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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
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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.
AXPW: IntraDay Trade & Buy:Sell Inflection Point Charting Beginning 02/02/2015
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.
02/27/2015: EOD stuff partially copied to the concentrator.
# Trds: 3162, MinTrSz: 1, MaxTrSz: 41200, Vol: 2630639, AvTrSz: 832
Min. Pr: 0.2200, Max Pr: 0.3100, VW Avg. Tr. Pr: 0.2776
# Buys, Shares: 1633 1340599, VW Avg Buy Pr: 0.2797
# Sells, Shares: 1333 1209829, VW Avg Sell Pr: 0.2755
# Unkn, Shares: 196 80211, VW Avg Unk. Pr: 0.2733
Buy:Sell 1.11:1 (50.96% "buys"), DlyShts 885798 (33.67%), Dly Sht % of 'sells' 73.22%
Overall, I don't see any strong trend developing that says our slide down is ending. My newer inflection point calculations can't make up their mind, the VWAP gets big moves on the downside and small moves on the upside and volumes and buy percentages are bouncing around. Just plain old volatility IMO. I presume this is something to do with the conversion of the B warrants on a cashless basis? The number of exempt short sales reported by the NASDAQ has been a very high percentage of the reported short volume from that exchange. This would seem to support the warrant conversion being in process? Can't say for sure, but they very high percentage being exempt is a recent phenomenon.
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.
As opposed to yesterday when the overall buy percentages were not that good where we had volume, today we had good buy percentages in the majority of the arbitrary periods, volume or not. The VWAPs stayed in a pretty tight range, excluding the outofhours trades and led to a small overall VWAP improvement of 1.44% over yesterday, which was down 8.82%. With volume up 64.85% I think this means that the immediate bearish sentiment is abated. Of course, we know it won't last long, but a day or two with reduced negative moves wouldn't surprise me.
Our breakdown by price today improved over yesterday when only one range, a lower one, had a decent buy percentage. 6 of the nine today had decent buy percentages, including several with good volume and a couple in the higher ranges. It looks like the aggressive sellers are not being as forceful today and are not pounding shares into every bid that appears. This suggests we might see some VWAP improvement again. Today we had a +1.44 VWAP move as opposed to yesterday's 8.82%.
The newer inflection point calculation reversals continued as today we switched from yesterday's increasing weakness to today's reducing weakness. As I had mentioned, we've seen apparent improvements came to naught too many times to get optimistic over these oneday changes and I am still sitting on my hands.
Today's low, high, VWAP, trade volume, and daily short sales moved 14.06%, 6.06%, 01.44%, 64.85% and 103.33%. 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.
08:5809:04: 013000 shrs, 00.49% of vol, VWAP $0.2600, 076.9% buys
09:3009:34: 015188 shrs, 00.58% of vol, VWAP $0.2594, 000.0% buys
09:3609:45: 186700 shrs, 07.10% of vol, VWAP $0.2437, 033.4% buys
09:4609:59: 142084 shrs, 05.40% of vol, VWAP $0.2451, 057.3% buys
10:0110:08: 033728 shrs, 01.28% of vol, VWAP $0.2511, 086.7% buys
10:1010:29: 067590 shrs, 02.57% of vol, VWAP $0.2730, 052.1% buys
10:3011:00: 116573 shrs, 04.43% of vol, VWAP $0.2696, 069.5% buys
11:0211:29: 156205 shrs, 05.94% of vol, VWAP $0.2681, 074.5% buys
11:3211:59: 160269 shrs, 06.09% of vol, VWAP $0.2769, 090.3% buys
12:0312:31: 032242 shrs, 01.23% of vol, VWAP $0.2759, 032.0% buys
12:3213:00: 108455 shrs, 04.12% of vol, VWAP $0.2807, 055.1% buys
13:0113:19: 188272 shrs, 07.16% of vol, VWAP $0.2851, 049.7% buys
13:2013:22: 033306 shrs, 01.27% of vol, VWAP $0.2770, 067.1% buys
13:2513:57: 041780 shrs, 01.59% of vol, VWAP $0.2885, 083.2% buys
14:0714:23: 082880 shrs, 03.15% of vol, VWAP $0.2769, 016.9% buys
14:2414:32: 041300 shrs, 01.57% of vol, VWAP $0.2644, 038.7% buys
14:3414:37: 055600 shrs, 02.11% of vol, VWAP $0.2748, 093.0% buys
14:3814:56: 325702 shrs, 12.38% of vol, VWAP $0.2927, 061.5% buys
14:5715:15: 214190 shrs, 08.14% of vol, VWAP $0.3038, 063.3% buys
15:1615:21: 291285 shrs, 11.07% of vol, VWAP $0.2874, 021.6% buys
15:2215:22: 036480 shrs, 01.39% of vol, VWAP $0.2813, 026.6% buys
15:2515:30: 063870 shrs, 02.43% of vol, VWAP $0.2755, 011.9% buys
15:3115:44: 104170 shrs, 03.96% of vol, VWAP $0.2793, 022.6% buys
15:4515:50: 079800 shrs, 03.03% of vol, VWAP $0.2777, 014.0% buys
15:5215:53: 012000 shrs, 00.46% of vol, VWAP $0.2838, 100.0% buys
15:5516:00: 021700 shrs, 00.83% of vol, VWAP $0.2800, 041.5% buys
16:2419:36: 005900 shrs, 00.22% of vol, VWAP $0.3000, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2200$0.2358: 076215 shrs, 02.90% of vol, VWAP $0.2301, 016.8% buys
$0.2400$0.2499: 125069 shrs, 04.75% of vol, VWAP $0.2439, 047.5% buys
$0.2500$0.2572: 147422 shrs, 05.60% of vol, VWAP $0.2502, 062.7% buys
$0.2600$0.2699: 315461 shrs, 11.99% of vol, VWAP $0.2660, 055.2% buys
$0.2700$0.2799: 600040 shrs, 22.81% of vol, VWAP $0.2754, 044.6% buys
$0.2800$0.2899: 635984 shrs, 24.18% of vol, VWAP $0.2832, 056.1% buys
$0.2900$0.2999: 494398 shrs, 18.80% of vol, VWAP $0.2919, 041.2% buys
$0.3000$0.3099: 201039 shrs, 07.64% of vol, VWAP $0.3030, 069.0% buys
$0.3100$0.3100: 034641 shrs, 01.32% of vol, VWAP $0.3100, 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.
02/13 $0.3954 09.46% 44.2%
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%
The larger trades (>= 500) occurred on 853 of the 3,162 trades, 26.98%. These 2,308,891 shares were 87.77% of day's volume, and traded at a VWAP of $0.2778. 514 trades, 60.26%, were buys of 1,161,957 shares, 50.33% of larger trade volume, and traded at a VWAP of $0.2798. 307 of the larger trades, 35.99%, were sells of 1,090,373 shares, 47.22% of larger trade volume, and traded at a VWAP of $0.2759. 32 trades, 3.75%, were unknowns and accounted for 56,561 shares, 2.45% of the larger trade volume, and traded at a VWAP of $0.2733.
The other 2,309 trades, 73.02%, traded 321,378 shares, 12.22% of the days volume. The VWAP was $0.2762. 1,119 trades, 48.46%, were buys and accounted for 178,389 shares, 55.51% of the smaller trade volume, and traded at a VWAP of $0.2794. 1,026 trades, 44.43%, were sells and accounted for 119,231 shares, 37.10% of the smaller trade volume, and traded at a VWAP of $0.2722. 165 trades, 7.15%, were unknowns and accounted for 23,758 shares, 7.39% of the smaller trade volume, and traded at a VWAP of $0.2722.
"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_
016.87 0136.89 0269.30 0581.24 02288.63 04910.28
032.31 0119.96 0336.77 0692.50 02700.78 05516.94
068.03 0159.03 0412.98 0803.10 03054.84 06180.67
+055.74 +0061.59 0012.62 0157.39 01039.53 02742.33
+103.83 +0158.77 +0169.16 +0111.14 00181.54 01206.96
113.12 0060.88 0074.09 0192.20 00641.78 01758.86
798.90 0849.76 1173.79 1587.86 03799.47 06978.88
645.74 0693.83 0923.47 1313.02 03119.83 05833.04
1050.8 1108.25 1394.15 1881.50 04119.05 07263.10
892.90 0966.67 1160.77 1593.81 03416.60 06041.30
On my ORIGINAL inflection point calculations, readings for 5, 10, 25, 50, 100 and 200 day periods:
 1day change 
02/19 +254.1% +769.2% +579.8% +100.7% +26.0% +17.2%
02/20 26.3% 00.9% 26.0% 4008.4% 08.3% 04.9%
02/23 561.0% 360.6% 666.8% 1361.9% 121.0% 75.9%
02/24 21.6% 20.6% 16.0% 09.9% 06.2% 05.2%
02/25 +34.1% +32.4% +34.2% +21.1% +14.7% +12.1%
02/26 99.3% 81.4% 54.2% 40.4% 23.2% 17.7%
02/27 +20.6% +19.4% +25.2% +14.6% +09.5% +08.2%
 5day change 
02/19 +013.9% +3240.0% +172.9% +127.8% +153.9% +194.9%
02/20 061.2% +006.3% 021.0% 029.6% 024.6% 022.4%
02/23 1267.7% 233.5% 520.2% 503.5% 439.0% 498.0%
02/24 022.4% 043.8% 023.7% 020.9% 020.8% 024.1%
02/25 +035.5% +037.4% +038.2% +029.8% +034.5% +036.0%
02/26 113.9% 146.4% 098.4% 093.0% 104.7% 102.3%
02/27 +021.5% +015.5% +025.4% +020.4% +020.1% +021.2%
 5day rate of change 
02/19 106.2% +861.1% +067.7% 019.4% +019.8% +011.1%
02/20 1205.2% +007.0% 069.8% 080.9% 057.2% 060.3%
02/23 311.3% 183.7% 2511.5% 3639.2% 949.2% 1210.2%
02/24 011.9% 071.8% 022.4% 018.3% 019.1% 024.6%
02/25 +034.2% +042.5% +038.8% +030.5% +033.6% +037.4%
02/26 094.2% 233.0% 107.8% 098.4% 112.7% 113.6%
2/27 +026.1% +010.3% +024.6% +022.0% +021.0% +021.4%
On my NEWER inflection point calculations, for those same periods:
 1day change 
02/19 +181.93% +138.73% +096.94% +080.40% +065.97% +055.63%
02/20 +086.29% +157.78% +1440.37% +170.61% +082.54% +055.99%
02/23 208.94% 138.34% 143.80% 272.94% 253.52% 045.73%
02/24 606.25% 1295.8% 1484.3% 726.13% 492.02% 296.78%
02/25 +019.17% +018.35% +021.33% +017.31% +017.89% +016.42%
02/26 062.73% 059.73% 050.97% 043.30% 032.03% 024.52%
02/27 +015.03% +012.78% +016.74% +015.29% +017.05% +016.82%
 5day change 
02/19 +264.10% +356.78% +298.69% +860.62% +2553.80% +702.66%
02/20 +056.28% +069.29% +176.59% +144.07% +155.65% +212.48%
02/23 195.05% 076.32% 045.91% 032.66% 008.98% +004.47%
02/24 697.06% 1057.83% 527.63% 329.59% 166.58% 146.30%
02/25 +024.64% +026.72% +039.01% +043.05% +094.08% +123.78%
02/26 091.54% 118.74% 170.63% 238.12% 4638.35% 1400.45%
02/27 +009.92% +003.80% +003.73% +001.11% 005.05% 006.94%
 5day rate of change 
02/19 155.63% 029.75% 100.82% 103.88% 095.19% 102.78%
02/20 069.56% +041.36% +7782.74% +798.62% +403.51% +855.54%
02/23 071.58% 106.40% 053.19% 047.01% +023.58% +090.35%
02/24 269.92% 4553.8% 1366.5% 1243.9% 297.68% 219.76%
02/25 +027.78% +029.24% +047.85% +051.21% +097.35% +126.59%
02/26 096.70% 135.93% 240.14% 309.72% 10398.12% 1180.04%
02/27 +006.27% 006.42% 011.87% 016.45% 033.24% 043.16%
Rolling 5day ORIGINAL inflection point calculation aggregate change:
******* ******* *5 Day** *10 Day * * 25Day ** 50 Day **100Day* 200 Day
02/19 5 day +129.954 +274.5610 +153.6230 +189.9990 +203.3650 +164.8813
02/20 5 day +50.371 +291.9880 +121.3420 +133.6800 +153.4140 +127.8884
02/23 5 day 588.203 389.8050 509.9160 539.3720 520.0110 508.9342
02/24 5 day 720.236 560.3920 630.5430 651.8440 628.2240 631.7116
02/25 5 day 464.78 350.6710 389.8000 457.3790 411.2610 404.2720
02/26 5 day 994.001 864.0470 773.4320 882.9700 841.8860 817.8374
02/27 5 day 780.193 729.8220 577.3390 703.0360 672.5010 644.7411
Average change/day, 5 days
____ **5 Day *10 Day *25 Day *50 Day 100 Day 200 Day
02/19 002.93 +077.37 +016.35 +019.43 +034.19 +026.80
02/20 038.25 +082.79 +004.94 +003.72 +014.63 +010.64
02/23 157.32 069.27 119.08 131.55 124.25 118.08
02/24 176.02 118.98 145.80 155.56 147.97 147.07
02/25 115.78 068.39 089.22 108.16 098.27 092.04
02/26 224.79 227.72 185.41 214.59 209.05 196.54
02/27 166.11 204.36 139.74 167.34 165.18 154.53
Rolling 5day NEWER inflection point calculation aggregate change:
******* ******* *5 Day** *10 Day * * 25Day ** 50 Day **100Day* 200 Day
02/19 5 day +0064.74 +0190.10 +0130.84 +0237.30 +0709.19 +0967.29
02/20 5 day +0101.18 +0321.83 +0361.88 +0579.17 +1813.05 +3022.60
02/23 5 day 0096.18 +0076.19 +0195.73 +0389.99 +1650.21 +3157.58
02/24 5 day 0766.59 0729.80 0837.02 0895.37 1098.70 1461.94
02/25 5 day 0577.70 0534.80 0510.48 0509.92 0064.99 +0347.63
02/26 5 day 1106.55 1169.84 1381.53 1724.11 3079.52 4520.77
02/27 5 day 0996.73 1125.43 1329.93 1704.95 3235.06 4834.33
Average change/day, 5 days
____ **5 Day *10 Day *25 Day *50 Day 100 Day 200 Day
02/19 0015.32 +0038.67 0000.37 0004.63 +0022.16 0022.19
02/20 0025.98 +0054.67 +0028.76 +0032.38 +0111.56 +0167.64
02/23 0044.58 0003.50 +0013.46 +0017.15 +0137.86 +0319.10
02/24 0164.91 0162.93 0170.52 0196.25 0272.53 0382.15
02/25 0119.10 0115.28 0088.93 0095.74 0007.22 +0101.63
02/26 0234.26 0271.99 0302.47 0392.28 0757.74 1097.61
02/27 0219.58 0289.45 0338.36 0456.82 1009.62 1571.39
Dly Sht % of 'sells' values JIC it turns out to be useful...
