Do Volume Indicators Predict Anything?
Do volume indicators predict anything? We code OBV and VPT as published, define a falsifiable divergence rule, and measure forward returns against a baseline.
Volume & execution
Share and dollar volume, relative volume, VWAP, and execution benchmarks: how to read activity on the tape, with every figure computed from stored queries.
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Index Rebalance Day and the Closing Auction
Index rebalance day puts the year's biggest size through the closing auction. How the S&P and Russell rebalances print, with measured volume multiples.
Why Open Interest Updates Only Once a Day
Open interest updates once a day, after overnight clearing. See why the OI column you read at noon is yesterday's number, and what volume shows instead.
Triple Witching 2026 Dates and Volume Data
Triple witching 2026 falls on March 20, June 18, September 18 and December 18. See how market-wide dollar volume moved on the last witching session.
Biggest Stock Gainers and Losers This Week
The biggest US stock gainers and losers this week among the most heavily traded names, measured from the exchange tape and refreshed weekly with each move.
What Is Average Daily Volume (ADV)?
Average daily volume is a stock's typical shares traded per day. It is the denominator inside days to cover, relative volume, and every liquidity screen.
What Is Triple Witching? Volume & Volatility
Triple witching is the quarterly session when index futures, index options and stock options expire together. Volume and volatility, measured on the real tape.
Options Volume vs. Open Interest, Explained
Volume counts contracts traded today; open interest counts contracts still outstanding. Both defined, plus one full day of the US options tape, measured.
What Is the Opening Auction? How Stocks Open
What the opening auction is, how one 9:30 a.m. cross sets each stock's official opening price, and why the open can differ from the first trade of the day.
What Is Dark Pool Trading? FINRA Volume Data
Dark pool trading matches stock orders with no displayed quotes. Every fill prints to the FINRA tape, the measured off-exchange share of five liquid stocks.
What Is a Block Trade? Big Prints & the Data
What a block trade is, where the 10,000-share / $200,000 rule comes from, and how big prints reach the tape, dark pools, exchanges, on real block-trade data.
What Is RVOL (Relative Volume)? How to Read It
RVOL (relative volume) is a stock's volume ÷ its 20-day average: above 1 is busier-than-usual trading. Plus intraday time-of-day RVOL and what counts as high.
What Is VWAP? Volume-Weighted Average Price
VWAP stands for volume-weighted average price. Definition: price times volume divided by total volume, reset daily. What it means on a real trading day.
Market Recap: June 2026
June 2026 in numbers: SPY -1.2% while small caps rose, more decliners than advancers, and one chip maker out-trading every ETF on the tape.
Market Recap: Week of June 29, 2026
Four sessions and a Friday holiday: SPY rose 2.2%, breadth ran positive, one chip maker out-traded every ETF, and the quarter turned with a filing-day gap.