| StockFetcher Forums · Filter Exchange · my stock and option lessions | << 1 2 3 4 >>Post Follow-up |
| MARY4MONEY 806 posts msg #78260 - Ignore MARY4MONEY |
8/30/2009 10:15:04 AM LESSION # 2--USING THE WVAP-which is the average cost of the stock in $ s-- I use www.freestockcharts.com to find the moving average of this- i like to use 2-5 minutes intraday-to play it safe on a falling stock you want to buy the stock in its up consolidation after its drop down in price above the wvap moving average--you can also use-- profitspi.com- this will give you a 20 minute delayed wvap--its also give you the buying and selling strength of the stocks too- by giving you the up--down--and neutral buying volume of the stock---like c from friday--Up Volume 154,784,990 ----Down Volume 139,581,296 - you want the up volume to be above the down volume- the more the better showing more strength in the stock--each stock and index will- have an certain tendency to go below and above the wvap moving average--like bac extremes are usually in the 0.25-0.33 area---profitspi- will also give you the following info--Symbol or Description ETFC Stock Chart ETFC - E*TRADE FINANCIAL CORP (NASDAQ NM) 8/28/2009 7:59 PM Last 1.64 Open 1.62 Volume 344,434,984 Change 0.19 13.10% High 1.69 Last Volume 5,000 Bid 0.00 x 0 Low 1.52 Up Volume [?] 39,799,361 Ask 0.00 x 0 VWAP 1.60 Neutral Volume [?] 258,660,605 Previous Close 1.45 Trades 132,374 Down Volume [?] 45,971,218 Average Trade Size 2,601 Fundamentals Screen for Stocks using Fundamentals criteria Shares Outstanding 1.12B Beta 1.97 52 Week High (9/19/2008) 3.98 Market Capitalization 1.83B 30 Day Historical Volatility 63.19 52 Week Low (3/12/2009) 0.59 % Held by Institutions 40.00 Earnings Screen for Stocks with High Earnings Price to Earnings Ratio N/A Current Earnings per Share -1.24 Projected Earnings per Share -0.63 Dividends and Splits Screen for Ex-Dividend Stocks Annual Dividend 0.38 Dividend Date N/A Last Split (5/24/1999) 0.50 Yield % N/A Ex-Dividend Date N/A Previous Split (2/1/1999) 0.50 Price and Volume Performance 5 Day Percent Change 16.31 5 Day Moving Average 1.44 5 Day Average Volume 115,022,849 10 Day Percent Change 21.48 10 Day Moving Average 1.42 10 Day Average Volume 85,383,093 20 Day Percent Change 9.33 20 Day Moving Average 1.42 20 Day Average Volume 79,038,463 30 Day Percent Change 33.33 30 Day Moving Average 1.42 30 Day Average Volume 75,444,370 50 Day Percent Change 14.69 50 Day Moving Average 1.35 50 Day Average Volume 72,570,677 100 Day Percent Change 33.33 100 Day Moving Average 1.54 100 Day Average Volume 51,324,557 200 Day Percent Change -0.61 200 Day Moving Average 1.33 200 Day Average Volume 31,782,734 Ytd Percent Change 42.61 Ytd Moving Average 1.36 Ytd Average Volume 35,502,262 this way you can do a quick check for the ma s and average volume- you want to see the volume increasing over time--like on etrade above-- you saw the same type of increase on c and aig before their big moves up |
| MARY4MONEY 806 posts msg #78263 - Ignore MARY4MONEY |
