2007 |
1.307 |
30.7% |
 |
-19.25 (-0.19%) |
|
Buying |
| 10/3/2007 |
1.185 |
18.5% |
 |
-74.81 (-0.74%) |
|
Buying |
| 10/2/2007 |
1.170 |
17.0% |
 |
-8.66 (-0.09%) |
|
Buying |
| 10/1/2007 |
1.206 |
20.6% |
 |
145.22 (1.45%) |
|
Selling |
| 9/19/2007 |
1.261 |
26.1% |
 |
61.87 (0.62%) |
|
Selling |
| 9/18/2007 |
1.250 |
25.0% |
 |
301.28 (3.14%) |
|
Selling |
| 9/7/2007 |
1.184 |
18.4% |
 |
-151.11 (-1.57%) |
|
Buying |
| 8/16/2007 |
1.301 |
30.1% |
 |
-1.94 (-0.02%) |
|
Buying |
| 8/9/2007 |
1.204 |
20.4% |
 |
-296.89 (-3.05%) |
|
Buying |
| 8/8/2007 |
1.159 |
15.9% |
 |
140.13 (1.46%) |
|
Selling |
| 8/1/2007 |
1.236 |
23.6% |
 |
18.55 (0.19%) |
|
Selling |
 |
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More.....
|
Daily Volume Oscillator -
Historical Analysis to build Trading System
Evaluating VMA surges is a key element in building
a trading system based on volume surges. For instance, a 1-day VMA that
protrudes significantly above a 10-day VMA may be indicative of an
abnormally high trading activity, which has the potential to lead to
changes in the market’s prevailing trend. One of our newest
indicators is the Percentage Volume Oscillator (PVO). The PVO will
assist you in evaluating the magnitude of VMA surges as they occur,
thus enabling you to foresee probable changes in an index’s
prevailing trend.
More...
The calculator above help you to determine incidences
where the market displayed high PVO values, a reflection of large VMA surges.
The higher the value of the PVO, the greater the magnitude of a volume surge.
Furthermore, there is usually a positive correlation between the size of a
volume surge and the probable market reaction. A trader armed with the following
knowledge is well positioned to take advantage of anticipated market moves: (1)
Knowing whether a VMA surge is buying or selling; (2) Knowing the PVO
value of a particular volume surge; (3) Having a benchmark value against which
to compare the current volume surge and its PVO value.
A comparison with previous volume surges that displayed
similar magnitudes and PVO values is thus of great benefit.
Click
HERE to read more about building a simple trading system based on high PVO readings.
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