============ 2014 ===============
Mon. 12/01 24.17% 7.27% 3.41% 18.13% 0.00%
Mon. 12/08 0.63% 14.29% 14.21% 80.06% 135.25%
Mon. 12/15 22.26% 29.38% 26.21% 32.95% 5.67%
Mon. 12/22 0.00% 5.76% 1.95% 7.50%
Mon. 12/29 2.04% 6.62% 5.72%
============ 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
============ 2014 ===============
Sep Avg: 136.70%, min: 02.84%, max: 174.10%
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%
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]
0130 Vol 0277152, Sht 0087901 31.72% LHC 0.6400 0.9500 0.8110 b:s 1:1.53[215]
0129 Vol 0096502, Sht 0023885 24.75% LHC 0.5500 0.6498 0.5748 b:s 1.45:1[214]
0128 Vol 0276328, Sht 0061337 22.20% LHC 0.3850 0.7000 0.5400 b:s 3.05:1[213]
0127 Vol 0106717, Sht 0022179 20.78% LHC 0.3700 0.4300 0.3860 b:s 1:1.22[212]
0126 Vol 0096405, Sht 0011709 12.15% LHC 0.3450 0.4000 0.3600 b:s 1.64:1[211]
0123 Vol 0087168, Sht 0018940 21.73% LHC 0.3801 0.4179 0,4089 b:s 1.92:1[210]
0122 Vol 0129538, Sht 0019469 15.03% LHC 0.3710 0.4901 0.4000 b:s 1:1.67[209]
0121 Vol 0045754, Sht 0008127 17.76% LHC 0.4470 0.6101 0.5120 b:s 1:3.90[208]
0120 Vol 0068543, Sht 0011632 16.97% LHC 0.6100 0.7500 0.6100 b:s 1:2.81[207]
0116 Vol 0018459, Sht 0010339 56.01% LHC 0.7400 0.8899 0.7400 b:s 4.68:1
0115 Vol 0027381, Sht 0003700 13,51% LHC 0.7659 0.8777 0.7659 b:s 1:2.23
0114 Vol 0028348, Sht 0000000 00.00% LHC 0.7600 0.8422 0.8422 b:s 1:1.88
0113 Vol 0063686, Sht 0016700 26.22% LHC 0.7000 0.8899 0.8277 b:s 1.29:1[206]
0112 Vol 0011642, Sht 0003552 30.51% LHC 0.8300 0.9668 0.9200 b:s 1:9.47[205]
0109 Vol 0015657, Sht 0008090 51.67% LHC 0.9120 0.9999 0.9120 b:s 1.86:1[204]
0108 Vol 0026420, Sht 0002160 08.18% LHC 0.9700 1.0400 0.9700 b:s 1:1.18
0107 Vol 0011400, Sht 0000000 00.00% LHC 0.9900 1.0001 0.9999 b:s 1:1.04
0106 Vol 0009700, Sht 0000000 00.00% LHC 0.9600 1.0100 0.9900 b:s 1:6.70[203]
0105 Vol 0014580, Sht 0001525 10.46% LHC 0.9600 1.0100 0.9701 b:s 1:141.66
0102 Vol 0022950, Sht 0004300 18.74% LHC 0.9500 1.0700 1.0100 b:s 1:1.07
[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.
[215] There were 2,350 shares in 5 trades premarket that included prices lower than the official low of $0.72 ($0.70, $0.68 and $0.64). These are also excluded from the short daily short volumes. If we add them to the short volume the short percentages would move from 31.72% to 32.56%. NASDAQ was the biggest shorter, percentagewise, again with 60,710, 54.55%, of their 111,297 trade volume. EDGX and BATS also had noticable short percentages, short 56,579 (29.12%) and 17,212 (34.17%), respectively, of their trade volume.
[214] There were 1,400 shares traded premarket that will not appear on the reported short volume. Since it's only 60 and short volume was 23,885 they will not affect the short percentage in a noticeable way. The only exchanges with appreciable shorts today were EDGX with 2,000 shares traded and 20.00% shorted and NASDAQ with 48,136 and 48.17% shorted. ARCA traded 11,520 shares and had no shorts and BATS traded 4,050 and had 300 shorted.
[213] There were 3,000 shares premarket and 100 shares after market traded that will not appear on the reported short volume. If these are added to the 61,337 reported short sales, the short prcentage would go from 22.20% to 23.32%. NASDAQ had 50.75% of it's total volume of 74,813 shares shorted, NYNEX had 50% of it's volume shorted, BATSY had 40.8% of it volume shorted and BATS and EDGX had more reasonable percentages of 25.8% and 23.27% respectively. ARCA is notable as having the second highest trading volume, 62,768, but only 8.44% shorted.
[212] There were 3,300 exempt short shares, 14.90% of short volume, included in the short total, bringing the total down to 18,879 from 22,179 if these are excluded. The short percentage would move from 20.78% to 17.69%. The short exempt quantity came from the NASDAQ, which reported 18,879 shorted. So the "exempt" was 17.5% of the NASDAQ shorted volume and, with NASDAQ traded volume of 37,604, the NASDAQ short volume was 50.2% of the total NASDAQ traded volume for the day.
[211] There were 3,100 exempt short shares, 36.01% of short volume, included in the short total, bringing the total down to 8,609 from 11,709 if these are excluded. The short percentage would move from 12.15% to 8.93%. The short exempt quantity came from the NASDAQ, which reported only 8,909 shorted. So the "exempt" was 34.8% of the NASDAQ shorted volume and, with NASDAQ traded volume of 45,882, the NASDAQ short volume was 19.42% f the total NASDAQ traded volume for the day.
[210] There were 8,140 exempt short shares included in the short total, bringing the total down to 10,800 from 18,940 if these are excluded. The short percentage would move from 21.73% to 12.39%. The short exempt quantity came from the NASDAQ, which reported only 8,640 shorted. So the "exempt" was 94.21% of the NASDAQ shorted volume and, with NASDAQ traded volume of 44,299, the 8,640 NASDAQ short volume was 19.5% of the total NASDAQ traded volume for the day.
[209] There were 2,820 exempt short shares included in the short total, bringing the total down to 16,649 from 19,469 if these are excluded. The short percentage would move from 15.03% to 12.85%. The short exempt quantity came from the NASDAQ.
[208] The close ws a 75 share sell at $0.5120. Since rules don't allow an oddlot trade to set the close, the prior 600 share sell for $0.5121 is the reported close. There were 600 exempt short shares included in the short total, bringing the total down to 7,527 from 8,127 if these are excluded. The short percentage would move from 17.76% to 16.45%. The short exempt quantity came from the NASDAQ.
[207] There were 300 exempt short shares included in the short total, bringing the total down to 11,332 from 11,632 if these are excluded. The short percentage would move from 16.97% to 16.53%. The short exempt quantity came from the NASDAQ.
[206] 100% of the ARCA trades were short sells, 4K; 100% of the BATS trades were short sells (600 shares, but note that BATS Y were not, 200 shares); 1.5K of the 1.7K EDGX volume was short; 10.6K of 49.4K of the NASDAQ trades were short sales.
There were 2,400 exempt short shares included in the short total, bringing the total down to 14,300 from 16,700 if these are excluded. The short percentage would move from 26.22% to 22.45%. The short exempt quantity came from NASDAQ (2,400 shares).
[205] FINRA volume is missing 2,748 shares from the OMX facility. Ignoring the lateday oddlot trades, our low would be $0.9200. The real low(s) of the day were from a 70 share oddlot sell for $0.8300 and a preceding 30 share buy for $0.9000, both at 15:59:30, and a preceding sell of 70 shares for $0.9000 at 15:39:35. These will not appear on your normal resources. I believe the earlier 70 and 30 share transactions were a single trade and don't have anything but a TFH theory as to why this would be broken up to effectively hide the low from the market. As before, they could be market trades foolishly entered very near the close when bids and offers are being withdrawn.
[204] There were 1,100 exempt short shares included in the short total, bringing the total down to 6,990 from 8,090 if these are excluded. The short percentage would move from 51.67% to 44.64%. The short exempt quantity came from the NASDAQ (1,100 shares).
[203] The low of the day was from a 20 share oddlot trade at the open  first trade of the day. The official low is $0.9900.
02/26/2015: EOD stuff partially copied to the concentrator.
# Trds: 1822, MinTrSz: 1, MaxTrSz: 32400, Vol: 1595811, AvTrSz: 876
Min. Pr: 0.2560, Max Pr: 0.3300, VW Avg. Tr. Pr: 0.2736
# Buys, Shares: 705 664830, VW Avg Buy Pr: 0.2719
# Sells, Shares: 1104 917679, VW Avg Sell Pr: 0.2750
# Unkn, Shares: 13 13302, VW Avg Unk. Pr: 0.2670
Buy:Sell 1:1.38 (41.66% "buys"), DlyShts 435655 (27.30%), Dly Sht % of 'sells' 47.47%
Yesterday's 3.94% VWAP improvement, $0.2887 to $0.3001 over one day (only the fourth improvement since 2/5), was not enough to change my mind about expected further dramatic VWAP deterioration expected going forward, due to an apparent presence of momo traders that I felt would soon be dumping when they didn't see what they expected. Today we gave back yesterday's gain, plus some, with VWAP going below Wednesday's $0.2887.
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.
The trading breakdown by time VWAP was a bit worse than yesterday, going almost straight down until 15:00 instead of yesterday's almost straight down until 13:3313:41. Today it then had a very weak recovery through 15:29 and then weakened for 15 minutes and held "flat" into the close. Overall the buy percentages were not that good where we had volume.
Our breakdown by price today shows sellers returned to their more aggressive meeting of bid prices as only one range, a lower one, had a decent buy percentage. So we had a lower VWAP today.
Yesterday I noted that all newer inflection point calculation periods reversed and went less negative and that with good volume there was a possibility that we'd see the trend develop that says our down moves are coming to an end. I ended by noting we've seen this sort of volatility too many times for too long to go jumping to conclusions and I was sitting on my hands still.
Well, all reversed again to showing increasing weakening and VWAP declined 8.82% after rising 3.94% the prior day, wiping out the gains and falling from a VWAP of $0.3003 to $0.2736.
