STOCK INFO
FUNDAMENTALS
EARNINGS
OPTIONS
COMPANY INFO
LINKS
Change Price Action Page:
Session Summary
Volume and Price
Volume by Trader Size
Premarket
VWAP
VWAP Charts
Opening Cross
Trading Hours
VWAP
VWAP Charts
Volume by Trader Size
Best Hour/Worst Hour
First Hour/Last Hour
Closing Cross
After Hours
VWAP
VWAP Charts
Dark Pool Trading
Volume
Volume by Trader Size
Historical Volume Breakdown
Historical Moves
Gap Up Moves
Gap Down Moves
Largest Up Moves
Largest Down Moves
Notable Trades
Large Block Trades
Contingent Trades
This page gives you a breakdown of the day's trading volume for each individual trading session -- but the volume is split up by the trader size associated with the trade. There are four main groupings: Small, Retail, Professional, and Institutional.
You gain the ability to track movements in the volume based on how large the trades are. Are we seeing increased volume in large, institutional-like trades? Or is the increase coming in much smaller increments?
| Session $ Notional Volume Traded by Trader Size | ||||||||
|---|---|---|---|---|---|---|---|---|
| Trader Size: | Small 30-Day Avg |
Retail 30-Day Avg |
Professional 30-Day Avg |
Institutional 30-Day Avg |
||||
| Session | Current | Change | Current | Change | Current | Change | Current | Change |
| Premarket | 26 K | -54% | 120 K | -75% | 45 K | -91% | 36 K | -90% |
|
Show Subsessions ⇓ |
||||||||
| -- 2 Minutes Before Open | 745 | -19% | 8,850 | -51% | 0 | -100% | 0 | -100% |
| -- 1 Minute Before Open | 904 | 0% | 1,616 | -86% | 9,556 | +18% | 38 K | +372% |
| Regular Hours | 5.1 M | -12% | 72.4 M | -14% | 59.9 M | -16% | 45.7 M | -31% |
|
Show Subsessions ⇓ |
||||||||
| -- First Hour | 743 K | -16% | 10.8 M | -26% | 9.0 M | -39% | 7.7 M | -48% |
| -- Midday | 3.0 M | -12% | 37.1 M | -14% | 30.8 M | -9% | 22.5 M | -24% |
| -- Last Hour | 1.3 M | -9% | 24.5 M | -9% | 20.1 M | -13% | 15.4 M | -29% |
| -- Last 2 Minutes | 246 K | -6% | 5.5 M | +2% | 4.4 M | -10% | 4.0 M | -22% |
| After Hours | 25 K | -32% | 273 K | -30% | 568 K | -1% | 740 K | -82% |
