Large Volume Burst Screener: How to Spot Unusual Institutional Stock Activity
When big orders hit the tape, price often reacts—sometimes immediately, sometimes over the next few sessions. The challenge is separating routine volume from unusual bursts that hint at institutions building or unwinding positions. Market Chameleon’s Large Volume Burst Screener gives you a structured way to find those events in minutes, rank them by significance, and decide where deeper research is worth your time.
Explore the tool: Market Chameleon – Volume Burst Screener
https://marketchameleon.com/PriceAction/VolumeBurstScreener
What the Screener Detects
The screener combs through intraday prints and flags “volume bursts”—concentrated executions that materially exceed a stock’s typical activity. It then organizes the data into Buy Bursts and Sell Bursts, helping you see whether flows are skewed to one side and how that activity compares to normal.
You’ll see at a glance:
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Total Buy/Sell Notional ($) – dollar value of burst activity by side
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Counts – number of discrete buy or sell bursts
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Imbalance – net difference between buy and sell activity
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Relative metrics vs. 30-day average – how today’s bursts stack up to a stock’s baseline behavior
Why This Matters
Large traders rarely announce intent. They may work orders patiently via VWAP—or, when liquidity appears, hit size quickly to secure inventory before it disappears. Those moments often show up as bursts. Tracking them can help you:
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Identify where positioning may be forming
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Prioritize which symbols to study first
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Add valuable context around news, earnings, or catalyst windows
A Practical Workflow You Can Use Today
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Start Broad
Open the screener and scan for symbols with high total buy/sell notional and elevated relative metrics (count or notional well above typical). -
Focus on Imbalance
Sort by Buy–Sell Notional Imbalance to find names where one side clearly dominates. A strong buy-side skew can indicate accumulation; a strong sell-side skew can point to distribution. -
Apply Shortlisting Filters
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Today’s Count (Buy): require multiple buy bursts to confirm repeated liquidity grabs
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Relative Count/Notional (Buy): set “= 2× typical” to isolate outsized interest
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Relative Count/Notional (Sell): set “below typical” to emphasize buy-side bias (reverse for sell-side setups)
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Add Context
Use Potential Catalysts (earnings dates, events) and optionally Option Volume columns to see if derivatives activity aligns with the tape. -
Kick Off Deeper Research
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Check time & sales around the bursts
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Review news/filings to avoid trading blind into headlines
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Compare intraday price reaction and follow-through in subsequent sessions
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Reading the Table Like a Pro
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High Buy Notional High Buy Count Low/Below-Typical Sell Metrics
Suggests sustained demand and a cleaner buy-side imbalance. -
High Relative readings (Count/Notional)
Flags activity that is unusual versus the last 30 days, not just high in absolute terms. -
Mixed signals
Big Buy bursts and big Sell bursts can imply two-way institutions, rebalancing, or headline churn—worthy of monitoring, but you’ll want confirmation elsewhere.
Use Cases
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Pre-market prep: Build a short list of names with meaningful flow to watch into the open.
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Intraday focus: Identify where large prints cluster during liquidity vacuums or post-news.
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Post-earnings: See whether accumulation/distribution persists after the initial gap.
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Event trading: Cross-check bursts with catalyst calendars to frame expectations and risk.
Tips, Nuances, and Common Pitfalls
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Thin names can mislead: A small absolute print may look “unusual” if baseline volume is tiny—validate with notional size and spreads.
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One-off blocks: A single print isn’t a trend. Repeated bursts (higher Today’s Count) carry more weight.
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Context is king: Pair burst data with open interest changes, option IV shifts, and news to avoid false positives.
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Imbalance ? direction call: Treat imbalances as research beacons, not standalone signals.
Putting It All Together
You don’t need to sift through thousands of charts to find where money is moving. The Large Volume Burst Screener distills the tape into a ranked, research-ready list so you can spend your effort where it matters—on names showing unusual institutional behavior and meaningful price context.
Try it now: Market Chameleon – Volume Burst Screener
https://marketchameleon.com/PriceAction/VolumeBurstScreener
Financial Disclosure: Market Chameleon, its presenters, and this content are not registered investment advisors or broker-dealers. This blog is for informational and educational purposes only to demonstrate Market Chameleon tools and data. Nothing here should be considered investment advice or a recommendation of any security, strategy, or product. Always conduct your own research and consult a licensed financial professional before making investment decisions.