Today's low, high, VWAP, trade volume, and daily short sales moved 5.19%, 5.71%, 08.82%, 35.82% and 37.60%. Price spread today was 28.91% vs. 29.63%, 38.28%, 63.14%, 28.81%, 55.56%, 11.94%, 25.34%, 32.53% and 9.55% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 007375 shrs, 00.46% of vol, VWAP $0.3279, 031.2% buys
09:3109:39: 039408 shrs, 02.47% of vol, VWAP $0.3122, 037.0% buys
09:4109:57: 110422 shrs, 06.92% of vol, VWAP $0.2981, 023.6% buys
10:0010:09: 124770 shrs, 07.82% of vol, VWAP $0.2846, 006.2% buys
10:1010:30: 063197 shrs, 03.96% of vol, VWAP $0.2821, 030.2% buys
10:3110:44: 368834 shrs, 23.11% of vol, VWAP $0.2708, 041.5% buys
10:4511:10: 079924 shrs, 05.01% of vol, VWAP $0.2733, 069.7% buys
11:1411:44: 154484 shrs, 09.68% of vol, VWAP $0.2678, 046.8% buys
11:4512:13: 160605 shrs, 10.06% of vol, VWAP $0.2669, 031.4% buys
12:1512:44: 113888 shrs, 07.14% of vol, VWAP $0.2668, 070.5% buys
12:4713:11: 130008 shrs, 08.15% of vol, VWAP $0.2642, 039.2% buys
13:2013:57: 038833 shrs, 02.43% of vol, VWAP $0.2640, 067.6% buys
14:0015:00: 051774 shrs, 03.24% of vol, VWAP $0.2668, 067.6% buys
15:0115:14: 054200 shrs, 03.40% of vol, VWAP $0.2703, 066.6% buys
15:1515:29: 013912 shrs, 00.87% of vol, VWAP $0.2704, 040.3% buys
15:3015:48: 021731 shrs, 01.36% of vol, VWAP $0.2665, 042.2% buys
15:5215:52: 004000 shrs, 00.25% of vol, VWAP $0.2728, 100.0% buys
15:5715:59: 058446 shrs, 03.66% of vol, VWAP $0.2669, 027.7% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2560$0.2561: 022300 shrs, 01.40% of vol, VWAP $0.2560, 000.0% buys
$0.2600$0.2699: 780328 shrs, 48.90% of vol, VWAP $0.2659, 052.2% buys
$0.2700$0.2890: 627600 shrs, 39.33% of vol, VWAP $0.2761, 032.3% buys
$0.2900$0.3097: 101166 shrs, 06.34% of vol, VWAP $0.2963, 032.2% buys
$0.3100$0.3200: 058442 shrs, 03.66% of vol, VWAP $0.3128, 035.6% buys
$0.3300$0.3300: 005975 shrs, 00.37% of vol, VWAP $0.3300, 020.1% 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.
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
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%
The larger trades (>= 500) occurred on 602 of the 1,822 trades, 33.04%. These 1,428,709 shares were 89.53% of day's volume, and traded at a VWAP of $0.2737. 330 trades, 54.82%, were buys of 598,814 shares, 41.91% of larger trade volume, and traded at a VWAP of $0.2717. 262 of the larger trades, 43.52%, were sells of 817,295 shares, 57.21% of larger trade volume, and traded at a VWAP of $0.2752. 10 trades, 1.66%, were unknowns and accounted for 12,600 shares, 0.88% of the larger trade volume, and traded at a VWAP of $0.2660.
The other 1,220 trades, 66.96%, traded 167,102 shares, 10.47% of the days volume. The VWAP was $0.2733. 375 trades, 30.74%, were buys and accounted for 66,016 shares, 39.51% of the smaller trade volume, and traded at a VWAP of $0.2731. 842 trades, 69.02%, were sells and accounted for 100,384 shares, 60.07% of the smaller trade volume, and traded at a VWAP of $0.2733. 4 trades, 0.33%, were unknowns and accounted for 702 shares, 0.42% of the smaller trade volume, and traded at a VWAP of $0.2843.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/25/2015: EOD stuff partially copied to the concentrator.
# Trds: 1497, MinTrSz: 5, MaxTrSz: 32800, Vol: 1174923, AvTrSz: 785
Min. Pr: 0.2700, Max Pr: 0.3500, VW Avg. Tr. Pr: 0.3001
# Buys, Shares: 588 657801, VW Avg Buy Pr: 0.3015
# Sells, Shares: 862 472957, VW Avg Sell Pr: 0.2978
# Unkn, Shares: 47 44165, VW Avg Unk. Pr: 0.3040
Buy:Sell 1.39:1 (55.99% "buys"), DlyShts 316615 (26.95%), Dly Sht % of 'sells' 66.94%
Yesterday I said I expected further dramatic VWAP deterioration should be seen going forward due to an apparent presence of momo traders that I felt would soon be dumping when they didn't see what they expected. The 3.94% VWAP improvement, $0.2887 to $0.3001 over one day (only the fourth improvement since 2/5) is not enough to make my change my mind.
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%.
The trading breakdown by time VWAP was almost straight down until 13:3313:41. Thereafter it was "flattish" through 15:43. The last fifteen minutes popped up a couple pennies. After hours we got a couple trades at $0.35 totaling 3K shares. We again had a fair number of periods with good buy percentages even as VWAP declined. Volume was hit and miss on these  some had good volume others not. That could be an effect of my arbitrary break points. This netted us the fourth positive VWAP move since 2/5  not consecutive though. See "Some daytoday VWAP changes" below for some of that history.
Our breakdown by price today shows sellers continued their less aggressive meeting of bid prices. Today had good buy percentages throughout the price ranges and good volume in the ranges too  this is an improvement over yesterday. The reduced selling pressure allowed a small VWAP rise today.
All newer inflection point calculation periods reversed and went less negative. The "flaky" original version agrees. Since we continue with good volume there is a possibility that we'll see the trend develop that says our down moves are coming to an end. But we've seen this sort of volatility too many times for too long to go jumping to conclusions. Traders may be happy with this activity but I'm sitting on my hands still.
Today's low, high, VWAP, trade volume, and daily short sales moved 5.47%, 1.13%, 03.94%, 38.41% and 42.27%. Price spread today was 29.63% vs. 38.28%, 63.14%, 28.81%, 55.56%, 11.94%, 25.34%, 32.53%, 9.55% and 42.50% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:5309:11: 006400 shrs, 00.54% of vol, VWAP $0.3100, 015.6% buys
09:3009:30: 007850 shrs, 00.67% of vol, VWAP $0.3060, 061.8% buys
09:3109:37: 012831 shrs, 01.09% of vol, VWAP $0.3003, 020.2% buys
09:3809:42: 042258 shrs, 03.60% of vol, VWAP $0.2890, 061.5% buys
09:4310:00: 097060 shrs, 08.26% of vol, VWAP $0.2799, 074.1% buys
10:0110:29: 030000 shrs, 02.55% of vol, VWAP $0.2744, 058.3% buys
10:3110:59: 030724 shrs, 02.61% of vol, VWAP $0.2746, 076.8% buys
11:0111:30: 038533 shrs, 03.28% of vol, VWAP $0.2804, 056.9% buys
11:3111:37: 022800 shrs, 01.94% of vol, VWAP $0.2833, 048.7% buys
11:4011:50: 040110 shrs, 03.41% of vol, VWAP $0.2727, 015.5% buys
11:5712:29: 013068 shrs, 01.11% of vol, VWAP $0.2757, 041.5% buys
12:3513:00: 023000 shrs, 01.96% of vol, VWAP $0.2793, 056.4% buys
13:0313:28: 040978 shrs, 03.49% of vol, VWAP $0.2792, 070.2% buys
13:3313:41: 076533 shrs, 06.51% of vol, VWAP $0.3003, 077.0% buys
13:4213:53: 043515 shrs, 03.70% of vol, VWAP $0.2976, 060.4% buys
13:5414:13: 098726 shrs, 08.40% of vol, VWAP $0.3190, 077.6% buys
14:1514:45: 147658 shrs, 12.57% of vol, VWAP $0.3078, 042.4% buys
14:4615:01: 056227 shrs, 04.79% of vol, VWAP $0.3100, 084.6% buys
15:0215:17: 055415 shrs, 04.72% of vol, VWAP $0.3008, 005.4% buys
15:1815:29: 047370 shrs, 04.03% of vol, VWAP $0.2939, 034.1% buys
15:3015:43: 022900 shrs, 01.95% of vol, VWAP $0.2967, 065.1% buys
15:4615:49: 027240 shrs, 02.32% of vol, VWAP $0.3155, 076.0% buys
15:5015:52: 108068 shrs, 09.20% of vol, VWAP $0.3279, 062.5% buys
15:5315:53: 019550 shrs, 01.66% of vol, VWAP $0.3171, 043.5% buys
15:5415:59: 063109 shrs, 05.37% of vol, VWAP $0.3114, 029.5% buys
16:3216:33: 003000 shrs, 00.26% of vol, VWAP $0.3500, 083.3% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2700$0.2799: 176288 shrs, 15.00% of vol, VWAP $0.2746, 049.9% buys
$0.2800$0.2890: 188243 shrs, 16.02% of vol, VWAP $0.2824, 070.6% buys
$0.2900$0.2999: 156848 shrs, 13.35% of vol, VWAP $0.2948, 045.4% buys
$0.3000$0.3099: 201161 shrs, 17.12% of vol, VWAP $0.3025, 052.2% buys
$0.3100$0.3199: 237005 shrs, 20.17% of vol, VWAP $0.3121, 044.7% buys
$0.3200$0.3299: 136698 shrs, 11.63% of vol, VWAP $0.3206, 074.2% buys
$0.3300$0.3350: 075680 shrs, 06.44% of vol, VWAP $0.3312, 067.1% buys
$0.3500$0.3500: 003000 shrs, 00.26% of vol, VWAP $0.3500, 083.3% 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.
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
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%
The larger trades (>= 500) occurred on 447 of the 1,497 trades, 29.86%. These 1,026,012 shares were 87.33% of day's volume, and traded at a VWAP of $0.3004. 297 trades, 66.44%, were buys of 604,170 shares, 58.89% of larger trade volume, and traded at a VWAP of $0.3015. 133 of the larger trades, 29.75%, were sells of 382,924 shares, 37.32% of larger trade volume, and traded at a VWAP of $0.2984. 17 trades, 3.80%, were unknowns and accounted for 38,918 shares, 3.79% of the larger trade volume, and traded at a VWAP of $0.3035.
The other 1,050 trades, 70.14%, traded 148,911 shares, 12.67% of the days volume. The VWAP was $0.2980. 291 trades, 27.71%, were buys and accounted for 53,631 shares, 36.02% of the smaller trade volume, and traded at a VWAP of $0.3019. 729 trades, 69.43%, were sells and accounted for 90,033 shares, 60.46% of the smaller trade volume, and traded at a VWAP of $0.2952. 31 trades, 2.95%, were unknowns and accounted for 5,247 shares, 3.52% of the smaller trade volume, and traded at a VWAP of $0.3074.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/24/2015: EOD stuff partially copied to the concentrator.
# Trds: 1663, MinTrSz: 1, MaxTrSz: 35905, Vol: 1907702, AvTrSz: 1147
Min. Pr: 0.2560, Max Pr: 0.3540, VW Avg. Tr. Pr: 0.2887
# Buys, Shares: 673 888575, VW Avg Buy Pr: 0.2923
# Sells, Shares: 947 964206, VW Avg Sell Pr: 0.2858
# Unkn, Shares: 43 54921, VW Avg Unk. Pr: 0.2827
Buy:Sell 1:1.09 (46.58% "buys"), DlyShts 548474 (28.75%), Dly Sht % of 'sells' 56.88%
From the combination of the last few days behavior and volume I suspect we had some momo types providing an outlet for the "cashless converted" sellers. When they discover this thing is going nowhere they want to go they will start dumping out. So further dramatic VWAP deterioration should be seen going forward.
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.
The trading breakdown by time again required great granularity to show the extremes of behavior again today. Today we did a "wave" of down through 10:14, up a bit through 11:36, down a bit through 13:35, flat through 14:31, down through 15:26 and then a slight rise into EOD. A fair number of periods had good buy percentages even as VWAP declined and I guess this is evidence of determined sellers (cashless conversion beneficiaries?) willing to let shares go at ever lower prices rather than trying to go more money for their shares.
Our breakdown by price today suggests sellers were less aggressively meeting all bid prices, including lower ones, as they did yesterday when no range of high buy percentages was seen. However, the volume seen when buy percentages were "better" was dwarfed by that seen when buy percentage was low so I think this reinforces that sellers were still predominate, even though a bit less aggressive.
All newer inflection point calculation periods went more negative. The "flaky" original version had all periods going less negative. Ignore them! The newer version movements were substantial and should be taken seriously since we continue with high volume.
