Full index of posts »
StockTalks

AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting Beginning 12/01/2014 $AXPW http://seekingalpha.com/p/237ad Nov 29, 2014

(UQM) Short Interest Table $UQM http://seekingalpha.com/p/233uh Nov 27, 2014

Because This Is The Only Way I Can Get Charts Into My Real Blogs ... $AXPW http://seekingalpha.com/p/22tij Nov 22, 2014
Latest Comments
 H. T. Love on A Speculative Play On UQM Beginning 2/7/2015 "UQM Technologies' (UQM) on Q1 2016 Result...
 H. T. Love on A Speculative Play On UQM Beginning 2/7/2015 10Qhttp://tinyurl.com/nnv...8Khttp://tinyurl.c...
 H. T. Love on A Speculative Play On UQM Beginning 2/7/2015 "UQM Technologies Reports First Quarter Fi...
 H. T. Love on A Speculative Play On UQM Beginning 2/7/2015 No meat, but I didn't know UQM played here: &qu...
 D Lane on A Speculative Play On UQM Beginning 2/7/2015 I wish Mr. Ridenour well. Likely its a heck of ...
 H. T. Love on A Speculative Play On UQM Beginning 2/7/2015 "UQM Technologies to Hold Conference Call ...
Most Commented
 A speculative play on UQM ( Comments)
 A Speculative Play On UQM Beginning 2/7/2015 ( Comments)
 AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting ( Comments)
 AXPW Daily Short Sales, Price And Volume ( Comments)
 AXPW: IntraDay Trade Charting 7/7/2012  9/5/2012 ( Comments)
Posts by Themes
experimental,
Automobile Investing,
automotive,
batteries,
Battery Investing,
big uglies,
charting,
Electrical Power Grid Investing,
energy,
Energy,
energy efficiency,
Energy natgas,
energy storage,
etf,
ev,
EV,
experimental,
failstodeliver,
fraud,
frontrunning,
green,
grid storage,
investing,
just plain ugly,
just plain ugy,
little uglies,
management,
manipulation,
Marine Investing,
marketmaker,
marketmakers,
Markets,
markets trends,
Military Investing,
mining,
motors,
natural gas,
Oil Rig Investing,
pharma,
Railroad Investing,
rare earths,
ree,
regulation,
SA support,
short interest,
short sales,
Solar Investing,
Technical Analysis,
technical analysis,
Wind Investing
View H. T. Love's Instablogs on:
AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting Beginning 04/01/2015
Links to blogs older than the 01/01/2014 version, PIPE discussions, one year charts will be found only in that and older blogs. Most historical short sales related stuff has also been chopped.
In the below chart the volume is inverted to enhance readability! Be aware when you view it!
(rightclick and open in new tab, position cursor over image to be able to zoom and scroll)
Next are modified inflection point calculation charts bracketing a price chart for comparison.The next two identically calculated inflection points are calculated differently from the original above. I have two different presentations of this newer version. The top one has all periods on the same scale. The bottom one has longer periods on the left scale and shorter periods on the right scale. The hope is that shorter period changes will be easier to spot. More work to do, this is a start, hopefully.
Other changes I want to try are still waiting for me to work on them.
(rightclick and open in new tab, position cursor over image to be able to zoom and scroll)
Older stuff for "2013 Dly Sht % of 'sells' values", Weekly 85% price summaries going back to 6/14/2012, and some daytoday VWAP changes stuff going back to 10/09 are available in AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting Beginning 10/1/2013.
N.B. It occurred to me that some may wonder why my high, low or close may not match with what's reported by various services you reference. The reason is that rules prohibit using oddlot (and outofmarket hours) trades for certain critical metrics presented to the retail investor. I honor no such prohibition. I can see only selfinterested reasons from the financial community justifying such rules.
04/09/2015: EOD stuff partially copied to the concentrator.
# Trds: 1134, MinTrSz: 1, MaxTrSz: 147500, Vol: 3281804, AvTrSz: 2894
Min. Pr: 0.0290, Max Pr: 0.0399, VW Avg. Tr. Pr: 0.0325
# Buys, Shares: 783 1875855, VW Avg Buy Pr: 0.0330
# Sells, Shares: 262 1336836, VW Avg Sell Pr: 0.0318
# Unkn, Shares: 89 69113, VW Avg Unk. Pr: 0.0315
Buy:Sell 1.40:1 (57.16% "buys"), DlyShts 859728 (26.20%), Dly Sht % of 'sells' 64.31%
Yesterday, discussing newer inflection point calculation behavior, I said "Based on what we've seen recently, I guess some kind of volume and price movement shortly should be expected". Today looks like it might be the start.
Today again gave us lower volume (~27%), "good" buy percentages on ~72% of the volume on the time breakdown AND ~98% on the price range breakdown. Newer inflectionpoint calculations gave us a second day with all periods showing decreasing weakening. All this netted a VWAP up ~8.4%.
The high of the day was set with three AH buys at $0.0395 totaling 1.8K shares. Since outofhours trades can't set the high, your reporting services will show $0.0359.
There were NO EXEMPT SHORT SHARES included in the short total. NASDAQ shorted 491,745 and traded volume of 1,387,610 so the NASDAQ short volume was 35.44% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume down ~27% (~10%, +~47%, ~36%, ~+107%, ~74% and ~+83% on prior days), had an initially flat VWAP through 10:59, a small dip through 11:41, recovered and went "flattish" through 14:28, and then moved up into the close, with small perturbations. AH had three buys that set the day's unofficial high."Good" buy percentages accounted for ~72% of the day's volume. Net result was VWAP for the day was up ~8.4%.
The breakdown by price had four of the five price ranges (very narrow spread again) with a "good" buy percentage comprising ~98% (vs. ~9.8%, ~50%, ~23%, ~11% and ~32%) of the day's volume. We had some exceptional larger trades that would impact volumes seen in the price breakdown: $0.0301 x 147500; $0.0310 x 60778, 99700, 144200; $0.0320x 100K, 142.8K; $0.0350 x 99410, 100K; $0.0353 x 60K; $0.0359 x 78.1K.
The newer inflection point calculations' continued for the second consecutive day with all periods again showing decreasing weakening. I continue being cautious about putting any faith in them. Remember they were designed with longerterm sentiment change detection in mind and not for the market populated only by "cashless conversion" players, momentum traders, etc. These may be signaling a good play for shortterm traders though. Just don't know.
The "official" $0.0359 high had only one trade for 78.1K shares. The low of $0.290 was a single 19K trade.
Today's low, high, VWAP, trade volume, and daily short sales moved 10.27%, 17.70%, 08.38%, 27.07% and 20.74%. Price spread today was 37.59% vs. 28.90%, 25.48%, 26.67%, 33.33%, 16.86%, 70.86%, 68.48%, 30.18% and 47.73% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:33: 0060489 shrs, 01.84% of vol, VWAP $0.0322, 079.9% buys
09:3409:39: 0042520 shrs, 01.30% of vol, VWAP $0.0301, 062.1% buys
09:4009:44: 0204788 shrs, 06.24% of vol, VWAP $0.0318, 010.6% buys
09:4609:59: 0078250 shrs, 02.38% of vol, VWAP $0.0305, 097.1% buys
10:0010:29: 0150595 shrs, 04.59% of vol, VWAP $0.0316, 086.3% buys
10:3210:59: 0251789 shrs, 07.67% of vol, VWAP $0.0302, 009.4% buys
11:0111:29: 0040754 shrs, 01.24% of vol, VWAP $0.0295, 049.1% buys
11:3311:41: 0047532 shrs, 01.45% of vol, VWAP $0.0295, 041.5% buys
12:0712:22: 0050031 shrs, 01.52% of vol, VWAP $0.0304, 095.1% buys
13:0213:22: 0068385 shrs, 02.08% of vol, VWAP $0.0302, 028.1% buys
13:3913:53: 0004400 shrs, 00.13% of vol, VWAP $0.0301, 093.2% buys
14:0114:28: 0158525 shrs, 04.83% of vol, VWAP $0.0307, 074.1% buys
14:3214:59: 1093604 shrs, 33.32% of vol, VWAP $0.0323, 066.3% buys
15:0015:10: 0332228 shrs, 10.12% of vol, VWAP $0.0354, 054.4% buys
15:1115:28: 0134565 shrs, 04.10% of vol, VWAP $0.0320, 024.1% buys
15:3115:44: 0348163 shrs, 10.61% of vol, VWAP $0.0345, 092.7% buys
15:4515:54: 0188800 shrs, 05.75% of vol, VWAP $0.0348, 029.0% buys
15:5615:58: 0024586 shrs, 00.75% of vol, VWAP $0.0325, 019.1% buys
16:0316:53: 0001800 shrs, 00.05% of vol, VWAP $0.0398, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns. Note that the volumes per range were influenced by those larger trades detailed above.
$0.0290$0.0299: 0059351 shrs, 01.81% of vol, VWAP $0.0291, 000.0% buys
$0.0300$0.0324: 1995300 shrs, 60.80% of vol, VWAP $0.0311, 050.8% buys
$0.0329$0.0349: 0459713 shrs, 14.01% of vol, VWAP $0.0341, 090.6% buys
$0.0350$0.0359: 0765640 shrs, 23.33% of vol, VWAP $0.0353, 058.1% buys
$0.0395$0.0399: 0001800 shrs, 00.05% of vol, VWAP $0.0398, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
04/01 $0.0373 08.55% 47.2%
04/02 $0.0338 09.53% 28.0%
04/06 $0.0325 03.91% 40.5%
04/07 $0.0296 08.68% 41.4%
04/08 $0.0299 +01.00% 46.2%
04/09 $0.0325 +08.38% 57.2%
The larger trades (>= 500) occurred on 494 of the 1,134 trades, 43.56%. These 3,201,451 shares were 97.55% of day's volume, and traded at a VWAP of $0.0324. 329 trades, 66.60%, were buys of 1,818,056 shares, 56.79% of larger trade volume, and traded at a VWAP of $0.0330. 144 of the larger trades, 29.15%, were sells of 1,322,847 shares, 41.32% of larger trade volume, and traded at a VWAP of $0.0318. 21 trades, 4.25%, were unknowns and accounted for 60,548 shares, 1.89% of the larger trade volume, and traded at a VWAP of $0.0315.
The other 640 trades, 56.44%, traded 80,353 shares, 2.45% of the days volume. The VWAP was $0.0331. 454 trades, 70.94%, were buys and accounted for 57,799 shares, 71.93% of the smaller trade volume, and traded at a VWAP of $0.0336. 118 trades, 18.44%, were sells and accounted for 13,989 shares, 17.41% of the smaller trade volume, and traded at a VWAP of $0.0323. 68 trades, 10.63%, were unknowns and accounted for 8,565 shares, 10.66% of the smaller trade volume, and traded at a VWAP of $0.0314.
"Dly Sht % of 'sells'" and inflection point changes here are omitted from the concentrator.
Here's my newer inflection points, oldest to newest. See the note under the header about these today.
_5day_ 10day_ _25day_ _50day_ _100day_ _200day_
859.52 2081.49 7302.70 7962.10 10164.08 14880.06
505.75 1528.92 7409.16 8176.51 10347.56 15188.49
265.58 0677.77 3435.30 4196.59 05408.65 08398.95
219.41 0530.16 2473.23 3119.41 04043.67 06513.04
239.13 0602.42 2905.13 3625.02 04574.67 07381.93
270.45 0712.26 3120.37 4043.81 04917.96 08007.46
266.55 0526.29 3133.11 4145.84 05021.74 08190.51
358.71 0669.37 3183.07 5226.92 06248.01 09950.78
209.55 0487.04 2447.25 4069.28 04882.53 07991.13
101.37 0205.85 1267.30 1815.90 02306.67 04268.93
On my ORIGINAL inflection point calculations, readings for 5, 10, 25, 50, 100 and 200 day periods:
 1day change 
03/31 12.5% 24.4% 09.9% 10.2% 09.6% 09.2%
04/01 +13.7% 04.5% 01.3% +00.8% +01.0% +00.5%
04/02 42.3% 45.1% 15.6% 17.1% 15.9% 16.0%
04/06 +03.1% +14.0% 05.0% 03.4% 03.5% 03.4%
04/07 44.0% 14.7% 06.2% 05.8% 05.6% 05.3%
04/08 +21.4% +09.8% +00.2% 01.1% 00.9% 00.9%
04/09 +15.4% +14.7% +06.8% +03.9% +03.8% +03.7%
 5day change 
03/31 +031.4% +006.5% 009.4% 012.9% 015.4% 012.5%
04/01 +135.1% 042.0% +006.0% +014.7% +015.7% +013.9%
04/02 +099.3% 093.6% 027.2% 041.2% 040.3% 042.3%
04/06 160.5% 1775.5% 004.1% +004.0% +004.0% +003.0%
04/07 647.8% 138.4% 090.6% 046.8% 048.5% 044.2%
04/08 +057.9% +049.6% +023.5% +021.4% +022.1% +021.5%
04/09 +020.1% +069.5% +033.6% +014.9% +014.4% +015.5%
 5day rate of change 
03/31 +012.4% +120.6% +137.0% +031.0% +020.4% +032.8%
04/01 +078.2% 044.8% +510.9% +137.6% +116.9% +136.8%
04/02 +214.7% +088.2% +109.3% +112.0% +223.6% +094.9%
04/06 014.9% 242.7% 063.2% 135.7% 142.3% 157.7%
04/07 256.0% 069.0% 574.0% 972.1% 1021.2% 664.1%
04/08 +080.6% +027.7% +044.2% +058.9% +061.7% +058.1%
04/09 327.5% +053.7% +067.4% +015.3% +010.3% +019.9%
On my NEWER inflection point calculations, for those same periods:
 1day change 
03/31 +017.38% +021.78% +028.01% +025.67% +025.24% +022.45%
04/01 008.99% 013.63% 017.46% 016.21% 013.13% 013.34%
04/02 013.10% 018.23% 007.41% 011.55% 007.50% 008.47%
04/06 +001.44% +026.11% 000.41% 002.52% 002.11% 002.29%
04/07 034.58% 027.19% 001.59% 026.08% 024.42% 021.49%
04/08 +041.58% +027.24% +023.12% +022.15% +021.85% +019.69%
04/09 +051.63% +057.74% +048.22% +055.38% +052.76% +046.58%
 5day change 
03/31 +060.96% +050.30% +120.62% +169.26% +118.72% +153.91%
04/01 046.13% 046.17% 052.98% 061.19% 057.06% 059.68%
04/02 +115.73% +086.29% +161.41% +208.45% +178.90% +195.36%
04/06 059.39% 026.77% +002.24% +002.87% +001.52% +001.82%
04/07 138.94% 099.16% 094.10% 125.56% 115.76% 122.18%
04/08 +110.58% +413.47% 089.70% +007.81% +000.06% +004.75%
04/09 +1298.0% +819.81% +6204.2% +290.46% +370.37% +310.61%
 5day rate of change 
03/31 +086.54% +260.70% +593.46% +24536.71% +786.70% +971.57%
04/01 1056.32% 217.43% 141.06% 162.42% 215.73% 178.23%
04/02 +119.43% +242.31% +405.34% +298.02% +203.57% +258.25%
04/06 +183.09% +017.41% +102.08% +122.76% +184.70% +139.04%
04/07 230.17% 168.84% 115.17% 125.58% 126.42% 125.60%
04/08 021.81% 046.92% 161.74% 088.03% 083.65% 089.53%
04/09 +072.78% +074.41% +101.12% +112.76% +107.41% +110.85%
Rolling 5day ORIGINAL inflection point calculation aggregate change:
******* ******* *5 Day** *10 Day * * 25Day ** 50 Day **100Day* 200 Day
03/31 5 day 609.144 +1914.7000 1698.4910 2329.0340 2292.2480 2336.8350
04/01 5 day +213.885 +1109.6740 1595.9730 1985.7730 1932.5780 2010.8523
04/02 5 day +426.168 +70.4720 2030.5160 2803.9480 2710.5320 2861.0294
04/06 5 day 257.637 1180.7240 2113.9390 2691.2780 2603.1300 2773.7895
04/07 5 day 1926.57 2815.0330 4029.1200 3950.5940 3866.5180 4000.0046
04/08 5 day 810.576 1419.7200 3080.7100 3104.5620 3011.6570 3141.9610
04/09 5 day 647.291 433.4060 2046.7320 2642.9310 2577.8610 2656.0765
Average change/day, 5 days
____ **5 Day *10 Day *25 Day *50 Day 100 Day 200 Day
03/31 626.60 +368.41 +022.22 123.58 145.09 121.64
04/01 136.38 +203.29 +135.73 +046.51 +024.49 +044.78
04/02 +156.37 +382.62 +284.03 +098.62 +079.23 +087.28
04/06 +133.09 546.00 +104.51 035.23 033.52 050.33
04/07 207.62 922.55 495.35 377.66 375.87 384.55
04/08 040.29 666.88 276.44 155.11 143.88 161.03
04/09 172.24 308.62 090.15 131.43 129.06 129.04
Rolling 5day NEWER inflection point calculation aggregate change:
******* ******* *5 Day** *10 Day * * 25Day ** 50 Day **100Day* 200 Day
03/31 5 day +0506.89 +1365.47 +3402.64 +3273.24 +4380.88 +5770.45
04/01 5 day +0273.06 +0734.99 +1599.92 +1270.32 +1880.98 +2326.83
04/02 5 day +0589.07 +1369.23 +4182.33 +3918.29 +5246.12 +6872.60
04/06 5 day +0239.20 +1002.63 +4276.05 +4030.66 +5325.82 +6997.98
04/07 5 day 0093.14 +0008.40 +0252.23 1030.33 0839.36 1551.83
04/08 5 day +0009.85 +0043.11 +0025.98 0949.87 0838.86 1478.09
04/09 5 day +0137.76 +0396.57 +1637.84 +1809.12 +2268.00 +3113.00
Average change/day, 5 days
____ **5 Day *10 Day *25 Day *50 Day 100 Day 200 Day
03/31 0009.86 +0133.27 +0671.06 +0637.73 +0630.42 +1009.66
04/01 0113.96 0156.50 0275.57 0398.09 0729.60 0789.82
04/02 +0022.15 +0222.72 +0841.43 +0788.29 +0755.63 +1249.91
04/06 +0062.69 +0261.49 +1700.36 +1755.98 +2151.30 +2987.80
04/07 0081.61 0180.01 0258.01 0449.20 0568.46 0764.89
04/08 0099.41 0264.47 0675.33 0844.62 1043.95 1449.71
04/09 0027.06 0067.68 +0007.58 +0107.76 +0077.40 +0157.24
Dly Sht % of 'sells' values JIC it turns out to be useful...
============ 2015 ===============
Mon. 02/02 29.10% 55.60% 28.40% 25.89% 4.97%
Mon. 02/09 26.98% 16.47% 65.76% 17.01% 39.45%
Tue. 02/17 117.29% 47.44% 98.78% 49.60%
Mon. 02/23 34.80% 56.88% 66.94% 47.47% 0.2776
Mon. 03/02 77.87% 56.24% 62.72% 41.72% 48.70%
Mon. 03/09 54.18% 69.25% 49.05% 58.63% 22.41%
Mon. 03/16 28.61% 45.67% 40.23% 36.46% 31.50%
Mon. 03/23 41.17% 28.27% 42.71% 33.87% 49.28%
Mon. 03/30 54.31% 35.49% 54.11% 29.94%
Mon. 04/06 45.85% 17.97% 32.15% 64.31%
============ 2014 ===============
Nov Avg: 24.85%, min: 00.76%, max: 081.50%
Dec Avg: 20.16%, min: 00.00%, max: 135.25%
============ 2015 ===============
Jan Avg: 53.94%, min: 00.00%, max: 323.19%
Feb Avg: 47.48%, min: 04.97%, max: 117.29%
Mar Avg: 38.96%, min: 28.27%, max: 054.31%
Apr Avg: 40.72%, min: 17.97%, max: 064.31%
0409 Vol 3281804, Sht 0859728 26.20% LHC 0.0290 0.0399 0.0349 b:s 1.40:1[260]
0408 Vol 4500232, Sht 0712030 15.82% LHC 0.0263 0.0339 0.0301 b:s 1:1.07[259]
0407 Vol 5007071, Sht 0504583 10.08% LHC 0.0263 0.0330 0.0284 b:s 1:1.35[258]
0406 Vol 3417553, Sht 0847909 24.81% LHC 0.0300 0.0380 0.0318 b:s 1:1.34[257]
0402 Vol 5374926, Sht 1009852 18.79% LHC 0.0300 0.0400 0.0350 b:s 1:2.24[256]
0401 Vol 2599004, Sht 0634333 24.41% LHC 0.0350 0.0409 0.0380 b:s 1.05:1[255]
0331 Vol 9954877, Sht 1829503 18.38% LHC 0.0350 0.0598 0.0400 b:s 1:1.24[254]
0330 Vol 5436654, Sht 1235933 22.73% LHC 0.0330 0.0556 0/0556 b:s 1.21:1[253]
0327 Vol 3539887, Sht 0990793 27.99% LHC 0.0338 0.0440 0.0351 b:s 1:1.38[252]
0326 Vol 6284623, Sht 1228316 19.54% LHC 0.0352 0.0520 0.0449 b:s 1:1.39[251]
0325 Vol 2043888, Sht 0478378 23.41% LHC 0.0460 0.0590 0.0510 b:s 1:1.31[250]
0324 Vol 3592141, Sht 0591867 16.48% LHC 0.0451 0.0600 0.0501 b:s 1:1.54[249]
0323 Vol 2946922, Sht 0512526 17.39% LHC 0.0525 0.0720 0.0570 b:s 1.04:1[248]
0320 Vol 9563145, Sht 1668537 17.45% LHC 0.0600 0.1060 0.0621 b:s 1:1.33[247]
0319 Vol 4042069, Sht 0690963 17.09% LHC 0.0560 0.0850 0.0731 b:s 1.03:1[246]
0318 Vol 5038509, Sht 0934075 18.54% LHC 0.0621 0.0911 0.0650 b:s 1.10:1[245]
0317 Vol 1429398, Sht 0347578 24.32% LHC 0.0838 0.1000 0.0941 b:s 1:1.34[244]
0316 Vol 4525249, Sht 0669705 14.80% LHC 0.0860 0.1296 0.0912 b:s 1:1.18[243]
0313 Vol 5692832, Sht 0910240 15.99% LHC 0.1001 0.1550 0.1121 b:s 1:2.92[242]
0312 Vol 1042653, Sht 0322200 30.90% LHC 0.1400 0.1629 0.1460 b:s 1:1.33[241]
0311 Vol 2403803, Sht 0773218 32.17% LHC 0.1330 0.1800 0.1500 b:s 1:2.29[240]
0310 Vol 0766758, Sht 0198775 25.92% LHC 0.1520 0.1700 0.1601 b:s 1.58:1[239]
0309 Vol 2134641, Sht 0705264 33.04% LHC 0.1451 0.1932 0.1630 b:s 1:1.76[238]
0306 Vol 2725395, Sht 0662535 24.31% LHC 0.1750 0.2300 0.1798 b:s 1:1.04[237]
0305 Vol 2888371, Sht 0794901 27.52% LHC 0.1890 0.2999 0.1921 b:s 1:2.12[236]
0304 Vol 2707752, Sht 0922501 34.07% LHC 0.2112 0.2700 0.2350 b:s 1:1.33[235]
0303 Vol 2597844, Sht 0758682 29.20% LHC 0.2210 0.2780 0.2410 b:s 1:1.14[234]
0302 Vol 10631746, Sht 3946464 37.12% LHC 0.210 0.3550 0.2780 b:s 1.01:1[233]
[259] There were 469,002 exempt short [260] The high of the day was set with three AH buys at $0.0395 totaling 1.8K shares. Since outofhours trades can't set the high, your reporting services will show $0.0359. There were NO EXEMPT SHORT SHARES included in the short total. NASDAQ shorted 491,745 and traded volume of 1,387,610 so the NASDAQ short volume was 35.44% of the total NASDAQ traded volume for the day.
shares, 65.87% of short volume, included in the short total, bringing the total down to 243,028 from 712,030 if these are excluded. The short percentage would move from 15.82% to 05.40%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 504,368 so the "exempt" was 48.18% of the NASDAQ shorted volume. NASDAQ traded volume of 1,493,633 so the NASDAQ short volume was 33.77% of the total NASDAQ traded volume for the day.
[258] There were 25,070 exempt short shares, 4.97% of short volume, included in the short total, bringing the total down to 479,513 from 504,583 if these are excluded. The short percentage would move from 10.08% to 09.58%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 105,846 so the "exempt" was 23.69% of the NASDAQ shorted volume. NASDAQ traded volume of 2,000,365 so the NASDAQ short volume was 5.29% of the total NASDAQ traded volume for the day.
[257] There were 119,911 exempt short shares, 14.14% of short volume, included in the short total, bringing the total down to 727,998 from 847,909 if these are excluded. The short percentage would move from 24.81% to 21.30%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 121,477 so the "exempt" was 98.71% of the NASDAQ shorted volume. NASDAQ traded volume of 1,146,611 so the NASDAQ short volume was 10.59% of the total NASDAQ traded volume for the day.
[256] There were 370,511 exempt short shares, 36.69% of short volume, included in the short total, bringing the total down to 639,341 from 1,009,852 if these are excluded. The short percentage would move from 18.79% to 11.89%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 370,511 so the "exempt" was 100.00% of the NASDAQ shorted volume. NASDAQ traded volume of 2,204,194 so the NASDAQ short volume was 16.81% of the total NASDAQ traded volume for the day.
[255] There were 303,124 exempt short shares, 47.79% of short volume, included in the short total, bringing the total down to 331,209 from 634,333 if these are excluded. The short percentage would move from 24.41% to 12.74%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 306,524 so the "exempt" was 98.89% of the NASDAQ shorted volume. NASDAQ traded volume of 999,690 so the NASDAQ short volume was 30.66% of the total NASDAQ traded volume for the day.
[254] There were 703,835 exempt short shares, 38.47% of short volume, included in the short total, bringing the total down to 1,125,668 from 1,829,503 if these are excluded. The short percentage would move from 18.38% to 11.31%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 715,617 so the "exempt" was 98.35% of the NASDAQ shorted volume. NASDAQ traded volume of 2,060,893 so the NASDAQ short volume was 34.72% of the total NASDAQ traded volume for the day. There were 29 premarket and one AH trades totaling 283,360 shares not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 2,112,863 and short percentage would be 21.22%.
[253] There were 543,664 exempt short shares, 43.99% of short volume, included in the short total, bringing the total down to 692,269 from 1,235,933 if these are excluded. The short percentage would move from 22.73% to 12.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 552,876 so the "exempt" was 98.33% of the NASDAQ shorted volume. NASDAQ traded volume of 2,123,744 so the NASDAQ short volume was 26.03% of the total NASDAQ traded volume for the day. There were five AH trades totaling 10.1K not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,246,033 and short percentage would be 22.92%.
[252] There were 330,971 exempt short shares, 33.40% of short volume, included in the short total, bringing the total down to 659,822 from 990,763 if these are excluded. The short percentage would move from 27.99% to 18.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 369,664 so the "exempt" was 89.53% of the NASDAQ shorted volume. NASDAQ traded volume of 1,091,443 so the NASDAQ short volume was 33.87% of the total NASDAQ traded volume for the day.
[251] There were 420,475 exempt short shares, 34.23% of short volume, included in the short total, bringing the total down to 807,841 from 1,228,316 if these are excluded. The short percentage would move from 19.54% to 12.85%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 431,525 so the "exempt" was 97.44% of the NASDAQ shorted volume. NASDAQ traded volume of 2,076,444 so the NASDAQ short volume was 20.78% of the total NASDAQ traded volume for the day. There was one 1K share trade premarket and 2 trades totaling 25K postmarket not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,254,316 and short percentage would be 19.96%.
[250] The "official" low of the day was $0.046 but 5 AH trades totaling 20K occurred at $0.0420. There were 197,546 exempt short shares, 41.29% of short volume, included in the short total, bringing the total down to 280,832 from 478,378 if these are excluded. The short percentage would move from 23.41% to 13.74%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 197,546 so the "exempt" was 100.00% of the NASDAQ shorted volume. NASDAQ traded volume of 737,171 so the NASDAQ short volume was 26.80% of the total NASDAQ traded volume for the day. Along with the 20K AH shares there were 10K shares traded premarket not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 508,378 and short percentage would be 24.87%.
[249] There were 267,135 exempt short shares, 45.13% of short volume, included in the short total, bringing the total down to 324,732 from 591,867 if these are excluded. The short percentage would move from 16.48% to 09.04%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 282,263 so the "exempt" was 94.64% of the NASDAQ shorted volume. NASDAQ traded volume of 1,001,814 so the NASDAQ short volume was 28.18% of the total NASDAQ traded volume for the day.
[248] The "official" high of the day was $0.072 but a 3K premarket trade was at $0.0750. There were 78,430 exempt short shares, 15.30% of short volume, included in the short total, bringing the total down to 434,096 from 512,526 if these are excluded. The short percentage would move from 17.39% to 14.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 78,730 so the "exempt" was 99.62% of the NASDAQ shorted volume. NASDAQ traded volume of 826,083 so the NASDAQ short volume was 9.53% of the total NASDAQ traded volume for the day. There were 11.2K shares traded outofhours that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 523,726 and short percentage would be 17.77%.
[247] There were 121,900 exempt short shares, 7.31% of short volume, included in the short total, bringing the total down to 1,546,637 from 1,668,537 if these are excluded. The short percentage would move from 17.45% to 16.17%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 805,291 so the "exempt" was 15.14% of the NASDAQ shorted volume. NASDAQ traded volume of 3,214,545 so the NASDAQ short volume was 25.05% of the total NASDAQ traded volume for the day. There were 13K shares traded postmarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,681,537 and short percentage would be 17.58%.
[246] There were 337,216 exempt short shares, 48.80% of short volume, included in the short total, bringing the total down to 353,747 from 690,693 if these are excluded. The short percentage would move from 17.09% to 8.75%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 397,003 so the "exempt" was 84.94% of the NASDAQ shorted volume. NASDAQ traded volume of 2,077,434 so the NASDAQ short volume was 19.11% of the total NASDAQ traded volume for the day. There were 1K shares traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 691,963 and short percentage would be 17.12%.
[245] There were 141,765 exempt short shares, 15.18% of short volume, included in the short total, bringing the total down to 792,310 from 934,075 if these are excluded. The short percentage would move from 18.54% to 15.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 245,363 so the "exempt" was 57.78% of the NASDAQ shorted volume. NASDAQ traded volume of 1,844,248 so the NASDAQ short volume was 13.30% of the total NASDAQ traded volume for the day. There were 63.6K shares traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 997,675 and short percentage would be 19.80%.
[244] There was a single oddlot 9share trade that was at $0.1030 but these are not permitted to be reported for open, close, high and low. There were 205,329 exempt short shares, 59.07% of short volume, included in the short total, bringing the total down to 142,249 from 347,578 if these are excluded. The short percentage would move from 24.32% to 09.95%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 209,329 so the "exempt" was 98.09% of the NASDAQ shorted volume. NASDAQ traded volume of 575,659 so the NASDAQ short volume was 36.36% of the total NASDAQ traded volume for the day.
[243] There were 205,002 exempt short shares, 30.61% of short volume, included in the short total, bringing the total down to 464,703 from 669,705 if these are excluded. The short percentage would move from 14.80% to 10.27%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 210,425 so the "exempt" was 97.42% of the NASDAQ shorted volume. NASDAQ traded volume of 1,584,435 so the NASDAQ short volume was 13.28% of the total NASDAQ traded volume for the day.
[242] There were 266,944 exempt short shares, 29.33% of short volume, included in the short total, bringing the total down to 643,296 from 910,240 if these are excluded. The short percentage would move from 15.99% to 11.30%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 328,821 so the "exempt" was 81.18% of the NASDAQ shorted volume. NASDAQ traded volume of 2,913,674 so the NASDAQ short volume was 11.29% of the total NASDAQ traded volume for the day. There were 33.4K shares traded AH that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 943,640 and short percentage would be 15.58%.
[241] An AH trade of 1K at a high of $0.19 is not included in official OHLC numbers, which includes a high of $0.1629. There were 152,345 exempt short shares, 47.28% of short volume, included in the short total, bringing the total down to 169,855 from 322,200 if these are excluded. The short percentage would move from 30.90% to 16.29%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 157,345 so the "exempt" was 96.82% of the NASDAQ shorted volume. NASDAQ traded volume of 380,948 so the NASDAQ short volume was 41.30% of the total NASDAQ traded volume for the day. There were 100K shares traded AH that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 422,200 and short percentage would be 40.49%.
[240] There were 132,851 exempt short shares, 17.18% of short volume, included in the short total, bringing the total down to 640,367 from 773,218 if these are excluded. The short percentage would move from 32.17% to 26.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 478,934 so the "exempt" was 27.74% of the NASDAQ shorted volume. NASDAQ traded volume of 980,490 so the NASDAQ short volume was 48.85% of the total NASDAQ traded volume for the day. There were 4,800 share traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 778,018 and short percentage would be 32.37%.
