decipherlinda 133 posts msg #78540 - Ignore decipherlinda |
9/3/2009 11:29:38 AM
Thanks gejordan for explaining about finding the after-hours trades. That helps my understanding and was a resource I wasn't aware of (the after-hours trading data availability). Still much to learn and this forum helps.
I wasn't promoting ETFC, just following through with the thrust of the thread as I understood it.
Actually, I have noticed that strong volume on daily data where stocks are consolidating in a narrow range over 3 to 5 days, whether they're down a small amount or up a small amount, especially if they're down a little first then up a little on increasingly relatively strong volume, tends to directly preceed a major move up. So, I do believe the filter and the concept generally are relevant although more work needs to be done to refine it for this purpose.
|
cytopia 1 posts msg #78570 - Ignore cytopia |
9/3/2009 9:56:08 PM
CRBC is looking good in AH volume
|
trendscanner 265 posts msg #78571 - Ignore trendscanner |
9/3/2009 10:16:06 PM
The thing with the AH volume is....it has to be high volume relative to the stock's avg vol traded during active hours or typical AH to be meaningful. What is high AH vol for a mid cap isn't necessarily high AH vol for a big cap.
What would high AH volume be for a typical stock? 10% of its active hours volume? 20%? Anyone have a good idea? It would be good to have a benchmark to use for comparison. I don't think AH avg vol (20) or similar values are readily available
After downloading the AH info from Marketwatch, there remains the tedious chore of comparing the various volume amounts to the typical volumes for each stock. Unless one knows exactly what to look for, the process is a lot of work. The smart way to do it would be to export the information to a program that does the sorting and comparing for you. I'm sure the big boyz have all the toys that do that for them. Anyone know an easy way to do it?
|
trendscanner 265 posts msg #78575 - Ignore trendscanner |
9/3/2009 10:34:07 PM
Actually, CRBC does look good in AH, up 7%, AH volume is over 10% of vol 30 MA. Will be intesting to watch tomorrow.
|
decipherlinda 133 posts msg #78577 - Ignore decipherlinda |
9/4/2009 12:51:28 AM
M4M, ah..I hope you have a bit of a sense of humor. I'm always happy to be made fun of if it's something I can laugh at too!
Kevin_in_GA, I took your second list from yesterday (most ? important ? moves in after market volume last night) and ran the stats on them today. Actually, impressive! Of the top four stocks in after market volume, three were up significantly -- 13.6%, 21.6% and 17.6%. This is better than I expected from M4M's post saying to expect "a big move up again soon." So "soon" could mean tomorrow.
Trendscanner, I agreed with you so was surprised by the results below. I might try to download this data every night for a while to see if future moves can be detected just from abnormal after market trading on a cumulative basis. A one day test could be a freakish result but point taken M4M.
The following list looked great when I posted it from Excel but jumbles it when I previewed the message. Will try to clean it up before posting.
....................After Mkt
.......................Vol..............9/3/2009
Symbol.....9/2/2009........% Day Chg
SVA..........310,664............13.6%
SNV............43,179..............0.6%
OXM...........15,470.............21.6%
CRIS..........11,663.............17.6%
BNHN..........7,853...............3.4%
TGC.............6,860...............8.2%
NPBC..........6,272...............2.0%
TIV................5,900...............7.1%
CYTR...........5,200...............0.0%
MTG.............5,086...............4.4%
MCZ.............5,000...............8.3%
GSOL..........4,879...............4.0%
ARST...........4,366..............-1.6%
XRM.............3,500..............-1.9%
CWST..........2,200...............4.7%
FCEL...........1,896...............6.1%
CONN.........1,722...............0.9%
ANX..............1,400..............0.0%
ICOP............1,300............10.4%
TRAK..............946.............-1.1%
IEC..................500.............-0.7%
IAO..................319.............25.0%
TTIL................301................9.6%
HYGS.............300................2.0%
|
gaurav 11 posts msg #78640 - Ignore gaurav |
9/4/2009 4:50:33 PM
New to this game. Going by the criteria listed by M4M, is something brewing with SLE? Three to four big buy blocks in AH.
|