Today's low, high, VWAP, trade volume, and daily short sales moved 17.95%, 30.45%, 29.33%, 19.39% and 7.93%. Price spread today was 38.28% vs. 63.14%, 28.81%, 55.56%, 11.94%, 25.34%, 32.53%, 9.55%, 42.50% and 15.23% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:43: 089335 shrs, 04.68% of vol, VWAP $0.3459, 066.1% buys
09:4409:44: 045868 shrs, 02.40% of vol, VWAP $0.3374, 026.2% buys
09:4509:49: 099850 shrs, 05.23% of vol, VWAP $0.3224, 037.5% buys
09:5009:59: 175482 shrs, 09.20% of vol, VWAP $0.2930, 023.4% buys
10:0010:10: 094429 shrs, 04.95% of vol, VWAP $0.2784, 005.9% buys
10:1110:14: 259390 shrs, 13.60% of vol, VWAP $0.2633, 048.6% buys
10:1610:29: 105849 shrs, 05.55% of vol, VWAP $0.2690, 048.5% buys
10:3110:43: 031128 shrs, 01.63% of vol, VWAP $0.2799, 074.4% buys
10:4710:59: 110190 shrs, 05.78% of vol, VWAP $0.2980, 065.6% buys
11:0011:36: 086918 shrs, 04.56% of vol, VWAP $0.3050, 083.1% buys
11:3612:00: 027980 shrs, 01.47% of vol, VWAP $0.2950, 072.8% buys
12:0112:30: 037463 shrs, 01.96% of vol, VWAP $0.2895, 079.7% buys
12:3113:18: 091513 shrs, 04.80% of vol, VWAP $0.2888, 051.3% buys
13:1913:35: 076612 shrs, 04.02% of vol, VWAP $0.2842, 075.4% buys
13:3613:50: 057917 shrs, 03.04% of vol, VWAP $0.2931, 065.1% buys
13:5114:11: 052236 shrs, 02.74% of vol, VWAP $0.2905, 092.3% buys
14:1214:31: 081591 shrs, 04.28% of vol, VWAP $0.2988, 030.3% buys
14:5014:53: 110600 shrs, 05.80% of vol, VWAP $0.2797, 000.0% buys
14:5415:07: 136171 shrs, 07.14% of vol, VWAP $0.2655, 020.4% buys
15:0915:26: 031750 shrs, 01.66% of vol, VWAP $0.2770, 065.8% buys
15:2815:36: 064080 shrs, 03.36% of vol, VWAP $0.2827, 084.4% buys
15:3715:59: 041350 shrs, 02.17% of vol, VWAP $0.2874, 048.4% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.2560$0.2597: 063110 shrs, 03.31% of vol, VWAP $0.2567, 003.3% buys
$0.2600$0.2799: 521666 shrs, 27.35% of vol, VWAP $0.2677, 045.9% buys
$0.2800$0.2899: 553216 shrs, 29.00% of vol, VWAP $0.2830, 036.5% buys
$0.2900$0.2999: 279441 shrs, 14.65% of vol, VWAP $0.2933, 069.1% buys
$0.3000$0.3099: 191116 shrs, 10.02% of vol, VWAP $0.3022, 068.9% buys
$0.3100$0.3299: 135158 shrs, 07.08% of vol, VWAP $0.3165, 034.3% buys
$0.3300$0.3498: 115745 shrs, 06.07% of vol, VWAP $0.3368, 022.6% buys
$0.3500$0.3540: 048250 shrs, 02.53% of vol, VWAP $0.3502, 099.4% 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.
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
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%
The larger trades (>= 500) occurred on 709 of the 1,663 trades, 42.63%. These 1,765,300 shares were 92.54% of day's volume, and traded at a VWAP of $0.2887. 346 trades, 48.80%, were buys of 830,217 shares, 47.03% of larger trade volume, and traded at a VWAP of $0.2922. 339 of the larger trades, 47.81%, were sells of 883,683 shares, 50.06% of larger trade volume, and traded at a VWAP of $0.2857. 24 trades, 3.39%, were unknowns and accounted for 51,400 shares, 2.91% of the larger trade volume, and traded at a VWAP of $0.2827.
The other 954 trades, 57.37%, traded 142,402 shares, 7.46% of the days volume. The VWAP was $0.2894. 327 trades, 34.28%, were buys and accounted for 58,358 shares, 40.98% of the smaller trade volume, and traded at a VWAP of $0.2936. 608 trades, 63.73%, were sells and accounted for 80,523 shares, 56.55% of the smaller trade volume, and traded at a VWAP of $0.2866. 20 trades, 2.10%, were unknowns and accounted for 3,521 shares, 2.47% of the smaller trade volume, and traded at a VWAP of $0.2825.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/23/2015: EOD stuff partially copied to the concentrator.
# Trds: 3676, MinTrSz: 1, MaxTrSz: 91762, Vol: 2366538, AvTrSz: 644
Min. Pr: 0.3120, Max Pr: 0.5090, VW Avg. Tr. Pr: 0.4085
# Buys, Shares: 1152 806800, VW Avg Buy Pr: 0.4141
# Sells, Shares: 2309 1460119, VW Avg Sell Pr: 0.4047
# Unkn, Shares: 215 101319, VW Avg Unk. Pr: 0.4125
Buy:Sell 1:1.81 (34.09% "buys"), DlyShts 508192 (21.47%), Dly Sht % of 'sells' 34.80%
If volume remains elevated I will have to reduce some of what I try to capture. Today I gave up accuracy in the buy:sell by not crosschecking ADVFN "Trades" screen buy:sell classification  I had no choice. However, over the many months I've been doing the crosscheck I don't recall seeing a change in buy percentage of more than three percentage points. This will have to serve, but the effect is relatively small and I expect no skewing due to it.
Two days back I wondered if we had the beginning of a run such as we saw 2/9  2/17 when VWAP moved down 31.11% from 2/6 through 2/17 and yesterday I noted that on the surface having a rising VWAP would argue against that scenario repeating. The last note was VWAP improvement was starting to slow and buy percentage dropped from 64.3% to 41.4%, much more normal (which is the concerning point in our case).
Today it appears that we are doomed to repeat the down trend as VWAP and buy percentage continued to weaken with VWAP movement going negative and buy percentage dropping off about a half from two days back. This seems to suggest the "short into cashless conversion period" was the scenario in play, which was one of the scenarios I thought possible in yesterday's post. This also seems supported by a falling daily short sales percentage, which has never been a good indicator for us.
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%.
The trading breakdown by time required the greatest granularity I've needed to show the extremes of behavior today. And it still masked a lot of the extreme swings seen even intraminute (and occasionally intrasecond). Through 11:21 "flat" looked like the order of the day if you ignored weak buy percentages whenever some volume came in. And it appeared even rosier from then through 13:34, again ignoring the buy percentages when real volume appeared. From that point forward, it was all downhill, with a severe dislocation occurring after 14:54.
Our breakdown by price today suggests sellers were aggressively meeting all bid prices, including lower ones, as no range of high buy percentages was seen. It was more aggressive than recently as volume percentages were fairly evenly distributed.
All inflection point periods, in both the original version and the newer version, went negative. Check the original chart vs. the newer versions and you'll see why I felt the need to do a newer version to replace what I termed a "flaky" original.
Today's low, high, VWAP, trade volume, and daily short sales moved 17.98%, 3.88%, 03.10%, 362.67% and 302.80%. Price spread today was 63.14% vs. 28.81%, 55.56%, 11.94%, 25.34%, 32.53%, 9.55%, 42.50%, 15.23% and 10.59% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:31: 001000 shrs, 00.04% of vol, VWAP $0.4280, 070.0% buys
09:3309:45: 024400 shrs, 01.03% of vol, VWAP $0.4264, 039.3% buys
09:4909:58: 067250 shrs, 02.84% of vol, VWAP $0.4474, 072.9% buys
10:0110:12: 026300 shrs, 01.11% of vol, VWAP $0.4249, 000.0% buys
10:1710:35: 030300 shrs, 01.28% of vol, VWAP $0.4325, 036.6% buys
10:3610:52: 044570 shrs, 01.88% of vol, VWAP $0.4227, 034.3% buys
10:5311:05: 052655 shrs, 02.22% of vol, VWAP $0.4263, 047.7% buys
11:1611:21: 010177 shrs, 00.43% of vol, VWAP $0.4215, 024.3% buys
11:2211:30: 029364 shrs, 01.24% of vol, VWAP $0.4367, 045.6% buys
11:3211:46: 068130 shrs, 02.88% of vol, VWAP $0.4518, 052.9% buys
11:5012:08: 059021 shrs, 02.49% of vol, VWAP $0.4398, 005.6% buys
12:1412:17: 054857 shrs, 02.32% of vol, VWAP $0.4580, 071.1% buys
12:1812:31: 181583 shrs, 07.67% of vol, VWAP $0.4947, 045.8% buys
12:3212:48: 069989 shrs, 02.95% of vol, VWAP $0.4760, 028.6% buys
12:5213:03: 053360 shrs, 02.25% of vol, VWAP $0.4695, 034.0% buys
13:0413:14: 107492 shrs, 04.54% of vol, VWAP $0.4476, 032.0% buys
13:2113:34: 028500 shrs, 01.20% of vol, VWAP $0.4702, 068.1% buys
13:3513:48: 057255 shrs, 02.42% of vol, VWAP $0.4641, 039.7% buys
13:4914:06: 060257 shrs, 02.54% of vol, VWAP $0.4542, 020.9% buys
14:1714:47: 087447 shrs, 03.69% of vol, VWAP $0.4349, 016.2% buys
14:4814:54: 215093 shrs, 09.08% of vol, VWAP $0.4173, 028.0% buys
14:5514:59: 293754 shrs, 12.40% of vol, VWAP $0.3786, 013.9% buys
15:0015:02: 092200 shrs, 03.89% of vol, VWAP $0.3454, 038.6% buys
15:0315:16: 089493 shrs, 03.78% of vol, VWAP $0.3660, 039.2% buys
15:1715:30: 093089 shrs, 03.93% of vol, VWAP $0.3781, 067.9% buys
15:3115:45: 215605 shrs, 09.10% of vol, VWAP $0.3559, 006.7% buys
15:4615:50: 121836 shrs, 05.14% of vol, VWAP $0.3196, 030.2% buys
15:5115:59: 110671 shrs, 04.67% of vol, VWAP $0.3203, 062.3% buys
16:2616:26: 023090 shrs, 00.97% of vol, VWAP $0.3765, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.3120$0.3299: 233331 shrs, 09.85% of vol, VWAP $0.3195, 043.8% buys
$0.3300$0.3499: 115854 shrs, 04.89% of vol, VWAP $0.3393, 036.4% buys
$0.3500$0.3699: 256677 shrs, 10.84% of vol, VWAP $0.3564, 019.5% buys
$0.3700$0.3899: 277120 shrs, 11.70% of vol, VWAP $0.3755, 033.8% buys
$0.3900$0.4089: 186088 shrs, 07.86% of vol, VWAP $0.3933, 016.1% buys
$0.4100$0.4299: 280676 shrs, 11.85% of vol, VWAP $0.4184, 035.3% buys
$0.4300$0.4499: 416763 shrs, 17.59% of vol, VWAP $0.4388, 033.9% buys
$0.4500$0.4699: 270900 shrs, 11.44% of vol, VWAP $0.4572, 031.2% buys
$0.4700$0.4899: 176048 shrs, 07.43% of vol, VWAP $0.4755, 055.6% buys
$0.4900$0.5090: 155281 shrs, 06.56% of vol, VWAP $0.4977, 043.3% 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.
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
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%
The larger trades (>= 500) occurred on 985 of the 3,676 trades, 26.80%. These 1,943,012 shares were 82.10% of day's volume, and traded at a VWAP of $0.4038. 362 trades, 36.75%, were buys of 669,590 shares, 34.46% of larger trade volume, and traded at a VWAP of $0.4110. 569 of the larger trades, 57.77%, were sells of 1,197,070 shares, 61.61% of larger trade volume, and traded at a VWAP of $0.3999. 54 trades, 5.48%, were unknowns and accounted for 76,352 shares, 3.93% of the larger trade volume, and traded at a VWAP of $0.4014.
The other 2,691 trades, 73.20%, traded 425,726 shares, 17.99% of the days volume. The VWAP was $0.4303. 798 trades, 29.65%, were buys and accounted for 138,410 shares, 32.51% of the smaller trade volume, and traded at a VWAP of $0.4288. 1,749 trades, 64.99%, were sells and accounted for 264,049 shares, 62.02% of the smaller trade volume, and traded at a VWAP of $0.4268. 163 trades, 6.06%, were unknowns and accounted for 24,967 shares, 5.86% of the smaller trade volume, and traded at a VWAP of $0.4465.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/20/2015: EOD stuff partially copied to the concentrator.