[239] There were 13,556 exempt short shares, 6.82% of short volume, included in the short total, bringing the total down to 185,219 from 198,775 if these are excluded. The short percentage would move from 25.92% to 24.16%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 84,992 so the "exempt" was 15.95% of the NASDAQ shorted volume. NASDAQ traded volume of 349,907 so the NASDAQ short volume was 24.29% of the total NASDAQ traded volume for the day.
[238] There were 53,997 exempt short shares, 7.66% of short volume, included in the short total, bringing the total down to 651,267 from 705,264 if these are excluded. The short percentage would move from 33.04% to 30.51%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 229,938 so the "exempt" was 23.48% of the NASDAQ shorted volume. NASDAQ traded volume of 749,662 so the NASDAQ short volume was 30.67% of the total NASDAQ traded volume for the day.
[237] There were 126,465 exempt short shares, 19.09% of short volume, included in the short total, bringing the total down to 536,070 from 662,535 if these are excluded. The short percentage would move from 24.31% to 19.67%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 342,547 so the "exempt" was 36.92% of the NASDAQ shorted volume. NASDAQ traded volume of 1,148,620 so the NASDAQ short volume was 29.82% of the total NASDAQ traded volume for the day.
[236] There were 2,500 shares traded pre and postmarket that are not included in the reported daily short sales. If these were all short sales the short volume would move from 794,401 to 797,401 and short percentage would move from 27.52% to 27.61%. There were 285,518 exempt short shares, 35.92% of short volume, included in the short total, bringing the total down to 509,383 from 794,901 if these are excluded. The short percentage would move from 27.52% to 17.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 441,969 so the "exempt" was 64.60% of the NASDAQ shorted volume. NASDAQ traded volume of 1,367,667 so the NASDAQ short volume was 32.32% of the total NASDAQ traded volume for the day.
[235] There were 102,920 exempt short shares, 11.16% of short volume, included in the short total, bringing the total down to 819,581 from 922,501 if these are excluded. The short percentage would move from 34.07% to 30.27%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 326,764 so the "exempt" was 31.50% of the NASDAQ shorted volume. NASDAQ traded volume of 755,594 so the NASDAQ short volume was 43.25% of the total NASDAQ traded volume for the day.
[234] There were 198,790 exempt short shares, 26.20% of short volume, included in the short total, bringing the total down to 559,892 from 758,682 if these are excluded. The short percentage would move from 29.20% to 21.55%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 441,240 so the "exempt" was 45.05% of the NASDAQ shorted volume. NASDAQ traded volume of 1,200,291 so the NASDAQ short volume was ~36.76% of the total NASDAQ traded volume for the day.
[233] The $0.21 low for the day we set by a single 70 share trade at 13:39. This can't be an "official" low, so it will report as $0.2400. There were 26,500 after hours and 154,450 premarket shares traded that do not get included in the short sales reporting. If these were all shorts the short volume would move from 3,946,464 to 4,127,414 and short percentage would move from 37.12% to 38.82%. There were 891,326 (all but 100 from NASDAQ) exempt short shares, 22.59% of short volume, included in the short total, bringing the total down to 3,055,138 from 3,946,464 if these are excluded. The short percentage would move from 37.12% to 28.74%. NASDAQ shorted 1,829,632 so their "exempt" 891,226 was 48.71% of the NASDAQ shorted volume. NASDAQ traded volume of 3,249,649 so the NASDAQ short volume was ~56.30% of the total NASDAQ traded volume for the day.
04/08/2015: EOD stuff partially copied to the concentrator.
# Trds: 1975, MinTrSz: 1, MaxTrSz: 129860, Vol: 4500232, AvTrSz: 2279
Min. Pr: 0.0263, Max Pr: 0.0339, VW Avg. Tr. Pr: 0.0299
# Buys, Shares: 1100 2078630, VW Avg Buy Pr: 0.0302
# Sells, Shares: 769 2214433, VW Avg Sell Pr: 0.0297
# Unkn, Shares: 106 207169, VW Avg Unk. Pr: 0.0300
Buy:Sell 1:1.07 (46.19% "buys"), DlyShts 712030 (15.82%), Dly Sht % of 'sells' 32.15%
Today gave us lower volume (~10%), "good" buy percentages on ~56% of the volume on the time breakdown but only ~9% on the price range breakdown. Newer inflectionpoint calculations gave us another "flip" with all periods showing decreasing weakening after yesterday's flip to all periods showing increasing weakening. All this netted a VWAP up ~1%. Based on what we've seen recently, I guess some kind of volume and price movement shortly should be expected.
There were 469,002 exempt short shares, 65.87% of short volume, included in the short total, bringing the total down to 243,028 from 712,030 if these are excluded. The short percentage would move from 15.82% to 05.40%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 504,368 so the "exempt" was 48.18% of the NASDAQ shorted volume. NASDAQ traded volume of 1,493,633 so the NASDAQ short volume was 33.77% of the total NASDAQ traded volume for the day.
Yesterday the larger trades moved back to roughly 1/3rd of the number of trades but I wasn't sure if it would last. It didn't but the skew is not severe, ~45% and 55% larger vs. smaller. Regardless, can't (yet?) determine that a trend that would see the old ~1/3rd of trades being larger is in place.
The breakdown by time, on volume down ~10% (+~47%, ~36%, ~+107%, ~74%, ~+83% and ~+54% on prior days), had an initially flat VWAP for the first 15 minutes, recovered and moved up a small amount and stayed "flattish" through the rest of the day, with small perturbations. "Good" buy percentages accounted for ~56% of the day's volume, all occurring prior to 14:40. Net result was VWAP for the day was up ~1%.
The breakdown by price had three of the five price ranges (very narrow spread again) with a "good" buy percentage but comprising only ~9.8% (vs. ~50%, ~23%, ~11%, ~32% and ~3.4%) of the day's volume. We had some exceptional larger trades that would impact volumes seen in the price breakdown. All but one 50K and the 99.8K were "sells": $0.0285 (50K and 65.4K), $0.0300 (2 x 50K  1 buy at 12:01, 72.7K, 76.6K and 100K), $0.0310 for 129.8K, and $0.0339 for 99.8K.
The newer inflection point calculations' flipped to all periods again showing decreasing weakening. With this constant flipflopping I would be cautious about putting any faith in them. Remember they were designed with longerterm sentiment change detection in mind and not for the market populated only by "cashless conversion" players, momentum traders, etc.
The $0.0339 high had only one trade for 99,790 shares, 2.22% of the day's volume. The next lower price, $0.0330, had ~71.7K shares, ~1.6% of day's volume. Similar situations exist for many lower prices  too many to consider tallying and trying to determine a "better" high for judging sentiment. A serious "skew" would result that may not be justified because the aggregate volume was "large".
Prices below $0.0280, which had ~5.9% of the day's volume, were similar. Again, no point in picking a "better" price to use.
Today's low, high, VWAP, trade volume, and daily short sales moved 0.00%, 2.73%, 01.00%, 10.12% and 41.11%. Price spread today was 28.90% vs. 25.48%, 26.67%, 33.33%, 16.86%, 70.86%, 68.48%, 30.18%, 47.73% and 40.48% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:31: 043758 shrs, 00.97% of vol, VWAP $0.0297, 077.8% buys
09:3209:44: 037306 shrs, 00.83% of vol, VWAP $0.0291, 072.9% buys
09:4609:59: 225553 shrs, 05.01% of vol, VWAP $0.0278, 050.6% buys
10:0110:29: 289138 shrs, 06.42% of vol, VWAP $0.0281, 083.9% buys
10:3210:59: 563454 shrs, 12.52% of vol, VWAP $0.0296, 045.8% buys
11:0311:29: 650795 shrs, 14.46% of vol, VWAP $0.0316, 067.9% buys
11:3011:59: 367468 shrs, 08.17% of vol, VWAP $0.0297, 036.4% buys
12:0012:29: 541044 shrs, 12.02% of vol, VWAP $0.0295, 054.0% buys
12:3112:59: 084317 shrs, 01.87% of vol, VWAP $0.0299, 092.2% buys
13:0113:24: 029006 shrs, 00.64% of vol, VWAP $0.0299, 085.2% buys
13:3013:59: 193445 shrs, 04.30% of vol, VWAP $0.0300, 040.9% buys
14:0114:28: 077425 shrs, 01.72% of vol, VWAP $0.0300, 075.7% buys
14:4014:59: 421876 shrs, 09.37% of vol, VWAP $0.0302, 021.6% buys
15:0115:04: 125477 shrs, 02.79% of vol, VWAP $0.0300, 014.3% buys
15:0815:13: 236200 shrs, 05.25% of vol, VWAP $0.0313, 024.9% buys
15:1515:38: 106593 shrs, 02.37% of vol, VWAP $0.0303, 042.5% buys
15:4115:59: 507377 shrs, 11.27% of vol, VWAP $0.0300, 016.1% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns. Note that the volumes per range were influenced by those four larger trades detailed above.
$0.0263$0.0279: 0145385 shrs, 03.23% of vol, VWAP $0.0274, 059.7% buys
$0.0280$0.0299: 1465671 shrs, 32.57% of vol, VWAP $0.0290, 042.7% buys
$0.0300$0.0319: 2593415 shrs, 57.63% of vol, VWAP $0.0303, 042.3% buys
$0.0320$0.0329: 0115971 shrs, 02.58% of vol, VWAP $0.0323, 077.2% buys
$0.0330$0.0339: 0179790 shrs, 04.00% of vol, VWAP $0.0335, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
04/01 $0.0373 08.55% 47.2%
04/02 $0.0338 09.53% 28.0%
04/06 $0.0325 03.91% 40.5%
04/07 $0.0296 08.68% 41.4%
04/08 $0.0299 +01.00% 46.2%
The larger trades (>= 500) occurred on 879 of the 1,975 trades, 44.51%. These 4,344,269 shares were 96.53% of day's volume, and traded at a VWAP of $0.0300. 466 trades, 53.01%, were buys of 1,990,361 shares, 45.82% of larger trade volume, and traded at a VWAP of $0.0302. 367 of the larger trades, 41.75%, were sells of 2,155,750 shares, 49.62% of larger trade volume, and traded at a VWAP of $0.0297. 46 trades, 5.23%, were unknowns and accounted for 198,158 shares, 4.56% of the larger trade volume, and traded at a VWAP of $0.0300.
The other 1,096 trades, 55.49%, traded 155,963 shares, 3.47% of the days volume. The VWAP was $0.0297. 634 trades, 57.85%, were buys and accounted for 88,269 shares, 56.60% of the smaller trade volume, and traded at a VWAP of $0.0297. 402 trades, 36.68%, were sells and accounted for 58,683 shares, 37.63% of the smaller trade volume, and traded at a VWAP of $0.0298. 60 trades, 5.47%, were unknowns and accounted for 9,011 shares, 5.78% of the smaller trade volume, and traded at a VWAP of $0.0298.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
04/07/2015: EOD stuff partially copied to the concentrator.
# Trds: 2932, MinTrSz: 1, MaxTrSz: 400000, Vol: 5007071, AvTrSz: 1708
Min. Pr: 0.0263, Max Pr: 0.0330, VW Avg. Tr. Pr: 0.0296
# Buys, Shares: 1153 2072326, VW Avg Buy Pr: 0.0300
# Sells, Shares: 1696 2807607, VW Avg Sell Pr: 0.0294
# Unkn, Shares: 83 127138, VW Avg Unk. Pr: 0.0299
Buy:Sell 1:1.35 (41.39% "buys"), DlyShts 504583 (10.08%), Dly Sht % of 'sells' 17.97%
Remember the price chart is logarithmic now.
A change? Unsure if it will last. Anyway, today the larger trades moved back to roughly 1/3rd of the number of trades. The volume of those trades was still very high at ~95%, influenced no doubt by these four: $0.0271 x 100,000, $0.0301 x 126,210, $0.0300 x 399,000, and $0.0300 x 400,000. Without these four the percentage of larger trade volume moves from 94.94% to 74.46%.
This move back towards "normal" larger trade percentage is one of the things I thought might signal end of "cashless conversion" activity and/or the exit of momentum traders. Need a lot more than one day though. I've been resisting changing my break point for "larger" so that I might be able to spot this. Don't know if that is a good decision though.
Today gave us higher volume (~+47%), "good" buy percentages on ~53% of the volume on the time breakdown and 50% on the price range breakdown. Newer inflectionpoint calculations flipped from improved on the two shortest periods and weakened for the third day across the longer periods to all periods showing all periods weakening. All this netted a VWAP down ~8.7%.
There were 25,070 exempt short shares, 4.97% of short volume, included in the short total, bringing the total down to 479,513 from 504,583 if these are excluded. The short percentage would move from 10.08% to 09.58%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 105,846 so the "exempt" was 23.69% of the NASDAQ shorted volume. NASDAQ traded volume of 2,000,365 so the NASDAQ short volume was 5.29% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume up ~47% (~36%, ~+107%, ~74%, ~+83% and ~+54% on prior days), showed an initial VWAP movement up that ended at 10:17, dropped a small amount and then was "flattish" for the rest of the day. "Good" buy percentages accounted for ~53% of the day's volume. Net result was VWAP for the day was down ~8.7%.
The breakdown by price had only two of the four price ranges (very narrow spread again) with a "good" buy percentage comprising ~50% (vs. ~23%, ~11%, ~32% and ~3.4%) of the day's volume. Note that the volumes per range were influenced by those four larger trades detailed above.
I mentioned yesterday I wouldn't believe the newer inflection point calculations' shorter periods showing decreasing weakening. Today all periods again are showing increasing weakening.
Any price below $0.0280 would have had insignificant volume but for five trades totaling 231.9K in the range of $0.0263$0.0271 (5% of day's volume at $0.0271). One could consider either $0.271 (figuring we can't really discount ~5% of day's volume) or $0.0280 as a more "representative" low for the day. On the high side $0.0326 might be good as trades above that range were only six totaling ~9.5K shares.
Prices above $0.0326 had only six trades for 9,450 shares. A quantity of trades and appreciable volume occurred at $0.0326.
Using $0.0326 as the high and $0.0271 as the low the low and high movement and price spread would change to 9.67%, 14.21% and 20.30%, respectively, instead of 12.33%, 13.16% and 25.48%.
Today's low, high, VWAP, trade volume, and daily short sales moved 12.33%, 13.16%, 08.68%, 46.51% and 40.49%. Price spread today was 25.48% vs. 26.67%, 33.33%, 16.86%, 70.86%, 68.48%, 30.18%, 47.73%, 40.48% and 33.04% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:32: 0176610 shrs, 03.53% of vol, VWAP $0.0301, 000.0% buys
09:3509:56: 0131682 shrs, 02.63% of vol, VWAP $0.0320, 049.8% buys
09:5710:17: 0310087 shrs, 06.19% of vol, VWAP $0.0325, 051.5% buys
10:1810:23: 0094087 shrs, 01.88% of vol, VWAP $0.0310, 035.8% buys
10:2410:40: 0242014 shrs, 04.83% of vol, VWAP $0.0304, 014.0% buys
10:4110:42: 1149252 shrs, 22.95% of vol, VWAP $0.0291, 040.5% buys
10:4310:59: 0078220 shrs, 01.56% of vol, VWAP $0.0290, 065.2% buys
11:0011:29: 0634673 shrs, 12.68% of vol, VWAP $0.0297, 075.1% buys
11:3011:59: 0136090 shrs, 02.72% of vol, VWAP $0.0291, 029.1% buys
12:0012:29: 0265710 shrs, 05.31% of vol, VWAP $0.0284, 035.8% buys
12:3012:59: 0141220 shrs, 02.82% of vol, VWAP $0.0281, 059.3% buys
13:0013:29: 0200202 shrs, 04.00% of vol, VWAP $0.0294, 056.1% buys
13:3013:59: 0045948 shrs, 00.92% of vol, VWAP $0.0294, 050.5% buys
14:0014:29: 0264186 shrs, 05.28% of vol, VWAP $0.0297, 054.9% buys
14:3014:59: 0192629 shrs, 03.85% of vol, VWAP $0.0293, 000.4% buys
15:0015:14: 0074847 shrs, 01.49% of vol, VWAP $0.0293, 074.7% buys
15:1515:29: 0497897 shrs, 09.94% of vol, VWAP $0.0299, 007.2% buys
15:3015:44: 0215698 shrs, 04.31% of vol, VWAP $0.0289, 062.4% buys
15:4515:55: 0077900 shrs, 01.56% of vol, VWAP $0.0284, 000.0% buys
15:5515:59: 0078119 shrs, 01.56% of vol, VWAP $0.0294, 076.8% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0263$0.0274: 0284625 shrs, 05.68% of vol, VWAP $0.0270, 000.0% buys
$0.0275$0.0299: 2207545 shrs, 44.09% of vol, VWAP $0.0289, 041.6% buys
$0.0300$0.0324: 2206643 shrs, 44.07% of vol, VWAP $0.0303, 045.0% buys
$0.0325$0.0330: 0308258 shrs, 06.16% of vol, VWAP $0.0325, 052.5% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
04/01 $0.0373 08.55% 47.2%
04/02 $0.0338 09.53% 28.0%
04/06 $0.0325 03.91% 40.5%
04/07 $0.0296 08.68% 41.4%
The larger trades (>= 500) occurred on 871 of the 2,932 trades, 29.71%. These 4,753,625 shares were 94.94% of day's volume, and traded at a VWAP of $0.0297. 391 trades, 44.89%, were buys of 1,970,105 shares, 41.44% of larger trade volume, and traded at a VWAP of $0.0300. 444 of the larger trades, 50.98%, were sells of 2,663,464 shares, 56.03% of larger trade volume, and traded at a VWAP of $0.0294. 36 trades, 4.13%, were unknowns and accounted for 120,056 shares, 2.53% of the larger trade volume, and traded at a VWAP of $0.0299.
The other 2,061 trades, 70.29%, traded 253,446 shares, 5.06% of the days volume. The VWAP was $0.0295. 762 trades, 36.97%, were buys and accounted for 102,221 shares, 40.33% of the smaller trade volume, and traded at a VWAP of $0.0300. 1,252 trades, 60.75%, were sells and accounted for 144,143 shares, 56.87% of the smaller trade volume, and traded at a VWAP of $0.0292. 47 trades, 2.28%, were unknowns and accounted for 7,082 shares, 2.79% of the smaller trade volume, and traded at a VWAP of $0.0296.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
04/06/2015: EOD stuff partially copied to the concentrator.
# Trds: 929, MinTrSz: 1, MaxTrSz: 161726, Vol: 3417553, AvTrSz: 3679
Min. Pr: 0.0300, Max Pr: 0.0380, VW Avg. Tr. Pr: 0.0325
# Buys, Shares: 477 1384155, VW Avg Buy Pr: 0.0330
# Sells, Shares: 401 1849298, VW Avg Sell Pr: 0.0322
# Unkn, Shares: 51 184100, VW Avg Unk. Pr: 0.0314
Buy:Sell 1:1.34 (40.50% "buys"), DlyShts 847909 (24.81%), Dly Sht % of 'sells' 45.85%
Remember the price chart is logarithmic now.
Today gave us lower volume (~36%), "good" buy percentages on only ~32% (better than yesterday's ~16% though) of the volume on the time breakdown and only ~23% (vs. yesterday's ~11%) on the price range breakdown. Newer inflectionpoint calculations improved on the two shortest periods but weakened for the third day across the longer periods. All this netted a VWAP down ~9.5%.
There were 119,911 exempt short shares, 14.14% of short volume, included in the short total, bringing the total down to 727,998 from 847,909 if these are excluded. The short percentage would move from 24.81% to 21.30%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 121,477 so the "exempt" was 98.71% of the NASDAQ shorted volume. NASDAQ traded volume of 1,146,611 so the NASDAQ short volume was 10.59% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume down ~36% (up ~107%, down ~74%, up ~83% and ~54% on prior days), showed an initial straight down VWAP movement from the open through 11:52 followed by "flattish" into the close. "Good" buy percentages occurred on only ~31.9% (~16.4% vs. ~47%, ~35% and ~47% on prior days) of the day's volume. Net result was VWAP for the day was down ~3.9%.
The breakdown by price had three of the price ranges (only five narrow ranges today due to the very narrow spread) with a "good" buy percentage only comprising ~23% (vs. ~11%, ~32% and ~3.4%) of the day's volume. Note that over 50% of volume appeared in the lowest VWAP range which also had only about 29% buys. Net result on the day's increased volume was VWAP down ~3.9%.
The newer inflection point calculations' oneday periods, with volume off ~36%, have the two shortest periods showing decreasing weakening while all others show increasing weakening for the third consecutive day. With what we've been seeing, I wouldn't believe the shorter periods.
The day's high was a single $0.0380 buy of 25,100 shares at the open. If this trade is ignored, the high would be $0.0370 (ignoring three 10share oddlot trades at $0.037$0.0378). The high movement and price spread would change to 7.50% and 23.33% respectively instead of 5% and 26.67%.
Today's low, high, VWAP, trade volume, and daily short sales moved 0.00%, 5.00%, 03.91%, 36.42% and 16.04%. Price spread today was 26.67% vs. 33.33%, 16.86%, 70.86%, 68.48%, 30.18%, 47.73%, 40.48%, 33.04% and 42.86% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 0025230 shrs, 00.74% of vol, VWAP $0.0380, 100.0% buys
09:3109:31: 0015600 shrs, 00.46% of vol, VWAP $0.0369, 067.9% buys
09:3209:33: 0085863 shrs, 02.51% of vol, VWAP $0.0367, 043.0% buys
09:3409:35: 0230592 shrs, 06.75% of vol, VWAP $0.0364, 061.3% buys
09:3609:57: 0026911 shrs, 00.79% of vol, VWAP $0.0359, 069.9% buys
10:0110:28: 0380260 shrs, 11.13% of vol, VWAP $0.0351, 024.5% buys
10:3010:59: 1250877 shrs, 36.60% of vol, VWAP $0.0317, 030.8% buys
11:0011:25: 0094366 shrs, 02.76% of vol, VWAP $0.0317, 021.4% buys
11:3011:52: 0402007 shrs, 11.76% of vol, VWAP $0.0306, 059.5% buys
12:0512:21: 0198795 shrs, 05.82% of vol, VWAP $0.0314, 020.6% buys
12:3012:55: 0042532 shrs, 01.24% of vol, VWAP $0.0320, 061.6% buys
13:0813:28: 0057859 shrs, 01.69% of vol, VWAP $0.0312, 031.0% buys
13:3413:58: 0036101 shrs, 01.06% of vol, VWAP $0.0314, 065.4% buys
14:0514:29: 0047970 shrs, 01.40% of vol, VWAP $0.0314, 063.4% buys
14:3114:58: 0032701 shrs, 00.96% of vol, VWAP $0.0307, 006.1% buys
15:0115:28: 0253705 shrs, 07.42% of vol, VWAP $0.0319, 095.5% buys
15:3215:56: 0220910 shrs, 06.46% of vol, VWAP $0.0319, 011.2% buys
15:5715:57: 0010000 shrs, 00.29% of vol, VWAP $0.0316, 000.0% buys
15:5815:58: 0005274 shrs, 00.15% of vol, VWAP $0.0318, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0300$0.0319: 1962236 shrs, 57.42% of vol, VWAP $0.0309, 028.9% buys
$0.0320$0.0339: 0423435 shrs, 12.39% of vol, VWAP $0.0323, 077.1% buys
$0.0340$0.0359: 0664739 shrs, 19.45% of vol, VWAP $0.0351, 041.4% buys
$0.0360$0.0378: 0342043 shrs, 10.01% of vol, VWAP $0.0365, 055.9% buys
$0.0380$0.0380: 0025100 shrs, 00.73% of vol, VWAP $0.0380, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
04/01 $0.0373 08.55% 47.2%
04/02 $0.0338 09.53% 28.0%
04/06 $0.0325 03.91% 40.5%
The larger trades (>= 500) occurred on 462 of the 929 trades, 49.73%. These 3,348,442 shares were 97.98% of day's volume, and traded at a VWAP of $0.0325. 217 trades, 46.97%, were buys of 1,347,377 shares, 40.24% of larger trade volume, and traded at a VWAP of $0.0330. 222 of the larger trades, 48.05%, were sells of 1,821,040 shares, 54.38% of larger trade volume, and traded at a VWAP of $0.0322. 23 trades, 4.98%, were unknowns and accounted for 180,025 shares, 5.38% of the larger trade volume, and traded at a VWAP of $0.0313.
The other 467 trades, 50.27%, traded 69,111 shares, 2.02% of the days volume. The VWAP was $0.0327. 260 trades, 55.67%, were buys and accounted for 36,778 shares, 53.22% of the smaller trade volume, and traded at a VWAP of $0.0329. 179 trades, 38.33%, were sells and accounted for 28,258 shares, 40.89% of the smaller trade volume, and traded at a VWAP of $0.0324. 28 trades, 6.00%, were unknowns and accounted for 4,075 shares, 5.90% of the smaller trade volume, and traded at a VWAP of $0.0335.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
04/02/2015: EOD stuff partially copied to the concentrator.
# Trds: 899, MinTrSz: 1, MaxTrSz: 237500, Vol: 5374926, AvTrSz: 5979
Min. Pr: 0.0300, Max Pr: 0.0400, VW Avg. Tr. Pr: 0.0338
# Buys, Shares: 469 1506024, VW Avg Buy Pr: 0.0348
# Sells, Shares: 370 3373201, VW Avg Sell Pr: 0.0332
# Unkn, Shares: 60 495701, VW Avg Unk. Pr: 0.0345
Buy:Sell 1:2.24 (28.02% "buys"), DlyShts 1009852 (18.79%), Dly Sht % of 'sells' 29.94%
Remember the price chart is logarithmic now.
Today gave us higher volume (~107%), "good" buy percentages on ~16% of the volume on the time breakdown and ~11% on the price range breakdown. Newer inflectionpoint calculations weakened across all periods for the second consecutive day. This netted a VWAP down ~9.5%.
There were 370,511 exempt short shares, 36.69% of short volume, included in the short total, bringing the total down to 639,341 from 1,009,852 if these are excluded. The short percentage would move from 18.79% to 11.89%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 370,511 so the "exempt" was 100.00% of the NASDAQ shorted volume. NASDAQ traded volume of 2,204,194 so the NASDAQ short volume was 16.81% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume up ~107% (down ~74%, up ~83% and ~54% on prior days), showed an initial "flattish" VWAP from premarket through 11:58 followed by a trend down through 13:26, which bottomed 18.11% down at $0.0303, recovered to around the $0.035ish area by 15:01 and stayed essentially "flattish" into the close. "Good" buy percentages occurred on only ~16.4% (vs. ~47%, ~35% and ~47% on prior days) of the day's volume. Net result was VWAP for the day was down ~9.5%.
The breakdown by price, for the third consecutive day, again had only one of the price ranges (only five narrow ranges today due to the narrow spread) with a "good" buy percentage comprising ~11% (vs. ~32% and ~3.4%) of the day's volume. Net result on the day's increased volume was VWAP down ~9.5%.
The newer inflection point calculations' oneday periods all show increasing weakening for the second consecutive day.
Today's low, high, VWAP, trade volume, and daily short sales moved 14.29%, 2.20%, 09.53%, 106.81% and 59.20%. Price spread today was 33.33% vs. 16.86%, 70.86%, 68.48%, 30.18%, 47.73%, 40.48%, 33.04%, 42.86% and 76.67% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:1408:24: 0025700 shrs, 00.48% of vol, VWAP $0.0380, 100.0% buys
09:3009:52: 0259208 shrs, 04.82% of vol, VWAP $0.0385, 083.9% buys
09:5410:22: 0234528 shrs, 04.36% of vol, VWAP $0.0377, 043.3% buys
10:3110:57: 0146893 shrs, 02.73% of vol, VWAP $0.0385, 079.5% buys
11:0111:21: 0103004 shrs, 01.92% of vol, VWAP $0.0377, 037.7% buys
11:3311:58: 0017736 shrs, 00.33% of vol, VWAP $0.0370, 023.3% buys
12:0012:28: 0806222 shrs, 15.00% of vol, VWAP $0.0351, 019.7% buys
12:3212:55: 0899043 shrs, 16.73% of vol, VWAP $0.0324, 015.7% buys
13:0113:26: 1153702 shrs, 21.46% of vol, VWAP $0.0303, 019.6% buys
13:3013:58: 0273465 shrs, 05.09% of vol, VWAP $0.0312, 062.6% buys
14:0014:24: 0175982 shrs, 03.27% of vol, VWAP $0.0326, 070.3% buys
14:3014:59: 0392416 shrs, 07.30% of vol, VWAP $0.0347, 032.1% buys
15:0115:18: 0398486 shrs, 07.41% of vol, VWAP $0.0351, 002.5% buys
15:1915:50: 0198100 shrs, 03.69% of vol, VWAP $0.0359, 022.8% buys
15:5215:57: 0236441 shrs, 04.40% of vol, VWAP $0.0351, 000.0% buys
15:5915:59: 0054000 shrs, 01.00% of vol, VWAP $0.0350, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0300$0.0324: 1946567 shrs, 36.22% of vol, VWAP $0.0307, 024.6% buys
$0.0325$0.0349: 0798837 shrs, 14.86% of vol, VWAP $0.0338, 033.0% buys
$0.0350$0.0374: 1958355 shrs, 36.44% of vol, VWAP $0.0353, 014.1% buys
$0.0375$0.0399: 0609234 shrs, 11.33% of vol, VWAP $0.0382, 076.1% buys
$0.0400$0.0400: 0061933 shrs, 01.15% of vol, VWAP $0.0400, 036.5% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
04/01 $0.0373 08.55% 47.2%
04/02 $0.0338 09.53% 28.0%
The larger trades (>= 500) occurred on 574 of the 899 trades, 63.85%. These 5,314,290 shares were 98.87% of day's volume, and traded at a VWAP of $0.0338. 258 trades, 44.95%, were buys of 1,464,421 shares, 27.56% of larger trade volume, and traded at a VWAP of $0.0348. 268 of the larger trades, 46.69%, were sells of 3,355,972 shares, 63.15% of larger trade volume, and traded at a VWAP of $0.0332. 48 trades, 8.36%, were unknowns and accounted for 493,897 shares, 9.29% of the larger trade volume, and traded at a VWAP of $0.0346.
The other 325 trades, 36.15%, traded 60,636 shares, 1.13% of the days volume. The VWAP was $0.0347. 211 trades, 64.92%, were buys and accounted for 41,603 shares, 68.61% of the smaller trade volume, and traded at a VWAP of $0.0344. 102 trades, 31.38%, were sells and accounted for 17,229 shares, 28.41% of the smaller trade volume, and traded at a VWAP of $0.0354. 12 trades, 3.69%, were unknowns and accounted for 1,804 shares, 2.98% of the smaller trade volume, and traded at a VWAP of $0.0331.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
04/01/2015: EOD stuff partially copied to the concentrator.
# Trds: 1151, MinTrSz: 1, MaxTrSz: 109566, Vol: 2599004, AvTrSz: 2258
Min. Pr: 0.0350, Max Pr: 0.0409, VW Avg. Tr. Pr: 0.0373
# Buys, Shares: 648 1227591, VW Avg Buy Pr: 0.0380
# Sells, Shares: 474 1172394, VW Avg Sell Pr: 0.0371
# Unkn, Shares: 29 199019, VW Avg Unk. Pr: 0.0351
Buy:Sell 1.05:1 (47.23% "buys"), DlyShts 634333 (24.41%), Dly Sht % of 'sells' 54.11%
Big change! I finally caved and converted the price chart to logarithmic so that we could see a little more detail. Downside is it looks "weird". Upside is it ... Never mind! Upside is about the same as the stock price upside currently.
Today gave us lower volume (~74%), "good" buy percentages on a bit less than half the volume on the time breakdown and ~32% on the price range breakdown. This netted a VWAP down ~8.6%. I'm not expecting any behavioral change right now.
There were 303,124 exempt short shares, 47.79% of short volume, included in the short total, bringing the total down to 331,209 from 634,333 if these are excluded. The short percentage would move from 24.41% to 12.74%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 306,524 so the "exempt" was 98.89% of the NASDAQ shorted volume. NASDAQ traded volume of 999,690 so the NASDAQ short volume was 30.66% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume down ~74% (up ~83% and ~54% on prior days), showed an initial "high" VWAP in the first two minutes which dropped 11.97% in the next period and stayed essentially "flattish", with small variations, into the close. "Good" buy percentages occurred on ~47% (vs. ~35% and ~47% on prior days) of the day's volume. Net result was VWAP for the day was down ~8.6%.
The breakdown by price again had only one of the price ranges (only three ranges today due to the narrow spread) with a "good" buy percentage comprising ~32% (vs. yesterday's ~3.4%) of the day's volume. It was in the middle range. Net result on the day's reduced volume (down about ~74%) was VWAP down ~8.6%.
The newer inflection point calculations' oneday periods all gave up the short (two days) decreasing weakness trend and show all periods with increasing weakening.
There were only three trades totaling 17,532 shares above $0.0400 today, meaning roughly 386K shares traded at $0.0400. If we use that as the high, the high movement and spread change to 33.11% and 14.29%, respectively, instead of 31.61% and 16.86%.
