Tick volume

         Use the tick volume question to identify significant changes in tick volume between days and/or periods.

Example:

         Tick volume is more than 450 ticks from <y> to <z> period.

Questions from Traders:

         Does a high early tick volume signal a volatile day? How many times is the range more than a point on these types of days?

Setting Up the Search:

Click on the parts of the box below where appears for explanations of features.

Answers:

         The search shown above yielded 188 days in which the tick volume from <y> period to <z> period was more than 450 ticks. We further refined this search to check how many days the total range for the day was more than one point. Over 61% of the time, when the tick volume was high early in the day, the market extended the range for the day to over 32 ticks.