# Trds: 924, MinTrSz: 1, MaxTrSz: 10983, Vol: 511493, AvTrSz: 554
Min. Pr: 0.3804, Max Pr: 0.4900, VW Avg. Tr. Pr: 0.4216
# Buys, Shares: 464 211956, VW Avg Buy Pr: 0.4316
# Sells, Shares: 392 254387, VW Avg Sell Pr: 0.4133
# Unkn, Shares: 68 45150, VW Avg Unk. Pr: 0.4211
Buy:Sell 1:1.20 (41.44% "buys"), DlyShts 126164 (24.67%), Dly Sht % of 'sells' 49.60%
Yesterday I wondered we had the beginning of a run such as we saw 2/9  2/17 when VWAP moved down 31.11% from 2/6 through 2/17. I did note that on the surface having a rising VWAP would argue against that scenario repeating. So far the move down has not appeared but the VWAP improvement is starting to slow (but up 21.85% and then 8.31% is not really a sign of weakness ... yet) and buy percentage did drop from 64.3% to 41.4%, much more normal (which is the concerning point in our case).
Assuming the B warrant conversions have begun, if the holders were not shorting into the exercise period we can look for pressure to hold VWAP up so the B warrant holders can maximize their profit. If they were shorting into the period, which could be suggested by the recent short percentages and exempt percentages, price should move lower to allow covering buys well below the price at which short sales were executed. We don't yet (and may never) know which scenario is being played out.
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%.
Our breakdown by price today suggests sellers were aggressively meeting lower bid prices as no sustained trend of high buy percentages was seen and we do see a more or less continuously declining VWAP trend. It wasn't as aggressive as previously seen recently when buy percentage was low and VWAP was rising though. Is this an artifact of B warrant conversion playing out? Don't know.
The "Daily short percent of sales" moved back into a more normal range.
Yesterday I wondered if another three or four day VWAP increase will be seen. Today is the second day of such. Given the B warrant conversion onset I have no confidence that my metrics, which are oriented towards normal markets, have much utility other than looking backwards.
Yesterday started right off moving up through 10:53 on ~17.43% of the day's volume, had several small retraces followed by additional moves up again throughout the day, and made notable move up in the last hour on ~43.8% of the day's volume as VWAP moved from $0.3459 to the $0.46xx range and held there. Buy percentages were "strong" throughout the day. Today was more like the prior day as we again see no serious attempt to move up. We start with a high VWAP and just mostly drift lower, but for a brief push up from 9:51 through 10:45. The it's back to drifting lower. We finally "flatten out" from 15:13 through the close (ignoring the 1K high trade at the close). Buy percentages were all over the place and no strong trend was established.
The trading breakdown by price, which yesterday had strong buy percentages in all the ranges but with only ~39% of the volume above the middle of the price range, had little of that today. The weaker buy percentages occurred in the lower ranges (indicating sellers very willing to come down to the bids and dump) and took 86.24% of the volume.
Yesterday all inflection point periods did a 100% reversal to all showing reducing weakening. We had seen similar behavior the last time sudden unexpected volume and very strong buy percentages appeared and it got us, after a few days of what looked like improvement coming, a collapse in these metrics and VWAP subsequently. We are, so far, repeating that with continued improving in the inflection point metrics while VWAP improvement again slows (+21.85% yesterday and 8.31% today). This doesn't mean we will repeat, after all we are now into the period where B warrants will get exercised.
Today's low, high, VWAP, trade volume, and daily short sales moved 20.76%, 0.00%, 08.31%, 5.43% and 12.98%. Price spread today was 28.81% vs. 55.56%, 11.94%, 25.34%, 32.53%, 9.55%, 42.50%, 15.23%, 10.59% and 18.00% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:5209:06: 000403 shrs, 00.08% of vol, VWAP $0.4771, 029.0% buys
09:3009:30: 008474 shrs, 01.66% of vol, VWAP $0.4578, 082.0% buys
09:3109:45: 035600 shrs, 06.96% of vol, VWAP $0.4216, 036.2% buys
09:4709:50: 008077 shrs, 01.58% of vol, VWAP $0.4254, 064.1% buys
09:5109:59: 029907 shrs, 05.85% of vol, VWAP $0.4659, 094.6% buys
10:0210:29: 022164 shrs, 04.33% of vol, VWAP $0.4826, 084.2% buys
10:4410:45: 005200 shrs, 01.02% of vol, VWAP $0.4864, 088.5% buys
10:4610:57: 015400 shrs, 03.01% of vol, VWAP $0.4654, 017.2% buys
11:1011:42: 020271 shrs, 03.96% of vol, VWAP $0.4455, 007.5% buys
11:4312:02: 016600 shrs, 03.25% of vol, VWAP $0.4137, 022.9% buys
12:0412:14: 012300 shrs, 02.40% of vol, VWAP $0.4345, 094.3% buys
12:2012:59: 027486 shrs, 05.37% of vol, VWAP $0.4170, 047.1% buys
13:0013:18: 044824 shrs, 08.76% of vol, VWAP $0.4097, 011.4% buys
13:1913:22: 068851 shrs, 13.46% of vol, VWAP $0.3841, 029.0% buys
13:2313:45: 023427 shrs, 04.58% of vol, VWAP $0.4016, 040.9% buys
13:4614:03: 040888 shrs, 07.99% of vol, VWAP $0.3916, 042.1% buys
14:0414:25: 029388 shrs, 05.75% of vol, VWAP $0.4090, 073.0% buys
14:3614:59: 020352 shrs, 03.98% of vol, VWAP $0.4091, 023.1% buys
15:0015:10: 010850 shrs, 02.12% of vol, VWAP $0.4241, 050.2% buys
15:1315:33: 013833 shrs, 02.70% of vol, VWAP $0.4381, 060.9% buys
15:3515:47: 026630 shrs, 05.21% of vol, VWAP $0.4344, 029.7% buys
15:5015:59: 007602 shrs, 01.49% of vol, VWAP $0.4370, 024.4% buys
16:0016:00: 001000 shrs, 00.20% of vol, VWAP $0.4600, 100.0% buys
16:2516:25: 021966 shrs, 04.29% of vol, VWAP $0.4330, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.3804$0.3851: 072051 shrs, 14.09% of vol, VWAP $0.3823, 023.3% buys
$0.3900$0.4051: 095881 shrs, 18.75% of vol, VWAP $0.3995, 047.3% buys
$0.4100$0.4299: 161694 shrs, 31.61% of vol, VWAP $0.4159, 027.7% buys
$0.4300$0.4499: 108900 shrs, 21.29% of vol, VWAP $0.4399, 044.0% buys
$0.4500$0.4698: 018702 shrs, 03.66% of vol, VWAP $0.4570, 095.7% buys
$0.4700$0.4899: 038991 shrs, 07.62% of vol, VWAP $0.4775, 061.4% buys
$0.4900$0.4900: 015274 shrs, 02.99% of vol, VWAP $0.4900, 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.
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
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%
The larger trades (>= 500) occurred on 248 of the 924 trades, 26.84%. These 410,856 shares were 80.32% of day's volume, and traded at a VWAP of $0.4220. 133 trades, 53.63%, were buys of 158,707 shares, 38.63% of larger trade volume, and traded at a VWAP of $0.4351. 105 of the larger trades, 42.34%, were sells of 215,793 shares, 52.52% of larger trade volume, and traded at a VWAP of $0.4123. 10 trades, 4.03%, were unknowns and accounted for 36,356 shares, 8.85% of the larger trade volume, and traded at a VWAP of $0.4232.
The other 676 trades, 73.16%, traded 100,637 shares, 19.68% of the days volume. The VWAP was $0.4197. 331 trades, 48.96%, were buys and accounted for 53,249 shares, 52.91% of the smaller trade volume, and traded at a VWAP of $0.4213. 287 trades, 42.46%, were sells and accounted for 38,594 shares, 38.35% of the smaller trade volume, and traded at a VWAP of $0.4192. 58 trades, 8.58%, were unknowns and accounted for 8,794 shares, 8.74% of the smaller trade volume, and traded at a VWAP of $0.4122.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/19/2015: EOD stuff partially copied to the concentrator.
# Trds: 735, MinTrSz: 1, MaxTrSz: 17200, Vol: 485143, AvTrSz: 660
Min. Pr: 0.3150, Max Pr: 0.4900, VW Avg. Tr. Pr: 0.3892
# Buys, Shares: 417 312182, VW Avg Buy Pr: 0.3905
# Sells, Shares: 245 146766, VW Avg Sell Pr: 0.3918
# Unkn, Shares: 73 26195, VW Avg Unk. Pr: 0.3597
Buy:Sell 2.13:1 (64.35% "buys"), DlyShts 144982 (29.88%), Dly Sht % of 'sells' 98.78%
I'm wondering if this move today is the beginning of a run such as we saw 2/9  2/17 when VWAP moved down 31.11% from 2/6 through 2/17. Of course on the surface having a rising VWAP today would argue against that scenario repeating. See the comment below about our recent "big volume" days and also the note about the short sales percentage. My wondering here is not even considering "cashless conversion". That's mentioned in the note about short percentage.
We had four AH trades today. The high VWAP of $0.4750 came on two AH "buys" for $0.4750 each totaling 1.5K shares at 17:3017:31. The other two, at 16:25, were 1,923 shares each, the first for $0.3886 and the second for $0.4680.
Unlike our previous recent "big volume" days, today did not have sellers pounding with sufficient strength into the buying to force prices consistently lower. Recall that 2/092/13 (2/9 and 2/10 not really "big volume" though) and, possibly 2/17, had sellers pounding into "strong" buy percentages (64.49%, 53.00%, 59.31%, 47.85%, 44.18% and 62.83%) that gave us VWAP moves of 5.67%, 10.29%, 7.56%, 6.99%, 9.50% and 10.08%. We also had a VWAP move of 10.16% on 2/18 but not with the same strong buy percentage with sellers hammering into it  maybe it was a "sympathy" move? >:(.
Notable today was the "Dly Sht % of 'sells'" above. It's not up there with recent maximums, but it's well above our recent monthly averages. The significance of this is only that it is reminiscent of the old "Big Uglies" selling days of a couple years back. Something to keep an eye on with "cashless conversion" around the corner.
All things considered we have to wonder if another three or four day VWAP increase will be seen. Since there's no way this is a "normal market", I've no confidence that metrics should be relied upon. With the short percentage popping (especially the NASDAQ's ~42.18 of their trade volume) I wonder if this is short selling that will be covered with shares from a "cashless conversion", which would mean little upward pressure from covering buys should appear. Shorting at today's high price (high moved up 41.21% and VWAP moved up 21.85%) and covering with shares at $0.00 cost seems a profitable strategy to me.
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.
As opposed to yesterday when the trading breakdown by time didn't even attempt a move up, today we started right off moving up through 10:53 on ~17.43% of the day's volume. We had several small retraces followed by additional moves up again throughout the day. The most notable move up came in the last hour on ~43.8% of the day's volume as VWAP moved from $0.3459 to the $0.46xx range and held there. Buy percentages were "strong" throughout the day.
The trading breakdown by price had strong buy percentages in all the ranges but only ~39% of the volume today was above the middle of today's price range. Not really all that bad a percentage when we consider MMs playing on our turf.
Yesterday all inflection point periods showed increasing weakness. Today a 100% reversal occurred as all showed reducing weakening. But we saw similar behavior the last time sudden unexpected volume and very strong buy percentages appeared. What it got us is described above. It's more clearly seen looking at the newer (and even the original) charts when the two short periods achieved positive numbers, as they did today. This prior occurrence began 1/28 and ended 2/3 and the charts show both a collapse in these metrics and VWAP followed. This "abnormal market" keeps me suspicious of the utility of these calculations since they are expected to be useful in "normal markets". The original version, being sensitive only to volume and buy percentage, started hollering "party time" at that time and continues to do so even though we saw a big VWAP drop since that time (see the note above about our "big volume" days' results.