Today's low, high, VWAP, trade volume, and daily short sales moved 0.00%, 31.61%, 08.55%, 73.89% and 65.33%. Price spread today was 16.86% vs. 70.86%, 68.48%, 30.18%, 47.73%, 40.48%, 33.04%, 42.86%, 76.67% and 51.79% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:31: 079129 shrs, 03.04% of vol, VWAP $0.0401, 025.3% buys
09:3209:45: 203016 shrs, 07.81% of vol, VWAP $0.0353, 001.7% buys
09:4609:59: 319000 shrs, 12.27% of vol, VWAP $0.0352, 011.0% buys
10:0110:14: 230800 shrs, 08.88% of vol, VWAP $0.0358, 022.6% buys
10:1710:23: 414022 shrs, 15.93% of vol, VWAP $0.0396, 047.1% buys
10:3010:50: 075442 shrs, 02.90% of vol, VWAP $0.0377, 052.9% buys
10:5110:59: 099694 shrs, 03.84% of vol, VWAP $0.0364, 020.2% buys
11:0711:25: 104941 shrs, 04.04% of vol, VWAP $0.0393, 095.7% buys
11:4011:52: 016960 shrs, 00.65% of vol, VWAP $0.0370, 066.0% buys
12:1012:59: 355115 shrs, 13.66% of vol, VWAP $0.0379, 087.7% buys
13:0013:54: 242253 shrs, 09.32% of vol, VWAP $0.0382, 027.9% buys
14:0414:20: 076494 shrs, 02.94% of vol, VWAP $0.0379, 085.1% buys
14:2414:40: 078757 shrs, 03.03% of vol, VWAP $0.0366, 059.0% buys
14:5415:24: 032442 shrs, 01.25% of vol, VWAP $0.0367, 045.0% buys
15:3315:59: 270939 shrs, 10.42% of vol, VWAP $0.0367, 090.5% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0350$0.0374: 1372393 shrs, 52.80% of vol, VWAP $0.0360, 033.7% buys
$0.0375$0.0399: 829090 shrs, 31.90% of vol, VWAP $0.0383, 073.1% buys
$0.0400$0.0409: 397521 shrs, 15.30% of vol, VWAP $0.0400, 039.8% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
04/01 $0.0373 08.55% 47.2%
The larger trades (>= 500) occurred on 413 of the 1,151 trades, 35.88%. These 2,501,925 shares were 96.26% of day's volume, and traded at a VWAP of $0.0373. 286 trades, 69.25%, were buys of 1,173,797 shares, 46.92% of larger trade volume, and traded at a VWAP of $0.0380. 111 of the larger trades, 26.88%, were sells of 1,130,784 shares, 45.20% of larger trade volume, and traded at a VWAP of $0.0370. 16 trades, 3.87%, were unknowns and accounted for 197,344 shares, 7.89% of the larger trade volume, and traded at a VWAP of $0.0351.
The other 738 trades, 64.12%, traded 97,079 shares, 3.74% of the days volume. The VWAP was $0.0382. 362 trades, 49.05%, were buys and accounted for 53,794 shares, 55.41% of the smaller trade volume, and traded at a VWAP of $0.0376. 363 trades, 49.19%, were sells and accounted for 41,610 shares, 42.86% of the smaller trade volume, and traded at a VWAP of $0.0390. 13 trades, 1.76%, were unknowns and accounted for 1,675 shares, 1.73% of the smaller trade volume, and traded at a VWAP of $0.0363.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting Beginning 03/02/2015
Links to blogs older than the 01/01/2014 version, PIPE discussions, one year charts will be found only in that and older blogs. Most historical short sales related stuff has also been chopped.
In the below chart the volume is inverted to enhance readability! Be aware when you view it!
(rightclick and open in new tab, position cursor over image to be able to zoom and scroll)
Next are modified inflection point calculation charts bracketing a price chart for comparison.The next two identically calculated inflection points are calculated differently from the original above. I have two different presentations of this newer version. The top one has all periods on the same scale. The bottom one has longer periods on the left scale and shorter periods on the right scale. The hope is that shorter period changes will be easier to spot. More work to do, this is a start, hopefully.
Other changes I want to try are still waiting for me to work on them.
(rightclick and open in new tab, position cursor over image to be able to zoom and scroll)
Older stuff for "2013 Dly Sht % of 'sells' values", Weekly 85% price summaries going back to 6/14/2012, and some daytoday VWAP changes stuff going back to 10/09 are available in AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting Beginning 10/1/2013.
N.B. It occurred to me that some may wonder why my high, low or close may not match with what's reported by various services you reference. The reason is that rules prohibit using oddlot (and outofmarket hours) trades for certain critical metrics presented to the retail investor. I honor no such prohibition. I can see only selfinterested reasons from the financial community justifying such rules.
03/31/2015: EOD stuff partially copied to the concentrator.
# Trds: 2503, MinTrSz: 1, MaxTrSz: 127211, Vol: 9954877, AvTrSz: 3977
Min. Pr: 0.0350, Max Pr: 0.0598, VW Avg. Tr. Pr: 0.0408
# Buys, Shares: 1492 4162819, VW Avg Buy Pr: 0.0411
# Sells, Shares: 844 5154928, VW Avg Sell Pr: 0.0402
# Unkn, Shares: 167 637130, VW Avg Unk. Pr: 0.0443
Buy:Sell 1:1.24 (41.82% "buys"), DlyShts 1829503 (18.38%), Dly Sht % of 'sells' 35.49%
High volume but essentially a flat VWAP for the day at down only 0.41%. I believe a lot of "churn" among MMs was likely going on today. No clue given, AFAICT, as to what's next but I do believe the "cashless conversion" is still going on.
There were 703,835 exempt short shares, 38.47% of short volume, included in the short total, bringing the total down to 1,125,668 from 1,829,503 if these are excluded. The short percentage would move from 18.38% to 11.31%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 715,617 so the "exempt" was 98.35% of the NASDAQ shorted volume. NASDAQ traded volume of 2,060,893 so the NASDAQ short volume was 34.72% of the total NASDAQ traded volume for the day. There were 29 premarket and one AH trades totaling 283,360 shares not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 2,112,863 and short percentage would be 21.22%.
The breakdown by time, on volume up ~83% (~54% yesterday), showed a high VWAP premarket which dropped into the close followed by a continued drop in VWAP, with small perturbations throughout the rest of the normal trading hours. Then a single 30K AH trade bumped up $0.0400. "Good" buy percentages occurred on ~35% (vs. yesterday's ~47%) of the day's volume. Net result was VWAP for the day was down ~0.4%.
The breakdown by price had one of the five ranges with "good" buy percentages comprising ~3.4% of the day's volume.
All oneday periods in the newer inflection point calculations showed decreasing weakness for the second day.
There were too many shares in both the high and low price ranges to make it worthwhile to consider other than the posted highs and low for trying to gauge anything.
Today's low, high, VWAP, trade volume, and daily short sales moved 6.06%, 7.55%, 00.41%, 83.11% and 48.03%. Price spread today was 70.86% vs. 68.48%, 30.18%, 47.73% vs. 40.48%, 33.04%, 42.86%, 76.67%, 51.79% and 46.70% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
07:2109:19: 0192360 shrs, 01.93% of vol, VWAP $0.0586, 071.9% buys
09:2009:29: 0061000 shrs, 00.61% of vol, VWAP $0.0552, 028.5% buys
09:3009:30: 0420907 shrs, 04.23% of vol, VWAP $0.0496, 001.4% buys
09:3109:31: 0578086 shrs, 05.81% of vol, VWAP $0.0429, 033.3% buys
09:3209:44: 1710471 shrs, 17.18% of vol, VWAP $0.0421, 029.6% buys
09:4509:59: 1039572 shrs, 10.44% of vol, VWAP $0.0405, 051.9% buys
10:0010:29: 1232635 shrs, 12.38% of vol, VWAP $0.0402, 032.9% buys
10:3010:59: 0696759 shrs, 07.00% of vol, VWAP $0.0390, 039.5% buys
11:0111:29: 0258381 shrs, 02.60% of vol, VWAP $0.0395, 092.8% buys
11:3111:59: 0374124 shrs, 03.76% of vol, VWAP $0.0405, 089.1% buys
12:0612:26: 0199340 shrs, 02.00% of vol, VWAP $0.0409, 083.5% buys
12:3112:59: 0386265 shrs, 03.88% of vol, VWAP $0.0387, 025.3% buys
13:0113:28: 0507867 shrs, 05.10% of vol, VWAP $0.0375, 027.3% buys
13:3313:59: 0323122 shrs, 03.25% of vol, VWAP $0.0383, 059.3% buys
14:0414:27: 0363839 shrs, 03.65% of vol, VWAP $0.0388, 079.0% buys
14:4414:59: 0317922 shrs, 03.19% of vol, VWAP $0.0402, 066.7% buys
15:0115:19: 0221458 shrs, 02.22% of vol, VWAP $0.0405, 057.2% buys
15:2015:28: 0176104 shrs, 01.77% of vol, VWAP $0.0387, 056.5% buys
15:3015:37: 0168442 shrs, 01.69% of vol, VWAP $0.0373, 007.2% buys
15:3815:44: 0331808 shrs, 03.33% of vol, VWAP $0.0362, 035.6% buys
15:4516:00: 0364415 shrs, 03.66% of vol, VWAP $0.0363, 008.0% buys
19:4619:46: 0030000 shrs, 00.30% of vol, VWAP $0.0400, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0350$0.0399: 3605247 shrs, 36.22% of vol, VWAP $0.0380, 037.9% buys
$0.0400$0.0449: 5542129 shrs, 55.67% of vol, VWAP $0.0411, 044.7% buys
$0.0450$0.0474: 0339915 shrs, 03.41% of vol, VWAP $0.0457, 048.0% buys
$0.0500$0.0539: 0117000 shrs, 01.18% of vol, VWAP $0.0505, 001.7% buys
$0.0550$0.0598: 0350586 shrs, 03.52% of vol, VWAP $0.0577, 044.4% buy
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
03/31 $0.0408 00.41% 41.8%
The larger trades (>= 500) occurred on 1,494 of the 2,503 trades, 59.69%. These 9,768,043 shares were 98.12% of day's volume, and traded at a VWAP of $0.0409. 860 trades, 57.56%, were buys of 4,044,436 shares, 41.40% of larger trade volume, and traded at a VWAP of $0.0411. 549 of the larger trades, 36.75%, were sells of 5,101,100 shares, 52.22% of larger trade volume, and traded at a VWAP of $0.0402. 85 trades, 5.69%, were unknowns and accounted for 622,507 shares, 6.37% of the larger trade volume, and traded at a VWAP of $0.0444.
The other 1,009 trades, 40.31%, traded 186,834 shares, 1.88% of the days volume. The VWAP was $0.0402. 632 trades, 62.64%, were buys and accounted for 118,383 shares, 63.36% of the smaller trade volume, and traded at a VWAP of $0.0405. 295 trades, 29.24%, were sells and accounted for 53,828 shares, 28.81% of the smaller trade volume, and traded at a VWAP of $0.0393. 82 trades, 8.13%, were unknowns and accounted for 14,623 shares, 7.83% of the smaller trade volume, and traded at a VWAP of $0.0408.
"Dly Sht % of 'sells'" and inflection point changes here are omitted from the concentrator.
Here's my newer inflection points, oldest to newest. See the note under the header about these today.
_5day_ 10day_ _25day_ _50day_ _100day_ _200day_
1355.0 2854.87 7482.82 8156.09 11984.62 15984.69
1337.8 2337.14 7277.88 7938.96 11632.06 15503.13
431.48 1224.08 3183.44 3427.28 04916.85 07247.48
580.49 1586.23 4977.60 5412.26 07411.59 10671.57
726.30 1895.62 5875.86 6392.65 08424.54 12283.49
512.20 1337.40 4505.05 4895.34 06455.65 09708.76
859.52 2081.49 7302.70 7962.10 10164.08 14880.06
505.75 1528.92 7409.16 8176.51 10347.56 15188.49
265.58 0677.77 3435.30 4196.59 05408.65 08398.95
219.41 0530.16 2473.23 3119.41 04043.67 06513.04
On my ORIGINAL inflection point calculations, readings for 5, 10, 25, 50, 100 and 200 day periods:
 1day change 
03/23 +25.6% +10.7% +00.7% +00.6% +00.7% +00.5%
03/24 45.3% 18.1% 10.0% 09.5% 08.2% 08.5%
03/25 29.1% +10.4% 02.7% 03.0% 02.8% 02.9%
03/26 47.7% 16.4% 13.5% 11.7% 10.8% 10.5%
03/27 +23.5% +33.9% 05.2% 05.6% 05.5% 05.2%
03/30 +17.6% +20.7% +11.0% +04.8% +04.7% +04.4%
03/31 12.5% 24.4% 09.9% 10.2% 09.6% 09.2%
 5day change 
03/23 +008.6% +2184.0% +024.7% +025.5% +028.3% +025.9%
03/24 006.0% 092.5% 044.5% 046.7% 045.6% 047.5%
03/25 064.5% +028.4% 025.7% 029.6% 031.2% 029.3%
03/26 139.7% 2076.2% 051.7% 048.6% 051.2% 047.6%
03/27 159.5% +184.1% +023.6% +023.7% +021.6% +023.5%
03/30 +003.8% +016.0% +041.1% +018.0% +018.4% +017.6%
03/31 +031.4% +006.5% 009.4% 012.9% 015.4% 012.5%
 5day rate of change 
03/23 011.6% +044.8% +011.5% +008.5% +008.5% +008.6%
03/24 +012.8% 012.5% 005.0% 006.0% 004.0% 007.2%
03/25 065.9% 038.9% 066.9% 066.2% 060.3% 065.0%
03/26 033.4% 110.5% 162.1% 148.6% 116.4% 142.1%
03/27 400.2% +683.4% 100.4% 134.9% 437.7% 153.2%
03/30 005.3% 047.7% +069.2% +005.6% +002.6% +003.7%
03/31 +012.4% +120.6% +137.0% +031.0% +020.4% +032.8%
On my NEWER inflection point calculations, for those same periods:
 1day change 
03/23 034.54% 029.59% 056.36% 057.92% 050.74% 047.25%
03/24 025.12% 019.50% 018.05% 018.11% 013.67% 015.10%
03/25 +029.48% +029.45% +023.33% +023.42% +023.37% +020.96%
03/26 067.81% 055.64% 062.10% 062.65% 057.44% 053.26%
03/27 +041.16% +026.55% 001.46% 002.69% 001.81% 002.07%
03/30 +047.49% +055.67% +053.63% +048.68% +047.73% +044.70%
03/31 +017.38% +021.78% +028.01% +025.67% +025.24% +022.45%
 5day change 
03/23 +010.92% 027.15% 011.41% 014.38% 000.12% 006.75%
03/24 018.32% 047.16% 095.53% 092.97% 050.09% 074.68%
03/25 +051.54% +117.05% +6192.4% +3755.2% +349.95% +769.08%
03/26 043.25% 083.15% 100.83% 100.71% 073.45% 090.07%
03/27 115.53% 219.24% 16922.48% 20427.87% 469.94% 1374.50%
03/30 +524.02% +398.02% +136.50% +125.60% +136.88% +128.62%
03/31 +060.96% +050.30% +120.62% +169.26% +118.72% +153.91%
 5day rate of change 
03/23 +1293.6% 078.30% 012.41% 018.21% 013.01% 019.07%
03/24 +175.39% +105.29% +023.03% +022.78% +030.62% +020.89%
03/25 +037.85% +073.27% +147.18% +151.82% +122.13% +150.83%
03/26 +008.06% 055.98% 032.67% 032.68% 025.89% 031.44%
03/27 152.36% 387.95% 218.91% 225.54% 197.20% 224.13%
03/30 +046.82% +080.45% +108.93% +100.21% +094.19% +094.73%
03/31 +086.54% +260.70% +593.46% +24536.71% +786.70% +971.57%
Rolling 5day ORIGINAL inflection point calculation aggregate change:
******* ******* *5 Day** *10 Day * * 25Day ** 50 Day **100Day* 200 Day
03/23 5 day +2686.148 +962.6730 1252.1320 1166.6340 1075.7760 1172.2602
03/24 5 day +2523.844 +72.6350 1809.5830 1711.1240 1566.7860 1728.6461
03/25 5 day +895.789 +93.2420 2274.6380 2218.3440 2055.0120 2234.7559
03/26 5 day 355.696 1842.6150 3450.6850 3297.0620 3106.6830 3297.4259
03/27 5 day 923.087 +1549.2520 2636.4950 2515.1530 2435.5170 2522.1496
03/30 5 day 888.456 +1797.6920 1552.3850 2062.3010 1987.1850 2077.2777
03/31 5 day 609.144 +1914.7000 1698.4910 2329.0340 2292.2480 2336.8350
Average change/day, 5 days
____ **5 Day *10 Day *25 Day *50 Day 100 Day 200 Day
03/23 +881.92 +972.58 +497.55 +522.73 +557.53 +542.14
03/24 +995.01 +851.49 +472.80 +491.55 +535.03 +503.31
03/25 +339.67 +520.47 +156.34 +166.09 +212.64 +176.19
03/26 +226.24 054.70 097.13 080.78 034.82 074.24
03/27 679.09 +319.09 194.69 189.75 187.22 187.99
03/30 714.92 +167.00 060.05 179.13 182.28 181.00
03/31 626.60 +368.41 +022.22 123.58 145.09 121.64
Rolling 5day NEWER inflection point calculation aggregate change:
******* ******* *5 Day** *10 Day * * 25Day ** 50 Day **100Day* 200 Day
03/23 5 day +0680.89 +1323.11 +1058.44 +1202.72 +2461.95 +2851.84
03/24 5 day +0556.17 +0699.12 +0047.32 +0084.58 +1228.79 +0722.14
03/25 5 day +0842.84 +1517.46 +2977.77 +3260.75 +5528.98 +6275.94
03/26 5 day +0478.34 +0255.65 0024.82 0023.14 +1467.98 +0623.07
03/27 5 day 0074.27 0304.84 4225.72 4749.23 5430.71 7941.01
03/30 5 day +0314.91 +0908.47 +1542.29 +1215.67 +2002.93 +2272.62
03/31 5 day +0506.89 +1365.47 +3402.64 +3273.24 +4380.88 +5770.45
Average change/day, 5 days
____ **5 Day *10 Day *25 Day *50 Day 100 Day 200 Day
03/23 +0064.06 +0094.10 +0445.26 +0471.04 +0755.62 +0852.38
03/24 +0176.43 +0193.17 +0547.82 +0578.33 +0986.99 +1030.46
03/25 +0243.21 +0334.71 +1354.10 +1456.37 +2192.39 +2584.72
03/26 +0262.82 +0147.33 +0911.71 +0980.42 +1624.68 +1772.13
03/27 0137.62 0424.23 1084.11 1230.78 1579.11 2199.83
03/30 0073.19 0082.93 +0096.77 +0002.59 0091.80 0115.84
03/31 0009.86 +0133.27 +0671.06 +0637.73 +0630.42 +1009.66
Dly Sht % of 'sells' values JIC it turns out to be useful...
============ 2015 ===============
Fri. 01/02 36.27%
Mon. 01/05 10.77% 0.0% 0.0% 15.74% 147.98
Mon. 01/12 34.02% 60.12% 0.0% 19.58% 323.19%
Tue. 01/20 23.36% 22.62% 24.94% 71.26%
Mon. 01/26 33.79% 41.19% 95.68% 62.80% 55.40%
Mon. 02/02 29.10% 55.60% 28.40% 25.89% 4.97%
Mon. 02/09 26.98% 16.47% 65.76% 17.01% 39.45%
Tue. 02/17 117.29% 47.44% 98.78% 49.60%
Mon. 02/23 34.80% 56.88% 66.94% 47.47% 0.2776
Mon. 03/02 77.87% 56.24% 62.72% 41.72% 48.70%
Mon. 03/09 54.18% 69.25% 49.05% 58.63% 22.41%
Mon. 03/16 28.61% 45.67% 40.23% 36.46% 31.50%
Mon. 03/23 41.17% 28.27% 42.71% 33.87% 49.28%
Mon. 03/30 54.31% 35.49%
============ 2014 ===============
Oct Avg: 71.56%, min: 03.86%, max: 424.30%
Nov Avg: 24.85%, min: 00.76%, max: 081.50%
Dec Avg: 20.16%, min: 00.00%, max: 135.25%
============ 2015 ===============
Jan Avg: 53.94%, min: 00.00%, max: 323.19%
Feb Avg: 47.48%, min: 04.97%, max: 117.29%
Mar Avg: 38.96%, min: 28.27%, max: 054.31%
0331 Vol 9954877, Sht 1829503 18.38% LHC 0.0350 0.0598 0.0400 b:s 1:1.24[254]
0330 Vol 5436654, Sht 1235933 22.73% LHC 0.0330 0.0556 0/0556 b:s 1.21:1[253]
0327 Vol 3539887, Sht 0990793 27.99% LHC 0.0338 0.0440 0.0351 b:s 1:1.38[252]
0326 Vol 6284623, Sht 1228316 19.54% LHC 0.0352 0.0520 0.0449 b:s 1:1.39[251]
0325 Vol 2043888, Sht 0478378 23.41% LHC 0.0460 0.0590 0.0510 b:s 1:1.31[250]
0324 Vol 3592141, Sht 0591867 16.48% LHC 0.0451 0.0600 0.0501 b:s 1:1.54[249]
0323 Vol 2946922, Sht 0512526 17.39% LHC 0.0525 0.0720 0.0570 b:s 1.04:1[248]
0320 Vol 9563145, Sht 1668537 17.45% LHC 0.0600 0.1060 0.0621 b:s 1:1.33[247]
0319 Vol 4042070, Sht 0690963 17.09% LHC 0.0560 0.0850 0.0731 b:s 1.03:1[246]
0318 Vol 5038509, Sht 0934075 18.54% LHC 0.0621 0.0911 0.0650 b:s 1.10:1[245]
0317 Vol 1429398, Sht 0347578 24.32% LHC 0.0838 0.1000 0.0941 b:s 1:1.34[244]
0316 Vol 4525249, Sht 0669705 14.80% LHC 0.0860 0.1296 0.0912 b:s 1:1.18[243
0313 Vol 5692832, Sht 0910240 15.99% LHC 0.1001 0.1550 0.1121 b:s 1:2.92[242]
0312 Vol 1042653, Sht 0322200 30.90% LHC 0.1400 0.1629 0.1460 b:s 1:1.33[241]
0311 Vol 2403803, Sht 0773218 32.17% LHC 0.1330 0.1800 0.1500 b:s 1:2.29[240]
0310 Vol 0766758, Sht 0198775 25.92% LHC 0.1520 0.1700 0.1601 b:s 1.58:1[239]
0309 Vol 2134641, Sht 0705264 33.04% LHC 0.1451 0.1932 0.1630 b:s 1:1.76[238]
0306 Vol 2725395, Sht 0662535 24.31% LHC 0.1750 0.2300 0.1798 b:s 1:1.04[237]
0305 Vol 2888371, Sht 0794901 27.52% LHC 0.1890 0.2999 0.1921 b:s 1:2.12[236]
0304 Vol 2707752, Sht 0922501 34.07% LHC 0.2112 0.2700 0.2350 b:s 1:1.33[235]
0303 Vol 2597844, Sht 0758682 29.20% LHC 0.2210 0.2780 0.2410 b:s 1:1.14[234]
0302 Vol 10631746, Sht 3946464 37.12% LHC 0.210 0.3550 0.2780 b:s 1.01:1[233]
0227 Vol 2630639, Sht 0885798 33.67% LHC 0.2200 0.3100 0.2781 b:s 1.11:1[232]
0226 Vol 1595811, Sht 0435655 27.30% LHC 0.2560 0.3300 0.2699 b:s 1:1.38[231]
0225 Vol 1174923, Sht 0316615 29.65% KHC 0.2700 0.3500 0.3149 b:s 1.39:1[230]
0224 Vol 1907702, Sht 0548474 28.75% LHC 0.2700 0.3350 0.2890 b:s 1:1.09[229]
0223 Vol 2366538, Sht 0508192 21.47% LHC 0.3120 0.5090 0.3199 b:s 1:1.81[228]
0220 Vol 0401180, Sht 0126164 31.45% LHC 0.3804 0.4900 0.4600 b:s 1:1.20[227]
0219 Vol 0485143, Sht 0144982 29.88% LHC 0.3150 0.4900 0.4675 b:s 2.13:1[226]
0218 Vol 0177210, Sht 0049300 27.82% LHC 0.3100 0.3470 0.3170 b:s 1:1.47[225]
0217 Vol 0142430, Sht 0060448 42.22% LHC 0.3271 0.4100 0.3500 b:s 1.74:1[224]
0213 Vol 0216460, Sht 0043198 19.96% LHC 0.3320 0.4400 0.3700 b:s 1:1.14[223]
0212 Vol 0105238, Sht 0008877 08.44% LHC 0.4200 0.4601 0.4349 b:s 1:1.04[222]
0211 Vol 0237698, Sht 0056892 23.93% LHC 0.4000 0.5700 0.4621 b:s 1.63:1[221]
0210 Vol 0055648, Sht 0004154 07.46% LHC 0.4005 0.4900 0.4211 b:s 1.17:1
0209 Vol 0064171, Sht 0005900 09.16% LHC 0.4621 0.5325 0.4800 b:s 1.89:1
0206 Vol 0061730, Sht 0001830 02.96% LHC 0.4950 0.5474 0.5040 b:s 1:1.53[220]
0205 Vol 0084980, Sht 0016160 19.02% LHC 0.5000 0.5900 0.5040 b:s 1:2.93[219]
0204 Vol 0096087, Sht 0018600 19.36% LHC 0.5005 0.6680 0.5100 b:s 1:2.64[218]
0203 Vol 0048924, Sht 0013280 27.14% LHC 0.6230 0.7500 0.6700 b:s 1:1.20[217]
0202 Vol 0076382, Sht 0016245 21.27% LHC 0.7200 0.8600 0.7498 b:s 1:3.04[216]
[254] There were 703,835 exempt short shares, 38.47% of short volume, included in the short total, bringing the total down to 1,125,668 from 1,829,503 if these are excluded. The short percentage would move from 18.38% to 11.31%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 715,617 so the "exempt" was 98.35% of the NASDAQ shorted volume. NASDAQ traded volume of 2,060,893 so the NASDAQ short volume was 34.72% of the total NASDAQ traded volume for the day. There were 29 premarket and one AH trades totaling 283,360 shares not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 2,112,863 and short percentage would be 21.22%.
[253] There were 543,664 exempt short shares, 43.99% of short volume, included in the short total, bringing the total down to 692,269 from 1,235,933 if these are excluded. The short percentage would move from 22.73% to 12.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 552,876 so the "exempt" was 98.33% of the NASDAQ shorted volume. NASDAQ traded volume of 2,123,744 so the NASDAQ short volume was 26.03% of the total NASDAQ traded volume for the day. There were five AH trades totaling 10.1K not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,246,033 and short percentage would be 22.92%.
[252] There were 330,971 exempt short shares, 33.40% of short volume, included in the short total, bringing the total down to 659,822 from 990,763 if these are excluded. The short percentage would move from 27.99% to 18.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 369,664 so the "exempt" was 89.53% of the NASDAQ shorted volume. NASDAQ traded volume of 1,091,443 so the NASDAQ short volume was 33.87% of the total NASDAQ traded volume for the day.
[251] There were 420,475 exempt short shares, 34.23% of short volume, included in the short total, bringing the total down to 807,841 from 1,228,316 if these are excluded. The short percentage would move from 19.54% to 12.85%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 431,525 so the "exempt" was 97.44% of the NASDAQ shorted volume. NASDAQ traded volume of 2,076,444 so the NASDAQ short volume was 20.78% of the total NASDAQ traded volume for the day. There was one 1K share trade premarket and 2 trades totaling 25K postmarket not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,254,316 and short percentage would be 19.96%.
[250] The "official" low of the day was $0.046 but 5 AH trades totaling 20K occurred at $0.0420. There were 197,546 exempt short shares, 41.29% of short volume, included in the short total, bringing the total down to 280,832 from 478,378 if these are excluded. The short percentage would move from 23.41% to 13.74%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 197,546 so the "exempt" was 100.00% of the NASDAQ shorted volume. NASDAQ traded volume of 737,171 so the NASDAQ short volume was 26.80% of the total NASDAQ traded volume for the day. Along with the 20K AH shares there were 10K shares traded premarket not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 508,378 and short percentage would be 24.87%.
[249] There were 267,135 exempt short shares, 45.13% of short volume, included in the short total, bringing the total down to 324,732 from 591,867 if these are excluded. The short percentage would move from 16.48% to 09.04%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 282,263 so the "exempt" was 94.64% of the NASDAQ shorted volume. NASDAQ traded volume of 1,001,814 so the NASDAQ short volume was 28.18% of the total NASDAQ traded volume for the day.
[248] The "official" high of the day was $0.072 but a 3K premarket trade was at $0.0750. There were 78,430 exempt short shares, 15.30% of short volume, included in the short total, bringing the total down to 434,096 from 512,526 if these are excluded. The short percentage would move from 17.39% to 14.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 78,730 so the "exempt" was 99.62% of the NASDAQ shorted volume. NASDAQ traded volume of 826,083 so the NASDAQ short volume was 9.53% of the total NASDAQ traded volume for the day. There were 11.2K shares traded outofhours that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 523,726 and short percentage would be 17.77%.
[247] There were 121,900 exempt short shares, 7.31% of short volume, included in the short total, bringing the total down to 1,546,637 from 1,668,537 if these are excluded. The short percentage would move from 17.45% to 16.17%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 805,291 so the "exempt" was 15.14% of the NASDAQ shorted volume. NASDAQ traded volume of 3,214,545 so the NASDAQ short volume was 25.05% of the total NASDAQ traded volume for the day. There were 13K shares traded postmarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,681,537 and short percentage would be 17.58%.
[246] There were 337,216 exempt short shares, 48.80% of short volume, included in the short total, bringing the total down to 353,747 from 690,693 if these are excluded. The short percentage would move from 17.09% to 8.75%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 397,003 so the "exempt" was 84.94% of the NASDAQ shorted volume. NASDAQ traded volume of 2,077,434 so the NASDAQ short volume was 19.11% of the total NASDAQ traded volume for the day. There were 1K shares traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 691,963 and short percentage would be 17.12%.
[245] There were 141,765 exempt short shares, 15.18% of short volume, included in the short total, bringing the total down to 792,310 from 934,075 if these are excluded. The short percentage would move from 18.54% to 15.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 245,363 so the "exempt" was 57.78% of the NASDAQ shorted volume. NASDAQ traded volume of 1,844,248 so the NASDAQ short volume was 13.30% of the total NASDAQ traded volume for the day. There were 63.6K shares traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 997,675 and short percentage would be 19.80%.
[244] There was a single oddlot 9share trade that was at $0.1030 but these are not permitted to be reported for open, close, high and low. There were 205,329 exempt short shares, 59.07% of short volume, included in the short total, bringing the total down to 142,249 from 347,578 if these are excluded. The short percentage would move from 24.32% to 09.95%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 209,329 so the "exempt" was 98.09% of the NASDAQ shorted volume. NASDAQ traded volume of 575,659 so the NASDAQ short volume was 36.36% of the total NASDAQ traded volume for the day.
[243] There were 205,002 exempt short shares, 30.61% of short volume, included in the short total, bringing the total down to 464,703 from 669,705 if these are excluded. The short percentage would move from 14.80% to 10.27%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 210,425 so the "exempt" was 97.42% of the NASDAQ shorted volume. NASDAQ traded volume of 1,584,435 so the NASDAQ short volume was 13.28% of the total NASDAQ traded volume for the day.
[242] There were 266,944 exempt short shares, 29.33% of short volume, included in the short total, bringing the total down to 643,296 from 910,240 if these are excluded. The short percentage would move from 15.99% to 11.30%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 328,821 so the "exempt" was 81.18% of the NASDAQ shorted volume. NASDAQ traded volume of 2,913,674 so the NASDAQ short volume was 11.29% of the total NASDAQ traded volume for the day. There were 33.4K shares traded AH that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 943,640 and short percentage would be 15.58%.
[241] An AH trade of 1K at a high of $0.19 is not included in official OHLC numbers, which includes a high of $0.1629. There were 152,345 exempt short shares, 47.28% of short volume, included in the short total, bringing the total down to 169,855 from 322,200 if these are excluded. The short percentage would move from 30.90% to 16.29%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 157,345 so the "exempt" was 96.82% of the NASDAQ shorted volume. NASDAQ traded volume of 380,948 so the NASDAQ short volume was 41.30% of the total NASDAQ traded volume for the day. There were 100K shares traded AH that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 422,200 and short percentage would be 40.49%.
[240] There were 132,851 exempt short shares, 17.18% of short volume, included in the short total, bringing the total down to 640,367 from 773,218 if these are excluded. The short percentage would move from 32.17% to 26.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 478,934 so the "exempt" was 27.74% of the NASDAQ shorted volume. NASDAQ traded volume of 980,490 so the NASDAQ short volume was 48.85% of the total NASDAQ traded volume for the day. There were 4,800 share traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 778,018 and short percentage would be 32.37%.
