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Trading Systems:


Daily VMA Surge Evaluation - Percentage Volume Oscillator (PVO) History

Note: The calculator processes a maximum of 6 months of historical data.


Select Index:  

Compare fast VMA  


with slow VMA  

show list of days when PVO was more then  


  Friday, July 04, 2008 20:31 (ET) - U.S. Markets Closed.   


 NYSE Composite (^NYA)

Charts - Open NYSE Composite (^NYA) Selling Buying Volume Chart

Fast VMA - 1-day VMA; Slow VMA - 10-day VMA

Date PVO - Volume
Oscillator (ratio)
PVO - Volume
Oscillator (%)
Index
Change
VMA
Surge
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
7/27/2007 1.241 24.1%

-146.15 (-1.51%)

Buying
7/26/2007 1.556 55.6%

-275.98 (-2.78%)

Buying
7/25/2007 1.239 23.9%

20.41 (0.21%)

Selling
7/24/2007 1.270 27.0%

-211.63 (-2.09%)

Buying
7/20/2007 1.155 15.5%

-121.08 (-1.19%)

Buying
7/18/2007 1.220 22.0%

-22.08 (-0.22%)

Buying
7/12/2007 1.251 25.1%

183.01 (1.83%)

Selling
7/10/2007 1.153 15.3%

-146.03 (-1.45%)

Buying

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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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7/4/2008 - SV1