Today's low, high, VWAP, trade volume, and daily short sales moved 1.61%, 41.21%, 21.85%, 173.77% and 194.08%. Price spread today was 55.56% vs. 11.94%, 25.34%, 32.53%, 9.55%, 42.50%, 15.23%, 10.59%, 18.00% and 33.47% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:36: 004140 shrs, 00.85% of vol, VWAP $0.3161, 072.5% buys
09:4509:52: 026000 shrs, 05.36% of vol, VWAP $0.3282, 073.1% buys
09:5910:11: 036817 shrs, 07.59% of vol, VWAP $0.3582, 083.1% buys
10:1210:53: 018100 shrs, 03.73% of vol, VWAP $0.3610, 032.0% buys
10:5411:12: 028161 shrs, 05.80% of vol, VWAP $0.3496, 053.2% buys
11:1311:44: 017000 shrs, 03.50% of vol, VWAP $0.3496, 022.4% buys
11:4612:15: 038690 shrs, 07.97% of vol, VWAP $0.3541, 039.0% buys
12:1612:55: 007100 shrs, 01.46% of vol, VWAP $0.3477, 052.1% buys
13:0813:59: 008800 shrs, 01.81% of vol, VWAP $0.3461, 092.0% buys
14:1314:25: 019806 shrs, 04.08% of vol, VWAP $0.3483, 096.0% buys
14:4514:45: 004494 shrs, 00.93% of vol, VWAP $0.3459, 075.5% buys
14:5715:09: 048082 shrs, 09.91% of vol, VWAP $0.3600, 082.5% buys
15:1015:20: 028700 shrs, 05.92% of vol, VWAP $0.3806, 064.5% buys
15:2115:21: 019748 shrs, 04.07% of vol, VWAP $0.4135, 075.1% buys
15:2215:37: 049464 shrs, 10.20% of vol, VWAP $0.4151, 051.4% buys
15:4015:49: 022577 shrs, 04.65% of vol, VWAP $0.4228, 069.9% buys
15:5015:52: 044100 shrs, 09.09% of vol, VWAP $0.4665, 043.3% buys
15:5315:56: 037300 shrs, 07.69% of vol, VWAP $0.4481, 090.3% buys
15:5715:57: 006934 shrs, 01.43% of vol, VWAP $0.4705, 082.1% buys
15:5815:59: 013784 shrs, 02.84% of vol, VWAP $0.4663, 069.5% buys
16:2516:25: 003846 shrs, 00.79% of vol, VWAP $0.4283, 050.0% buys
17:3017:31: 001500 shrs, 00.31% of vol, VWAP $0.4750, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.3150$0.3300: 027488 shrs, 05.67% of vol, VWAP $0.3253, 070.4% buys
$0.3400$0.3499: 051010 shrs, 10.51% of vol, VWAP $0.3456, 059.8% buys
$0.3500$0.3599: 095700 shrs, 19.73% of vol, VWAP $0.3533, 057.6% buys
$0.3600$0.3701: 095308 shrs, 19.65% of vol, VWAP $0.3617, 067.6% buys
$0.3800$0.3999: 022639 shrs, 04.67% of vol, VWAP $0.3917, 072.9% buys
$0.4000$0.4199: 055940 shrs, 11.53% of vol, VWAP $0.4108, 068.1% buys
$0.4200$0.4399: 050417 shrs, 10.39% of vol, VWAP $0.4335, 068.8% buys
$0.4400$0.4510: 019707 shrs, 04.06% of vol, VWAP $0.4494, 083.5% buys
$0.4600$0.4799: 055557 shrs, 11.45% of vol, VWAP $0.4662, 046.2% buys
$0.4800$0.4900: 011377 shrs, 02.35% of vol, VWAP $0.4853, 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.
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
02/17 $0.3556 10.08% 62.8%
02/18 $0.3194 10.16% 39.9%
02/19 $0.3892 +21.85% 64.3%
The larger trades (>= 500) occurred on 225 of the 735 trades, 30.61%. These 399,282 shares were 82.30% of day's volume, and traded at a VWAP of $0.3930. 145 trades, 64.44%, were buys of 263,766 shares, 66.06% of larger trade volume, and traded at a VWAP of $0.3930. 67 of the larger trades, 29.78%, were sells of 120,166 shares, 30.10% of larger trade volume, and traded at a VWAP of $0.3979. 13 trades, 5.78%, were unknowns and accounted for 15,350 shares, 3.84% of the larger trade volume, and traded at a VWAP of $0.3539.
The other 510 trades, 69.39%, traded 85,861 shares, 17.70% of the days volume. The VWAP was $0.3718. 272 trades, 53.33%, were buys and accounted for 48,416 shares, 56.39% of the smaller trade volume, and traded at a VWAP of $0.3768. 178 trades, 34.90%, were sells and accounted for 26,600 shares, 30.98% of the smaller trade volume, and traded at a VWAP of $0.3642. 60 trades, 11.76%, were unknowns and accounted for 10,845 shares, 12.63% of the smaller trade volume, and traded at a VWAP of $0.3679.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/18/2015: EOD stuff partially copied to the concentrator.
# Trds: 299, MinTrSz: 1, MaxTrSz: 12700, Vol: 177210, AvTrSz: 593
Min. Pr: 0.3100, Max Pr: 0.3470, VW Avg. Tr. Pr: 0.3194
# Buys, Shares: 144 70754, VW Avg Buy Pr: 0.3182
# Sells, Shares: 147 103929, VW Avg Sell Pr: 0.3201
# Unkn, Shares: 8 2527, VW Avg Unk. Pr: 0.3269
Buy:Sell 1:1.47 (39.93% "buys"), DlyShts 49300 (27.82%), Dly Sht % of 'sells' 47.44%
The only noteworthy things today are the continued inexorable slide in VWAP, the return of higher daily short percentage and volume finally starting to taper off. With our history I'm not thinking this portends a possible stabilization of the VWAP though.
Nothing positive to say for today.
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.
The trading breakdown by time didn't even attempt a move up today. The high VWAP of $0.3443 was set from the first trades at 9:46 through 10:10. Thereafter it dropped to the day's low VWAP of $0.3120 in the 11:3111:38 period, recovered to the $0.315x range and stayed pretty much right there until the last three trades of the day at $0.3170 (6K, 100 and 600 shares). Buy percentages were weak through ~13:00 and were generally a bit stronger through the rest of the day.
The trading breakdown by price had mostly weak buy percentages in all the ranges and ~76% of the volume today was below the middle of today's price range.
The newer inflection point calculations broke the threeday pattern of all but one are showing increased weakness. Today all show increased weakness.
Today's low, high, VWAP, trade volume, and daily short sales moved 5.23%, 15.37%, 10.16%, 24.42% and 18.44%. Price spread today was 11.94% vs. 25.34%, 32.53%, 9.55%, 42.50%, 15.23%, 10.59%, 18.00%, 33.47% and 20.39% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:4610:10: 007800 shrs, 04.40% of vol, VWAP $0.3443, 014.1% buys
10:1110:49: 013852 shrs, 07.82% of vol, VWAP $0.3316, 027.8% buys
11:0211:30: 034050 shrs, 19.21% of vol, VWAP $0.3242, 023.3% buys
11:3111:58: 018310 shrs, 10.33% of vol, VWAP $0.3120, 036.6% buys
12:0913:08: 045130 shrs, 25.47% of vol, VWAP $0.3156, 047.6% buys
13:3214:22: 016401 shrs, 09.26% of vol, VWAP $0.3152, 053.2% buys
14:3514:51: 005600 shrs, 03.16% of vol, VWAP $0.3155, 096.4% buys
15:1215:24: 010200 shrs, 05.76% of vol, VWAP $0.3158, 073.5% buys
15:3115:57: 013967 shrs, 07.88% of vol, VWAP $0.3160, 049.8% buys
15:5815:59: 005200 shrs, 02.93% of vol, VWAP $0.3160, 021.2% buys
15:5915:59: 006700 shrs, 03.78% of vol, VWAP $0.3170, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.3100$0.3149: 015900 shrs, 08.97% of vol, VWAP $0.3115, 026.4% buys
$0.3150$0.3172: 105708 shrs, 59.65% of vol, VWAP $0.3157, 050.8% buys
$0.3200$0.3249: 012500 shrs, 07.05% of vol, VWAP $0.3211, 026.4% buys
$0.3250$0.3250: 017650 shrs, 09.96% of vol, VWAP $0.3250, 017.8% buys
$0.3300$0.3346: 016452 shrs, 09.28% of vol, VWAP $0.3308, 025.2% buys
$0.3399$0.3399: 001000 shrs, 00.56% of vol, VWAP $0.3399, 100.0% buys
$0.3400$0.3447: 002000 shrs, 01.13% of vol, VWAP $0.3417, 020.0% buys
$0.3450$0.3470: 006000 shrs, 03.39% of vol, VWAP $0.3450, 015.0% 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.
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
02/17 $0.3556 10.08% 62.8%
02/18 $0.3194 10.16% 39.9%
The larger trades (>= 500) occurred on 107 of the 299 trades, 35.79%. These 147,592 shares were 83.29% of day's volume, and traded at a VWAP of $0.3195. 54 trades, 50.47%, were buys of 57,799 shares, 39.16% of larger trade volume, and traded at a VWAP of $0.3178. 52 of the larger trades, 48.60%, were sells of 88,293 shares, 59.82% of larger trade volume, and traded at a VWAP of $0.3204. 1 trade, 0.93%, was an unknown and accounted for 1,500 shares, 1.02% of the larger trade volume, and traded at a VWAP of $0.3324.
The other 192 trades, 64.21%, traded 29,618 shares, 16.71% of the days volume. The VWAP was $0.3191. 90 trades, 46.88%, were buys and accounted for 12,955 shares, 43.74% of the smaller trade volume, and traded at a VWAP of $0.3199. 95 trades, 49.48%, were sells and accounted for 15,636 shares, 52.79% of the smaller trade volume, and traded at a VWAP of $0.3184. 7 trades, 3.65%, were unknowns and accounted for 1,027 shares, 3.47% of the smaller trade volume, and traded at a VWAP of $0.3189.
"Dly Sht % of 'sells'" and inflection point changes here are `in the latest daily post above.
02/17/2015: EOD stuff partially copied to the concentrator.
# Trds: 247, MinTrSz: 1, MaxTrSz: 8000, Vol: 142430, AvTrSz: 577
Min. Pr: 0.3271, Max Pr: 0.4100, VW Avg. Tr. Pr: 0.3556
# Buys, Shares: 167 89494, VW Avg Buy Pr: 0.3551
# Sells, Shares: 76 51536, VW Avg Sell Pr: 0.3571
# Unkn, Shares: 4 1400, VW Avg Unk. Pr: 0.3312
Buy:Sell 1.74:1 (62.83% "buys"), DlyShts 60448 (42.44%), Dly Sht % of 'sells' 117.29%
The only noteworthy things today are the continued inexorable slide in VWAP, the return of higher daily short percentage and volume finally starting to taper off. With our history I'm not thinking this portends a possible stabilization of the VWAP though.
Nothing positive to say for today.
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.
The trading breakdown by time continues to follow the old behavior after an early attempt, through ~10:44 today, to start a move up. Thereafter it was straight down and we hit the lowest VWAPs of the day from 11:50 through 12:18. Then a recovery began just before 13:00 and we stayed "flat" through the end of the day. Generally our buy percentages were not as strong as the prior two days.
The trading breakdown by price had strong buy percentages for about 65% of the volume today, mostly at the lower prices, in contrast to yesterday. With this behavior I can't say for sure if determined sellers were pushing price or just responding to perceived weakness and trying to get out before it got lower. The higher prices had only about 25% of today's volume and a lower average buy percentage.
As with the prior two days, all the inflection point calculations but for one are showing increased weakness. Two days ago the 5day period, yesterday the 10day period, and today the 5day period again were the ones not showing increased weakness. In aggregate they don't lead me to believe and strong upward trend is developing regardless of the decent buy percentages.
Today's low, high, VWAP, trade volume, and daily short sales moved 1.48%, 6.82%, 10.08%, 34.20% and 39.93%. Price spread today was 25.34% vs. 32.53%, 9.55%, 42.50%, 15.23%, 10.59%, 18.00%, 33.47%, 20.39% and 19.44% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3010:03: 004900 shrs, 03.44% of vol, VWAP $0.3904, 100.0% buys
10:1210:44: 009241 shrs, 06.49% of vol, VWAP $0.4045, 060.6% buys
11:0311:29: 023615 shrs, 16.58% of vol, VWAP $0.3671, 034.4% buys
11:3011:40: 022677 shrs, 15.92% of vol, VWAP $0.3500, 099.1% buys
11:4411:49: 005200 shrs, 03.65% of vol, VWAP $0.3411, 015.4% buys
11:5012:18: 015750 shrs, 11.06% of vol, VWAP $0.3341, 025.7% buys
12:2212:43: 027393 shrs, 19.23% of vol, VWAP $0.3388, 090.2% buys
12:5013:36: 006701 shrs, 04.70% of vol, VWAP $0.3685, 028.4% buys
13:4314:55: 013326 shrs, 09.36% of vol, VWAP $0.3529, 078.6% buys
15:0415:38: 011527 shrs, 08.09% of vol, VWAP $0.3615, 046.6% buys
15:4215:58: 002100 shrs, 01.47% of vol, VWAP $0.3501, 052.4% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.3271$0.3399: 020443 shrs, 14.35% of vol, VWAP $0.3338, 033.0% buys
$0.3400$0.3499: 034101 shrs, 23.94% of vol, VWAP $0.3417, 080.1% buys
$0.3500$0.3598: 038767 shrs, 27.22% of vol, VWAP $0.3523, 092.3% buys
$0.3600$0.3690: 013775 shrs, 09.67% of vol, VWAP $0.3612, 052.8% buys
$0.3700$0.3800: 021303 shrs, 14.96% of vol, VWAP $0.3719, 008.9% buys
$0.3900$0.4099: 013041 shrs, 09.16% of vol, VWAP $0.3991, 072.8% buys
$0.4100$0.4100: 001000 shrs, 00.70% of vol, VWAP $0.4100, 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.