8/30/2009 10:45:32 AM lession#3- institutional and insider buying- when deciding to use a stock to trade- you want to see recent big money put into the stock- since they wiped out our tradetrek.com- we can use the volume spikes on the sinkorswim setup and mffais.com and if any of you have sites that are more up to date than mffais- please tells us- thanks --anyway we want to see recent strong activity- go to mffais.com and check out ctic bac c rf etfc to see what i mean- its seems that the financial and bio stocks make the biggest daily moves these day - so do not trade stocks that dont have big buying on them relative to the out standing shares--and it helps if the big players like barclays-goldman- and price t rowe are placing big bets on the stocks- you can see the heavy buying on etfc in august--2009-08-18 2009-06-30 13F-HR/A Barclays Global Investors Uk Holdings Ltd Institution 42,630,304 Added More 20,907,668 -----you also want to see giant % increases in the new shares purchases like goldman sach- >3000%---2009-08-14 2009-06-30 13F-HR Goldman Sachs Group Inc Institution 24,527,625 Added More 23,856,601 +3555.25 % -here is a big buy on aig right before it made its big move up---2009-08-17 2009-06-30 13F-HR Morgan Stanley Institution 14,089,478 Added More 7,771,435 123.00 % --here you can see bac bought near 13$ before it ran to 18$--2009-06-29 2009-04-30 N-Q Fidelity Devonshire Trust-Fidelity Utilities Fund Utility 28,904,695 New Holding 28,904,695 100 % --and in aug the buying on bac is off the charts-when you see this big instituional buying- the stock doesnt usually retrace much--fre and fnm before their giant moves up--2009-08-17 2009-06-30 13F-HR Morgan Stanley Institution 2,188,103 Added More 2,107,228 +2605.53 % -- also you can check the historical prices on a daily basis to see if the prices is suddenly making a big jump- many times you will get an intial prewarning with a small jump in the price but a really big move in the volume--look at hgsi the 2 days before it made its real big move up--21-Jul-09 12.38 14.97 11.76 13.84 82,374,100 13.84 20-Jul-09 10.89 12.56 9.10 12.51 122,636,300 12.51 17-Jul-09 3.53 3.63 3.31 3.32 26,264,600 3.32 16-Jul-09 2.89 3.99 2.81 3.35 39,503,900 3.35 15-Jul-09 2.53 2.85 2.53 2.75 7,906,300 2.75 14-Jul-09 2.58 2.60 2.48 2.50 3,615,400 2.50 13-Jul-09 2.62 2.62 2.46 2.55 3,652,300 2.55 same on fnm---you can see the prewarnings of an emminent move up on free on 8-5 and 8-6--12-Aug-09 1.08 1.18 1.03 1.03 237,589,600 1.03 11-Aug-09 1.16 1.32 1.03 1.07 585,226,300 1.07 10-Aug-09 0.86 1.01 0.81 1.00 280,755,000 1.00 7-Aug-09 0.73 0.74 0.65 0.66 77,142,900 0.66 6-Aug-09 0.88 0.94 0.74 0.79 157,650,200 0.79 5-Aug-09 0.57 0.81 0.57 0.74 116,473,500 0.74 4-Aug-09 0.58 0.58 0.57 0.57 6,992,700 0.57 3-Aug-09 0.59 0.59 0.57 0.58 6,585,800 0.58 31-Jul-09 0.57 0.58 0.57 0.58 6,435,800 0.58 your buy would of been on 8-5--8-7--same thing on 5-8-09 on vnda at near 1$ before it rAN TO 14$--11-May-09 8.35 10.92 8.26 10.20 6,477,800 10.20 8-May-09 7.90 9.10 7.35 8.45 4,041,900 8.45 7-May-09 9.96 10.00 7.39 7.84 10,681,300 7.84 6-May-09 1.09 1.10 1.04 1.08 1,345,100 1.08 5-May-09 1.10 1.10 1.00 1.09 204,200 1.09 4-May-09 1.06 1.14 1.01 1.08 220,600 1.08 1-May-09 1.01 1.09 1.01 1.07 103,800 1.07 30-Apr-09 1.09 1.12 1.01 1.01 152,600 1.01 29-Apr-09 1.00 1.05 0.99 1.01 187,900 1.01 28-Apr-09 1.17 1.19 0.98 0.98 307,100 0.98 27-Apr-09 0.96 1.17 0.96 1.17 308,700 1.17 24-Apr-09 1.04 1.11 0.94 0.94 189,900 0.94 23-Apr-09 1.10 1.12 0.96 1.06 245,000 1.06 22-Apr-09 1.06 1.18 1.05 1.05 149,200 1.05 21-Apr-09 1.13 1.19 1.08 1.10 219,800 1.10 20-Apr-09 1.03 1.18 1.01 1.07 222,300 1.07 17-Apr-09 1.05 1.05 0.99 1.05 124,300 1.05 16-Apr-09 1.05 1.05 1.00 1.01 113,500 