[239] There were 13,556 exempt short shares, 6.82% of short volume, included in the short total, bringing the total down to 185,219 from 198,775 if these are excluded. The short percentage would move from 25.92% to 24.16%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 84,992 so the "exempt" was 15.95% of the NASDAQ shorted volume. NASDAQ traded volume of 349,907 so the NASDAQ short volume was 24.29% of the total NASDAQ traded volume for the day.
[238] There were 53,997 exempt short shares, 7.66% of short volume, included in the short total, bringing the total down to 651,267 from 705,264 if these are excluded. The short percentage would move from 33.04% to 30.51%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 229,938 so the "exempt" was 23.48% of the NASDAQ shorted volume. NASDAQ traded volume of 749,662 so the NASDAQ short volume was 30.67% of the total NASDAQ traded volume for the day.
[237] There were 126,465 exempt short shares, 19.09% of short volume, included in the short total, bringing the total down to 536,070 from 662,535 if these are excluded. The short percentage would move from 24.31% to 19.67%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 342,547 so the "exempt" was 36.92% of the NASDAQ shorted volume. NASDAQ traded volume of 1,148,620 so the NASDAQ short volume was 29.82% of the total NASDAQ traded volume for the day.
[236] There were 2,500 shares traded pre and postmarket that are not included in the reported daily short sales. If these were all short sales the short volume would move from 794,401 to 797,401 and short percentage would move from 27.52% to 27.61%. There were 285,518 exempt short shares, 35.92% of short volume, included in the short total, bringing the total down to 509,383 from 794,901 if these are excluded. The short percentage would move from 27.52% to 17.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 441,969 so the "exempt" was 64.60% of the NASDAQ shorted volume. NASDAQ traded volume of 1,367,667 so the NASDAQ short volume was 32.32% of the total NASDAQ traded volume for the day.
[235] There were 102,920 exempt short shares, 11.16% of short volume, included in the short total, bringing the total down to 819,581 from 922,501 if these are excluded. The short percentage would move from 34.07% to 30.27%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 326,764 so the "exempt" was 31.50% of the NASDAQ shorted volume. NASDAQ traded volume of 755,594 so the NASDAQ short volume was 43.25% of the total NASDAQ traded volume for the day.
[233] The $0.21 low for the day we set by a single 70 share trade at 13:39. This can't be an "official" low, so it will report as $0.2400. There were 26,500 after hours and 154,450 premarket shares traded that do not get included in the short sales reporting. If these were all shorts the short volume would move from 3,946,464 to 4,127,414 and short percentage would move from 37.12% to 38.82%. There were 891,326 (all but 100 from NASDAQ) exempt short shares, 22.59% of short volume, included in the short total, bringing the total down to 3,055,138 from 3,946,464 if these are excluded. The short percentage would move from 37.12% to 28.74%. NASDAQ shorted 1,829,632 so their "exempt" 891,226 was 48.71% of the NASDAQ shorted volume. NASDAQ traded volume of 3,249,649 so the NASDAQ short volume was ~56.30% of the total NASDAQ traded volume for the day.
[234] There were 198,790 exempt short shares, 26.20% of short volume, included in the short total, bringing the total down to 559,892 from 758,682 if these are excluded. The short percentage would move from 29.20% to 21.55%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 441,240 so the "exempt" was 45.05% of the NASDAQ shorted volume. NASDAQ traded volume of 1,200,291 so the NASDAQ short volume was ~36.76% of the total NASDAQ traded volume for the day.
[232] There were 332,947 exempt short shares, 37.59% of short volume, included in the short total, bringing the total down to 552,851 from 885,798 if these are excluded. The short percentage would move from 33.67% to 21.02%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 578,782 so the "exempt" was 57.53% of the NASDAQ shorted volume. NASDAQ traded volume of 1,051,482 so the NASDAQ short volume was ~55.04% of the total NASDAQ traded volume for the day.
[231] There were 156,779 exempt short shares, 58.39% of short volume, included in the short total, bringing the total down to 278,876 from 435,655 if these are excluded. The short percentage would move from 27.30% to 17.48%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 268,509 so the "exempt" was 58.39%% of the NASDAQ shorted volume. NASDAQ traded volume of 723,011 so the NASDAQ short volume was ~37.14% of the total NASDAQ traded volume for the day.
[230] There were 130,952 exempt short shares, 41.36% of short volume, included in the short total, bringing the total down to 185,663 from 316,615 if these are excluded. The short percentage would move from 26.95% to 15.80%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 167,652 so the "exempt" was ~78.11% of the NASDAQ shorted volume. NASDAQ traded volume of 482,987 so the NASDAQ short volume was ~34.71% of the total NASDAQ traded volume for the day. There were 9,400 share trade out of hours that are excluded from short reporting. If these were all shorts sales the short volume would move to 326,015 and short percentage would become 27.75%.
[229] There were 166,560 exempt short shares, 30.37% of short volume, included in the short total, bringing the total down to 381,914 from 548,474 if these are excluded. The short percentage would move from 28.75% to 20.02%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 343,977 so the "exempt" was ~48.42% of the NASDAQ shorted volume. NASDAQ traded volume of 740,924 so the NASDAQ short volume was ~46.43 of the total NASDAQ traded volume for the day.
[228] There were 73,213 exempt short shares, 14.41% of short volume, included in the short total, bringing the total down to 434,979 from 508,192 if these are excluded. The short percentage would move from 21.47% to 18.38%. The short exempt quantity came from the NASDAQ. With 202,430 shorted by NASDAQ the "exempt" was ~36.17% of the NASDAQ shorted volume. NASDAQ traded volume of 955,996, meaning the NASDAQ short volume was ~21.17% of the total NASDAQ traded volume for the day. There were 23,090 outofhours shares traded which are excluded from short reporting. If these were all shorts, the short volume would rise to 531,282 and the short percentage would move to 22.45% from the reported 21.47%.
[227] There were 40,772 exempt short shares, 32.32% of short volume, included in the short total, bringing the total down to 85,392 from 126,164 if these are excluded. The short percentage would move from 24.67% to 16.69%. The short exempt quantity came from the NASDAQ. At 40,772 it was 32.32% of total shorted and with 72,898 shorted by NASDAQ the "exempt" was ~55.93% of the NASDAQ shorted volume. NASDAQ traded volume of 164,068, meaning the NASDAQ short volume was ~44.43 of the total NASDAQ traded volume for the day. There were 22,369 outofhours shares traded which are excluded from short reporting. If these were all shorts, the short volume would rise to 148,533 and the short percentage would move to 29.04% from the reported 24.67%.
[226] There were 26,500 exempt short shares, 18.28% of short volume, included in the short total, bringing the total down to 118,482 from 144,982 if these are excluded. The short percentage would move from 29.88% to 24.42%. The short exempt quantity came from the NASDAQ (21.4K) and the NYSE (2.4K). NASDAQ shorted 91,185 so the "exempt" was ~23.47% of the NASDAQ shorted volume and with NASDAQ traded volume of 216,190, the NASDAQ short volume was ~42.18 of the total NASDAQ traded volume for the day. NYSE shorted 10K. making the exempt 24% of shorted volume and with 11,516 traded the short sales were ~86.84% of the traded volume.
[225] There were 2,110 exempt short shares, 4.28% of short volume, included in the short total, bringing the total down to 47,190 from 49,300 if these are excluded. The short percentage would move from 27.82% to 26.63%. The short exempt quantity came from the NASDAQ, which reported 24,610 shorted, so the "exempt" was ~8.57% of the NASDAQ shorted volume and, with NASDAQ traded volume of 70,764, the NASDAQ short volume was ~34.8% of the total NASDAQ traded volume for the day.
[224] There were 4,200 exempt short shares, 6.95% of short volume, included in the short total, bringing the total down to 56,248 from 60,448 if these are excluded. The short percentage would move from 42.44% to 39.49%. The short exempt quantity came from the NASDAQ, which reported 23,648 shorted, so the "exempt" was ~17.76% of the NASDAQ shorted volume and, with NASDAQ traded volume of 46,079, the NASDAQ short volume was ~51.3% of the total NASDAQ traded volume for the day.
[223] The official close would ignore the real last trade of 70 shares for $0.3700 and use the preceding trade, in the same second, of 236 shares for $0.3900 for the close. There were 3,030 exempt short shares, ~7.01% of short volume, included in the short total, bringing the total down to 40.168 from 43,198 if these are excluded. The short percentage would move from 19.96% to 18.56%. The short exempt quantity came from the NASDAQ, which reported 27,980 shorted, so the "exempt" was ~10.83% of the NASDAQ shorted volume and, with NASDAQ traded volume of 93,865 (43.36% of the day's volume), the NASDAQ short volume was ~46.0% of the total NASDAQ traded volume for the day. ARCA and EDGX combined for 25.52% of the volume with 29,619 (3,393, 11.46% short) and 25,625 (8,475, 33.07% short) shares traded respectively.
[222] There were 2,500 exempt short shares, 28.16% of short volume, included in the short total, bringing the total down to 6,377 from 8,877 if these are excluded. The short percentage would move from 08.44% to 06.06%. The short exempt quantity came from the NASDAQ, which reported only 5,777 shorted, so the "exempt" was ~43.28% of the NASDAQ shorted volume and, with NASDAQ traded volume of 36,692, the NASDAQ short volume was ~15.7% of the total NASDAQ traded volume for the day.
[221] There were two AH trades totaling 7K shares that are excluded from short reporting. If these are added to the short total it moves from 56,892 to 63,892 and the short percentage moves from 23.93% to 26.88%.
[220] The only short sales reported today were from NASDAQ  1,830, just 6.58% of NASDAQ's 27,810 shares traded (45.05% of day's trade volume). 19,086 shares traded, 30.92% of trade volume and 68.63% of the NASDAQ volume, were reported by four of the remaining nine reporting entities (some don't report if they had no short sales  they account for 14,834 shares, 24.03% of day's volume). No shorts on the nonNASDAQ 54.95% of trade volume and very low percentage on NASDAQ trade volume fits with my hypothesis about MM behavior.
[219] The high of $0.5900 was a single 1K share trade at the open. The last trade at 16:00 was a 50 share trade for $0.5380. Since oddlot trades are not allowed to officially determine highs, lows, opens and closes, the official close is $0.5040. In the daily short volume 2K shares from NASDAQ were exempt. Excluding these from the short volume would reduce the short percentage to 16.66% from 19.02%. NASDAQ shorted 14,060 shares, 28.18% of its 49,901 traded volume.
[218] The high of $0.6680 was a single 22 share trade at the open. Since oddlot trades are not allowed to officially determine highs, lows, opens and closes, the official high is $0.6501. 300 shares from NASDAQ were exempt. Excluding these from the short volume would reduce the short percentage to 19.05% from 19.36%. NASDAQ shorted 18,350 shares, 39.36% of its 46,619 traded volume.
[217] There were 4,500 exempt short shares, 33.89% of short volume, included in the short total, bringing the total down to 8,870 from 13,280 if these are excluded. The short percentage would move from 27.14% to 17.95%. The short exempt quantity came from the NASDAQ, which reported 8,760 shorted, so the "exempt" was 51.37% of the NASDAQ shorted volume and, with NASDAQ traded volume of 21,932, the NASDAQ short volume was 39.94% of the total NASDAQ traded volume for the day.
[216] There were 1,800 exempt short shares, 11.08% of short volume, included in the short total, bringing the total down to 14,445 from 16,245 if these are excluded. The short percentage would move from 21.27% to 18.91%. The short exempt quantity came from the NASDAQ, which reported 10,926 shorted. So the "exempt" was 16.5% of the NASDAQ shorted volume and, with NASDAQ traded volume of 38,660, the NASDAQ short volume was 28.3% of the total NASDAQ traded volume for the day.
03/30/2015: EOD stuff partially copied to the concentrator.
# Trds: 1242, MinTrSz: 1, MaxTrSz: 115300, Vol: 5436654, AvTrSz: 4377
Min. Pr: 0.0330, Max Pr: 0.0556, VW Avg. Tr. Pr: 0.0410
# Buys, Shares: 688 2764842, VW Avg Buy Pr: 0.0419
# Sells, Shares: 446 2275734, VW Avg Sell Pr: 0.0395
# Unkn, Shares: 108 396078, VW Avg Unk. Pr: 0.0434
Buy:Sell 1.21:1 (50.86% "buys"), DlyShts 1235933 (22.73%), Dly Sht % of 'sells' 54.31%
High volume, higher "good" buy percentages in trading breakdowns and "flattish" price action with steps up a couple times during the day gave us a VWAP up about ~10.6%. Newer inflection point calculations had the second day of decreasing weakness indicated. In this market I don't think that really tells us anything yet. If "cashless conversion" ends, for whatever reason, then maybe ...
There were 543,664 exempt short shares, 43.99% of short volume, included in the short total, bringing the total down to 692,269 from 1,235,933 if these are excluded. The short percentage would move from 22.73% to 12.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 552,876 so the "exempt" was 98.33% of the NASDAQ shorted volume. NASDAQ traded volume of 2,123,744 so the NASDAQ short volume was 26.03% of the total NASDAQ traded volume for the day. There were five AH trades totaling 10.1K not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,246,033 and short percentage would be 22.92%.
The breakdown by time, on volume up ~54%, opened and VWAP was basically "flattish" with small perturbations through 10:26. VWAP then stepped up about a half penny and stayed "flattish" through 15:45. In the final fifteen minutes a move of VWAP up as much as a penny occurred and we closed out the last two minutes with 2.7% of the day's volume and VWAP up ~43% from the early VWAPS. "Good" buy percentages occurred on ~47% of the day's volume. Net result was VWAP for the day was up ~10.6%. Hohum  just another oddity of the "cashless conversion" day at the office. As much as I wish this were a trend start, I don't think so.
The breakdown by price had three of the six ranges with "good" buy percentages comprising ~69% of the day's volume. Those ranges also comprised roughly 3.76MM shares, around 69% of the day's volume. This was in the higher VWAP ranges.
All oneday periods in the newer inflection point calculations showed decreasing weakness for the second day. Again, in this abnormal market these have very little utility.
Today's low, high, VWAP, trade volume, and daily short sales moved 2.37%, 26.36%, 10.58%, 53.58% and 24.74%. Price spread today was 68.48% vs. 30.18%, 47.73% vs. 40.48%, 33.04%, 42.86%, 76.67%, 51.79%, 46.70% and 19.33% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 032259 shrs, 00.59% of vol, VWAP $0.0356, 000.0% buys
09:3209:34: 094000 shrs, 01.73% of vol, VWAP $0.0350, 000.0% buys
09:3609:44: 263450 shrs, 04.85% of vol, VWAP $0.0340, 022.8% buys
09:4509:51: 043453 shrs, 00.80% of vol, VWAP $0.0350, 094.4% buys
10:0110:26: 441662 shrs, 08.12% of vol, VWAP $0.0367, 068.7% buys
10:2710:35: 825590 shrs, 15.19% of vol, VWAP $0.0412, 041.4% buys
10:3610:50: 428125 shrs, 07.87% of vol, VWAP $0.0410, 029.4% buys
10:5110:56: 258900 shrs, 04.76% of vol, VWAP $0.0401, 023.6% buys
11:0011:26: 232831 shrs, 04.28% of vol, VWAP $0.0400, 050.8% buys
11:3111:51: 304806 shrs, 05.61% of vol, VWAP $0.0424, 059.8% buys
12:0112:22: 594372 shrs, 10.93% of vol, VWAP $0.0388, 012.1% buys
12:3712:56: 154887 shrs, 02.85% of vol, VWAP $0.0412, 099.8% buys
13:0013:28: 029849 shrs, 00.55% of vol, VWAP $0.0398, 073.1% buys
13:3113:51: 083389 shrs, 01.53% of vol, VWAP $0.0397, 035.9% buys
14:0514:59: 321916 shrs, 05.92% of vol, VWAP $0.0400, 096.0% buys
15:0515:12: 044570 shrs, 00.82% of vol, VWAP $0.0404, 072.2% buys
15:1715:28: 160100 shrs, 02.94% of vol, VWAP $0.0413, 071.1% buys
15:3215:45: 157183 shrs, 02.89% of vol, VWAP $0.0410, 087.2% buys
15:4715:49: 085586 shrs, 01.57% of vol, VWAP $0.0433, 079.2% buys
15:5215:52: 302450 shrs, 05.56% of vol, VWAP $0.0467, 068.7% buys
15:5315:56: 136525 shrs, 02.51% of vol, VWAP $0.0482, 058.7% buys
15:5715:57: 087565 shrs, 01.61% of vol, VWAP $0.0502, 065.0% buys
15:5815:59: 146630 shrs, 02.70% of vol, VWAP $0.0542, 061.5% buys
16:0917:06: 010100 shrs, 00.19% of vol, VWAP $0.0500, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0330$0.0349: 0209400 shrs, 03.85% of vol, VWAP $0.0338, 031.1% buys
$0.0350$0.0399: 1424029 shrs, 26.19% of vol, VWAP $0.0372, 033.8% buys
$0.0400$0.0449: 3005005 shrs, 55.27% of vol, VWAP $0.0413, 055.5% buys
$0.0450$0.0499: 0512300 shrs, 09.42% of vol, VWAP $0.0465, 070.5% buys
$0.0500$0.0549: 0242840 shrs, 04.47% of vol, VWAP $0.0517, 077.7% buys
$0.0550$0.0556: 0043080 shrs, 00.79% of vol, VWAP $0.0551, 000.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
03/30 $0.0410 +10.58% 50.9%
The larger trades (>= 500) occurred on 761 of the 1,242 trades, 61.27%. These 5,359,094 shares were 98.57% of day's volume, and traded at a VWAP of $0.0410. 421 trades, 55.32%, were buys of 2,723,295 shares, 50.82% of larger trade volume, and traded at a VWAP of $0.0419. 281 of the larger trades, 36.93%, were sells of 2,247,654 shares, 41.94% of larger trade volume, and traded at a VWAP of $0.0395. 59 trades, 7.75%, were unknowns and accounted for 388,145 shares, 7.24% of the larger trade volume, and traded at a VWAP of $0.0435.
The other 481 trades, 38.73%, traded 77,560 shares, 1.43% of the days volume. The VWAP was $0.0405. 267 trades, 55.51%, were buys and accounted for 41,547 shares, 53.57% of the smaller trade volume, and traded at a VWAP of $0.0412. 165 trades, 34.30%, were sells and accounted for 28,080 shares, 36.20% of the smaller trade volume, and traded at a VWAP of $0.0399. 49 trades, 10.19%, were unknowns and accounted for 7,933 shares, 10.23% of the smaller trade volume, and traded at a VWAP of $0.0387.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/27/2015: EOD stuff partially copied to the concentrator.
# Trds: 656, MinTrSz: 4, MaxTrSz: 129323, Vol: 3539887, AvTrSz: 5396
Min. Pr: 0.0338, Max Pr: 0.0440, VW Avg. Tr. Pr: 0.0371
# Buys, Shares: 389 1455658, VW Avg Buy Pr: 0.0380
# Sells, Shares: 244 2010579, VW Avg Sell Pr: 0.0362
# Unkn, Shares: 23 73650, VW Avg Unk. Pr: 0.0423
Buy:Sell 1:1.38 (41.12% "buys"), DlyShts 990793 (27.99%), Dly Sht % of 'sells' 49.28%
"Lower" volume, lower "good" buy percentages in trading breakdowns and "flattish" price action for most of the day gave us a VWAP down "only" ~9%.
There were 330,971 exempt short shares, 33.40% of short volume, included in the short total, bringing the total down to 659,822 from 990,763 if these are excluded. The short percentage would move from 27.99% to 18.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 369,664 so the "exempt" was 89.53% of the NASDAQ shorted volume. NASDAQ traded volume of 1,091,443 so the NASDAQ short volume was 33.87% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume down ~44%, opened with the day's high VWAP in the first minute and took an immediate big percentage drop and was basically "flattish" with small perturbations for the rest of the day, but for the last minute which had a small drop on 25K (~0.7% of volume) shares traded. Five of seventeen periods had "good" buy percentages accounting for about 29% of the day's volume. This is pretty low even for what we've seen recently. Net result was VWAP for the day fell "only" 8.9%.
The breakdown by price had only two of the five ranges with "good" buy percentages comprising ~35% of the day's volume. That means about 65% of volume was biased to "sells". The net result, on volume down ~44%, was VWAP down "only" ~9%.
Another "flipflop" day, apparently thanks to lower volume, as all oneday periods in the newer inflection point calculations gave up the increasing weakness and showed decreasing weakness. With the constant flipping back and forth this might be a good time to remind that in this abnormal market these have very little utility.
The lower and higher prices of the day both had small volumes. To get a number of trades combined with volume for the low we would have to go up to $0.0350. For the high we would have to drop to $0.0400. If we used these as the low and high the movement of these two would be, respectively, 0.57% instead of 3.98% and 23.08% instead of 15.38%. The spread would move from 30.18% to 14.29%.
Today's low, high, VWAP, trade volume, and daily short sales moved 3.98%, 15.38%, 08.90%, 43.67% and 19.34%. Price spread today was 30.18% vs. 47.73% vs. 40.48%, 33.04%, 42.86%, 76.67%, 51.79%, 46.70%, 19.33% and 50.70% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 0053300 shrs, 01.51% of vol, VWAP $0.0440, 000.0% buys
09:3709:40: 0020900 shrs, 00.59% of vol, VWAP $0.0411, 004.3% buys
09:4109:41: 0122322 shrs, 03.46% of vol, VWAP $0.0386, 017.8% buys
09:4209:45: 0167100 shrs, 04.72% of vol, VWAP $0.0382, 011.2% buys
09:4609:57: 0014300 shrs, 00.40% of vol, VWAP $0.0391, 014.0% buys
10:0910:29: 1102523 shrs, 31.15% of vol, VWAP $0.0357, 029.4% buys
10:3010:59: 0407350 shrs, 11.51% of vol, VWAP $0.0386, 097.9% buys
11:0711:38: 0405419 shrs, 11.45% of vol, VWAP $0.0368, 024.9% buys
11:4111:55: 0035500 shrs, 01.00% of vol, VWAP $0.0370, 097.2% buys
12:0212:28: 0248710 shrs, 07.03% of vol, VWAP $0.0368, 046.1% buys
12:3112:58: 0162100 shrs, 04.58% of vol, VWAP $0.0367, 025.1% buys
13:0013:59: 0096714 shrs, 02.73% of vol, VWAP $0.0382, 073.1% buys
14:0414:59: 0160891 shrs, 04.55% of vol, VWAP $0.0371, 016.1% buys
15:0015:10: 0248689 shrs, 07.03% of vol, VWAP $0.0364, 025.0% buys
15:1815:40: 0231169 shrs, 06.53% of vol, VWAP $0.0389, 093.6% buys
15:4015:58: 0052000 shrs, 01.47% of vol, VWAP $0.0372, 036.3% buys
15:5915:59: 0025000 shrs, 00.71% of vol, VWAP $0.0354, 020.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0338$0.0348: 0183036 shrs, 05.17% of vol, VWAP $0.0339, 000.0% buys
$0.0350$0.0374: 2058081 shrs, 58.14% of vol, VWAP $0.0360, 028.9% buys
$0.0375$0.0399: 0935992 shrs, 26.44% of vol, VWAP $0.0387, 074.8% buys
$0.0400$0.0420: 0308578 shrs, 08.72% of vol, VWAP $0.0401, 051.9% buys
$0.0430$0.0440: 0054200 shrs, 01.53% of vol, VWAP $0.0440, 001.7% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
03/27 $0.0371 08.90% 41.1%
The larger trades (>= 500) occurred on 483 of the 656 trades, 73.63%. These 3,511,135 shares were 99.19% of day's volume, and traded at a VWAP of $0.0371. 289 trades, 59.83%, were buys of 1,438,044 shares, 40.96% of larger trade volume, and traded at a VWAP of $0.0380. 187 of the larger trades, 38.72%, were sells of 2,002,116 shares, 57.02% of larger trade volume, and traded at a VWAP of $0.0362. 7 trades, 1.45%, were unknowns and accounted for 70,975 shares, 2.02% of the larger trade volume, and traded at a VWAP of $0.0425.
The other 173 trades, 26.37%, traded 28,752 shares, 0.81% of the days volume. The VWAP was $0.0377. 100 trades, 57.80%, were buys and accounted for 17,614 shares, 61.26% of the smaller trade volume, and traded at a VWAP of $0.0383. 57 trades, 32.95%, were sells and accounted for 8,463 shares, 29.43% of the smaller trade volume, and traded at a VWAP of $0.0370. 16 trades, 0.00%, were unknowns and accounted for 2,675 shares, 9.30% of the smaller trade volume, and traded at a VWAP of $0.0360.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/26/2015: EOD stuff partially copied to the concentrator.
# Trds: 2163, MinTrSz: 1, MaxTrSz: 100000, Vol: 6284623, AvTrSz: 2907
Min. Pr: 0.0352, Max Pr: 0.0520, VW Avg. Tr. Pr: 0.0407
# Buys, Shares: 1035 2612443, VW Avg Buy Pr: 0.0415
# Sells, Shares: 1116 3626812, VW Avg Sell Pr: 0.0401
# Unkn, Shares: 11 45368, VW Avg Unk. Pr: 0.0413
Buy:Sell 1:1.39 (41.57% "buys"), DlyShts 1228316 (19.54%), Dly Sht % of 'sells' 33.87%
"High" volume returns, up ~207% from yesterday, and "low" VWAP movement returns, down about 22%. Nothing good seen in today's stuff.
There were 420,475 exempt short shares, 34.23% of short volume, included in the short total, bringing the total down to 807,841 from 1,228,316 if these are excluded. The short percentage would move from 19.54% to 12.85%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 431,525 so the "exempt" was 97.44% of the NASDAQ shorted volume. NASDAQ traded volume of 2,076,444 so the NASDAQ short volume was 20.78% of the total NASDAQ traded volume for the day. There was one 1K share trade premarket and 2 trades totaling 25K postmarket not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,254,316 and short percentage would be 19.96%.
The breakdown by time, on volume up ~207%, had a small drop through 09:59 and then had a mostly "flattish" VWAP through 15:13 followed by a rise through the close on ~6.5% of day's volume and overall "good" buy percentages. 36% more of the day;s volume also had "good" buy percentages. As usual, this was no help as VWAP for the day fell ~22%.
The breakdown by price had four of the seven ranges with "good" buy percentages comprising ~29% of the day's volume. Net result, on volume up ~207%, was VWAP down ~22%.
Apparently thanks to higher volume all oneday periods in the newer inflection point calculations gave up their decreasing weakness of one day after consecutive days of increasing weakness, and returned to increasing weakness today. Yesterday I said suspected the improvement was only a short break as the "cashless conversions" apparently took a break  maybe waiting for new share issuance? I guess they got the new shares.
The low and high of the day both had small volumes. To get a number of trades combined with volume for the low we would have to go clear up to $0.0370. For the high we would have to drop all the way to $0.0433. If we used these as the low and high the movement of these two would be, respectively, 11.90% instead of 16.19% and 26.61% instead of 11.86%. The spread would move from 47.73% to 17.03%.
Today's low, high, VWAP, trade volume, and daily short sales moved 16.19%, 11.86%, 22.07%, 207.48% and 156.77%. Price spread today was 47.73% vs. 40.48%, 33.04%, 42.86%, 76.67%, 51.79%, 46.70%, 19.33%, 50.70% and 54.85% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:0309:30: 0026300 shrs, 00.42% of vol, VWAP $0.0509, 099.6% buys
09:3209:37: 0175400 shrs, 02.79% of vol, VWAP $0.0456, 026.9% buys
09:3809:44: 0119422 shrs, 01.90% of vol, VWAP $0.0444, 022.3% buys
09:4509:59: 0615200 shrs, 09.79% of vol, VWAP $0.0420, 038.2% buys
10:0110:29: 2234900 shrs, 35.56% of vol, VWAP $0.0404, 026.6% buys
10:3010:58: 1167797 shrs, 18.58% of vol, VWAP $0.0392, 058.8% buys
11:0711:29: 0227831 shrs, 03.63% of vol, VWAP $0.0420, 054.8% buys
11:3211:59: 0417400 shrs, 06.64% of vol, VWAP $0.0394, 018.3% buys
12:0212:29: 0254615 shrs, 04.05% of vol, VWAP $0.0400, 065.8% buys
12:3312:58: 0094732 shrs, 01.51% of vol, VWAP $0.0399, 088.1% buys
13:0213:26: 0055300 shrs, 00.88% of vol, VWAP $0.0406, 059.1% buys
13:3113:59: 0198900 shrs, 03.16% of vol, VWAP $0.0404, 059.2% buys
14:0114:28: 0196072 shrs, 03.12% of vol, VWAP $0.0407, 047.3% buys
14:3114:51: 0033552 shrs, 00.53% of vol, VWAP $0.0400, 084.1% buys
15:0515:13: 0031702 shrs, 00.50% of vol, VWAP $0.0406, 053.6% buys
15:2115:42: 0134030 shrs, 02.13% of vol, VWAP $0.0412, 037.6% buys
15:4715:56: 0158750 shrs, 02.53% of vol, VWAP $0.0435, 076.5% buys
15:5715:59: 0117720 shrs, 01.87% of vol, VWAP $0.0428, 050.8% buys
16:3416:35: 0025000 shrs, 00.40% of vol, VWAP $0.0400, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0352$0.0374: 0633470 shrs, 10.08% of vol, VWAP $0.0368, 006.4% buys
$0.0375$0.0399: 0859020 shrs, 13.67% of vol, VWAP $0.0389, 057.9% buys
$0.0400$0.0424: 3547893 shrs, 56.45% of vol, VWAP $0.0406, 034.7% buys
$0.0425$0.0449: 0934040 shrs, 14.86% of vol, VWAP $0.0437, 073.1% buys
$0.0450$0.0470: 0256100 shrs, 04.08% of vol, VWAP $0.0453, 041.1% buys
$0.0480$0.0499: 0021800 shrs, 00.35% of vol, VWAP $0.0497, 100.0% buys
$0.0500$0.0520: 0032300 shrs, 00.51% of vol, VWAP $0.0507, 099.7% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
03/26 $0.0407 22.07% 41.6%
The larger trades (>= 500) occurred on 1,163 of the 2,163 trades, 53.77%. These 6,137,223 shares were 97.65% of day's volume, and traded at a VWAP of $0.0407. 615 trades, 52.88%, were buys of 2,543,048 shares, 41.44% of larger trade volume, and traded at a VWAP of $0.0416. 538 of the larger trades, 46.26%, were sells of 3,549,207 shares, 57.83% of larger trade volume, and traded at a VWAP of $0.0401. 10 trades, 0.86%, were unknowns and accounted for 44,968 shares, 0.73% of the larger trade volume, and traded at a VWAP of $0.0413.
The other 1,000 trades, 46.23%, traded 147,400 shares, 2.35% of the days volume. The VWAP was $0.0404. 420 trades, 42.00%, were buys and accounted for 69,395 shares, 47.08% of the smaller trade volume, and traded at a VWAP of $0.0412. 578 trades, 57.80%, were sells and accounted for 77,605 shares, 52.65% of the smaller trade volume, and traded at a VWAP of $0.0396. 2 trades, 0.20%, were unknowns and accounted for 400 shares, 0.27% of the smaller trade volume, and traded at a VWAP of $0.0360.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/25/2015: EOD stuff partially copied to the concentrator.
# Trds: 850, MinTrSz: 1, MaxTrSz: 77200, Vol: 2043888, AvTrSz: 2405
Min. Pr: 0.0420, Max Pr: 0.0590, VW Avg. Tr. Pr: 0.0522
# Buys, Shares: 489 854789, VW Avg Buy Pr: 0.0541
# Sells, Shares: 308 1120129, VW Avg Sell Pr: 0.0506
# Unkn, Shares: 53 68970, VW Avg Unk. Pr: 0.0549
Buy:Sell 1:1.31 (41.82% "buys"), DlyShts 478378 (23.41%), Dly Sht % of 'sells' 42.71%
All the good seen in today's metrics I attribute to low volume, relative to recent volumes. For perspective, the best "good" was a VWAP down only ~0.8%. Assuming that the "cashless converters" took a break for whatever reason would account for that and better buy percentage behavior in the trading breakdowns. This also seems to explain the (temporary?) improvement in the newer inflection point calculations as they improved some today. I'm not banking on this continuing though.
The "official" low of the day was $0.046 but 5 AH trades totaling 20K occurred at $0.0420. There were 197,546 exempt short shares, 41.29% of short volume, included in the short total, bringing the total down to 280,832 from 478,378 if these are excluded. The short percentage would move from 23.41% to 13.74%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 197,546 so the "exempt" was 100.00% of the NASDAQ shorted volume. NASDAQ traded volume of 737,171 so the NASDAQ short volume was 26.80% of the total NASDAQ traded volume for the day. Along with the 20K AH shares there were 10K shares traded premarket not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 508,378 and short percentage would be 24.87%.
The breakdown by time, on volume up ~22%, again had a mostly "flattish" VWAP through 13:57, and today a small sag until 15:00, a small recovery up and another small sag into the close. After hours a 20K trade made the low of $0.0420. "Good" buy percentages occurred on about 48% of the day's volume. Unusually this netted a smaller than normal VWAP fall of, in aggregate, only ~0.8%. This is likely due to a volume decline of ~19%, which has moved us onto "lowvolume" range relative to what we've been seeing. Maybe the "cashless converters" took a break or had to await new feedstock from the warrant processing.