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
02/17 $0.3556 10.08% 62.8%
The larger trades (>= 500) occurred on 80 of the 247 trades, 32.39%. These 118,476 shares were 83.18% of day's volume, and traded at a VWAP of $0.3566. 54 trades, 67.50%, were buys of 75,076 shares, 63.37% of larger trade volume, and traded at a VWAP of $0.3555. 25 of the larger trades, 31.25%, were sells of 42,400 shares, 35.79% of larger trade volume, and traded at a VWAP of $0.3593. 1 trade, 1.25%, was an unknown and accounted for 1,000 shares, 0.84% of the larger trade volume, and traded at a VWAP of $0.3271.
The other 167 trades, 67.61%, traded 23,954 shares, 16.82% of the days volume. The VWAP was $0.3505. 113 trades, 67.66%, were buys and accounted for 14,418 shares, 60.19% of the smaller trade volume, and traded at a VWAP of $0.3530. 51 trades, 30.54%, were sells and accounted for 9,136 shares, 38.14% of the smaller trade volume, and traded at a VWAP of $0.3470. 3 trades, 1.80%, were unknowns and accounted for 400 shares, 1.67% of the smaller trade volume, and traded at a VWAP of $0.3415.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/13/2015: EOD stuff partially copied to the concentrator.
# Trds: 255, MinTrSz: 7, MaxTrSz: 19800, Vol: 216460, AvTrSz: 849
Min. Pr: 0.3320, Max Pr: 0.4400, VW Avg. Tr. Pr: 0.3954
# Buys, Shares: 141 95640, VW Avg Buy Pr: 0.4006
# Sells, Shares: 108 109400, VW Avg Sell Pr: 0.3913
# Unkn, Shares: 6 11420, VW Avg Unk. Pr: 0.3916
Buy:Sell 1:1.14 (44.18% "buys"), DlyShts 43198 (19.96%), Dly Sht % of 'sells' 39.45%
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.
The trading breakdown by time, as with yesterday, followed the old behavior after an early attempt, through ~09:58, to start a move up. Thereafter it was straight down and we hit the lowest VWAPs of the day from 15:31 through 15:44. This was in spite of relatively strong buy percentages through 14:31 and another period, 15:2415:27, totaling ~41% of trade volume. So again sellers were pushing shares into the market and never backing off to let buyers come to a higher price.
The trading breakdown by price had strong buy percentages for about 48% (vs. yesterday's ~60.3%) of the volume today, with ~42.4 points of that at higher VWAPs. This again suggests determined sellers just kept reducing the offers quickly enough to overcome the normal upward pressure that would come with a lot of buyers hitting the offers.
Today, as with yesterday, all the inflection point calculations, but for one, yesterday the 5day period and today the 10day period, are showing increased weakness. As I've touched on in the past, these calculations are intended to help judge sentiment trends in a normal market. I want to remind again that we are not in a normal market at all and the utility of these is, at best, marginal.
Today's low, high, VWAP, trade volume, and daily short sales moved 20.95%, 4.37%, 09.46%, 105.69% and 386.63%. Price spread today was 32.53% vs. 9.55%, 42.50%, 15.23%, 10.59%, 18.00%, 33.47%, 20.39%, 19.44% and 48.44% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
08:4708:47: 010000 shrs, 04.62% of vol, VWAP $0.4051, 000.0% buys
09:3009:30: 001390 shrs, 00.64% of vol, VWAP $0.4399, 100.0% buys
09:3109:58: 013300 shrs, 06.14% of vol, VWAP $0.4215, 033.7% buys
10:0410:54: 013036 shrs, 06.02% of vol, VWAP $0.4200, 068.3% buys
11:1111:24: 026350 shrs, 12.17% of vol, VWAP $0.4197, 076.5% buys
11:3511:58: 010514 shrs, 04.86% of vol, VWAP $0.4098, 023.4% buys
12:0412:59: 008510 shrs, 03.93% of vol, VWAP $0.4082, 064.6% buys
13:0213:21: 015000 shrs, 06.93% of vol, VWAP $0.4101, 100.0% buys
13:2114:31: 008100 shrs, 03.74% of vol, VWAP $0.4132, 054.3% buys
14:4415:23: 042345 shrs, 19.56% of vol, VWAP $0.4028, 003.0% buys
15:2415:27: 017100 shrs, 07.90% of vol, VWAP $0.3773, 086.0% buys
15:3115:44: 020210 shrs, 09.34% of vol, VWAP $0.3524, 048.5% buys
15:4615:59: 030605 shrs, 14.14% of vol, VWAP $0.3556, 024.8% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.3320$0.3320: 004000 shrs, 01.85% of vol, VWAP $0.3320, 000.0% buys
$0.3500$0.3699: 044184 shrs, 20.41% of vol, VWAP $0.3536, 033.6% buys
$0.3700$0.3850: 013670 shrs, 06.32% of vol, VWAP $0.3748, 086.3% buys
$0.3900$0.4076: 062816 shrs, 29.02% of vol, VWAP $0.4024, 013.9% buys
$0.4100$0.4199: 046164 shrs, 21.33% of vol, VWAP $0.4123, 059.8% buys
$0.4200$0.4270: 043536 shrs, 20.11% of vol, VWAP $0.4202, 070.3% buys
$0.4333$0.4400: 002090 shrs, 00.97% of vol, VWAP $0.4377, 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.
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
02/13 $0.3954 09.46% 44.2%
The larger trades (>= 500) occurred on 96 of the 255 trades, 37.65%. These 190,719 shares were 88.11% of day's volume, and traded at a VWAP of $0.3944. 48 trades, 50.00%, were buys of 79,851 shares, 41.87% of larger trade volume, and traded at a VWAP of $0.3996. 43 of the larger trades, 44.79%, were sells of 99,468 shares, 52.15% of larger trade volume, and traded at a VWAP of $0.3906. 5 trades, 5.21%, were unknowns and accounted for 11,400 shares, 5.98% of the larger trade volume, and traded at a VWAP of $0.3916.
The other 159 trades, 62.35%, traded 25,741 shares, 11.89% of the days volume. The VWAP was $0.4028. 93 trades, 58.49%, were buys and accounted for 15,789 shares, 61.34% of the smaller trade volume, and traded at a VWAP of $0.4057. 65 trades, 40.88%, were sells and accounted for 9,932 shares, 38.58% of the smaller trade volume, and traded at a VWAP of $0.3983. 1 trade, 0.63%, was an unknown and accounted for 20 shares, 0.08% of the smaller trade volume, and traded at a VWAP of $0.4076.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/12/2015: EOD stuff partially copied to the concentrator.
# Trds: 126, MinTrSz: 24, MaxTrSz: 7500, Vol: 105238, AvTrSz: 835
Min. Pr: 0.4200, Max Pr: 0.4601, VW Avg. Tr. Pr: 0.4369
# Buys, Shares: 81 50357, VW Avg Buy Pr: 0.4319
# Sells, Shares: 40 52181, VW Avg Sell Pr: 0.4418
# Unkn, Shares: 5 2700, VW Avg Unk. Pr: 0.4381
Buy:Sell 1:1.04 (47.85% "buys"), DlyShts 8877 (08.44%), Dly Sht % of 'sells' 17.01%
Yesterday I noted that the trading reminded me of what began on 1/27 as a nice little threeday run up in VWAP but with difference  this time was a real battle. The "unseen support crew" won yesterday.
Today they were not present and the results are apparent in stillhigh volume with VWAP down 6.99%.
Yesterday's question, "Does the "unseen support crew" have staying power?" is answered.
On to the daily blather ...
The trading breakdown by time reverted to the old behavior after an early attempt, through ~10:15, to start a move up. There was a period, 12:47  14:16, when price made a little improvement on about 25% of the day's volume. It could not sustain though and we hit the lowest VWAPs of the day, $0.4202, from 15:03 through 15:40.
The trading breakdown by price had strong buy percentages in the three lowest price ranges, which accounted for ~60.3% of the volume today. This duplicates the behavior we saw a couple days back that suggested determined sellers just kept reducing the offers quickly enough to overcome the normal upward pressure that would come with a lot of buyers hitting the offers.
As seen before both buy and daily short sales percentage being down, short percentage hugely, result in a big VWAP drop. As I have said many times, low short percentage is anathema to WVAP appreciation.
Today all the inflection point calculations, but for the 5day period, are showing increased weakness. Recall that yesterday we had all six periods showing improvement two of the last three days and I noted that generally the trend was improvement over the last four days, but with some days being weak on volume so we had to doubt the strength of the trend thus far. Today we saw no evidence of our "unseen support crew", the volume weakened (although still above all but the 10day average), buy percentage fell to 47.9% as VWAP fell almost 7%, and the little sign of an improvement in the inflection point calculations has to be discounted now.
Today's low, high, VWAP, trade volume, and daily short sales moved 5.00%, 19.28%, 06.99%, 55.73% and 84.40%. Price spread today was 9.55% vs. 42.50%, 15.23%, 10.59%, 18.00%, 33.47%, 20.39%, 19.44%, 48.44% and 18.15% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3709:45: 004300 shrs, 04.09% of vol, VWAP $0.4550, 088.4% buys
09:4610:12: 008500 shrs, 08.08% of vol, VWAP $0.4601, 000.0% buys
10:3610:53: 013000 shrs, 12.35% of vol, VWAP $0.4500, 000.0% buys
10:5611:23: 009800 shrs, 09.31% of vol, VWAP $0.4353, 024.5% buys
11:2812:46: 009482 shrs, 09.01% of vol, VWAP $0.4220, 004.0% buys
12:4712:48: 021393 shrs, 20.33% of vol, VWAP $0.4443, 040.6% buys
13:1414:16: 006081 shrs, 05.78% of vol, VWAP $0.4430, 098.7% buys
14:3114:44: 002752 shrs, 02.62% of vol, VWAP $0.4300, 085.5% buys
15:0315:32: 011400 shrs, 10.83% of vol, VWAP $0.4202, 099.1% buys
15:4015:40: 014820 shrs, 14.08% of vol, VWAP $0.4202, 100.0% buys
15:4915:58: 003710 shrs, 03.53% of vol, VWAP $0.4305, 016.4% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.4200$0.4287: 041751 shrs, 39.67% of vol, VWAP $0.4213, 066.0% buys
$0.4300$0.4399: 010894 shrs, 10.35% of vol, VWAP $0.4312, 044.2% buys
$0.4400$0.4449: 010800 shrs, 10.26% of vol, VWAP $0.4424, 055.6% buys
$0.4500$0.4550: 033293 shrs, 31.64% of vol, VWAP $0.4507, 036.0% buys
$0.4600$0.4601: 008500 shrs, 08.08% of vol, VWAP $0.4601, 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.
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
02/12 $0.4369 06.99% 47.9%
The larger trades (>= 500) occurred on 73 of the 126 trades, 57.94%. These 94,658 shares were 89.95% of day's volume, and traded at a VWAP of $0.4377. 41 trades, 56.16%, were buys of 42,289 shares, 44.68% of larger trade volume, and traded at a VWAP of $0.4328. 28 of the larger trades, 38.36%, were sells of 49,869 shares, 52.68% of larger trade volume, and traded at a VWAP of $0.4419. 4 trades, 5.48%, were unknowns and accounted for 2,500 shares, 2.64% of the larger trade volume, and traded at a VWAP of $0.4380.
The other 53 trades, 42.06%, traded 10,580 shares, 10.05% of the days volume. The VWAP was $0.4298. 40 trades, 75.47%, were buys and accounted for 8,068 shares, 76.26% of the smaller trade volume, and traded at a VWAP of $0.4269. 12 trades, 22.64%, were sells and accounted for 2,312 shares, 21.85% of the smaller trade volume, and traded at a VWAP of $0.4388. 1 trade, 1.89%, was an unknown and accounted for 200 shares, 1.89% of the smaller trade volume, and traded at a VWAP of $0.4400.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/11/2015: EOD stuff partially copied to the concentrator.
# Trds: 327, MinTrSz: 3, MaxTrSz: 5000, Vol: 237698, AvTrSz: 727
Min. Pr: 0.4000, Max Pr: 0.5700, VW Avg. Tr. Pr: 0.4698
# Buys, Shares: 187 140979, VW Avg Buy Pr: 0.4658
# Sells, Shares: 128 86519, VW Avg Sell Pr: 0.4730
# Unkn, Shares: 12 10200, VW Avg Unk. Pr: 0.4968
Buy:Sell 1.63:1 (59.31% "buys"), DlyShts 56892 (23.93%), Dly Sht % of 'sells' 65.76%
Today's trading reminded me of what was seen beginning back on 1/27, the day before the PR of the marketing arrangement, when I first noted "Some good positives all around today". The trend begun then lasted through 1/30. I thought that our "unseen support crew" was on the seen.