1.01 15-Apr-09 0.91 1.05 0.90 1.05 86,700 1.05 14-Apr-09 0.94 0.95 0.91 0.91 27,800 0.91 13-Apr-09 0.90 0.94 0.90 0.93 22,800 0.93 9-Apr-09 0.91 0.97 0.85 0.93 30,000 0.93 8-Apr-09 0.88 0.94 0.88 0.94 25,700 0.94 7-Apr-09 0.90 0.93 0.82 0.91 80,900 0.91 6-Apr-09 0.85 0.92 0.85 0.90 9,500 0.90 3-Apr-09 0.92 0.95 0.88 0.91 28,200 0.91 2-Apr-09 0.97 0.99 0.91 0.92 33,900 0.92 1-Apr-09 0.90 0.95 0.88 0.94 26,200 0.94 31-Mar-09 0.94 0.99 0.88 0.90 87,800 0.90 30-Mar-09 0.83 0.94 0.80 0.94 146,500 0.94 27-Mar-09 0.80 0.83 0.80 0.81 22,800 0.81 26-Mar-09 0.80 0.83 0.80 0.81 33,700 0.81 25-Mar-09 0.79 0.83 0.79 0.80 60,500 0.80 24-Mar-09 0.79 0.80 0.79 0.80 52,200 0.80 23-Mar-09 0.79 0.80 0.78 0.80 60,700 0.80 20-Mar-09 0.83 0.83 0.78 0.80 66,000 0.80 19-Mar-09 0.80 0.83 0.77 0.81 87,600 0.81 18-Mar-09 0.85 0.85 0.81 0.81 62,900 0.81 17-Mar-09 0.76 0.85 0.76 0.82 177,100 0.82 16-Mar-09 0.80 0.80 0.75 0.75 49,100 0.75 13-Mar-09 0.77 0.80 0.77 0.78 54,900 0.78 12-Mar-09 0.80 0.80 0.77 0.79 134,400 0.79 11-Mar-09 0.79 0.80 0.77 0.78 26,800 0.78 10-Mar-09 0.80 0.81 0.77 0.77 101,900 0.77 9-Mar-09 0.80 0.80 0.78 0.79 75,500 0.79 6-Mar-09 0.77 0.81 0.76 0.80 101,200 0.80 5-Mar-09 0.83 0.83 0.76 0.78 115,000 0.78 4-Mar-09 0.83 0.83 0.80 0.82 315,100 0.82 3-Mar-09 0.75 0.82 0.75 0.82 69,800 0.82 2-Mar-09 0.75 0.92 0.75 0.80 126,200 0.80 27-Feb-09 0.77 0.81 0.76 0.80 58,700 0.80 26-Feb-09 0.76 0.82 0.76 0.82 91,200 0.82 25-Feb-09 0.75 0.81 0.72 0.76 135,100 0.76 24-Feb-09 0.76 0.81 0.74 0.76 495,600 0.76 23-Feb-09 0.75 0.80 0.73 0.75 47,200 0.75 * Close price adjusted for dividends and splits. First | Prev | Next | Last Download To Spreadsheet THIS IS WHERE THE VOLUME SPIKE IS SO IMPORTANT- ON MY BASCIA SF SETUP- ITS PICKED THIS UP AT 1$ WITH A >400% VOLUME SPIKE- we might think about developing a filter that helps us find these big volume spikes with more to it than just my basic one on sf |
| MARY4MONEY 806 posts msg #78265 - Ignore MARY4MONEY |
8/30/2009 10:51:00 AM you can see how this works on the daily and weekly volume spike-- Symbol Last %Chg Vol weekly-a a x% %above50daylow wv v% Analysis Chart JVS - JETS Dow Jones Isla... 44.25 -0.47 300 62.27 44.22 0.04 99.62 0.0000 30.00 historical 3m , 6m , 1y , 2y WORC - 0.0002 N/A 2670000 0.05 0.0000 0.10 0.00 17.11 29.94 historical 3m , 6m , 1y , 2y SPCBQ - RAYOVAC CORP 0.0100 -66.67 29213500 4.03 0.04 0.57 0.00 4.18 19.00 historical 3m , 6m , 1y , 2y ENCO - Covalent Group, Inc. 0.26 44.44 2175900 98.01 95.56 0.38 88.89 5.10 17.14 historical 3m , 6m , 1y , 2y PPML - Pure Play Music Ltd 0.08 100.00 1731000 3.30 54.04 0.67 125.00 11.64 16.79 historical 3m , 6m , 1y , 2y LEHMQ - Lehman Brothers Hol... 0.15 200.00 73345900 99.97 100.00 0.35 220.00 3.96 13.83 historical 3m , 6m , 1y , 2y LEGE - Noble Quest Inc 0.40 81.82 1027400 88.75 89.31 0.43 111.54 4.11 13.62 historical 3m , 6m , 1y , 2y VION - Vion Pharmaceutical... 3.60 -43.31 1838500 84.56 27.93 0.41 92.50 8.25 12.92 historical 3m , 6m , 1y , 2y GLUU - Glu Mobile Inc 1.25 19.05 1923900 86.89 95.73 0.27 52.63 4.73 11.66 historical 3m , 6m , 1y , 2y VYON - 0.0080 86.05 1865300 79.14 76.13 0.59 158.00 2.00 11.51 historical 3m , 6m , 1y , 2y THMRQ - Thornburg Mortgage Inc 0.04 100.00 43102100 99.98 100.00 0.47 157.50 3.98 11.40 historical look at lehmq thmrq |
| MARY4MONEY 806 posts msg #78266 - Ignore MARY4MONEY |