The breakdown by price had lousy buy percentages in the three low ranges and "good" percentages in the four high on ~75% of day's volume. This netted a VWAP fall, in aggregate, of only ~0.8%.
Apparently thanks to low volume, relative to recent volumes, all oneday periods in the newer inflection point calculations show decreasing weakness after consecutive days of increasing weakness. I suspect this is only a short break as the "cashless conversions" apparently took a break  maybe waiting for new share issuance?
Today's low, high, VWAP, trade volume, and daily short sales moved 6.87%, 1.67%, 00.81%, 43.10% and 19.17%. Price spread today was 40.48% vs. 33.04%, 42.86%, 76.67%, 51.79%, 46.70%, 19.33%, 50.70%, 54.85% and 33.80% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:0409:00: 010000 shrs, 00.49% of vol, VWAP $0.0520, 070.0% buys
09:3009:31: 057310 shrs, 02.80% of vol, VWAP $0.0560, 069.8% buys
09:3209:39: 086039 shrs, 04.21% of vol, VWAP $0.0526, 056.4% buys
09:4209:59: 069232 shrs, 03.39% of vol, VWAP $0.0570, 079.9% buys
10:0510:16: 078006 shrs, 03.82% of vol, VWAP $0.0537, 017.8% buys
10:3710:56: 070191 shrs, 03.43% of vol, VWAP $0.0529, 046.9% buys
11:0011:27: 068042 shrs, 03.33% of vol, VWAP $0.0537, 081.6% buys
11:3411:55: 044200 shrs, 02.16% of vol, VWAP $0.0536, 029.1% buys
12:0912:29: 226629 shrs, 11.09% of vol, VWAP $0.0559, 067.3% buys
12:3012:58: 124346 shrs, 06.08% of vol, VWAP $0.0558, 055.5% buys
13:0013:28: 450717 shrs, 22.05% of vol, VWAP $0.0524, 024.4% buys
13:3313:57: 172483 shrs, 08.44% of vol, VWAP $0.0512, 036.6% buys
14:0014:28: 147167 shrs, 07.20% of vol, VWAP $0.0485, 019.5% buys
14:3114:58: 215164 shrs, 10.53% of vol, VWAP $0.0488, 045.4% buys
15:0115:17: 039172 shrs, 01.92% of vol, VWAP $0.0515, 063.9% buys
15:3115:46: 019500 shrs, 00.95% of vol, VWAP $0.0517, 084.1% buys
15:5315:53: 074190 shrs, 03.63% of vol, VWAP $0.0484, 000.0% buys
15:5515:59: 071500 shrs, 03.50% of vol, VWAP $0.0487, 036.6% buys
17:3017:30: 020000 shrs, 00.98% of vol, VWAP $0.0420, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0420$0.0420: 020000 shrs, 00.98% of vol, VWAP $0.0420, 000.0% buys
$0.0460$0.0471: 084519 shrs, 04.14% of vol, VWAP $0.0461, 000.0% buys
$0.0475$0.0499: 426447 shrs, 20.86% of vol, VWAP $0.0479, 007.8% buys
$0.0500$0.0524: 475508 shrs, 23.26% of vol, VWAP $0.0508, 050.6% buys
$0.0526$0.0549: 396736 shrs, 19.41% of vol, VWAP $0.0535, 049.0% buys
$0.0550$0.0570: 423706 shrs, 20.73% of vol, VWAP $0.0557, 048.5% buys
$0.0577$0.0590: 216972 shrs, 10.62% of vol, VWAP $0.0581, 083.4% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
03/25 $0.0522 00.81% 41.8%
The larger trades (>= 500) occurred on 477 of the 850 trades, 56.12%. These 1,989,144 shares were 97.32% of day's volume, and traded at a VWAP of $0.0522. 269 trades, 56.39%, were buys of 822,514 shares, 41.35% of larger trade volume, and traded at a VWAP of $0.0541. 164 of the larger trades, 34.38%, were sells of 1,099,160 shares, 55.26% of larger trade volume, and traded at a VWAP of $0.0506. 44 trades, 9.22%, were unknowns and accounted for 67,470 shares, 3.39% of the larger trade volume, and traded at a VWAP of $0.0549.
The other 373 trades, 43.88%, traded 54,744 shares, 2.68% of the days volume. The VWAP was $0.0536. 220 trades, 58.98%, were buys and accounted for 32,275 shares, 58.96% of the smaller trade volume, and traded at a VWAP of $0.0540. 144 trades, 38.61%, were sells and accounted for 20,969 shares, 38.30% of the smaller trade volume, and traded at a VWAP of $0.0529. 9 trades, 2.41%, were unknowns and accounted for 1,500 shares, 2.74% of the smaller trade volume, and traded at a VWAP of $0.0565.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/24/2015: EOD stuff partially copied to the concentrator.
# Trds: 1216, MinTrSz: 1, MaxTrSz: 81046, Vol: 3592141, AvTrSz: 2954
Min. Pr: 0.0451, Max Pr: 0.0600, VW Avg. Tr. Pr: 0.0527
# Buys, Shares: 554 1361396, VW Avg Buy Pr: 0.0533
# Sells, Shares: 630 2093810, VW Avg Sell Pr: 0.0521
# Unkn, Shares: 32 136935, VW Avg Unk. Pr: 0.0549
Buy:Sell 1:1.54 (37.90% "buys"), DlyShts 591867 (16.48%), Dly Sht % of 'sells' 28.27%
Nothing good seen in today's metrics. "Cashless conversion" apparently continues to rule.
There were 267,135 exempt short shares, 45.13% of short volume, included in the short total, bringing the total down to 324,732 from 591,867 if these are excluded. The short percentage would move from 16,48% to 09.04%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 282,263 so the "exempt" was 94.64% of the NASDAQ shorted volume. NASDAQ traded volume of 1,001,814 so the NASDAQ short volume was 28.18% of the total NASDAQ traded volume for the day.
The breakdown by time, on volume up ~22%, had a "flattish" VWAP through 11:23, a drop through 12:29 on ~44.75% of the day's volume, and a small recovery up that stayed "flattish" again through 15:44 on about 22% of day's volume. Then in the last fifteen minutes VWAP pushed up a tiny amount on ~6.2% of the day's volume. "Good" buy percentages occurred on about 36% of the day's volume. VWAP fell, in aggregate, ~14%. No change in price behavior is expected while "cashless conversion" continues.
The breakdown by price had "reasonable" buy percentages in the low and high ranges only  ~7.5% of volume in the low range and about 1% in the high range. VWAP fell, in aggregate, ~14%.
All oneday periods in the newer inflection point calculations show increasing weakness for the second consecutive day.
Today's low, high, VWAP, trade volume, and daily short sales moved 14.10%, 20.00%, 14.15%, 21.89% and 15.48%. Price spread today was 33.04% vs. 42.86%, 76.67%, 51.79%, 46.70%, 19.33%, 50.70%, 54.85%, 33.80% and 35.34% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:44: 140515 shrs, 03.91% of vol, VWAP $0.0574, 042.8% buys
09:4509:55: 079400 shrs, 02.21% of vol, VWAP $0.0579, 029.1% buys
10:0110:29: 173150 shrs, 04.82% of vol, VWAP $0.0579, 023.2% buys
10:3010:54: 122870 shrs, 03.42% of vol, VWAP $0.0564, 076.4% buys
11:0211:23: 447001 shrs, 12.44% of vol, VWAP $0.0566, 038.5% buys
11:3111:56: 1012397 shrs, 28.18% of vol, VWAP $0.0518, 017.4% buys
12:0012:29: 594781 shrs, 16.56% of vol, VWAP $0.0498, 054.8% buys
12:3112:55: 019589 shrs, 00.55% of vol, VWAP $0.0523, 068.3% buys
13:0113:29: 033788 shrs, 00.94% of vol, VWAP $0.0537, 092.6% buys
13:3213:52: 354668 shrs, 09.87% of vol, VWAP $0.0505, 007.3% buys
14:0114:28: 027101 shrs, 00.75% of vol, VWAP $0.0509, 088.7% buys
14:3114:59: 027300 shrs, 00.76% of vol, VWAP $0.0486, 034.4% buys
15:0115:14: 054000 shrs, 01.50% of vol, VWAP $0.0492, 003.0% buys
15:1615:28: 182680 shrs, 05.09% of vol, VWAP $0.0505, 057.1% buys
15:3015:44: 100949 shrs, 02.81% of vol, VWAP $0.0501, 068.5% buys
15:4615:52: 217398 shrs, 06.05% of vol, VWAP $0.0530, 087.5% buys
15:5415:58: 004554 shrs, 00.13% of vol, VWAP $0.0503, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0451$0.0499: 0271849 shrs, 07.57% of vol, VWAP $0.0485, 051.6% buys
$0.0500$0.0544: 2080742 shrs, 57.92% of vol, VWAP $0.0508, 036.9% buys
$0.0550$0.0599: 1205650 shrs, 33.56% of vol, VWAP $0.0566, 034.8% buys
$0.0600$0.0600: 0033900 shrs, 00.94% of vol, VWAP $0.0600, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
03/24 $0.0527 14.15% 37.9%
The larger trades (>= 500) occurred on 656 of the 1,216 trades, 53.95%. These 3,511,492 shares were 97.75% of day's volume, and traded at a VWAP of $0.0526. 395 trades, 60.21%, were buys of 1,335,048 shares, 38.02% of larger trade volume, and traded at a VWAP of $0.0533. 244 of the larger trades, 37.20%, were sells of 2,042,404 shares, 58.16% of larger trade volume, and traded at a VWAP of $0.0520. 17 trades, 2.59%, were unknowns and accounted for 134,040 shares, 3.82% of the larger trade volume, and traded at a VWAP of $0.0549.
The other 560 trades, 46.05%, traded 80,649 shares, 2.25% of the days volume. The VWAP was $0.0541. 159 trades, 28.39%, were buys and accounted for 26,348 shares, 32.67% of the smaller trade volume, and traded at a VWAP of $0.0537. 386 trades, 68.93%, were sells and accounted for 51,406 shares, 63.74% of the smaller trade volume, and traded at a VWAP of $0.0544. 15 trades, 2.68%, were unknowns and accounted for 2,895 shares, 3.59% of the smaller trade volume, and traded at a VWAP of $0.0535.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/23/2015: EOD stuff partially copied to the concentrator.
# Trds: 1108, MinTrSz: 1, MaxTrSz: 50000, Vol: 2946922, AvTrSz: 2662
Min. Pr: 0.0525, Max Pr: 0.0750, VW Avg. Tr. Pr: 0.0613
# Buys, Shares: 622 1289501, VW Avg Buy Pr: 0.0617
# Sells, Shares: 377 1244944, VW Avg Sell Pr: 0.0604
# Unkn, Shares: 108 412477, VW Avg Unk. Pr: 0.0632
Buy:Sell 1.04:1 (43.76% "buys"), DlyShts 512526 (17.39%), Dly Sht % of 'sells' 41.17%
Let's just "invert" yesterday's "WOW! VWAP up 19%+ on big volume (very unusual) and a huge price spread! Whooda think it?" and make it "WOW! VWAP down 21%+ on reduced volume (very unusual) and a huge price spread! Whooda think it?"
The "official" high of the day was $0.072 but a 3K premarket trade was at $0.0750. There were 78,430 exempt short shares, 15.30% of short volume, included in the short total, bringing the total down to 434,096 from 512,526 if these are excluded. The short percentage would move from 17.39% to 14.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 78,730 so the "exempt" was 99.62% of the NASDAQ shorted volume. NASDAQ traded volume of 826,083 so the NASDAQ short volume was 9.53% of the total NASDAQ traded volume for the day. There were 11.2K shares traded outofhours that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 523,726 and short percentage would be 17.77%.
The breakdown by time, on volume down ~69%, had a "flattish" VWAP through 10:06, a small shortterm drop and "flattish" again through 13:29. VWAP then weakened into the close and the AH trades. Many periods had good buy percentages but it has become apparent they no longer make any difference. This fits with some thoughts expressed in the past that sans a "normal market" I felt the metrics had less utility. Today fulfilled yesterday's guess of "I don't expect much benefit from this as "cashless conversion" effects, apparently, continue to rule". Same feeling today.
The breakdown by price had "reasonable" buy percentages in all but one of today's six ranges. Didn't matter as we saw a VWAP fall of ~21%.
Maybe I spoke to soon on my newer inflection point calculations when I said yesterday "I shouldn't have warned to ignore yesterday's oneday improvements in all periods?". Today VWAP is down ~21% even as volume was down ~69% (which used to give us a VWAP rise) and all inflection point periods show increasing weakness.
The low of $0.525 occurred only on four trades postmarket while the high of $0.0750 occurred on a single premarket trade. Using $0.0550 as the low and $0.072 as the high we would get low and high movement of 8.33% and 32.08% and the spread would be 30.91%.
Today's low, high, VWAP, trade volume, and daily short sales moved 12.50%, 29.25%, 21.56%, 69.18% and 69.28%. Price spread today was 42.86% vs. 76.67%, 51.79%, 46.70%, 19.33%, 50.70%, 54.85%, 33.80%, 35.34% and 11.84% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:1808:53: 003200 shrs, 00.11% of vol, VWAP $0.0744, 093.8% buys
09:3009:31: 297615 shrs, 10.10% of vol, VWAP $0.0649, 017.0% buys
09:3309:35: 057143 shrs, 01.94% of vol, VWAP $0.0649, 100.0% buys
09:3709:39: 077480 shrs, 02.63% of vol, VWAP $0.0679, 099.6% buys
09:4009:45: 083672 shrs, 02.84% of vol, VWAP $0.0682, 013.4% buys
09:4609:57: 133333 shrs, 04.52% of vol, VWAP $0.0676, 045.7% buys
10:0210:06: 536368 shrs, 18.20% of vol, VWAP $0.0610, 051.6% buys
10:0710:21: 246173 shrs, 08.35% of vol, VWAP $0.0571, 056.5% buys
10:2210:29: 158126 shrs, 05.37% of vol, VWAP $0.0599, 037.8% buys
10:3610:54: 091890 shrs, 03.12% of vol, VWAP $0.0600, 016.3% buys
11:0111:21: 110768 shrs, 03.76% of vol, VWAP $0.0600, 061.0% buys
11:3411:57: 173650 shrs, 05.89% of vol, VWAP $0.0600, 042.2% buys
12:1212:28: 051593 shrs, 01.75% of vol, VWAP $0.0621, 070.2% buys
12:3112:54: 103100 shrs, 03.50% of vol, VWAP $0.0605, 032.3% buys
13:0113:29: 299683 shrs, 10.17% of vol, VWAP $0.0606, 017.7% buys
13:3113:56: 085966 shrs, 02.92% of vol, VWAP $0.0589, 040.9% buys
14:0014:28: 108201 shrs, 03.67% of vol, VWAP $0.0589, 054.6% buys
14:3214:57: 053183 shrs, 01.80% of vol, VWAP $0.0604, 072.3% buys
15:3115:46: 195682 shrs, 06.64% of vol, VWAP $0.0600, 053.9% buys
15:5015:56: 020535 shrs, 00.70% of vol, VWAP $0.0611, 097.6% buys
15:5715:59: 051561 shrs, 01.75% of vol, VWAP $0.0582, 033.9% buys
16:0816:10: 008000 shrs, 00.27% of vol, VWAP $0.0525, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0525$0.0525: 0008000 shrs, 00.27% of vol, VWAP $0.0525, 000.0% buys
$0.0550$0.0599: 0650140 shrs, 22.06% of vol, VWAP $0.0582, 051.2% buys
$0.0600$0.0649: 1769389 shrs, 60.04% of vol, VWAP $0.0608, 040.6% buys
$0.0650$0.0690: 0487344 shrs, 16.54% of vol, VWAP $0.0669, 045.3% buys
$0.0700$0.0720: 0029049 shrs, 00.99% of vol, VWAP $0.0714, 048.0% buys
$0.0750$0.0750: 0003000 shrs, 00.10% of vol, VWAP $0.0750, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
03/23 $0.0613 21.56% 43.8%
The larger trades (>= 500) occurred on 654 of the 1,108 trades, 59.03%. These 2,872,399 shares were 97.47% of day's volume, and traded at a VWAP of $0.0613. 333 trades, 50.92%, were buys of 1,239,068 shares, 43.14% of larger trade volume, and traded at a VWAP of $0.0617. 239 of the larger trades, 36.54%, were sells of 1,225,857 shares, 42.68% of larger trade volume, and traded at a VWAP of $0.0604. 82 trades, 12.54%, were unknowns and accounted for 407,474 shares, 14.19% of the larger trade volume, and traded at a VWAP of $0.0633.
The other 454 trades, 40.97%, traded 74,523 shares, 2.53% of the days volume. The VWAP was $0.0615. 289 trades, 63.66%, were buys and accounted for 50,433 shares, 67.67% of the smaller trade volume, and traded at a VWAP of $0.0622. 138 trades, 30.40%, were sells and accounted for 19,087 shares, 25.61% of the smaller trade volume, and traded at a VWAP of $0.0599. 27 trades, 5.95%, were unknowns and accounted for 5,003 shares, 6.71% of the smaller trade volume, and traded at a VWAP of $0.0604.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/20/2015: EOD stuff partially copied to the concentrator.
# Trds: 3850, MinTrSz: 1, MaxTrSz: 95100, Vol: 9563145, AvTrSz: 2484
Min. Pr: 0.0600, Max Pr: 0.1060, VW Avg. Tr. Pr: 0.0782
# Buys, Shares: 2448 3968263, VW Avg Buy Pr: 0.0800
# Sells, Shares: 1277 5296767, VW Avg Sell Pr: 0.0770
# Unkn, Shares: 125 298115, VW Avg Unk. Pr: 0.0754
Buy:Sell 1:1.33 (41.50% "buys"), DlyShts 1668537 (17.45%), Dly Sht % of 'sells' 31.50%
WOW! VWAP up 19%+ on big volume (very unusual) and a huge price spread! Whooda think it?
There were 121,900 exempt short shares, 7.31% of short volume, included in the short total, bringing the total down to 1,546,637 from 1,668,537 if these are excluded. The short percentage would move from 17.45% to 16.17%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 805,291 so the "exempt" was 15.14% of the NASDAQ shorted volume. NASDAQ traded volume of 3,214,545 so the NASDAQ short volume was 25.05% of the total NASDAQ traded volume for the day. There were 13K shares traded postmarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 1,681,537 and short percentage would be 17.58%.
The breakdown by time had a rising VWAP through 10:59, a drop and "flattish" through 13:29 and then weakening into the close. Combined with good buy percentages on about 48% of the day's volume we got a VWAP on the day that rose ~19.7%. I don't expect much benefit from this as "cashless conversion" effects, apparently, continue to rule.
The breakdown by price had good buy percentages in only one of today's five ranges on about 4% of the day's volume in the highest price range. Regardless, we saw a VWAP rise of ~19%. This suggests sellers were taking advantage of improving bids throughout the day, when combined with what the breakdown by time shows.
Unusually, volume more than doubled to ~9.5MM shares and VWAP ROSE ~19% even as buy percentage marginally weakened to a soso 41%. Maybe I shouldn't have warned to ignore yesterday's newer inflectionpoint calculations' oneday improvements in all periods?
There were only two trades below $0.0620 and they were AH trades totaling 13K. $0.0620 had enough trades and aggregate volume to consider as the low for the day. Using that as the low the low movement and spread would be +10.71% and 70.97% instead of the +7.14% and 76.67% reported below. That spread is still impressive though and begs the question "who and why".
Today's low, high, VWAP, trade volume, and daily short sales moved 7.14%, 24.71%, 19.07%, 136.59% and 141.48%. Price spread today was 76.67% vs. 51.79%, 46.70%, 19.33%, 50.70%, 54.85%, 33.80%, 35.34%, 11.84% and 33.15% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:31: 0263474 shrs, 02.76% of vol, VWAP $0.0799, 099.3% buys
09:3209:44: 0352022 shrs, 03.68% of vol, VWAP $0.0826, 033.8% buys
09:4609:58: 0234133 shrs, 02.45% of vol, VWAP $0.0838, 064.6% buys
10:0010:28: 0263729 shrs, 02.76% of vol, VWAP $0.0856, 075.9% buys
10:3010:59: 3586530 shrs, 37.50% of vol, VWAP $0.0874, 036.3% buys
11:0011:29: 1168317 shrs, 12.22% of vol, VWAP $0.0728, 020.7% buys
11:3011:56: 0078972 shrs, 00.83% of vol, VWAP $0.0747, 072.8% buys
12:0412:29: 0260038 shrs, 02.72% of vol, VWAP $0.0747, 060.7% buys
12:3212:59: 0444980 shrs, 04.65% of vol, VWAP $0.0759, 061.4% buys
13:1113:29: 0107341 shrs, 01.12% of vol, VWAP $0.0741, 052.6% buys
13:3013:59: 1362367 shrs, 14.25% of vol, VWAP $0.0676, 052.4% buys
14:0314:28: 0394187 shrs, 04.12% of vol, VWAP $0.0708, 046.9% buys
14:3014:59: 0123467 shrs, 01.29% of vol, VWAP $0.0692, 018.1% buys
15:0115:26: 0204746 shrs, 02.14% of vol, VWAP $0.0701, 054.9% buys
15:3215:45: 0218800 shrs, 02.29% of vol, VWAP $0.0682, 017.8% buys
15:4715:57: 0274226 shrs, 02.87% of vol, VWAP $0.0663, 025.8% buys
15:5816:00: 0212816 shrs, 02.23% of vol, VWAP $0.0629, 002.7% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0600$0.0699: 2149394 shrs, 22.48% of vol, VWAP $0.0667, 038.4% buys
$0.0700$0.0799: 3169751 shrs, 33.15% of vol, VWAP $0.0734, 040.7% buys
$0.0800$0.0897: 2988623 shrs, 31.25% of vol, VWAP $0.0838, 042.6% buys
$0.0900$0.0999: 0846097 shrs, 08.85% of vol, VWAP $0.0944, 039.0% buys
$0.1000$0.1060: 0409280 shrs, 04.28% of vol, VWAP $0.1009, 061.1% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
03/20 $0.0782 +19.07% 41.5%
The larger trades (>= 500) occurred on 2,040 of the 3,850 trades, 52.99%. These 9,270,983 shares were 96.94% of day's volume, and traded at a VWAP of $0.0782. 1,145 trades, 56.13%, were buys of 3,765,810 shares, 40.62% of larger trade volume, and traded at a VWAP of $0.0800. 827 of the larger trades, 40.54%, were sells of 5,218,636 shares, 56.29% of larger trade volume, and traded at a VWAP of $0.0770. 68 trades, 3.33%, were unknowns and accounted for 286,537 shares, 3.09% of the larger trade volume, and traded at a VWAP of $0.0753.
The other 1,810 trades, 47.01%, traded 292,162 shares, 3.06% of the days volume. The VWAP was $0.0796. 1,303 trades, 71.99%, were buys and accounted for 202,453 shares, 69.29% of the smaller trade volume, and traded at a VWAP of $0.0801. 450 trades, 24.86%, were sells and accounted for 78,131 shares, 26.74% of the smaller trade volume, and traded at a VWAP of $0.0787. 57 trades, 3.15%, were unknowns and accounted for 11,578 shares, 3.96% of the smaller trade volume, and traded at a VWAP of $0.0774.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/19/2015: EOD stuff partially copied to the concentrator.
# Trds: 1561, MinTrSz: 1, MaxTrSz: 127000, Vol: 4042070, AvTrSz: 2591
Min. Pr: 0.0560, Max Pr: 0.0850, VW Avg. Tr. Pr: 0.0657
# Buys, Shares: 828 1945738, VW Avg Buy Pr: 0.0670
# Sells, Shares: 635 1895016, VW Avg Sell Pr: 0.0643
# Unkn, Shares: 97 201315, VW Avg Unk. Pr: 0.0661
Buy:Sell 1.03:1 (48.14% "buys"), DlyShts 690963 (17.09%), Dly Sht % of 'sells' 36.46%
Nothing new to report  volume down, buy percentage down a wee bit, VWAP down about 10% and "cashless conversion" effects seem to be still in control.
There were 337,216 exempt short shares, 48.80% of short volume, included in the short total, bringing the total down to 353,747 from 690,693 if these are excluded. The short percentage would move from 17.09% to 8.75%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 397,003 so the "exempt" was 84.94% of the NASDAQ shorted volume. NASDAQ traded volume of 2,077,434 so the NASDAQ short volume was 19.11% of the total NASDAQ traded volume for the day. There were 1K shares traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 691,963 and short percentage would be 17.12%.
Today's breakdown by time was unusually "flattish" from open through 14:20. Then it pushed up a bit through 15:29 and stayed "flattish" until the end. "Good" buy percentages occurred on about 54% of the day's volume. Vwap didn't benefit and still dropped about 10%.
The breakdown by price had good buy percentages in four of the six ranges on about 74.7% of the day's volume. As usual, this didn't prevent a VWAP fall of ~10%. "Cashless conversion" effects, apparently, continue to rule.
Volume fell ~20% and we got the usual behavior  inflectionpoint calculations improved in all six periods. The buy percentage was a tad weaker today but VWAP dropped "only" ~10%. As usual in this market, ignore this stuff.
Trades above $0.0788 were only one for $0.0789 x 11.2K and one for $0.0850 x 1K Using a high of $0.0788 for the high would give a high movement of 13.50% instead of 6.70%. The spread would be 40.71% instead of 51.79%.
Today's low, high, VWAP, trade volume, and daily short sales moved 9.82%, 6.70%, 10.02%, 19.78% and 26.03%. Price spread today was 51.79% vs. 46.70%, 19.33%, 50.70%, 54.85%, 33.80%, 35.34%, 11.84%, 33.15% and 45.71% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 032843 shrs, 00.81% of vol, VWAP $0.0628, 000.0% buys
09:3109:31: 073409 shrs, 01.82% of vol, VWAP $0.0610, 000.0% buys
09:3209:32: 141250 shrs, 03.49% of vol, VWAP $0.0598, 008.8% buys
09:3309:35: 088700 shrs, 02.19% of vol, VWAP $0.0575, 021.8% buys
09:3609:37: 113551 shrs, 02.81% of vol, VWAP $0.0590, 090.4% buys
09:4009:45: 083412 shrs, 02.06% of vol, VWAP $0.0623, 045.0% buys
09:5009:59: 164550 shrs, 04.07% of vol, VWAP $0.0603, 007.0% buys
10:0010:29: 125782 shrs, 03.11% of vol, VWAP $0.0635, 058.6% buys
10:3110:56: 205079 shrs, 05.07% of vol, VWAP $0.0625, 036.7% buys
11:0211:29: 259262 shrs, 06.41% of vol, VWAP $0.0585, 011.6% buys
11:3011:58: 168027 shrs, 04.16% of vol, VWAP $0.0592, 056.0% buys
12:1112:26: 023391 shrs, 00.58% of vol, VWAP $0.0615, 078.9% buys
12:3412:55: 038434 shrs, 00.95% of vol, VWAP $0.0590, 000.0% buys
13:0313:29: 082049 shrs, 02.03% of vol, VWAP $0.0602, 081.9% buys
13:3013:55: 220772 shrs, 05.46% of vol, VWAP $0.0628, 082.0% buys
14:0114:20: 726329 shrs, 17.97% of vol, VWAP $0.0653, 078.4% buys
14:3214:59: 349134 shrs, 08.64% of vol, VWAP $0.0710, 065.3% buys
15:0215:14: 204004 shrs, 05.05% of vol, VWAP $0.0769, 073.7% buys
15:1615:29: 502838 shrs, 12.44% of vol, VWAP $0.0720, 026.0% buys
15:3115:33: 051100 shrs, 01.26% of vol, VWAP $0.0671, 021.5% buys
15:3415:49: 251449 shrs, 06.22% of vol, VWAP $0.0703, 020.0% buys
15:5015:56: 051954 shrs, 01.29% of vol, VWAP $0.0735, 062.9% buys
15:5715:59: 083750 shrs, 02.07% of vol, VWAP $0.0720, 058.7% buys
18:1918:19: 001000 shrs, 00.02% of vol, VWAP $0.0850, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0560$0.0599: 486597 shrs, 12.04% of vol, VWAP $0.0578, 021.7% buys
$0.0600$0.0649: 1668109 shrs, 41.27% of vol, VWAP $0.0616, 049.6% buys
$0.0650$0.0699: 600034 shrs, 14.84% of vol, VWAP $0.0679, 071.7% buys
$0.0700$0.0749: 940479 shrs, 23.27% of vol, VWAP $0.0715, 033.4% buys
$0.0750$0.0789: 345850 shrs, 08.56% of vol, VWAP $0.0763, 077.6% buys
$0.0850$0.0850: 001000 shrs, 00.02% of vol, VWAP $0.0850, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
03/19 $0.0657 10.02% 48.1%
The larger trades (>= 500) occurred on 740 of the 1,561 trades, 47.41%. These 3,907,279 shares were 96.67% of day's volume, and traded at a VWAP of $0.0657. 332 trades, 44.86%, were buys of 1,868,556 shares, 47.82% of larger trade volume, and traded at a VWAP of $0.0672. 368 of the larger trades, 49.73%, were sells of 1,845,771 shares, 47.24% of larger trade volume, and traded at a VWAP of $0.0643. 40 trades, 5.41%, were unknowns and accounted for 192,952 shares, 4.94% of the larger trade volume, and traded at a VWAP of $0.0661.
The other 821 trades, 52.59%, traded 134,790 shares, 3.33% of the days volume. The VWAP was $0.0637. 496 trades, 60.41%, were buys and accounted for 77,182 shares, 57.26% of the smaller trade volume, and traded at a VWAP of $0.0627. 267 trades, 32.52%, were sells and accounted for 49,245 shares, 36.53% of the smaller trade volume, and traded at a VWAP of $0.0650. 58 trades, 7.06%, were unknowns and accounted for 8,363 shares, 6.20% of the smaller trade volume, and traded at a VWAP of $0.0656.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/18/2015: EOD stuff partially copied to the concentrator.
# Trds: 1898, MinTrSz: 1, MaxTrSz: 110556, Vol: 5038509, AvTrSz: 2655
Min. Pr: 0.0621, Max Pr: 0.0911, VW Avg. Tr. Pr: 0.0730
# Buys, Shares: 1137 2559058, VW Avg Buy Pr: 0.0731
# Sells, Shares: 704 2321906, VW Avg Sell Pr: 0.0729
# Unkn, Shares: 57 157545, VW Avg Unk. Pr: 0.0716
Buy:Sell 1.10:1 (50.79% "buys"), DlyShts 934075 (18.54%), Dly Sht % of 'sells' 40.23%
Volume was up ~169% and the VWAP dropped ~20% (vs. prior ~6.9%, ~20 and 17%). Buy percentage was stronger today due, I think, primarily to MM activity. This would account for a VWAP drop even as buy percentage was "decent". The breakdown by time showed a trend predominately straight down today even with a good number of periods and aggregate volume having "good" buy percentages. All periods in the newer inflection point calculations weakened. Shortterm prognosis for the patient is not good.
There were 141,765 exempt short shares, 15.18% of short volume, included in the short total, bringing the total down to 792,310 from 934,075 if these are excluded. The short percentage would move from 18.54% to 15.73%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 245,363 so the "exempt" was 57.78% of the NASDAQ shorted volume. NASDAQ traded volume of 1,844,248 so the NASDAQ short volume was 13.30% of the total NASDAQ traded volume for the day. There were 63.6K shares traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 997,675 and short percentage would be 19.80%.
Today's breakdown by time was down had VWAP generally straight down all day with only a few minor "blips" up. This was even with "good" buy percentages on ~56% of volume. So we have the sellers of "cashless conversion" shares pounding shares in without regard to possible improved profit opportunities present by letting bids come to them.
The breakdown by price had good buy percentages in all but three ranges  the two higher price ranges and the midrange. Those ranges were about 16.3% of the day's volume. Regardless that the other ~83% had good buy percentages the VWAP for the day was down about 20% for the second time in three days.
Volume rose ~169% and we got the usual behavior  inflectionpoint calculations deteriorated in all six periods. The buy percentage was better 50.8% today but we still got a VWAP move down by nearly 20%, similar to the day before yesterday's down ~20%. Recall that some days back I had mentioned that with the volume we're seeing we would see more frequent occurrences of buy percentages around 50% due to marketmaker involvement. Of course those actions don't portend good VWAP moves as MMs don't care about price  they are likely just buying to cover their intraday shorts and make more profit.
Trades below $0.0636 were only three in number for an aggregate 4,572 shares. Trades above $0.0860 were only four in number for an aggregate of 13.6K shares. Using a low of $0.0636 for the low and $0.0860 for the day's low and high would give movements in the low and high of 24.11% and 16.50% instead of 25.89% and 11.55%. The spread would be 35.22% instead of 46.7%.
