U.S. Indexes and Exchanges Quotes
Daily Volume Evaluation - S&P Materials Sector Index (^IXB)
Evaluating the Magnitude of Volume Moving Average (VMA) Surges
Daily VMA Surge Evaluation - Volume Oscillator Calculator
Evaluating VMA surges is a key element of our volume analysis methodology. For instance, a 1-day VMA that protrudes significantly above its 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. Generally speaking, the more extended the duration of the VMA surge, the stronger the potential that the ensuing trend reversal may be significant.
Note: Please, keep in mind that slow and fast VMA period setting is defined by trading days. For instance 5 trading days are equal 7 calendar days (1 week).
|VMA Period||VMA Value||Volume|
|PVO - Volume|
|PVO - Volume|
|2-day (Fast VMA)||0 K||0||0.00||-100.00%||0.00|
|10-day (Slow VMA)||0 K|
|As of 12/11/2013 2-day VMA is 6.9% higher then 10-day VMA.
The index declined -1.70% on this day.
About S&P Materials Index Volume Oscillators
The S&P Materials Index calculator above evaluates the S&P Materials Index volume from different prospective. The Volume Oscillator shows the difference between fast and slow Volume Moving averages and is calculated as
Volume Oscillator = Fast VMA - Slow VMA
The following formula is used to receive actual PVO values:
PVO = Fast VMA / Slow VMA
The percentage PVO value is calculated as follows:
PVO(%) = (Fast VMA / Slow VMA - 1) x 100
MarketVolume® is the only source of real-time, intraday volume and Advance / Decline indicators for the S&P Materials Index and other the major U.S. indexes and exchanges.