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Daily Volume Evaluation 


Evaluating the Magnitude of Volume Moving Average (VMA) Surges
 

SPX Index Info

 > Open SPX Chart > SPX Quotes > SPX Components  

SPX Technical Analysis:

 > Price Analysis > Volume Analysis > A/D Analysis > Volatility Analysis

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).
Select Index:
Compare fast VMA:
with slow VMA:
on:
As of 3/19/2010
S&P 500 Charts - S&P 500 Chart
VMA Period VMA Value Volume
Oscillator		 PVO - Volume
Oscillator (ratio)		 PVO - Volume
Oscillator (%)		 Index
Change
2-day (Fast VMA) 4,038,893 K 62,626 1.02 1.57% -0.52%
10-day (Slow VMA) 3,976,267 K
As of 3/19/2010 2-day VMA is 1.6% higher then  10-day VMA.
The index declined -0.52% on this day.
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Check other S&P 500 Index quotes

> SPX Advance/Decline Sentiment

> SPX Advance/Decline Ratio

> SPX Advance/Decline Line

> SPX TRIN

> SPX McClellan Oscillator

> SPX Daily Volume

> SPX Average Volume

> SPX Moving Averages

> SPX Stochastics

> SPX MACD

> SPX RSI

About S&P 500 Volume Oscillators

The S&P 500 calculator above evaluates the S&P 500 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 500 and other the major U.S. indexes and exchanges.

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3/20/2010 - SV3