Today's low, high, VWAP, trade volume, and daily short sales moved 25.89%, 11.55%, 19.88%, 252.49% and 168.74%. Price spread today was 46.70% vs. 19.33%, 50.70%, 54.85%, 33.80%, 35.34%, 11.84%, 33.15%, 45.71% and 58.68% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:2409:29: 063600 shrs, 01.26% of vol, VWAP $0.0868, 003.9% buys
09:3009:30: 219125 shrs, 04.35% of vol, VWAP $0.0857, 050.8% buys
09:3109:32: 216433 shrs, 04.30% of vol, VWAP $0.0790, 004.9% buys
09:3309:34: 107434 shrs, 02.13% of vol, VWAP $0.0774, 046.6% buys
09:3509:40: 198205 shrs, 03.93% of vol, VWAP $0.0797, 080.7% buys
09:4109:55: 415357 shrs, 08.24% of vol, VWAP $0.0801, 074.0% buys
10:0010:06: 379421 shrs, 07.53% of vol, VWAP $0.0757, 005.3% buys
10:0710:10: 458474 shrs, 09.10% of vol, VWAP $0.0704, 037.8% buys
10:1110:17: 253120 shrs, 05.02% of vol, VWAP $0.0707, 048.9% buys
10:2010:29: 206420 shrs, 04.10% of vol, VWAP $0.0720, 085.8% buys
10:3010:58: 241508 shrs, 04.79% of vol, VWAP $0.0742, 064.3% buys
11:0011:28: 164278 shrs, 03.26% of vol, VWAP $0.0710, 029.9% buys
11:3211:59: 144478 shrs, 02.87% of vol, VWAP $0.0704, 030.8% buys
12:0012:21: 144661 shrs, 02.87% of vol, VWAP $0.0701, 093.4% buys
12:3512:56: 158316 shrs, 03.14% of vol, VWAP $0.0716, 053.3% buys
13:0413:29: 210367 shrs, 04.18% of vol, VWAP $0.0696, 054.1% buys
13:3013:59: 095305 shrs, 01.89% of vol, VWAP $0.0689, 059.5% buys
14:0214:28: 141706 shrs, 02.81% of vol, VWAP $0.0685, 082.1% buys
14:3314:59: 206950 shrs, 04.11% of vol, VWAP $0.0712, 081.4% buys
15:0015:24: 071001 shrs, 01.41% of vol, VWAP $0.0704, 032.1% buys
15:2515:44: 301053 shrs, 05.98% of vol, VWAP $0.0693, 058.7% buys
15:4615:49: 038049 shrs, 00.76% of vol, VWAP $0.0680, 038.8% buys
15:5015:56: 480158 shrs, 09.53% of vol, VWAP $0.0661, 037.4% buys
15:5715:58: 119890 shrs, 02.38% of vol, VWAP $0.0671, 087.7% buys
15:5915:59: 003200 shrs, 00.06% of vol, VWAP $0.0650, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0621$0.0649: 0048868 shrs, 00.97% of vol, VWAP $0.0639, 069.9% buys
$0.0650$0.0699: 1371087 shrs, 27.21% of vol, VWAP $0.0679, 050.3% buys
$0.0700$0.0749: 2089873 shrs, 41.48% of vol, VWAP $0.0714, 053.1% buys
$0.0750$0.0799: 0543598 shrs, 10.79% of vol, VWAP $0.0763, 032.2% buys
$0.0800$0.0849: 0703658 shrs, 13.97% of vol, VWAP $0.0805, 062.2% buys
$0.0850$0.0862: 0268925 shrs, 05.34% of vol, VWAP $0.0858, 041.4% buys
$0.0900$0.0911: 0012500 shrs, 00.25% of vol, VWAP $0.0902, 020.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
03/18 $0.0730 19.88% 50.8%
The larger trades (>= 500) occurred on 1,157 of the 1,898 trades, 60.96%. These 4,930,641 shares were 97.86% of day's volume, and traded at a VWAP of $0.0730. 771 trades, 66.64%, were buys of 2,495,609 shares, 50.61% of larger trade volume, and traded at a VWAP of $0.0731. 353 of the larger trades, 30.51%, were sells of 2,281,101 shares, 46.26% of larger trade volume, and traded at a VWAP of $0.0729. 33 trades, 2.85%, were unknowns and accounted for 153,931 shares, 3.12% of the larger trade volume, and traded at a VWAP of $0.0717.
The other 741 trades, 39.04%, traded 107,868 shares, 2.14% of the days volume. The VWAP was $0.0728. 366 trades, 49.39%, were buys and accounted for 63,449 shares, 58.82% of the smaller trade volume, and traded at a VWAP of $0.0727. 351 trades, 47.37%, were sells and accounted for 40,805 shares, 37.83% of the smaller trade volume, and traded at a VWAP of $0.0733. 24 trades, 3.24%, were unknowns and accounted for 3,614 shares, 3.35% of the smaller trade volume, and traded at a VWAP of $0.0706.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/17/2015: EOD stuff partially copied to the concentrator.
# Trds: 950, MinTrSz: 1, MaxTrSz: 37500, Vol: 1429398, AvTrSz: 1505
Min. Pr: 0.0838, Max Pr: 0.1030, VW Avg. Tr. Pr: 0.0911
# Buys, Shares: 457 567652, VW Avg Buy Pr: 0.0924
# Sells, Shares: 470 761059, VW Avg Sell Pr: 0.0900
# Unkn, Shares: 23 100687, VW Avg Unk. Pr: 0.0919
Buy:Sell 1:1.34 (39.71% "buys"), DlyShts 347578 (24.32%), Dly Sht % of 'sells' 45.67%
Volume dropped ~68% and the VWAP dropped only ~6.9% (vs. prior ~20 and 17%). Buy percentage was weaker today at only 39.7%. In aggregate, I foresee no change in behavior on the horizon  VWAP down as long as "cashless conversion" shares are entering the market.
Something I've not touched upon for a while caught my eye today. The average buy percentage, specifically the 10 and 25day periods, have been deteriorating since  you guessed it! The 10day since around 2/27 and the effects have now appeared in the 25day average. If current behavior continues we'll see the 10day heading below 35% or so. Not a good sign at all.
Remember the volume scale on the trade volume chart is now a log scale.
There was a single oddlot 9share trade that was at $0.1030 but these are not permitted to be reported for open, close, high and low  but I show it as the high anyway because money changed hands. There were 205,329 exempt short shares, 59.07% of short volume, included in the short total, bringing the total down to 142,249 from 347,578 if these are excluded. The short percentage would move from 24.32% to 09.95%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 209,329 so the "exempt" was 98.09% of the NASDAQ shorted volume. NASDAQ traded volume of 575,659 so the NASDAQ short volume was 36.36% of the total NASDAQ traded volume for the day.
Today's breakdown by time was down in the first fifteen minutes, then got a short small bump up and a move right back to levels seen in the first fifteen minutes. This level held until about 13:00 when a move up that held through the day's close, ignoring the last two minutes which had less than 1% of the day's volume. "Good" buy percentages were about 33.5% of trade volume but still couldn't prevent a VWAP drop on the day of ~6.9%. I suspect today's slightly better behavior was a result of reduced volume again  down 68.41%. We know high volume produces really nasty results right now.
The breakdown by price, which yesterday had good buy percentages in all ranges even as volume remained high, deteriorated badly today with only ~19% of volume and only the two higher price ranges having "good" buy percentages.
Volume dropped ~68% and we got the usual behavior  inflectionpoint calculations improved in five of the six periods. All periods but the 5day show decreasing weakness. The 5day period was essentially flat. The buy percentage was weaker today and we got a VWAP move down by only ~6.9%, a good improvement from yesterday's down ~20%.
If the 9share oddlot trade for $0.1030 was used as the day's high instead of the "official" $0.10, the high movement would be 20.52% and the spread would be 22.91% instead of the values below. A better low for the day would be $0.0850 rather than the $0.0838 (one 200share trade) or $0.0849 (one 1K trade). If we combine $0.0850 with the "official" high of $0.10 the low movement would be 1.16% and the spread would be 17.67%.
Today's low, high, VWAP, trade volume, and daily short sales moved 2.56%, 22.84%, 06.87%, 20.51% and 26.43%. Price spread today was 19.33% vs. 50.70%, 54.85%, 33.80%, 35.34%, 11.84%, 33.15%, 45.71%, 58.68% and 27.84% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:1109:30: 061433 shrs, 04.30% of vol, VWAP $0.0918, 013.7% buys
09:3109:32: 084000 shrs, 05.88% of vol, VWAP $0.0903, 009.3% buys
09:3409:34: 020000 shrs, 01.40% of vol, VWAP $0.0854, 000.0% buys
09:3509:44: 100638 shrs, 07.04% of vol, VWAP $0.0883, 042.5% buys
09:4509:58: 199240 shrs, 13.94% of vol, VWAP $0.0912, 039.1% buys
10:0010:28: 162812 shrs, 11.39% of vol, VWAP $0.0912, 014.0% buys
10:4710:59: 085551 shrs, 05.99% of vol, VWAP $0.0898, 000.0% buys
11:0011:23: 174241 shrs, 12.19% of vol, VWAP $0.0862, 034.7% buys
11:4512:21: 056238 shrs, 03.93% of vol, VWAP $0.0878, 071.6% buys
12:3912:59: 017900 shrs, 01.25% of vol, VWAP $0.0887, 053.1% buys
13:0213:28: 111328 shrs, 07.79% of vol, VWAP $0.0912, 076.6% buys
13:3313:59: 208718 shrs, 14.60% of vol, VWAP $0.0955, 071.3% buys
14:0014:23: 025101 shrs, 01.76% of vol, VWAP $0.0957, 022.7% buys
14:3114:56: 037157 shrs, 02.60% of vol, VWAP $0.0937, 020.9% buys
15:1915:29: 002406 shrs, 00.17% of vol, VWAP $0.0961, 046.0% buys
15:3215:46: 068835 shrs, 04.82% of vol, VWAP $0.0961, 059.7% buys
15:5815:58: 012900 shrs, 00.90% of vol, VWAP $0.0977, 058.1% buys
15:5915:59: 000900 shrs, 00.06% of vol, VWAP $0.0941, 055.6% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0838$0.0849: 001300 shrs, 00.09% of vol, VWAP $0.0847, 000.0% buys
$0.0850$0.0899: 522868 shrs, 36.58% of vol, VWAP $0.0877, 040.9% buys
$0.0900$0.0949: 633512 shrs, 44.32% of vol, VWAP $0.0913, 028.7% buys
$0.0950$0.0999: 246450 shrs, 17.24% of vol, VWAP $0.0971, 063.7% buys
$0.1000$0.1030: 025268 shrs, 01.77% of vol, VWAP $0.1000, 058.8% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
03/17 $0.0911 06.87% 39.7%
The larger trades (>= 500) occurred on 427 of the 950 trades, 44.95%. These 1,355,467 shares were 94.83% of day's volume, and traded at a VWAP of $0.0911. 240 trades, 56.21%, were buys of 533,291 shares, 39.34% of larger trade volume, and traded at a VWAP of $0.0924. 169 of the larger trades, 39.58%, were sells of 722,304 shares, 53.29% of larger trade volume, and traded at a VWAP of $0.0900. 18 trades, 4.22%, were unknowns and accounted for 99,872 shares, 7.37% of the larger trade volume, and traded at a VWAP of $0.0919.
The other 523 trades, 55.05%, traded 73,931 shares, 5.17% of the days volume. The VWAP was $0.0918. 217 trades, 41.49%, were buys and accounted for 34,361 shares, 46.48% of the smaller trade volume, and traded at a VWAP of $0.0923. 301 trades, 57.55%, were sells and accounted for 38,755 shares, 52.42% of the smaller trade volume, and traded at a VWAP of $0.0913. 5 trades, 0.96%, were unknowns and accounted for 815 shares, 1.10% of the smaller trade volume, and traded at a VWAP of $0.0951.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/16/2015: EOD stuff partially copied to the concentrator.
# Trds: 1918, MinTrSz: 1, MaxTrSz: 97105, Vol: 4525249, AvTrSz: 2361
Min. Pr: 0.0860, Max Pr: 0.1296, VW Avg. Tr. Pr: 0.0978
# Buys, Shares: 951 1975272, VW Avg Buy Pr: 0.0984
# Sells, Shares: 887 2340635, VW Avg Sell Pr: 0.0971
# Unkn, Shares: 79 209341, VW Avg Unk. Pr: 0.1002
Buy:Sell 1:1.18 (43.65% "buys"), DlyShts 669705 (14.80%), Dly Sht % of 'sells' 28.61%
Volume remained high, albeit lower than yesterday, and the VWAP tanked ~20 (vs. yesterday's 17%) even though buy percentages were "good". I swear I can't see a lot of difference between this financing round and the prior one. Expected since both were designed to make it attractive for the financiers to drive price down.
Remember the volume scale on the trade volume chart is now a log scale.
There were 205,002 exempt short shares, 30.61% of short volume, included in the short total, bringing the total down to 464,703 from 669,705 if these are excluded. The short percentage would move from 14.80% to 10.27%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 210,425 so the "exempt" was 97.42% of the NASDAQ shorted volume. NASDAQ traded volume of 1,584,435 so the NASDAQ short volume was 13.28% of the total NASDAQ traded volume for the day.
Similar to yesterday, today's breakdown by time had a VWAP that was essentially straight down, but until 11:30 instead of the last fifteen minutes of the day. Then we got move up through 14:00 followed by a drop back down through the close. "Good" buy percentages were about 53% of trade volume but still couldn't prevent a VWAP drop on the day of ~20%, which tells a lot about the sellers. "Abysmal day" applies again.
The breakdown by price, which had crapped out again on yesterday's return of big volume, showed good buy percentages in all ranges as volume remained high. With stillbig volume all that gave us a VWAP down ~20, worse than yesterday's down ~17%. As I've said, we are not in a normal market and the metrics I gather have little utility.
Yesterday volume returned, to the tune of +445.99% and we got the behavior predicted when we get "good" volume  VWAP down near 17% and the inflectionpoint calculations making a big sag. Volume reduced a bit today but was still "big". All periods but the 10day continued to show increasing weakness. That one exception had a very marginal change for the better. With a "good" buy percentage and VWAP down by ~20% you can tell the sellers were aggressively entering everreducing offers.
The high was set with a single 100share trade of $0.1296 at 13:02. The first lower price with more than just a few trades and with good volume was clear down at $0.1100. Using that, high movement would be 29.03% and spread would be 27.91% instead of 16.39% and 50.7% respectively.
Today's low, high, VWAP, trade volume, and daily short sales moved 14.09%, 16.39%, 20.03%, 20.51% and 26.43%. Price spread today was 50.70% vs. 54.85%, 33.80%, 35.34%, 11.84%, 33.15%, 45.71%, 58.68%, 27.84% and 25.79% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 050220 shrs, 01.11% of vol, VWAP $0.1126, 048.2% buys
09:3109:33: 240447 shrs, 05.31% of vol, VWAP $0.1075, 023.6% buys
09:3409:35: 102807 shrs, 02.27% of vol, VWAP $0.1035, 063.0% buys
09:3609:36: 139667 shrs, 03.09% of vol, VWAP $0.0958, 000.5% buys
09:3709:37: 110800 shrs, 02.45% of vol, VWAP $0.0906, 004.5% buys
09:3809:39: 122355 shrs, 02.70% of vol, VWAP $0.0982, 069.6% buys
09:4009:44: 123110 shrs, 02.72% of vol, VWAP $0.0999, 040.5% buys
09:4509:59: 581399 shrs, 12.85% of vol, VWAP $0.0938, 018.8% buys
10:0010:29: 391061 shrs, 08.64% of vol, VWAP $0.0914, 040.9% buys
10:3010:59: 628745 shrs, 13.89% of vol, VWAP $0.0894, 062.7% buys
11:0011:29: 348433 shrs, 07.70% of vol, VWAP $0.0957, 068.8% buys
11:3311:56: 737432 shrs, 16.30% of vol, VWAP $0.1043, 052.2% buys
12:0312:58: 181202 shrs, 04.00% of vol, VWAP $0.1007, 024.7% buys
13:0213:57: 303381 shrs, 06.70% of vol, VWAP $0.1080, 060.2% buys
14:0514:58: 158637 shrs, 03.51% of vol, VWAP $0.0982, 052.6% buys
15:0015:46: 100316 shrs, 02.22% of vol, VWAP $0.1007, 033.9% buys
15:4715:57: 120336 shrs, 02.66% of vol, VWAP $0.0953, 023.9% buys
15:5815:59: 084900 shrs, 01.88% of vol, VWAP $0.0933, 032.6% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.0860$0.0899: 0386970 shrs, 08.55% of vol, VWAP $0.0885, 054.7% buys
$0.0900$0.0999: 2174411 shrs, 48.05% of vol, VWAP $0.0933, 042.5% buys
$0.1000$0.1099: 1696114 shrs, 37.48% of vol, VWAP $0.1035, 041.5% buys
$0.1100$0.1190: 0256197 shrs, 05.66% of vol, VWAP $0.1119, 048.3% buys
$0.1200$0.1296: 0011556 shrs, 00.26% of vol, VWAP $0.1205, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
03/16 $0.0978 20.03% 43.7%
The larger trades (>= 500) occurred on 1,107 of the 1,918 trades, 57.75%. These 4,406,085 shares were 97.37% of day's volume, and traded at a VWAP of $0.0978. 573 trades, 51.76%, were buys of 1,914,387 shares, 43.45% of larger trade volume, and traded at a VWAP of $0.0984. 488 of the larger trades, 44.08%, were sells of 2,288,278 shares, 51.93% of larger trade volume, and traded at a VWAP of $0.0971. 46 trades, 4.16%, were unknowns and accounted for 203,420 shares, 4.62% of the larger trade volume, and traded at a VWAP of $0.1001.
The other 811 trades, 42.25%, traded 119,163 shares, 2.63% of the days volume. The VWAP was $0.0970. 378 trades, 46.67%, were buys and accounted for 60,885 shares, 51.09% of the smaller trade volume, and traded at a VWAP of $0.0983. 399 trades, 49.26%, were sells and accounted for 52,357 shares, 43.94% of the smaller trade volume, and traded at a VWAP of $0.0948. 34 trades, 4.20%, were unknowns and accounted for 5,921 shares, 4.97% of the smaller trade volume, and traded at a VWAP of $0.1036.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/13/2015: EOD stuff partially copied to the concentrator.
# Trds: 3036, MinTrSz: 1, MaxTrSz: 169900, Vol: 5692832, AvTrSz: 1875
Min. Pr: 0.1001, Max Pr: 0.1550, VW Avg. Tr. Pr: 0.1223
# Buys, Shares: 1391 1391423, VW Avg Buy Pr: 0.1259
# Sells, Shares: 1539 4060901, VW Avg Sell Pr: 0.1213
# Unkn, Shares: 106 240508, VW Avg Unk. Pr: 0.1194
Buy:Sell 1:2.92 (24.44% "buys"), DlyShts 910240 (15.99%), Dly Sht % of 'sells' 22.41%
Sigh. Volume returned and everything sucks, as usual. Note the maximum trade size above. There were lots of "exceptional" larger trades today as, apparently, the "cashless conversion" zerocost shares were distributed with abandon, indicated by the ~24% "buys". It was much worse in many periods during the day (see the trading breakdown by time).
Remember the volume scale on the trade volume chart is now a log scale.
There were 266,944 exempt short shares, 29.33% of short volume, included in the short total, bringing the total down to 643,296 from 910,240 if these are excluded. The short percentage would move from 15.99% to 11.30%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 328,821 so the "exempt" was 81.18% of the NASDAQ shorted volume. NASDAQ traded volume of 2,913,674 so the NASDAQ short volume was 11.29% of the total NASDAQ traded volume for the day. There were 33.4K shares traded AH that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 943,640 and short percentage would be 15.58%.
Today's breakdown by time had a VWAP that was essentially straight down until the last fifteen minutes of the day. "Good" buy percentages were about 23% of trade volume. In a word, abysmal describes a day in which VWAP dropped almost 17%.
The breakdown by price, which showed a little improvement yesterday, crapped out again. I had said about yesterday's improvement "I again think it's only due to lower volume though". Volume returned with a vengeance today and we got an almost 17% drop in VWAP.
Yesterday all newer inflection point calculation periods benefited from the volume drop of ~57% and all periods again flipped to showing decreasing weakening just like three days back when volume also tanked. Today volume returned, to the tune of +445.99% and we got the behavior predicted when we get "good" volume  VWAP down near 17% and the calculations making a big sag.
Today's low, high, VWAP, trade volume, and daily short sales moved 29.51%, 18.42%, 16.96%, 445.99% and 182.51%. Price spread today was 54.85% vs 33.80%, 35.34%, 11.84%, 33.15%, 45.71%, 58.68%, 27.84%, 25.79% and 40.91% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 011501 shrs, 00.20% of vol, VWAP $0.1496, 017.4% buys
09:3209:33: 119275 shrs, 02.10% of vol, VWAP $0.1461, 027.8% buys
09:3409:35: 102861 shrs, 01.81% of vol, VWAP $0.1457, 006.8% buys
09:3609:45: 722778 shrs, 12.70% of vol, VWAP $0.1404, 004.4% buys
09:4609:59: 250270 shrs, 04.40% of vol, VWAP $0.1463, 027.3% buys
10:0210:27: 122642 shrs, 02.15% of vol, VWAP $0.1414, 006.2% buys
10:3010:44: 026999 shrs, 00.47% of vol, VWAP $0.1430, 017.0% buys
11:0111:27: 588483 shrs, 10.34% of vol, VWAP $0.1301, 055.1% buys
11:3211:55: 200765 shrs, 03.53% of vol, VWAP $0.1298, 084.3% buys
12:0012:25: 039815 shrs, 00.70% of vol, VWAP $0.1319, 051.8% buys
12:3012:56: 061482 shrs, 01.08% of vol, VWAP $0.1324, 048.8% buys
13:0113:27: 087829 shrs, 01.54% of vol, VWAP $0.1297, 062.0% buys
13:3013:56: 147816 shrs, 02.60% of vol, VWAP $0.1282, 071.5% buys
14:0014:19: 026200 shrs, 00.46% of vol, VWAP $0.1333, 100.0% buys
14:3014:59: 145043 shrs, 02.55% of vol, VWAP $0.1297, 021.0% buys
15:0015:14: 988785 shrs, 17.37% of vol, VWAP $0.1099, 010.9% buys
15:1515:29: 812174 shrs, 14.27% of vol, VWAP $0.1081, 014.6% buys
15:3115:44: 783872 shrs, 13.77% of vol, VWAP $0.1096, 007.7% buys
15:4515:54: 206574 shrs, 03.63% of vol, VWAP $0.1147, 024.7% buys
15:5515:56: 122568 shrs, 02.15% of vol, VWAP $0.1150, 046.2% buys
15:5715:59: 091700 shrs, 01.61% of vol, VWAP $0.1150, 090.1% buys
16:0619:23: 033400 shrs, 00.59% of vol, VWAP $0.1100, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1001$0.1099: 0955990 shrs, 16.79% of vol, VWAP $0.1039, 019.6% buys
$0.1100$0.1198: 1923594 shrs, 33.79% of vol, VWAP $0.1120, 014.6% buys
$0.1200$0.1299: 0568074 shrs, 09.98% of vol, VWAP $0.1256, 037.7% buys
$0.1300$0.1388: 0890785 shrs, 15.65% of vol, VWAP $0.1313, 060.1% buys
$0.1400$0.1499: 1241507 shrs, 21.81% of vol, VWAP $0.1421, 011.9% buys
$0.1500$0.1550: 0112882 shrs, 01.98% of vol, VWAP $0.1506, 022.1% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
03/13 $0.1223 16.96% 24.4%
The larger trades (>= 500) occurred on 1,111 of the 3,036 trades, 36.59%. These 5,415,221 shares were 95.12% of day's volume, and traded at a VWAP of $0.1223. 426 trades, 38.34%, were buys of 1,255,452 shares, 23.18% of larger trade volume, and traded at a VWAP of $0.1260. 644 of the larger trades, 57.97%, were sells of 3,928,099 shares, 72.54% of larger trade volume, and traded at a VWAP of $0.1212. 41 trades, 3.69%, were unknowns and accounted for 231,670 shares, 4.28% of the larger trade volume, and traded at a VWAP of $0.1196.
The other 1,925 trades, 63.41%, traded 277,611 shares, 4.88% of the days volume. The VWAP was $0.1237. 965 trades, 50.13%, were buys and accounted for 135,971 shares, 48.98% of the smaller trade volume, and traded at a VWAP of $0.1249. 895 trades, 46.49%, were sells and accounted for 132,802 shares, 47.84% of the smaller trade volume, and traded at a VWAP of $0.1230. 65 trades, 0.00%, were unknowns and accounted for 8,838 shares, 3.18% of the smaller trade volume, and traded at a VWAP of $0.1152.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/12/2015: EOD stuff partially copied to the concentrator.
# Trds: 536, MinTrSz: 1, MaxTrSz: 50000, Vol: 1042653, AvTrSz: 1945
Min. Pr: 0.1420, Max Pr: 0.1900, VW Avg. Tr. Pr: 0.1473
# Buys, Shares: 261 413868, VW Avg Buy Pr: 0.1479
# Sells, Shares: 258 549540, VW Avg Sell Pr: 0.1466
# Unkn, Shares: 17 79245, VW Avg Unk. Pr: 0.1494
Buy:Sell 1:1.33 (39.69% "buys"), DlyShts 322200 (30.90%), Dly Sht % of 'sells' 58.63%
The newer inflection point calculations flipped (again!) to all periods showing decreasing weakness as volume dropped big. Trading breakdowns by time and price both improved, again due to lower volume I think. Price spread was wide again, but due to some "outlier" trades (see note below). Sans the outliers, it was very reasonable. I hold to what I said yesterday: "I suspect we'll shortly see higher volume again and that VWAP will again be pushed down".
Remember the volume scale on the trade volume chart is now a log scale.
An AH trade of 1K at a high of $0.19 is not included in official OHLC numbers, which includes a high of $0.1629. There were 152,345 exempt short shares, 47.28% of short volume, included in the short total, bringing the total down to 169,855 from 322,200 if these are excluded. The short percentage would move from 30.90% to 16.29%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 157,345 so the "exempt" was 96.82% of the NASDAQ shorted volume. NASDAQ traded volume of 380,948 so the NASDAQ short volume was 41.30% of the total NASDAQ traded volume for the day. There were 100K shares traded AH that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 422,200 and short percentage would be 40.49%.
Today's breakdown by time had a VWAP a "flattish" behavior overall, in contrast to yesterday's behavior that was straight down from the premarket trades until almost 11:00, a rise for a couple hours, trended down again through 15:15, and rose into the close. This was on higher volume. Today's lower volume produced something very similar to our prior lowvolume day. VWAP weakened only 0.03%. "Good" buy percentages were scattered throughout the day.
The breakdown by price, which had deteriorated yesterday, showed a little improvement with about 63% of volume, all in one price range though, had a "good" buy percentage. I again think it's only due to lower volume though.
Yesterday all newer inflection point calculation periods flipped to increasing weakening and VWAP showed a 10.22% move as volume returned. Today volume dropped ~57% and all periods again flipped to showing decreasing weakening just like two days back when volume also tanked. As mentioned often, these are designed for a normal market, which we do not have. That's why their utility is very low right now and should not be relied upon for other than "what happened here?!".
The four highest prices each were single trades: $0.1598 x 5K (9:40), $0.1599 x 2K (9:33), $0.1629 x 4.8K (9:30) and $0.1900 x 1K (afterhours). The next price with some number of trades and volume was at $0.1550. The low was similar but all trades were at 9:30: $0.1420 x 3.7K, $0.1420 x 1K, $0.1420 x 10 and $0.1420 x 120. The next higher price with volume in trades and shares was $0.1425.
If we use $0.1425 for the low and $1.1550 for the high, the following low and high movements would be 7.14% and 13.89% respectively and the spread would be 8.77%.
Today's low, high, VWAP, trade volume, and daily short sales moved 6.77%, 5.56%, 00.03%, 56.62% and 58.33%. Price spread today was 33.80% vs. 35.34%, 11.84%, 33.15%, 45.71%, 58.68%, 27.84%, 25.79%, 40.91% and 28.91% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 009777 shrs, 00.94% of vol, VWAP $0.1524, 050.4% buys
09:3209:41: 172045 shrs, 16.50% of vol, VWAP $0.1503, 025.6% buys
09:4309:46: 046210 shrs, 04.43% of vol, VWAP $0.1480, 022.5% buys
10:0510:10: 072820 shrs, 06.98% of vol, VWAP $0.1480, 022.1% buys
10:3310:57: 013174 shrs, 01.26% of vol, VWAP $0.1501, 035.5% buys
11:0011:28: 012440 shrs, 01.19% of vol, VWAP $0.1490, 071.9% buys
11:3011:49: 060700 shrs, 05.82% of vol, VWAP $0.1450, 063.6% buys
12:0912:28: 022890 shrs, 02.20% of vol, VWAP $0.1494, 099.6% buys
12:3012:56: 051240 shrs, 04.91% of vol, VWAP $0.1503, 079.5% buys
13:0513:29: 068510 shrs, 06.57% of vol, VWAP $0.1452, 001.8% buys
13:4013:47: 022874 shrs, 02.19% of vol, VWAP $0.1427, 012.2% buys
14:0614:22: 084000 shrs, 08.06% of vol, VWAP $0.1441, 056.0% buys
14:3314:59: 013805 shrs, 01.32% of vol, VWAP $0.1453, 015.2% buys
15:0015:14: 014500 shrs, 01.39% of vol, VWAP $0.1438, 025.5% buys
15:3215:44: 024200 shrs, 02.32% of vol, VWAP $0.1459, 033.5% buys
15:4515:52: 067800 shrs, 06.50% of vol, VWAP $0.1453, 074.2% buys
15:5515:57: 044250 shrs, 04.24% of vol, VWAP $0.1444, 000.5% buys
15:5815:59: 141418 shrs, 13.56% of vol, VWAP $0.1461, 072.3% buys
16:0217:14: 100000 shrs, 09.59% of vol, VWAP $0.1504, 005.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1420$0.1499: 659016 shrs, 63.21% of vol, VWAP $0.1453, 045.1% buys
$0.1500$0.1599: 377837 shrs, 36.24% of vol, VWAP $0.1506, 029.6% buys
$0.1629$0.1629: 004800 shrs, 00.46% of vol, VWAP $0.1629, 100.0% buys
$0.1900$0.1900: 001000 shrs, 00.10% of vol, VWAP $0.1900, 000.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
03/12 $0.1473 00.03% 39.7%
There were three "exceptional" larger trades today. $0.1477 x 44.9K, $0.1430 x 50K and $0.1497 x 101K.
The larger trades (>= 500) occurred on 268 of the 536 trades, 50.00%. These 1,005,618 shares were 96.45% of day's volume, and traded at a VWAP of $0.1473. 124 trades, 46.27%, were buys of 393,536 shares, 39.13% of larger trade volume, and traded at a VWAP of $0.1479. 133 of the larger trades, 49.63%, were sells of 533,983 shares, 53.10% of larger trade volume, and traded at a VWAP of $0.1466. 11 trades, 4.10%, were unknowns and accounted for 78,099 shares, 7.77% of the larger trade volume, and traded at a VWAP of $0.1495.
The other 268 trades, 50.00%, traded 37,035 shares, 3.55% of the days volume. The VWAP was $0.1464. 137 trades, 51.12%, were buys and accounted for 20,332 shares, 54.90% of the smaller trade volume, and traded at a VWAP of $0.1475. 125 trades, 46.64%, were sells and accounted for 15,557 shares, 42.01% of the smaller trade volume, and traded at a VWAP of $0.1449. 7 trades, 2.61%, were unknowns and accounted for 1,146 shares, 3.09% of the smaller trade volume, and traded at a VWAP of $0.1485.
"Dly Sht % of 'sells'" and inflection point changes here are are in the latest daily post above.
03/11/2015: EOD stuff partially copied to the concentrator.
# Trds: 1514, MinTrSz: 1, MaxTrSz: 101000, Vol: 2403803, AvTrSz: 1588
Min. Pr: 0.1330, Max Pr: 0.1800, VW Avg. Tr. Pr: 0.1474
# Buys, Shares: 623 687891, VW Avg Buy Pr: 0.1465
# Sells, Shares: 800 1576302, VW Avg Sell Pr: 0.1478
# Unkn, Shares: 91 139610, VW Avg Unk. Pr: 0.1461
Buy:Sell 1:2.29 (28.62% "buys"), DlyShts 773218 (32.17%), Dly Sht % of 'sells' 49.05%
The newer inflection point calculations flipped to all periods showing increasing weakness as volume returned. Trading breakdowns by time and price both flipped to much weaker buy percentages, resulting in the lousy 28.62% overall buy percentage today. Price spread widened again. I believe this is all a symptom of what I suggested yesterday: "Unfortunately, we know there's likely more "cashless conversion" coming and that it has been producing the results all predicted. I suspect we'll shortly see higher volume again and that VWAP will again be pushed down".
Remember the volume scale on the trade volume chart is now a log scale.
There were 132,851 exempt short shares, 17.18% of short volume, included in the short total, bringing the total down to 640,367 from 773,218 if these are excluded. The short percentage would move from 32.17% to 26.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 478,934 so the "exempt" was 27.74% of the NASDAQ shorted volume. NASDAQ traded volume of 980,490 so the NASDAQ short volume was 48.85% of the total NASDAQ traded volume for the day. There were 4,800 share traded premarket that are not included in daily short reporting. If these are all shorts and added to the reported short volume it becomes 778,018 and short percentage would be 32.37%.
