{"slug":"unusual-volume-stocks-this-week","qid":"uv_leader_path","label":"The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)","post_title":"Unusual Volume Stocks This Week, Measured","post_url":"/blog/unusual-volume-stocks-this-week#q-uv_leader_path","columns":["session_date","session_label","rvol_day","day_pct","peak_rvol_day"],"rows":[{"session_date":"2026-08-04","session_label":"Aug 4","rvol_day":0.1,"day_pct":0.3,"peak_rvol_day":42.9},{"session_date":"2026-08-05","session_label":"Aug 5","rvol_day":0.1,"day_pct":-2.3,"peak_rvol_day":42.9},{"session_date":"2026-08-06","session_label":"Aug 6","rvol_day":0.1,"day_pct":0.1,"peak_rvol_day":42.9},{"session_date":"2026-08-07","session_label":"Aug 7","rvol_day":0,"day_pct":0.6,"peak_rvol_day":42.9},{"session_date":"2026-08-10","session_label":"Aug 10","rvol_day":0,"day_pct":-1.7,"peak_rvol_day":42.9},{"session_date":"2026-08-11","session_label":"Aug 11","rvol_day":0,"day_pct":3.2,"peak_rvol_day":42.9},{"session_date":"2026-08-12","session_label":"Aug 12","rvol_day":0,"day_pct":-0.5,"peak_rvol_day":42.9},{"session_date":"2026-08-13","session_label":"Aug 13","rvol_day":0.2,"day_pct":11.8,"peak_rvol_day":42.9},{"session_date":"2026-08-14","session_label":"Aug 14","rvol_day":0.1,"day_pct":-3.3,"peak_rvol_day":42.9},{"session_date":"2026-08-17","session_label":"Aug 17","rvol_day":1.7,"day_pct":6.4,"peak_rvol_day":42.9},{"session_date":"2026-08-18","session_label":"Aug 18","rvol_day":42.9,"day_pct":204,"peak_rvol_day":42.9},{"session_date":"2026-08-19","session_label":"Aug 19","rvol_day":1.1,"day_pct":-18,"peak_rvol_day":42.9},{"session_date":"2026-08-20","session_label":"Aug 20","rvol_day":0.4,"day_pct":-5.9,"peak_rvol_day":42.9},{"session_date":"2026-08-21","session_label":"Aug 21","rvol_day":0,"day_pct":0.1,"peak_rvol_day":42.9},{"session_date":"2026-08-24","session_label":"Aug 24","rvol_day":0.1,"day_pct":-5.1,"peak_rvol_day":42.9}],"shape":"series","sql":"WITH sess AS (\n    SELECT ticker,\n           toDate(toTimeZone(window_start, 'America/New_York')) AS d,\n           sum(toFloat64(volume)) AS vol,\n           sum(toFloat64(close) * toFloat64(volume)) AS dollars,\n           argMin(toFloat64(open), toTimeZone(window_start, 'America/New_York')) AS day_open,\n           argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS day_close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE window_start >= now() - INTERVAL 70 DAY\n      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570\n      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960\n      AND ticker NOT IN ('SPCX')\n    GROUP BY ticker, d\n),\ncal AS (\n    SELECT d, row_number() OVER (ORDER BY d DESC) AS rn\n    FROM (SELECT DISTINCT d FROM sess)\n),\nper_name AS (\n    SELECT s.ticker AS ticker,\n           avgIf(s.vol, c.rn <= 5) AS adv_recent,\n           avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,\n           sumIf(s.dollars, c.rn <= 5) AS dollar_recent,\n           countIf(c.rn <= 5) AS recent_sessions,\n           countIf(c.rn BETWEEN 6 AND 45) AS base_sessions\n    FROM sess s INNER JOIN cal c ON s.d = c.d\n    GROUP BY s.ticker\n    HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35\n),\nleader AS (\n    SELECT ticker, adv_base\n    FROM per_name\n    ORDER BY adv_recent / adv_base DESC, ticker ASC\n    LIMIT 1\n),\npath AS (\n    SELECT formatDateTime(s.d, '%Y-%m-%d') AS session_date,\n           formatDateTime(s.d, '%b %e') AS session_label,\n           s.vol / l.adv_base AS rvol_day,\n           100.0 * (s.day_close / s.day_open - 1) AS day_pct\n    FROM sess s\n    INNER JOIN cal c ON s.d = c.d\n    INNER JOIN leader l ON s.ticker = l.ticker\n    WHERE c.rn <= 15\n)\nSELECT session_date,\n       session_label,\n       round(rvol_day, 1) AS rvol_day,\n       round(day_pct, 1) AS day_pct,\n       round(max(rvol_day) OVER (), 1) AS peak_rvol_day\nFROM path\nORDER BY session_date ASC","computed_at":"2026-08-25T13:08:01.032340+00:00","elapsed":86.155609386}