8/30/2009 10:56:52 AM look at the last 2 days of action on etfc--stock volume---PRICES Date Open High Low Close Volume Adj Close* 28-Aug-09 1.62 1.69 1.52 1.64 344,085,900 1.64 27-Aug-09 1.43 1.48 1.37 1.45 98,618,700 1.45 26-Aug-09 1.35 1.42 1.34 1.40 59,137,300 1.40 25-Aug-09 1.39 1.39 1.34 1.35 26,536,000 1.35 24-Aug-09 1.43 1.44 1.36 1.37 46,124,900 1.37 21-Aug-09 1.47 1.48 1.40 1.41 44,598,900 1.41 20-Aug-09 1.39 1.46 1.39 1.44 43,253,700 1.44 19-Aug-09 1.33 1.42 1.33 1.38 52,235,200 1.38 18-Aug-09 1.38 1.43 1.36 1.40 57,970,200 1.40 17-Aug-09 1.28 1.40 1.25 1.35 80,436,000 1.35 call optionsStrike Symbol Last Chg Bid Ask Vol Open Int 1.00 EUSIE.X 0.65 0.15 0.65 0.70 2,802 2,792 2.00 EUSIF.X 0.15 0.10 0.10 0.15 23,582 18,872 3.00 EUSIG.X 0.03 0.02 N/A 0.05 250 50 CALL OPTIONS Expire at close Fri, Oct 16, 2009 Strike Symbol Last Chg Bid Ask Vol Open Int 1.00 EUSJE.X 0.70 0.25 0.65 0.70 1,987 26,680 2.00 EUSJF.X 0.25 0.15 0.20 0.25 48,712 118,585 3.00 EUSJG.X 0.05 0.02 0.05 0.10 2,722 22,010 4.00 EUSJH.X 0.05 0.01 N/A 0.05 90 48,536 5.00 EUSJA.X 0.05 0.00 N/A 0.05 100 7,723 and most importantly 91% of these calls were bought at the ask--Symbol Times Average Average Volume Today's Total Call Percent Put Percent ETFC 14.40 11071 159379 91.81% 8.2% this is the same senario you see on many stocks right before they move up strong-the perfect storm |
| the_trade123 107 posts msg #78268 - Ignore the_trade123 |
8/30/2009 11:21:00 AM M4M, Could you please share where you get all the Options info from? Also are these live quotes or with the usual 15mins delay? Thanks..... |
| jnafach 74 posts msg #78290 - Ignore jnafach |
8/30/2009 4:18:44 PM On lesson 1 filter, I got the FAZ, so does that mean that financial will go down |
| chetron 2,817 posts msg #78295 - Ignore chetron |
8/30/2009 5:24:47 PM jnafach, PLEASE BEWARE OF IMITATORS. ONLY USE THE OFFICAL "TACHIKAWIAN" FILTER. FAZ IS NOT A PICK. HTH =D |
| trendscanner 265 posts msg #78296 - Ignore trendscanner modified |
8/30/2009 6:43:03 PM M4M, thanks for the additional info. Hi Chetron. I appreciate the great coding and scans you post here but I assure you that I have no interest in imitating you or anyone else. I may be wrong but I believe the version of the scan you posted has an error, specifically the line in your scan "weekly rsi-2 belOw 10" doesn't look correct to me. So I posted a version that had the revised line "weekly rsi(2) below 10". When I click your version it returns stocks with weekly RSI(2) values over 98% (C, FNM, ETFC, FRE), which is contrary to my understanding what the scan is intended to do. The one that I revised returns stocks with weekly RSI(2) values below 10, including the FAZ, which has a weekly RSI(2) of 4.52 and x% is 0.22. DId I get something wrong? Perhaps you can explain to me what my error is. |
| chetron 2,817 posts msg #78298 - Ignore chetron |
8/30/2009 7:01:33 PM THANX FOR LETTING ME KNOW. |
| LebowskiUrbanAchievers 56 posts msg #78307 - Ignore LebowskiUrbanAchievers |
8/30/2009 9:15:41 PM M4M or chetron, would either of you post the BASCIA SF filter? I have not been able to locate it. Also Thank you very much for all of these wonderful lessons. I took your advice on C last week and with stops in place I look to make some money on it. |
| StockFetcher Forums · Filter Exchange · my stock and option lessions | << 1 2 3 4 >>Post Follow-up |
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