Today's breakdown by time had a VWAP that was straight down from the premarket trades through 10:57, a rise through 13:18, trended down again through 15:15, and rose into the close on ~3.8% of the day's volume. Only five periods had "good" buy percentages and they accounted for about 12.4% of the day's volume.
The breakdown by price, which had improved a lot yesterday with a narrower trading range than recently and "good" buy percentages, deteriorated. Only 4.5% of volume had "good" a buy percentage.
Yesterday the newer inflection point calculations, thanks to a big volume drop I think, had all periods showing reducing weakening. I noted there's more "cashless conversions" available at stilllower prices though I thought. Today all periods flipped to increasing weakening and VWAP showed a 10.22% move.
Today's low, high, VWAP, trade volume, and daily short sales moved 12.50%, 5.88%, 10.22%, 213.50% and 288.99%. Price spread today was 35.34% vs. 11.84%, 33.15%, 45.71%, 58.68%, 27.84%, 25.79%, 40.91%, 28.91% and 29.63% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:5108:57: 005600 shrs, 00.23% of vol, VWAP $0.1789, 000.0% buys
09:3009:39: 184170 shrs, 07.66% of vol, VWAP $0.1601, 000.7% buys
09:4009:42: 035205 shrs, 01.46% of vol, VWAP $0.1558, 033.5% buys
09:4509:59: 076457 shrs, 03.18% of vol, VWAP $0.1520, 017.1% buys
10:0410:29: 622623 shrs, 25.90% of vol, VWAP $0.1487, 017.6% buys
10:3210:57: 787778 shrs, 32.77% of vol, VWAP $0.1417, 036.7% buys
11:0511:16: 026146 shrs, 01.09% of vol, VWAP $0.1426, 043.3% buys
11:3011:59: 087968 shrs, 03.66% of vol, VWAP $0.1450, 010.8% buys
12:0112:29: 088245 shrs, 03.67% of vol, VWAP $0.1493, 071.3% buys
12:3012:56: 044352 shrs, 01.85% of vol, VWAP $0.1589, 087.6% buys
13:0613:18: 027701 shrs, 01.15% of vol, VWAP $0.1555, 000.0% buys
13:3013:54: 043831 shrs, 01.82% of vol, VWAP $0.1473, 017.4% buys
14:0314:27: 059343 shrs, 02.47% of vol, VWAP $0.1506, 060.2% buys
14:3014:58: 066897 shrs, 02.78% of vol, VWAP $0.1444, 010.2% buys
15:0215:15: 157160 shrs, 06.54% of vol, VWAP $0.1431, 027.2% buys
15:1615:16: 020000 shrs, 00.83% of vol, VWAP $0.1516, 085.2% buys
15:1715:49: 027106 shrs, 01.13% of vol, VWAP $0.1531, 011.1% buys
15:5515:59: 043221 shrs, 01.80% of vol, VWAP $0.1540, 063.8% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1330$0.1399: 0108200 shrs, 04.50% of vol, VWAP $0.1378, 051.6% buys
$0.1400$0.1499: 1438440 shrs, 59.84% of vol, VWAP $0.1441, 029.4% buys
$0.1500$0.1599: 0625204 shrs, 26.01% of vol, VWAP $0.1515, 027.7% buys
$0.1600$0.1681: 0226209 shrs, 09.41% of vol, VWAP $0.1601, 016.1% buys
$0.1700$0.1700: 0000750 shrs, 00.03% of vol, VWAP $0.1700, 020.0% buys
$0.1800$0.1800: 0005000 shrs, 00.21% of vol, VWAP $0.1800, 000.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
03/11 $0.1474 10.22% 28.6%
There were three "exceptional" larger trades today. $0.1477 x 44.9K, $0.1430 x 50K and $0.1497 x 101K.
The larger trades (>= 500) occurred on 634 of the 1,514 trades, 41.88%. These 2,268,117 shares were 94.36% of day's volume, and traded at a VWAP of $0.1474. 229 trades, 36.12%, were buys of 632,497 shares, 27.89% of larger trade volume, and traded at a VWAP of $0.1465. 372 of the larger trades, 58.68%, were sells of 1,504,619 shares, 66.34% of larger trade volume, and traded at a VWAP of $0.1478. 33 trades, 5.21%, were unknowns and accounted for 131,001 shares, 5.78% of the larger trade volume, and traded at a VWAP of $0.1462.
The other 880 trades, 58.12%, traded 135,686 shares, 5.64% of the days volume. The VWAP was $0.1474. 394 trades, 44.77%, were buys and accounted for 55,394 shares, 40.83% of the smaller trade volume, and traded at a VWAP of $0.1472. 428 trades, 48.64%, were sells and accounted for 71,683 shares, 52.83% of the smaller trade volume, and traded at a VWAP of $0.1480. 58 trades, 6.59%, were unknowns and accounted for 8,609 shares, 6.34% of the smaller trade volume, and traded at a VWAP of $0.1444.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/10/2015: EOD stuff partially copied to the concentrator.
# Trds: 685, MinTrSz: 3, MaxTrSz: 26000, Vol: 766758, AvTrSz: 1119
Min. Pr: 0.1520, Max Pr: 0.1700, VW Avg. Tr. Pr: 0.1641
# Buys, Shares: 466 470322, VW Avg Buy Pr: 0.1662
# Sells, Shares: 200 287026, VW Avg Sell Pr: 0.1608
# Unkn, Shares: 19 9410, VW Avg Unk. Pr: 0.1640
Buy:Sell 1.64:1 (61.34% "buys"), DlyShts 198775 (25.92%), Dly Sht % of 'sells' 69.25%
The newer inflection point calculations delivered on yesterday's first sign that our slide down could be ending. All periods show reducing weakness (thanks, I think, to the reduced volume I said would be needed). Trading breakdowns by time and price both showed much stronger buy percentages, resulting in the nice 61.34% overall buy percentage today. Price spread also narrowed. Unfortunately, we know there's likely more "cashless conversion" coming and that it has been producing the results all predicted. I suspect we'll shortly see higher volume again and that VWAP will again be pushed down.
Remember the volume scale on the trade volume chart is now a log scale.
There were 13,556 exempt short shares, 6.82% of short volume, included in the short total, bringing the total down to 185,219 from 198,775 if these are excluded. The short percentage would move from 25.92% to 24.16%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 84,992 so the "exempt" was 15.95% of the NASDAQ shorted volume. NASDAQ traded volume of 349,907 so the NASDAQ short volume was 24.29% of the total NASDAQ traded volume for the day.
Today's breakdown by time consisted of VWAP moving like little dissipating "waves". Start "high", down a little, up a little, ... peaking in the noon hour and then steadily lower "waves" setting the day's low VWAP in the last 21 minutes on 9.8% of the day's (reduced) volume. On a chart it would look like a slowly descending trading channel. This is an improvement that I believe is temporary and brought about by the absence of "B warranters" today if volume and pattern are any indication. Add in falling short percentage and short exempt percentage as another possible indicator. All this resulted in a lot more timeframes with "good" buy percentages leading to today's overall 61.34%  a very good number. About 75% of volume had "good" buy percentages. If only there were no more "B warrants" to exercise!
The breakdown by price today improved a lot. The trading range was much narrower than recently and "good" buy percentages occurred in all but one range, accounting for about 95% of volume. If we didn't know that more "B warrants" will be exercised we could take some hope out of this.
Discussing the newer inflection point calculations yesterday, based on volume, I noted "the truth" would be that downward pressure may be starting to abate and we would need to see a trend though  one long enough to bleed over and allow some VWAP stability to appear. I thought continued falling volume would be needed for this to occur as high and/or rising volume at this juncture seems to indicate selling pressure likely due to "cashless conversions". Today, thanks to a big volume drop I think, the hopedfor "bleed over" from the improved 5day calculation into the longer ones occurred. All periods showed reducing weakening today. There's more "cashless conversions" available at stilllower prices though I think.
The lowest price of the day, $0.1520, totaled 1.5K on two trades. A reasonable price to consider as more representative of "sentiment" during the day could be $0.1540, which had seven trades and about 27K volume.
Using a low of $0.1540, our low movement would be +6.13% rather than +4.76% and the spread would be 10.39% rather than 11.84%.
Today's low, high, VWAP, trade volume, and daily short sales moved 4.76%, 12.01%, 02.70%, 64.08% and 71.82%. Price spread today was 11.84% vs. 33.15%, 45.71%, 58.68%, 27.84%, 25.79%, 40.91%, 28.91%, 29.63% and 38.28% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:41: 028710 shrs, 03.74% of vol, VWAP $0.1679, 061.7% buys
09:4209:43: 022400 shrs, 02.92% of vol, VWAP $0.1606, 017.9% buys
09:4609:51: 013205 shrs, 01.72% of vol, VWAP $0.1585, 044.5% buys
10:0010:12: 024943 shrs, 03.25% of vol, VWAP $0.1596, 099.5% buys
10:2410:24: 010000 shrs, 01.30% of vol, VWAP $0.1598, 100.0% buys
10:3210:53: 027721 shrs, 03.62% of vol, VWAP $0.1600, 100.0% buys
11:1111:28: 083990 shrs, 10.95% of vol, VWAP $0.1641, 071.0% buys
11:3411:58: 028600 shrs, 03.73% of vol, VWAP $0.1660, 085.7% buys
12:0012:08: 059818 shrs, 07.80% of vol, VWAP $0.1690, 090.6% buys
12:3712:55: 105898 shrs, 13.81% of vol, VWAP $0.1699, 089.4% buys
13:0013:17: 080350 shrs, 10.48% of vol, VWAP $0.1697, 093.0% buys
13:3213:57: 065884 shrs, 08.59% of vol, VWAP $0.1646, 013.2% buys
14:0314:07: 017025 shrs, 02.22% of vol, VWAP $0.1603, 005.3% buys
14:3114:51: 035873 shrs, 04.68% of vol, VWAP $0.1618, 045.4% buys
15:0115:28: 044398 shrs, 05.79% of vol, VWAP $0.1601, 028.4% buys
15:3215:39: 042748 shrs, 05.58% of vol, VWAP $0.1600, 047.5% buys
15:4015:48: 051252 shrs, 06.68% of vol, VWAP $0.1550, 004.3% buys
15:5115:58: 023943 shrs, 03.12% of vol, VWAP $0.1582, 048.1% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1520$0.1540: 036129 shrs, 04.71% of vol, VWAP $0.1539, 000.0% buys
$0.1550$0.1599: 081065 shrs, 10.57% of vol, VWAP $0.1582, 046.9% buys
$0.1600$0.1649: 284381 shrs, 37.09% of vol, VWAP $0.1606, 047.4% buys
$0.1650$0.1699: 241385 shrs, 31.48% of vol, VWAP $0.1688, 076.1% buys
$0.1700$0.1700: 123798 shrs, 16.15% of vol, VWAP $0.1700, 091.8% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
03/10 $0.1641 +02.70% 61.3%
The skew by the larger trades away from about 1/3rd of trades and volume dissipated along with the volume. The volume of the larger trades continues being a very high percentage of trade volume.
There were no "exceptional" larger trades today.
The larger trades (>= 500) occurred on 278 of the 685 trades, 40.58%. These 699,258 shares were 91.20% of day's volume, and traded at a VWAP of $0.1641. 190 trades, 68.35%, were buys of 424,590 shares, 60.72% of larger trade volume, and traded at a VWAP of $0.1663. 81 of the larger trades, 29.14%, were sells of 266,831 shares, 38.16% of larger trade volume, and traded at a VWAP of $0.1607. 7 trades, 2.52%, were unknowns and accounted for 7,837 shares, 1.12% of the larger trade volume, and traded at a VWAP of $0.1640.
The other 407 trades, 59.42%, traded 67,500 shares, 8.80% of the days volume. The VWAP was $0.1645. 276 trades, 67.81%, were buys and accounted for 45,732 shares, 67.75% of the smaller trade volume, and traded at a VWAP of $0.1655. 119 trades, 29.24%, were sells and accounted for 20,195 shares, 29.92% of the smaller trade volume, and traded at a VWAP of $0.1623. 13 trades, 3.19%, were unknowns and accounted for 1,573 shares, 2.33% of the smaller trade volume, and traded at a VWAP of $0.1639.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/09/2015: EOD stuff partially copied to the concentrator.
# Trds: 1265, MinTrSz: 1, MaxTrSz: 50000, Vol: 2134641, AvTrSz: 1687
Min. Pr: 0.1451, Max Pr: 0.1932, VW Avg. Tr. Pr: 0.1598
# Buys, Shares: 527 740139, VW Avg Buy Pr: 0.1596
# Sells, Shares: 674 1301613, VW Avg Sell Pr: 0.1596
# Unkn, Shares: 64 92889, VW Avg Unk. Pr: 0.1643
Buy:Sell 1:1.76 (34.67% "buys"), DlyShts 705264 (33.04%), Dly Sht % of 'sells' 54.18%
The newer inflection point calculations gave the first sign that our slide down could be ending. No trend and only the shortest period is suggesting it though and we know there's likely more "cashless conversion" coming and that it's producing the results all predicted.
Yesterday I converted the volume scale on the trade volume to log today so that we could see at least some detail in the past and still see the large recent change.
There were 53,997 exempt short shares, 7.66% of short volume, included in the short total, bringing the total down to 651,267 from 705,264 if these are excluded. The short percentage would move from 33.04% to 30.51%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 229,938 so the "exempt" was 23.48% of the NASDAQ shorted volume. NASDAQ traded volume of 749,662 so the NASDAQ short volume was 30.67% of the total NASDAQ traded volume for the day.
Today's breakdown by time looked more like yesterday's VWAP that was down, up, "flattish", and then down sharply into the close. Today VWAP was down through 10:59, recovered and went "flattish" through 13:57, had a weaker period from 14:04 through 14:59, and then went flat until 15:53. The last seven minutes of the day had a small rise on small volume (0.7% of day;s volume). "Good" buy percentages were only about 10% of volume  much worse than yesterday's ~48% of volume with good buy percentages. This breaks with my expectation that buy and sell would be more balanced as MMs played a greater role with the advent of increased volume. Maybe it's because volume was down ~22%? More likely some more "cashless conversion" shares hit the market?
In the breakdown by price today looked worse than yesterday as only 18.3% of volume had "good" buy percentages while yesterday had ~82% with "good" buy percentages. But even having about 82% of volume with "good" buy percentages yesterday couldn't prevent a 4.81% VWAP price decline. Today gave us a 20.46% decline in VWAP. I wish I could see it as a sign of "capitulation" but I see it as just a sign that the PIPErs, if any are left, are behaving as I said they would (just like they did in the past) and/or the "cashless conversion" is producing the results we all predicted.
The newer inflection point calculation periods almost continued yesterday's behavior, which had all periods weakening but at reducing rates for the fourth consecutive day. Today the five longer periods continued increasing weakening but with a higher rate. The shortest period went the other direction, showing reducing weakening. Let's hope this continues and bleeds over into the other periods. With volume still high but moving from "flattening" to falling (but only the second consecutive day) I can believe the metrics are again "telling the truth". Today "the truth" would be that downward pressure may be starting to abate. We'll need to see a trend though  one long enough to bleed over and allow some VWAP stability to appear. I think continued falling volume will be needed for this to occur as high and/or rising volume at this juncture seems to indicate selling pressure likely due to "cashless conversions". Even if we do see it though it might not last long  there's more "cashless conversions" available at stilllower prices I think.
The three lowest prices of the day, $0.1451/2/3, totaled ~15.2K shares. A reasonable price to consider as more representative of "sentiment" during the day could be $0.1454/5/6, which had many more trades and volume, including a 21.8K. Today's high was one 4K trade at $0.1932. The immediately lower prices ($0.1801, $0.1875, $0.1878, $0.1890 and $0.1900) were all single trades in the first 19 minutes of the trading day. $0.1800 had many trades and some volume and would be a reasonable choice if trying to judge sentiment a bit more reliably.
Using a low of $0.1454 and a high of $0.18, our low and high movement would be 16.91% and 29.41% respectively and the spread would be 23.80%.
Yesterday, 3/6, I had left a hardcoded test value in the high price cell and published erroneous high movement and spread. The corrected values have been up dated and are 23.31% for the high movement and 31.43% for the spread.
Today's low, high, VWAP, trade volume, and daily short sales moved 17.09%, 16.00%, 20.46%, 21.68% and 6.45%. Price spread today was 33.15% vs. 45.71%, 58.68%, 27.84%, 25.79%, 40.91%, 28.91%, 29.63%, 38.28% and 63.14% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 013510 shrs, 00.63% of vol, VWAP $0.1908, 098.5% buys
09:3109:52: 014520 shrs, 00.68% of vol, VWAP $0.1809, 014.5% buys
09:5409:59: 110320 shrs, 05.17% of vol, VWAP $0.1733, 001.9% buys
10:0010:14: 130602 shrs, 06.12% of vol, VWAP $0.1706, 014.4% buys
10:1610:29: 236638 shrs, 11.09% of vol, VWAP $0.1625, 029.6% buys
10:3110:59: 684909 shrs, 32.09% of vol, VWAP $0.1522, 037.1% buys
11:0011:28: 277796 shrs, 13.01% of vol, VWAP $0.1626, 071.1% buys
11:3011:59: 104408 shrs, 04.89% of vol, VWAP $0.1605, 007.6% buys
12:0012:29: 055019 shrs, 02.58% of vol, VWAP $0.1601, 001.3% buys
12:3012:59: 087666 shrs, 04.11% of vol, VWAP $0.1621, 043.2% buys
13:0313:29: 033001 shrs, 01.55% of vol, VWAP $0.1626, 017.3% buys
13:3013:57: 055487 shrs, 02.60% of vol, VWAP $0.1609, 056.7% buys
14:0414:29: 065710 shrs, 03.08% of vol, VWAP $0.1551, 023.5% buys
14:3014:59: 041600 shrs, 01.95% of vol, VWAP $0.1571, 059.9% buys
15:0015:29: 048289 shrs, 02.26% of vol, VWAP $0.1607, 018.8% buys
15:3015:33: 085989 shrs, 04.03% of vol, VWAP $0.1601, 009.3% buys
15:4715:53: 074175 shrs, 03.47% of vol, VWAP $0.1608, 039.3% buys
15:5415:58: 010873 shrs, 00.51% of vol, VWAP $0.1628, 097.2% buys
15:5915:59: 004129 shrs, 00.19% of vol, VWAP $0.1617, 033.7% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1451$0.1499: 106051 shrs, 04.97% of vol, VWAP $0.1462, 051.1% buys
$0.1500$0.1549: 429114 shrs, 20.10% of vol, VWAP $0.1512, 031.0% buys
$0.1550$0.1599: 269130 shrs, 12.61% of vol, VWAP $0.1569, 048.0% buys
$0.1600$0.1640: 820434 shrs, 38.43% of vol, VWAP $0.1605, 032.6% buys
$0.1650$0.1699: 212189 shrs, 09.94% of vol, VWAP $0.1664, 034.7% buys
$0.1700$0.1745: 182863 shrs, 08.57% of vol, VWAP $0.1700, 030.6% buys
$0.1750$0.1772: 087030 shrs, 04.08% of vol, VWAP $0.1752, 012.4% buys
$0.1800$0.1801: 012419 shrs, 00.58% of vol, VWAP $0.1800, 004.0% buys
$0.1875$0.1890: 002101 shrs, 00.10% of vol, VWAP $0.1879, 100.0% buys
$0.1900$0.1932: 013310 shrs, 00.62% of vol, VWAP $0.1910, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/24 $0.2887 29.33% 46.6%
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
03/09 $0.1598 20.46% 34.7%
The skew by the larger trades away from about 1/3rd of trades and volume continues. The volume of the larger trades continues being a very high percentage of trade volume.
Only two "exceptional" larger trades were seen today. A $0.1530 x 50K sell and a $0.1600 x 40K buy. Of course the dollar value, at $6400 and $7650 respectively, was nothing exceptional.
The larger trades (>= 500) occurred on 560 of the 1,265 trades, 44.27%. These 2,032,825 shares were 95.23% of day's volume, and traded at a VWAP of $0.1598. 250 trades, 44.64%, were buys of 695,392 shares, 34.21% of larger trade volume, and traded at a VWAP of $0.1596. 285 of the larger trades, 50.89%, were sells of 1,249,460 shares, 61.46% of larger trade volume, and traded at a VWAP of $0.1596. 25 trades, 4.46%, were unknowns and accounted for 87,973 shares, 4.33% of the larger trade volume, and traded at a VWAP of $0.1644.
The other 705 trades, 55.73%, traded 101,816 shares, 4.77% of the days volume. The VWAP was $0.1599. 277 trades, 39.29%, were buys and accounted for 44,747 shares, 43.95% of the smaller trade volume, and traded at a VWAP of $0.1591. 389 trades, 55.18%, were sells and accounted for 52,153 shares, 51.22% of the smaller trade volume, and traded at a VWAP of $0.1605. 39 trades, 5.53%, were unknowns and accounted for 4,916 shares, 4.83% of the smaller trade volume, and traded at a VWAP of $0.1615.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/06/2015: EOD stuff partially copied to the concentrator.
# Trds: 2254, MinTrSz: 1, MaxTrSz: 99700, Vol: 2725395, AvTrSz: 1209
Min. Pr: 0.1750, Max Pr: 0.2300, VW Avg. Tr. Pr: 0.2009
# Buys, Shares: 1012 1309247, VW Avg Buy Pr: 0.2049
# Sells, Shares: 1196 1360441, VW Avg Sell Pr: 0.1970
# Unkn, Shares: 46 55707, VW Avg Unk. Pr: 0.2038
Buy:Sell 1:1.04 (48.04% "buys"), DlyShts 662535 (24.31%), Dly Sht % of 'sells' 48.70%
Still no sign our slide down is ending.
I converted the volume scale on the trade volume to log today so that we could see at least some detail in the past and still see the large recent change.
There were 126,465 exempt short shares, 19.09% of short volume, included in the short total, bringing the total down to 536,070 from 662,535 if these are excluded. The short percentage would move from 24.31% to 19.67%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 342,547 so the "exempt" was 36.92% of the NASDAQ shorted volume. NASDAQ traded volume of 1,148,620 so the NASDAQ short volume was 29.82% of the total NASDAQ traded volume for the day.
Today's breakdown by time switched from yesterday's VWAP that was unidirectional, straight down from open (and premarket) to close, to one with some variability. It was down from the open through the 11:59 period, up through the 13:28 period, "flattish" through the 15:05 period, and then down sharply into the close. "Good" buy percentages were spotty throughout the day with about 48% of volume having "good" percentages. This fits with my recently expressed expectation that buy and sell would be more balanced as MMs played a greater role with the advent of increased volume.
In the breakdown by price even having about 82% of volume with "good" buy percentages couldn't prevent a 4.81% VWAP price decline. Well, at least we broke the string of three consecutive days with breakdown by price seeming to be deteriorating. A lot of good that did us. OTOH, as I had mentioned around the time the "cashless conversion" began and volume spiked, I expected buy:sell percentages to be more balanced as MMs played a greater role in the trading. Maybe I need to look at modifying "good" in light of this.
All six newer inflection point calculation periods continued weakening, but today at reducing rates, for the fourth consecutive day. Volume has flattened out at a relatively high level so I still believe the metrics are "telling the truth".
The day's low of $0.1750 was set by a single 4K trade at 15:34. The next higher price with some volume was $0.1780, thanks to a single 99.7K trade and a few smaller ones also at that price. "Real" volume came in at $0.18. The high of $0.23 was one 2,034share trade at 12:49. The next lower price with some "real" volume not in that same 12:49 period came at $0.2201. To get there we would have to ignore a lot of intervening prices scattered throughout various periods. So I'll let the following stand as is with no other comment.
Today's low, high, VWAP, trade volume, and daily short sales moved 7.41%, 23.31%, 04.81%, 5.64% and 16.65%. Price spread today was 45.71% vs. 31.43%, 27.84%, 25.79%, 40.91%, 28.91%, 29.63%, 38.28%, 63.14% and 28.81% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 014330 shrs, 00.53% of vol, VWAP $0.2000, 000.0% buys
09:3109:42: 063004 shrs, 02.31% of vol, VWAP $0.1981, 036.1% buys
09:4309:59: 072941 shrs, 02.68% of vol, VWAP $0.1964, 069.3% buys
10:0010:28: 063549 shrs, 02.33% of vol, VWAP $0.1950, 053.7% buys
10:3110:53: 023850 shrs, 00.88% of vol, VWAP $0.1954, 032.3% buys
11:0011:28: 124320 shrs, 04.56% of vol, VWAP $0.1934, 093.4% buys
11:3911:59: 071500 shrs, 02.62% of vol, VWAP $0.1921, 073.0% buys
12:0212:29: 152668 shrs, 05.60% of vol, VWAP $0.1967, 086.3% buys
12:3012:59: 612143 shrs, 22.46% of vol, VWAP $0.2137, 071.2% buys
13:0013:28: 313284 shrs, 11.49% of vol, VWAP $0.2181, 047.5% buys
13:3013:58: 153871 shrs, 05.65% of vol, VWAP $0.2090, 058.0% buys
14:0014:29: 111902 shrs, 04.11% of vol, VWAP $0.2084, 028.0% buys
14:3014:59: 192270 shrs, 07.05% of vol, VWAP $0.2010, 013.6% buys
15:0015:05: 019200 shrs, 00.70% of vol, VWAP $0.2026, 088.7% buys
15:2215:27: 042402 shrs, 01.56% of vol, VWAP $0.1961, 006.4% buys
15:3015:32: 108000 shrs, 03.96% of vol, VWAP $0.1916, 003.4% buys
15:3315:38: 167054 shrs, 06.13% of vol, VWAP $0.1846, 009.0% buys
15:4015:45: 073100 shrs, 02.68% of vol, VWAP $0.1846, 064.7% buys
15:4615:49: 038600 shrs, 01.42% of vol, VWAP $0.1880, 070.5% buys
15:5115:58: 303435 shrs, 11.13% of vol, VWAP $0.1799, 015.1% buys
15:5915:59: 003972 shrs, 00.15% of vol, VWAP $0.1782, 089.9% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1750$0.1799: 116172 shrs, 04.26% of vol, VWAP $0.1780, 004.4% buys
$0.1800$0.1899: 377963 shrs, 13.87% of vol, VWAP $0.1816, 025.9% buys
$0.1900$0.1999: 798361 shrs, 29.29% of vol, VWAP $0.1941, 051.4% buys
$0.2000$0.2099: 559942 shrs, 20.55% of vol, VWAP $0.2045, 047.3% buys
$0.2100$0.2199: 606494 shrs, 22.25% of vol, VWAP $0.2141, 057.8% buys
$0.2200$0.2295: 264429 shrs, 09.70% of vol, VWAP $0.2212, 067.6% buys
$0.2300$0.2300: 002034 shrs, 00.07% of vol, VWAP $0.2300, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/23 $0.4085 03.10% 34.1%
02/24 $0.2887 29.33% 46.6%
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
03/06 $0.2009 04.81% 48.0%
The skew by the larger trades away from about 1/3rd of trades and volume returned as the number of larger trades moved to approximately 2/3rds of the trades. The volume of the larger trades continues very high.
Today the larger trades again included a few exceptional sizes. We had four: $0.2200 x 40K, $0.1918 x 40.7K, $0.2050 x 50K, and $0.1780 x 99700. These represented 8.45% of the days volume and 9.24% of the larger trades' volume.
The larger trades (>= 500) occurred on 822 of the 2,254 trades, 36.47%. These 2,492,176 shares were 91.44% of day's volume, and traded at a VWAP of $0.2005. 439 trades, 53.41%, were buys of 1,214,536 shares, 48.73% of larger trade volume, and traded at a VWAP of $0.2050. 357 of the larger trades, 43.43%, were sells of 1,224,186 shares, 49.12% of larger trade volume, and traded at a VWAP of $0.1959. 26 trades, 3.16%, were unknowns and accounted for 53,454 shares, 2.14% of the larger trade volume, and traded at a VWAP of $0.2037.
The other 1,432 trades, 63.53%, traded 233,219 shares, 8.56% of the days volume. The VWAP was $0.2053. 573 trades, 40.01%, were buys and accounted for 94,711 shares, 40.61% of the smaller trade volume, and traded at a VWAP of $0.2032. 839 trades, 58.59%, were sells and accounted for 136,155 shares, 58.38% of the smaller trade volume, and traded at a VWAP of $0.2069. 21 trades, 1.47%, were unknowns and accounted for 2,353 shares, 1.01% of the smaller trade volume, and traded at a VWAP of $0.1976.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/05/2015: EOD stuff partially copied to the concentrator.
# Trds: 2299, MinTrSz: 1, MaxTrSz: 61121, Vol: 2888371, AvTrSz: 1256
Min. Pr: 0.1890, Max Pr: 0.2999, VW Avg. Tr. Pr: 0.2111
# Buys, Shares: 927 898964, VW Avg Buy Pr: 0.2122
# Sells, Shares: 1283 1905402, VW Avg Sell Pr: 0.2109
# Unkn, Shares: 89 84005, VW Avg Unk. Pr: 0.2037
Buy:Sell 1:2.12 (31.12% "buys"), DlyShts 794901 (27.52%), Dly Sht % of 'sells' 41.72%
Still no sign our slide down is ending.
There were 2,500 shares traded pre and postmarket that are not included in the reported daily short sales. If these were all short sales the short volume would move from 794,401 to 797,401 and short percentage would move from 27.52% to 27.61%. There were 285,518 exempt short shares, 35.92% of short volume, included in the short total, bringing the total down to 509,383 from 794,901 if these are excluded. The short percentage would move from 27.52% to 17.64%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 441,969 so the "exempt" was 64.60% of the NASDAQ shorted volume. NASDAQ traded volume of 1,367,667 so the NASDAQ short volume was 32.32% of the total NASDAQ traded volume for the day.
Today's breakdown by time had a VWAP that was unidirectional: straight down from open (and premarket) to close. Buy percentages were generally not that good  only roughly 23% of the volume had "good" buy percentages.
In the breakdown by price only ~3.5% of volume in three price ranges had "decent" buy percentages. This is the third consecutive day wherein the breakdown by price seems to be deteriorating.
All six newer inflection point calculation periods continued down by relatively large degrees for the third consecutive day and again on increasing volume. Again, as the volume was healthy even in the context of our recent high volume trading, I believe the metrics are "telling the truth".
The prices above $0.2550 were set by three trades totaling 2,018 shares (2k premarket and the other two oddlot sizes). They should all be discounted. I will use $0.2550, which had two decentsized trades and was near other prices, as the days high when looking at "Today's low, high, VWAP ..." readings.
If we use $0.2550 as the high, the following high movement would become 5.56% instead of +11.07% and the spread would narrow from 58.68% to 34.92%  still "healthy". This is an extraordinarily wide spread, even after discounting the "highs" that should be ignored. This often precedes a change in behavior. In our case an acceleration in the downward momentum would by my expectation.
Today's low, high, VWAP, trade volume, and daily short sales moved 10.51%, 11.07%, 09.43%, 6.67% and 13.83%. Price spread today was 58.68% vs. 27.84%, 25.79%, 40.91%, 28.91%, 29.63%, 38.28%, 63.14%, 28.81% and 55.56% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:0108:01: 002000 shrs, 00.07% of vol, VWAP $0.2700, 100.0% buys
09:3009:32: 165844 shrs, 05.75% of vol, VWAP $0.2510, 030.4% buys
09:3509:59: 051332 shrs, 01.78% of vol, VWAP $0.2418, 016.9% buys
10:0010:27: 173966 shrs, 06.03% of vol, VWAP $0.2405, 024.5% buys
10:3510:59: 131185 shrs, 04.54% of vol, VWAP $0.2272, 041.2% buys
11:0011:28: 096111 shrs, 03.33% of vol, VWAP $0.2258, 050.3% buys
11:3111:59: 401279 shrs, 13.90% of vol, VWAP $0.2219, 021.3% buys
12:0012:29: 576861 shrs, 19.99% of vol, VWAP $0.2070, 031.2% buys
12:3112:59: 564900 shrs, 19.57% of vol, VWAP $0.1980, 012.5% buys
13:0013:29: 151295 shrs, 05.24% of vol, VWAP $0.1945, 045.5% buys
13:3013:59: 119398 shrs, 04.14% of vol, VWAP $0.1934, 019.4% buys
14:0014:28: 072234 shrs, 02.50% of vol, VWAP $0.1931, 061.7% buys
14:3114:55: 071613 shrs, 02.48% of vol, VWAP $0.1958, 071.4% buys
15:1015:29: 032015 shrs, 01.11% of vol, VWAP $0.1966, 024.4% buys
15:3115:45: 035811 shrs, 01.24% of vol, VWAP $0.1965, 053.7% buys
15:4815:52: 030066 shrs, 01.04% of vol, VWAP $0.1953, 099.0% buys
15:5315:53: 100100 shrs, 03.47% of vol, VWAP $0.1990, 099.7% buys
15:5515:55: 010300 shrs, 00.36% of vol, VWAP $0.1950, 000.0% buys
15:5816:00: 101561 shrs, 03.52% of vol, VWAP $0.1941, 011.6% buys
16:3616:36: 000500 shrs, 00.02% of vol, VWAP $0.2000, 037.4% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.1890$0.1899: 008800 shrs, 00.30% of vol, VWAP $0.1897, 000.0% buys
$0.1900$0.1999: 1031884 shrs, 35.73% of vol, VWAP $0.1937, 035.1% buys
$0.2000$0.2099: 376537 shrs, 13.04% of vol, VWAP $0.2009, 027.9% buys
$0.2100$0.2199: 404903 shrs, 14.02% of vol, VWAP $0.2116, 025.8% buys
$0.2200$0.2299: 615945 shrs, 21.32% of vol, VWAP $0.2228, 030.3% buys
$0.2300$0.2395: 081342 shrs, 02.82% of vol, VWAP $0.2321, 046.0% buys
$0.2400$0.2499: 201495 shrs, 06.98% of vol, VWAP $0.2412, 025.5% buys
$0.2500$0.2550: 165447 shrs, 05.73% of vol, VWAP $0.2510, 030.3% buys
$0.2700$0.2700: 002000 shrs, 00.07% of vol, VWAP $0.2700, 100.0% buys
$0.2850$0.2999: 000018 shrs, 00.00% of vol, VWAP $0.2875, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/20 $0.4216 +08.31% 41.4%
02/23 $0.4085 03.10% 34.1%
02/24 $0.2887 29.33% 46.6%
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
03/05 $0.2111 09.43% 31.1%
The skew by the larger trades away from about 1/3rd of trades and volume is beginning to abate as the number of larger trades is back to approximately 1/3rd of the trades. The volume of the larger trades continues very high though.
Today the larger trades again included a few exceptional sizes. We had four trades of ~29K to ~35.6K totaling 134,957 shares and four more of 43.2K to ~61.1K totaling 199,975 shares. These two groups of shares represented 11.60% of the days volume and 12.47% of the larger trades' volume.
The larger trades (>= 500) occurred on 787 of the 2,299 trades, 34.23%. These 2,684,845 shares were 92.95% of day's volume, and traded at a VWAP of $0.2109. 309 trades, 39.26%, were buys of 808,776 shares, 30.12% of larger trade volume, and traded at a VWAP of $0.2121. 447 of the larger trades, 56.80%, were sells of 1,799,909 shares, 67.04% of larger trade volume, and traded at a VWAP of $0.2106. 31 trades, 3.94%, were unknowns and accounted for 76,160 shares, 2.84% of the larger trade volume, and traded at a VWAP of $0.2040.
The other 1,512 trades, 65.77%, traded 203,526 shares, 7.05% of the days volume. The VWAP was $0.2140. 618 trades, 40.87%, were buys and accounted for 90,188 shares, 44.31% of the smaller trade volume, and traded at a VWAP of $0.2128. 836 trades, 55.29%, were sells and accounted for 105,493 shares, 51.83% of the smaller trade volume, and traded at a VWAP of $0.2159. 59 trades, 3.90%, were unknowns and accounted for 7,845 shares, 3.85% of the smaller trade volume, and traded at a VWAP of $0.2013.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/04/2015: EOD stuff partially copied to the concentrator.
# Trds: 2576, MinTrSz: 3, MaxTrSz: 170800, Vol: 2707752, AvTrSz: 1051
Min. Pr: 0.2112, Max Pr: 0.2700, VW Avg. Tr. Pr: 0.2331
# Buys, Shares: 1116 1105538, VW Avg Buy Pr: 0.2366
# Sells, Shares: 1298 1470850, VW Avg Sell Pr: 0.2309
# Unkn, Shares: 162 131364, VW Avg Unk. Pr: 0.2276
Buy:Sell 1:1.33 (40.83% "buys"), DlyShts 922501 (34.07%), Dly Sht % of 'sells' 62.72%
I'm surprised that under these conditions buy and sell percentages, which I expected would both remain close to 50%, are diverging so rapidly. Already buy percentage is down to ~41% and sell percentage is up to ~54%. Occurring so quickly suggests that the weakening in VWAP will come more quickly than I anticipated.
As with the last two days, I still don't see any trend developing that says our slide down is ending.
There were 102,920 exempt short shares, 11.16% of short volume, included in the short total, bringing the total down to 819,581 from 922,501 if these are excluded. The short percentage would move from 34.07% to 30.27%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 326,764 so the "exempt" was 31.50% of the NASDAQ shorted volume. NASDAQ traded volume of 755,594 so the NASDAQ short volume was 43.25% of the total NASDAQ traded volume for the day.
Yesterday's breakdown by time was reminiscent of more "normal" behavior: trend down through ~13:30 and then go flat. I was surprised to see such "normal" behavior return so soon. Today almost repeated but for a small rise in VWAP through 09:47 and then starting the trend down, and then trending lower through 15:50 instead of 13:30. The we got a small rise in afterhours on nearzip volume.
Today's breakdown by price showed worse behavior than yesterday's. Yesterday had two ranges with ~25% of the volume with favorable buy percentages and they were in the higher VWAP ranges. Today 18.54% of volume had "favorable" (being a bit generous there) buy percentages and the bulk of that was in the midrange of the VWAPs. I suspect that was mostly MMs doing covering buys.
Today all six inflection point calculation periods continued on the course begun yesterday, down by relatively large degrees, and did so on slightly higher volume. As with yesterday, I expect these readings are telling the truth  more VWAP weakening will be seen  as the volume was healthy even in the context of our recent high volume trading.
Today's $0.2112 low was set by a single 1,779 share trade at 13:42:29. Sans this trade the low would be $0.2113. It had only six trades though and totaled only 11.4K shares and also occurred in the 13:42 timeframe. $0.2150 would seem a better indicator of the low as it had much more volume. It also came in the 13:42 minute. If we use $0.2150 as the low, the low movement would be 2.71% instead of 4.43% and the spread would be 25.58% rather than 27.84%.
The high was also a single trade but was 80K. If it's removed the high would be $0.26, which would provide a movement of 6.47% instead of 2.88%. Combined with using a low of $0.2150 we would see a spread of 20.93%.
Today's low, high, VWAP, trade volume, and daily short sales moved 4.43%, 2.88%, 06.75%, 4.23% and 21.59%. Price spread today was 27.84% vs. 25.79%, 40.91%, 28.91%, 29.63%, 38.28%, 63.14%, 28.81%, 55.56% and 11.94% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:2809:28: 009600 shrs, 00.35% of vol, VWAP $0.2495, 100.0% buys
09:3009:47: 207794 shrs, 07.67% of vol, VWAP $0.2587, 053.2% buys
09:4810:04: 033969 shrs, 01.25% of vol, VWAP $0.2407, 013.3% buys
10:0510:28: 097658 shrs, 03.61% of vol, VWAP $0.2410, 050.4% buys
10:3010:59: 102548 shrs, 03.79% of vol, VWAP $0.2444, 078.2% buys
11:0011:29: 106650 shrs, 03.94% of vol, VWAP $0.2416, 029.5% buys
11:3011:59: 056210 shrs, 02.08% of vol, VWAP $0.2359, 015.7% buys
12:0012:29: 124071 shrs, 04.58% of vol, VWAP $0.2344, 031.4% buys
12:3212:50: 081525 shrs, 03.01% of vol, VWAP $0.2372, 083.1% buys
13:0013:29: 070032 shrs, 02.59% of vol, VWAP $0.2355, 064.4% buys
13:3313:59: 887245 shrs, 32.77% of vol, VWAP $0.2260, 020.2% buys
14:0014:29: 129571 shrs, 04.79% of vol, VWAP $0.2218, 028.0% buys
14:2714:59: 137194 shrs, 05.07% of vol, VWAP $0.2216, 035.9% buys
15:0015:29: 067908 shrs, 02.51% of vol, VWAP $0.2211, 032.1% buys
15:3015:40: 132034 shrs, 04.88% of vol, VWAP $0.2260, 042.9% buys
15:4115:50: 276676 shrs, 10.22% of vol, VWAP $0.2349, 079.6% buys
15:5115:55: 083639 shrs, 03.09% of vol, VWAP $0.2377, 040.2% buys
15:5615:59: 076128 shrs, 02.81% of vol, VWAP $0.2388, 081.5% buys
16:0016:00: 010000 shrs, 00.37% of vol, VWAP $0.2350, 000.0% buys
16:1117:20: 019100 shrs, 00.71% of vol, VWAP $0.2440, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2112$0.2199: 0105414 shrs, 03.89% of vol, VWAP $0.2155, 019.3% buys
$0.2200$0.2300: 0767024 shrs, 28.33% of vol, VWAP $0.2225, 039.2% buys
$0.2300$0.2396: 1219354 shrs, 45.03% of vol, VWAP $0.2337, 039.5% buys
$0.2400$0.2498: 0408366 shrs, 15.08% of vol, VWAP $0.2423, 047.1% buys
$0.2500$0.2566: 0114038 shrs, 04.21% of vol, VWAP $0.2507, 014.9% buys
$0.2600$0.2600: 0013406 shrs, 00.50% of vol, VWAP $0.2600, 100.0% buys
$0.2700$0.2700: 0080150 shrs, 02.96% of vol, VWAP $0.2700, 100.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/19 $0.3892 +21.85% 64.3%
02/20 $0.4216 +08.31% 41.4%
02/23 $0.4085 03.10% 34.1%
02/24 $0.2887 29.33% 46.6%
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
03/04 $0.2331 06.75% 40.8%
The skew away from about 1/3rd of volume and trades by the larger trades continues.
Today the larger trades included an 80K $0.27 (day's high)buy as the third trade of the day at 09:30:00. Without many other very large trades, like those seen yesterday, the skewing of results was much less.
The larger trades (>= 500) occurred on 756 of the 2,576 trades, 29.35%. These 2,390,541 shares were 88.29% of day's volume, and traded at a VWAP of $0.2332. 402 trades, 53.17%, were buys of 986,450 shares, 41.26% of larger trade volume, and traded at a VWAP of $0.2369. 317 of the larger trades, 41.93%, were sells of 1,293,163 shares, 54.09% of larger trade volume, and traded at a VWAP of $0.2311. 37 trades, 4.89%, were unknowns and accounted for 110,928 shares, 4.64% of the larger trade volume, and traded at a VWAP of $0.2263.
The other 1,820 trades, 70.65%, traded 317,211 shares, 11.71% of the days volume. The VWAP was $0.2318. 714 trades, 39.23%, were buys and accounted for 119,088 shares, 37.54% of the smaller trade volume, and traded at a VWAP of $0.2341. 981 trades, 53.90%, were sells and accounted for 177,687 shares, 56.02% of the smaller trade volume, and traded at a VWAP of $0.2299. 126 trades, 6.92%, were unknowns and accounted for 20,436 shares, 6.44% of the smaller trade volume, and traded at a VWAP of $0.2343.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/03/2015: EOD stuff partially copied to the concentrator.
# Trds: 1614, MinTrSz: 1, MaxTrSz: 100000, Vol: 2597844, AvTrSz: 1610
Min. Pr: 0.2210, Max Pr: 0.2780, VW Avg. Tr. Pr: 0.2499
# Buys, Shares: 714 1181356, VW Avg Buy Pr: 0.2527
# Sells, Shares: 834 1349091, VW Avg Sell Pr: 0.2480
# Unkn, Shares: 66 67397, VW Avg Unk. Pr: 0.2416
Buy:Sell 1:1.14 (45.47% "buys"), DlyShts 758682 (29.20%), Dly Sht % of 'sells' 56.24%
Today's "only" 1,614 trades, as opposed to yesterday's 11,307, allowed me to get today's post up in only a day. Still "stroke, stroke, stroke" though to try and get current while also handling other tasks.
Yesterday I noted that under these conditions buy and sell percentages should both remain close to 50%. Today the buy percentage was ~45.5% and sells were ~52%. Unknowns made up the balance. I'll continue looking at these metrics as one possible indicator that things are returning to "normal".
Yesterday I said the next week or so should be interesting and after that I suspected things would start returning to form. The 16.4% VWAP drop seems to be the first step in the process, fitting with my earlier statements the momentum players would start to exit once they saw the action not going the way the excessive volume spike had led them to believe. Maxim(?) et al (my best guess) did a superb job in getting their favored clients' "cashless conversion" shares out the door at a nice profit.
As with yesterday, I still don't see any strong trend developing that says our slide down is ending. I thought I would have to wait a week or two, at the most, to see if I was on the mark. WRONG! IMO the writing on the wall has already appeared.
There were 198,790 exempt short shares, 26.20% of short volume, included in the short total, bringing the total down to 559,892 from 758,682 if these are excluded. The short percentage would move from 29.20% to 21.55%. The short exempt quantity came from the NASDAQ. NASDAQ shorted 441,240 so the "exempt" was 45.05% of the NASDAQ shorted volume. NASDAQ traded volume of 1,200,291 so the NASDAQ short volume was ~36.76% of the total NASDAQ traded volume for the day.
Discussing yesterday's breakdown by time I noted the first of an expected day or two of improvement in buy percentages in more periods, which gave us a 7.71% VWAP improvement on the day. I noted a couple more days like this could be seen, but I expected that volume will begin to abate and the VWAP will follow downward.
Ding, ding, ding! Volume down 80.78% and VWAP down 16.40%. There were fewer "favorable" buy percentage periods seen today, although it wasn't that bad at a subjective nine vs. six favorable vs. not so.
Today's action was reminiscent of more "normal" behavior: trend down through ~13:30 and then go flat. I'm surprised to see such "normal" behavior return so soon.
Yesterday's breakdown by price improvement went up in smoke as we saw only two ranges, ~25% of the volume, with favorable buy percentages. They were in the higher VWAP ranges.
Yesterday I noted the newer inflection point calculations continued to show reducing weakness and if volume continues we'd see stability, but not likely any positive numbers if my prognostication of normal behavior returning in a week or two is on the mark. Well, volume did not continue (down 75.57%) and so there is no stability. All six calculation periods reversed course and displayed substantial increases in weakening. Volume was still well above our past ranges though so I expect these readings are telling the truth  more VWAP weakening will be seen. I was surprised that "normal behavior" didn't take a week or two to return though.
Today's low, high, VWAP, trade volume, and daily short sales moved 5.24%, 21.69%, 16.40%, 75.57% and 80.78%. Price spread today was 25.79% vs. 40.91%, 28.91%, 29.63%, 38.28%, 63.14%, 28.81%, 55.56%, 11.94% and 25.34% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:59: 228832 shrs, 08.81% of vol, VWAP $0.2681, 052.3% buys 10:0010:29: 496563 shrs, 19.11% of vol, VWAP $0.2572, 053.0% buys 10:3210:58: 180888 shrs, 06.96% of vol, VWAP $0.2644, 086.7% buys 11:0111:28: 287741 shrs, 11.07% of vol, VWAP $0.2563, 030.5% buys 11:3211:58: 103957 shrs, 04.00% of vol, VWAP $0.2518, 023.0% buys 12:0012:29: 669909 shrs, 25.78% of vol, VWAP $0.2385, 026.8% buys 12:3112:58: 218509 shrs, 08.41% of vol, VWAP $0.2377, 064.0% buys 13:0013:28: 038316 shrs, 01.47% of vol, VWAP $0.2398, 080.9% buys 13:3013:55: 100955 shrs, 03.89% of vol, VWAP $0.2433, 062.8% buys 14:0014:27: 086400 shrs, 03.33% of vol, VWAP $0.2483, 043.0% buys 14:4014:59: 037450 shrs, 01.44% of vol, VWAP $0.2492, 054.7% buys 15:0115:26: 034103 shrs, 01.31% of vol, VWAP $0.2464, 018.5% buys 15:3015:44: 035822 shrs, 01.38% of vol, VWAP $0.2457, 066.2% buys 15:4615:57: 059599 shrs, 02.29% of vol, VWAP $0.2431, 027.3% buys
15:5915:59: 018800 shrs, 00.72% of vol, VWAP $0.2411, 063.8% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2210$0.2299: 094088 shrs, 03.62% of vol, VWAP $0.2268, 035.2% buys
$0.2300$0.2399: 368840 shrs, 14.20% of vol, VWAP $0.2333, 045.1% buys
$0.2400$0.2499: 596256 shrs, 22.95% of vol, VWAP $0.2429, 047.8% buys
$0.2500$0.2599: 895956 shrs, 34.49% of vol, VWAP $0.2534, 032.8% buys
$0.2600$0.2699: 501122 shrs, 19.29% of vol, VWAP $0.2623, 058.4% buys
$0.2700$0.2780: 141582 shrs, 05.45% of vol, VWAP $0.2721, 078.0% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/18 $0.3194 10.16% 39.9%
02/19 $0.3892 +21.85% 64.3%
02/20 $0.4216 +08.31% 41.4%
02/23 $0.4085 03.10% 34.1%
02/24 $0.2887 29.33% 46.6%
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
03/03 $0.2499 16.40% 45.5%
I noted yesterday that historically the volume of larger trades has run around 1/3rd of the total volume and with the apparent advent of the "cashless conversion" and the apparent appearance of momentum traders piling in this percentage was skewed dramatically (larger trades were 36.24%, normal, but 90.47% of day's volume. Today the larger trades were 49,19% of trades and 94.13% of the trade volume.
Note also that the larger trades included a 100K, a 48.8K, a 42.2K and seven 30K to 36.7K trades. This is unusual. These 10 trades totaled ~412K shares and accounted for ~16.9% of the larger trade volume. With a VWAP of $0.2527 they were above the VWAP of the larger trades as a whole and slightly below the VWAP of the larger trades' buys. Six of the 10 were buys and they were 63.87% buys by volume.
The larger trades (>= 500) occurred on 794 of the 1,614 trades, 49.19%. These 2,445,221 shares were 94.13% of day's volume, and traded at a VWAP of $0.2500. 387 trades, 48.74%, were buys of 1,116,883 shares, 45.68% of larger trade volume, and traded at a VWAP of $0.2528. 380 of the larger trades, 47.86%, were sells of 1,266,810 shares, 51.81% of larger trade volume, and traded at a VWAP of $0.2480. 27 trades, 3.40%, were unknowns and accounted for 61,528 shares, 2.52% of the larger trade volume, and traded at a VWAP of $0.2418.
The other 820 trades, 50.81%, traded 152,623 shares, 5.87% of the days volume. The VWAP was $0.2482. 327 trades, 39.88%, were buys and accounted for 64,473 shares, 42.24% of the smaller trade volume, and traded at a VWAP of $0.2494. 454 trades, 55.37%, were sells and accounted for 82,281 shares, 53.91% of the smaller trade volume, and traded at a VWAP of $0.2480. 40 trades, 4.88%, were unknowns and accounted for 5,869 shares, 3.85% of the smaller trade volume, and traded at a VWAP of $0.2389.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
03/02/2015: EOD stuff partially copied to the concentrator.
# Trds: 11307, MinTrSz: 1, MaxTrSz: 92400, Vol: 10631746, AvTrSz: 940
Min. Pr: 0.2100, Max Pr: 0.3550, VW Avg. Tr. Pr: 0.2989
# Buys, Shares: 5171 5105714, VW Avg Buy Pr: 0.3024
# Sells, Shares: 5657 5068241, VW Avg Sell Pr: 0.2953
# Unkn, Shares: 479 457791, VW Avg Unk. Pr: 0.3000
Buy:Sell 1.01:1 (48.02% "buys"), DlyShts 3946464 (37.12%), Dly Sht % of 'sells' 77.87%
With 11,307 trades, I couldn't get this up sooner because although I can get most data loaded mechanically the classification of buy, sell and unknown is still mostly manual, getting the indications from the Investorshub "Trades" screen into the spreadsheet and getting snapshots of those screens 100% is problematic when the trades happen so quickly in some periods. Add in that I'm doing many other things at the same time ... Anyway, I do expect volume will slowly return to normal and I will eventually catch up.
Before I forget, I noted in the comments about breakdown by price that under these conditions buy and sell percentages should both remain close to 50%. See the comment for a brief supposition as to cause. Anyway, it makes all the statistics I gather less useful for now (not a "normal market") other than the possible education provides as to what it looks like when "cashless conversion" is managed by a snake outfit like Maxim and they goad the momentum traders (reportedly via Twitter at least) and crank up the "volume" through whatever other means at their disposal.
The next week or so should be interesting. After that I suspect things will start returning to form.
All things considered, I still don't see any strong trend developing that says our slide down is ending. Even with the current exceptional conditions I don't see anything other than the combined effects of "cashless conversion", Maxim selling their snake oil to the momentum traders and the marketmaker response to provide a liquid market and make money.
We'll see if I have it right in a week or two at the most I think.
The $0.21 low for the day we set by a single 70 share trade at 13:39. This can't be an "official" low, so it will report as $0.2400.
There were 26,500 after hours and 154,450 premarket shares traded that do not get included in the short sales reporting. If these were all shorts the short volume would move from 3,946,464 to 4,127,414 and short percentage would move from 37.12% to 38.82%. There were 891,326 (all but 100 from NASDAQ) exempt short shares, 22.59% of short volume, included in the short total, bringing the total down to 3,055,138 from 3,946,464 if these are excluded. The short percentage would move from 37.12% to 28.74%. NASDAQ shorted 1,829,632 so their "exempt" 891,226 was 48.71% of the NASDAQ shorted volume. NASDAQ traded volume of 3,249,649 so the NASDAQ short volume was ~56.30% of the total NASDAQ traded volume for the day.
Yesterday in the breakdown by time we had good buy percentages in the majority of the arbitrary periods, volume or not, with VWAPs staying in a pretty tight range (excluding the outofhours trades) and leading to a small overall VWAP improvement of 1.44% over the prior day, which was down 8.82%. I had mentioned that with volume up 64.85% I thought this meant the immediate bearish sentiment was abated. I said we know it won't last long, but a day or two with reduced negative moves wouldn't surprise me. Today was the first, with a 7.54% VWAP improvement. A couple more days like this could be seen, but I do expect that volume will begin to abate and the VWAP will follow downward.
Yesterday our breakdown by price improved over the prior day, when only one lower range had a decent buy percentage. Six of the nine yesterday had decent buy percentages, including several with good volume and a couple in the higher ranges. I noted it looked like the aggressive sellers were not being as forceful and were not pounding shares into every bid that appeared. I said it suggests we might see some VWAP improvement again. Today we had a +7.54% VWAP move. Note that buy percentages are decent in all ranges but three. I believe this to be an effect of the momentum traders that seem to have entered our market and the MM response to such volume. Under these conditions the buy and sell percentages should both remain close to 50%.
The newer inflection point calculations continued to show reducing weakness. Today I have no doubt of the cause  high volume and balanced buy:sell will absolutely dominate the low volume and "twitchy" buy:sell seen in the past. If volume continues we'll see stability, but not likely any positive numbers if my prognostication of normal behavior returning in a week or two is on the mark.
If we used the "official" low for the day, instead of the $0.21 mentioned above, the following low movement would be +22.73% rather than 4.55% and price spread would be 31.48% rather than 69.05%.
Today's low, high, VWAP, trade volume, and daily short sales moved 4.55%, 14.52%, 07.54%, 304.15% and 345.53%. Price spread today was 40.91% vs. 28.91%, 29.63%, 38.28%, 63.14%, 28.81%, 55.56%, 11.94%, 25.34% and 32.53% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:0109:20: 0154450 shrs, 01.45% of vol, VWAP $0.3162, 077.4% buys
09:3009:59: 2052426 shrs, 19.27% of vol, VWAP $0.3216, 049.6% buys
10:0010:29: 1305628 shrs, 12.26% of vol, VWAP $0.3089, 062.4% buys
10:3010:59: 0562231 shrs, 05.28% of vol, VWAP $0.3021, 023.2% buys
11:0011:29: 1235333 shrs, 11.60% of vol, VWAP $0.3118, 066.7% buys
11:3011:59: 0441241 shrs, 04.14% of vol, VWAP $0.3094, 039.5% buys
12:0012:29: 0319387 shrs, 03.00% of vol, VWAP $0.3029, 081.9% buys
12:3012:59: 1314229 shrs, 12.34% of vol, VWAP $0.2959, 034.3% buys
13:0013:29: 1926598 shrs, 18.09% of vol, VWAP $0.2724, 035.6% buys
13:3013:59: 0650776 shrs, 06.11% of vol, VWAP $0.2723, 050.6% buys
14:0014:28: 0140473 shrs, 01.32% of vol, VWAP $0.2782, 048.1% buys
14:3014:59: 0162466 shrs, 01.53% of vol, VWAP $0.2702, 030.8% buys
15:0015:29: 0171613 shrs, 01.61% of vol, VWAP $0.2688, 057.3% buys
15:3015:44: 0076794 shrs, 00.72% of vol, VWAP $0.2703, 030.0% buys
15:4515:59: 0108131 shrs, 01.02% of vol, VWAP $0.2745, 037.3% buys
16:3519:53: 0026500 shrs, 00.25% of vol, VWAP $0.2800, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2100$0.2100: 0000070 shrs, 00.00% of vol, VWAP $0.2100, 100.0% buys
$0.2400$0.2499: 0182575 shrs, 01.71% of vol, VWAP $0.2409, 022.2% buys
$0.3100$0.2599: 2732685 shrs, 25.66% of vol, VWAP $0.3064, 048.9% buys
$0.2600$0.2699: 0375446 shrs, 03.53% of vol, VWAP $0.2634, 047.9% buys
$0.2700$0.2799: 1178291 shrs, 11.07% of vol, VWAP $0.2746, 042.7% buys
$0.2800$0.2899: 1239193 shrs, 11.64% of vol, VWAP $0.2830, 038.8% buys
$0.2900$0.2999: 1380242 shrs, 12.96% of vol, VWAP $0.2931, 038.8% buys
$0.3000$0.3099: 1842336 shrs, 17.30% of vol, VWAP $0.3030, 048.9% buys
$0.3100$0.3199: 2084681 shrs, 19.58% of vol, VWAP $0.3122, 054.3% buys
$0.3200$0.3299: 1235098 shrs, 11.60% of vol, VWAP $0.3230, 063.3% buys
$0.3300$0.3499: 0684579 shrs, 06.43% of vol, VWAP $0.3362, 047.7% buys
$0.3500$0.3550: 0055139 shrs, 00.52% of vol, VWAP $0.3502, 079.5% buys
Some daytoday VWAP changes, with the end date shown and the percentage change from the prior day. Buy percentage is the last value on each line.
02/17 $0.3556 10.08% 62.8%
02/18 $0.3194 10.16% 39.9%
02/19 $0.3892 +21.85% 64.3%
02/20 $0.4216 +08.31% 41.4%
02/23 $0.4085 03.10% 34.1%
02/24 $0.2887 29.33% 46.6%
02/25 $0.3001 +03.94% 56.0%
02/26 $0.2736 08.82% 41.7%
02/27 $0.2776 +01.44% 51.0%
03/02 $0.2989 +07.54% 48.0%
A note about the larger trades is in order. Historically the volume of larger trades has run around 1/3rd of the total volume, and as might be expected, the number of trades that were larger hovered around this area most of the time, but had much more variation. With the apparent advent of the "cashless conversion" and the apparent appearance of momentum traders piling in this percentage is skewed dramatically.
The larger trades (>= 500) occurred on 4,098 of the 11,307 trades, 36.24%. These 9,633,864 shares were 90.47% of day's volume, and traded at a VWAP of $0.2985. 2,459 trades, 60.00%, were buys of 4,670,592 shares, 48.48% of larger trade volume, and traded at a VWAP of $0.3022. 1,491 of the larger trades, 36.38%, were sells of 4,549,222 shares, 47.22% of larger trade volume, and traded at a VWAP of $0.2946. 148 trades, 3.61%, were unknowns and accounted for 414,050 shares, 4.30% of the larger trade volume, and traded at a VWAP of $0.3001.
The other 7,209 trades, 63.76%, traded 1,014,412 shares, 9.53% of the days volume. The VWAP was $0.2983. 2,712 trades, 37.62%, were buys and accounted for 443,073 shares, 43.68% of the smaller trade volume, and traded at a VWAP of $0.2997. 4,166 trades, 57.79%, were sells and accounted for 527,598 shares, 52.01% of the smaller trade volume, and traded at a VWAP of $0.2970. 332 trades, 4.61%, were unknowns and accounted for 43,741 shares, 4.31% of the smaller trade volume, and traded at a VWAP of $0.2995.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
A Speculative Play On UQM Beginning 2/7/2015
This is a followon to my original "A speculative play on UQM" which grew to over 700 comments since May of 2011. To make it faster to load going forward I decided to start this new one.
The major changes since the original was posted is that UQM's first major customer, CODA, has gone belly up. The testing with the European automakers supposedly continues. UQM has 39(?) motors out for certification for an energy management application that is supposed to yield followon orders for up to 500 motors if all goes as hoped.
A couple recent developments on the positive side are worth noting.
"UQM Technologies Granted Patent on Innovative Permanent Magnet Electric Motor Design that Allows the Use of NonRare Earth Magnets" from January 20, 2015, positions UQM to cope with volatility in the REE space, which can affect the input costs of UQM's products.
There's a couple recent (Feb. 5, 2015) PRs that may portend good things going forward: "UQM Technologies Achieves Electric Motor/Controller System Certification in China", "UQM Technologies Enters Cooperative Production and Supply Agreement with the KESHI GROUP in Changzhou, China for Explosion Proof Systems", and "UQM Technologies Announces Business Relationship with South Korean Power Plaza for UQM PowerPhase Electric Motor and Controller Systems".
Since it's recent and has some additional information beyond the PRs, here's the "UQM Technologies UQM Q3 2015 Results  Earnings Call Transcript". One of the more interesting tidbits from the transcript (emphasis added): "We expect to be in production in China later this calendar year. Through our exclusive agreement with KESHI, they will buy critical components from UQM while sourcing the explosionproof components in China. We have agreed to grant KESHI a license to build and sell these motors in China. UQM will have the ability to sell these products in other regions of the world. We have protected all of the IP rights for our core technology, and we believe this is just the first phase of our relationship. Already, we are exploring other applications for explosionproof motors, and we've agreed to work on other mining projects with them in order to grow our presence in this very interesting market".
A little later (emphasis added):"And we continue our discussions with a third company who already has our buses on the road in a test mode as we have previously mentioned. We are working to finalize negotiations with them as soon as possible, and they're reaching a critical stage that they'd like to be in production later in this calendar year".
Further down, regarding the Power Plaza effort in Korea (emphasis added): "Power Plaza has placed their first order to build a small fleet of test vehicles to gain realworld data and at the same time to allow homologation of this retrofit, which will take approximately 6 months. They have agreed to exclusively purchase motors and controllers from us for all future orders for their highperformance 1ton truck conversion. And this application will use a version of the PowerPhase 100 that will also help to reduce our current inventory". That last item should be the CODA motors inventory which has been collecting spider webs, mostly, until now. If quantities ordered are significant the working capital situation should improve quite a bit (by shortening the WC cycle as these motors convert to cash going forward), and it's supposedly OK already per the CC: "Finally, our balance sheet remained strong, as we ended the quarter with $7.2 million of cash, working capital of $16.4 million and no debt". We'll might want to go back and see if we can determine how much of that $16.4MM of WC was in finished goods and "ballpark" what portion was motors originally destined for CODA if we want to see the potential impact.
In the Q&A portion we get a very small additional insight into the new energy management application area: "... they were in the finalization of selection of the final product. And then we mentioned that we had to go gain additional certification, which we're in the midst of now. They are buying, we announced a certain number. They told us that they may actually exceed that number by a little bit. ... [regarding the 35 or something motors for certification] But they think they'll go beyond that in the early stages because they're gaining some interest". That's followed by a more detailed discussion which boils down to roughly a year of certification testing left to do if everything stays on track (please confirm for yourself my take being right or wrong).
That wraps up with (emphasis added): "... is want to do it just a little bit quicker and the good news is that their indications are that the support level from their ultimate customer is also improving. So we feel pretty good". So, was "their customer" leery initially or ...? Regardless, is this "improving" just hopium, which is addictive to all parties? Best be conservative here and figure things will actually take longer than anticipated: "expect the worst and hope for the best and you won't be disappointed".
The next part of the Q&A gets into the China stuff, specifically buses and such. Lots of fuzzy estimates regarding that  not a criticism, just observation. Worth a read though.
Some fleshing out of the South Korea opportunity is presented and a bit more on the explosionproof motors for in China: "... The one advantage we have certainly in the beginning here is we're the only explosionproof motor that we're aware of in China for a permanent magnet motor and that's a pretty good competitive advantage. It's taken us quite some time to get this far".
There was some more discussion of buses in China and BYD.
Some negative news on the U.S. hybrid front: "... wasn't positive on the Eaton announcement. We did confirm it while we were sitting here talking that they had announced that they dropped hybrids within the North American market, which was one of our users. They're still in the rest of the world".
That's "All the news that's fit to print".
I've got a microblog going, "UQM Short Interest Table", that just makes some short interest data convenient to review. I update it aperiodically.
For now this is all I'll have in the header. If time and interest coincide, I'll try and gather a bunch of links to articles and such that folks were kind enough to post in their comments in the prior blog and put them here so we don't have to go back to that slow loading version to find interesting stuff. It won't happen quickly though. If/when I add those things, I'll post a comment letting folks know.