Today was even more dramatic as hordes massed on both sides for the battle, which in its violence reminded me of this clip. Our "Now!" moment (at minute 1:52 in the clip) came at 11:54 in our trading day as the "unseen support crew" executed their battle plan. Though fiercely fought as the possible PIPEr(s) and "B warrant gamers" did not abandon the fight, the "unseen support crew" eventually triumphed and our high moved 16.33%, our VWAP ended the day up 7.56% and we had volume well above the averages (~110K, ~85K, ~61K and ~58K for the 10, 25, 50 and 100day averages respectively), lending some credence to what today's metrics suggest.
The question becomes "Does the "unseen support crew" have staying power?". They'll need to persevere longer than the few days seen on the last attempt if they want to adversely affect the "cashless conversion crew" efforts at driving share price six feet under (already three(?) feet under). We know from past experience the determination and resources that crew can deploy.
On to the daily blather ...
The trading breakdown by time was unlike the prior two days, when it was just down and down almost all day. Today was more like a battle as various periods were "won" by either the "cashless conversion crew" or the "unseen support crew". Both descending and ascending offers were bought with equal alacrity, preventing any sustained down trend, and even though the bids were constantly being taken out by the sellers stepping around the ask, the trend was notably upward. This condition lasted until ~14:15. The four subsequent periods, including one AH, had a volumeadjusted trend of mostly stable VWAP around the $0.47 area.
The trading breakdown by price also reversed the last two days' behavior, large volume at lower prices with strong buy percentages while the higher prices had very low volume and weak buy percentages. Today strong buy percentages occurred in most price ranges and had ~53% of volume at prices of $0.48 or higher.
Both buy and daily short sales percentage being up suggest that there's some folks out there that felt getting out on this strength was the best move. This could include MMs that accumulated some small long positions, indirectly via covering buys, during the last couple days' price weakness.
Today had one thing in common with yesterday when discussing my newer inflection calculations  the sellers were determined (for the second consecutive day) and kept entering lower offers in quantity and speed sufficient to force falling prices in spite of strong hitting of the offerings' prices. Today the change came in an apparent effort by our "unseen support crew". Results were good and we have all six periods showing improvement two of the last three days. Generally, in spite of ups and downs in any given period, the trend is improvement over the last four days. Some days were weak on volume though, so we have to doubt the strength of the trend thus far.
Today's low, high, VWAP, trade volume, and daily short sales moved 0.12%, 16.33%, 07.56%, 327.15% and 1,269.57%. Price spread today was 42.50% vs. 15.23%, 10.59%, 18.00%, 33.47%, 20.39%, 19.44%, 48.44%, 18.15% and 81.82% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:35: 002137 shrs, 00.90% of vol, VWAP $0.4228, 056.7% buys
10:5511:08: 020400 shrs, 08.58% of vol, VWAP $0.4005, 085.8% buys
11:2111:40: 016200 shrs, 06.82% of vol, VWAP $0.4100, 100.0% buys
11:5111:54: 029863 shrs, 12.56% of vol, VWAP $0.4805, 070.6% buys
11:5511:57: 013600 shrs, 05.72% of vol, VWAP $0.5014, 073.5% buys
11:5712:05: 009288 shrs, 03.91% of vol, VWAP $0.4700, 052.4% buys
12:0612:14: 012200 shrs, 05.13% of vol, VWAP $0.4971, 096.7% buys
12:1512:30: 020057 shrs, 08.44% of vol, VWAP $0.4778, 011.5% buys
12:3312:44: 005950 shrs, 02.50% of vol, VWAP $0.4855, 037.0% buys
12:4713:08: 007230 shrs, 03.04% of vol, VWAP $0.4929, 019.8% buys
13:0913:33: 016935 shrs, 07.12% of vol, VWAP $0.4870, 096.5% buys
13:3513:51: 011114 shrs, 04.68% of vol, VWAP $0.5000, 028.0% buys
13:5614:14: 008223 shrs, 03.46% of vol, VWAP $0.5111, 073.2% buys
14:3615:12: 011571 shrs, 04.87% of vol, VWAP $0.4645, 024.8% buys
15:2715:30: 009100 shrs, 03.83% of vol, VWAP $0.4446, 044.5% buys
15:3515:59: 036830 shrs, 15.49% of vol, VWAP $0.4793, 054.3% buys
16:0916:09: 007000 shrs, 02.94% of vol, VWAP $0.4620, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.4000$0.4150: 044100 shrs, 18.55% of vol, VWAP $0.4063, 093.4% buys
$0.4200$0.4350: 006100 shrs, 02.57% of vol, VWAP $0.4252, 083.6% buys
$0.4445$0.4599: 020108 shrs, 08.46% of vol, VWAP $0.4481, 035.9% buys
$0.4600$0.4702: 040045 shrs, 16.85% of vol, VWAP $0.4664, 015.1% buys
$0.4800$0.4999: 075315 shrs, 31.69% of vol, VWAP $0.4897, 063.3% buys
$0.5000$0.5199: 036570 shrs, 15.39% of vol, VWAP $0.5045, 071.0% buys
$0.5200$0.5380: 013460 shrs, 05.66% of vol, VWAP $0.5220, 050.2% buys
$0.5400$0.5400: 001000 shrs, 00.42% of vol, VWAP $0.5400, 100.0% buys
$0.5700$0.5700: 001000 shrs, 00.42% of vol, VWAP $0.5700, 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.
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
02/11 $0.4698 +07.56% 59.3%
The larger trades (>= 500) occurred on 144 of the 327 trades, 44.04%. These 207,385 shares were 87.25% of day's volume, and traded at a VWAP of $0.4680. 88 trades, 61.11%, were buys of 125,093 shares, 60.32% of larger trade volume, and traded at a VWAP of $0.4641. 50 of the larger trades, 34.72%, were sells of 72,792 shares, 35.10% of larger trade volume, and traded at a VWAP of $0.4712. 6 trades, 4.17%, were unknowns and accounted for 9,500 shares, 4.58% of the larger trade volume, and traded at a VWAP of $0.4961.
The other 183 trades, 55.96%, traded 30,313 shares, 12.75% of the days volume. The VWAP was $0.4816. 99 trades, 54.10%, were buys and accounted for 15,886 shares, 52.41% of the smaller trade volume, and traded at a VWAP of $0.4794. 78 trades, 42.62%, were sells and accounted for 13,727 shares, 45.28% of the smaller trade volume, and traded at a VWAP of $0.4828. 6 trades, 3.28%, were unknowns and accounted for 700 shares, 2.31% of the smaller trade volume, and traded at a VWAP of $0.5071.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/10/2015: EOD stuff partially copied to the concentrator.
# Trds: 150, MinTrSz: 1, MaxTrSz: 2690, Vol: 55648, AvTrSz: 371
Min. Pr: 0.4005, Max Pr: 0.4900, VW Avg. Tr. Pr: 0.4368
# Buys, Shares: 95 29491, VW Avg Buy Pr: 0.4301
# Sells, Shares: 50 25229, VW Avg Sell Pr: 0.4444
# Unkn, Shares: 5 928, VW Avg Unk. Pr: 0.4420
Buy:Sell 1.17:1 (53.00% "buys"), DlyShts 4154 (07.46%), Dly Sht % of 'sells' 16.47%
As with yesterday, the metrics tell us the sellers were determined to drive price lower in spite of strong (but less so at 53% vs. yesterday's 64.5%) hitting of the offering prices. Again, mostly "straight down" VWAP movement with "generally improving" buy percentages seen in the breakdown by time.
VWAP fell 10.29% after dropping 05.67% yesterday and only 01.73% the prior day.
The trading breakdown by time was essentially like yesterday  DOWN almost all day. Also, the trading breakdown by price continued yesterday's behavior with about 65.5% of volume at lower prices (WVAP less than $0.4501) with strong buy percentage while the higher prices had very low volume and weak buy percentages.
As with yesterday, with very low short sales percentage (today ~7.5% vs. yesterday's also bad ~9.2%) and price falling I presume some folks with lots of shares at the NASDAQ (42.94% of volume) and today also ARCA (28.96% of trade volume) were determined to push price down.
Although my newer inflection points had the 4 shorter periods still showing reducing weakness, due to the 53% buy percentage, I think it's just more of what we saw yesterday when we had all periods showing reducing weakness, due to a 64%+ buy percentage. Then the VWAP still fell 5.67% and today it again fell, 10.29%. This leads me to the same conclusion: the sellers were determined and kept entering lower offers in quantity and speed sufficient to force falling prices in spite of strong hitting of the offerings' prices. Add in the stillfalling volume and we have to discount the apparent reducing weakening shown by the calculations.
Today's low, high, VWAP, trade volume, and daily short sales moved 13.33%, 7.98%, 10.29%, 13.28% and 29.59%. Price spread today was 15.23% vs. 10.59%, 18.00%, 33.47%, 20.39%, 19.44%, 48.44%, 18.15%, 81.82% and 16.22% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:44: 003200 shrs, 05.75% of vol, VWAP $0.4713, 024.6% buys
09:5009:59: 004500 shrs, 08.09% of vol, VWAP $0.4635, 000.0% buys
10:0210:06: 001300 shrs, 02.34% of vol, VWAP $0.4751, 000.0% buys
10:0710:13: 000850 shrs, 01.53% of vol, VWAP $0.4865, 035.3% buys
10:1510:28: 003100 shrs, 05.57% of vol, VWAP $0.4505, 000.0% buys
10:3210:34: 010000 shrs, 17.97% of vol, VWAP $0.4444, 079.0% buys
11:1111:16: 001268 shrs, 02.28% of vol, VWAP $0.4452, 090.7% buys
12:1012:47: 004127 shrs, 07.42% of vol, VWAP $0.4415, 036.4% buys
12:4812:56: 007000 shrs, 12.58% of vol, VWAP $0.4250, 098.6% buys
13:1614:19: 006550 shrs, 11.77% of vol, VWAP $0.4317, 011.5% buys
14:5614:57: 001600 shrs, 02.88% of vol, VWAP $0.4211, 062.5% buys
15:0015:13: 004200 shrs, 07.55% of vol, VWAP $0.4030, 061.9% buys
15:1615:16: 003200 shrs, 05.75% of vol, VWAP $0.4090, 100.0% buys
15:3815:58: 004254 shrs, 07.64% of vol, VWAP $0.4151, 070.6% buys
15:5915:59: 000499 shrs, 00.90% of vol, VWAP $0.4199, 080.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.4005$0.4090: 007400 shrs, 13.30% of vol, VWAP $0.4056, 078.4% buys
$0.4150$0.4199: 004355 shrs, 07.83% of vol, VWAP $0.4151, 069.0% buys
$0.4200$0.4220: 007100 shrs, 12.76% of vol, VWAP $0.4206, 084.5% buys
$0.4300$0.4399: 008850 shrs, 15.90% of vol, VWAP $0.4312, 040.1% buys
$0.4400$0.4450: 008743 shrs, 15.71% of vol, VWAP $0.4414, 043.5% buys
$0.4500$0.4502: 009250 shrs, 16.62% of vol, VWAP $0.4501, 067.6% buys
$0.4600$0.4677: 006000 shrs, 10.78% of vol, VWAP $0.4627, 000.0% buys
$0.4701$0.4751: 001500 shrs, 02.70% of vol, VWAP $0.4744, 000.0% buys
$0.4800$0.4900: 002450 shrs, 04.40% of vol, VWAP $0.4831, 044.4% 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.
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
02/10 $0.4368 10.29% 53.0%
The larger trades (>= 500) occurred on 48 of the 150 trades, 32.00%. These 40,337 shares were 72.49% of day's volume, and traded at a VWAP of $0.4374. 28 trades, 58.33%, were buys of 18,224 shares, 45.18% of larger trade volume, and traded at a VWAP of $0.4309. 19 of the larger trades, 39.58%, were sells of 21,603 shares, 53.56% of larger trade volume, and traded at a VWAP of $0.4429. 1 trade, 2.08%, was an unknown and accounted for 510 shares, 1.26% of the larger trade volume, and traded at a VWAP of $0.4327.
The other 102 trades, 68.00%, traded 15,311 shares, 27.51% of the days volume. The VWAP was $0.4351. 67 trades, 65.69%, were buys and accounted for 11,267 shares, 73.59% of the smaller trade volume, and traded at a VWAP of $0.4287. 31 trades, 30.39%, were sells and accounted for 3,626 shares, 23.68% of the smaller trade volume, and traded at a VWAP of $0.4530. 4 trades, 3.92%, were unknowns and accounted for 418 shares, 2.73% of the smaller trade volume, and traded at a VWAP of $0.4534.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/09/2015: EOD stuff partially copied to the concentrator.
# Trds: 103, MinTrSz: 1, MaxTrSz: 8000, Vol: 64171, AvTrSz: 623
Min. Pr: 0.4621, Max Pr: 0.5325, VW Avg. Tr. Pr: 0.4869
# Buys, Shares: 46 41385, VW Avg Buy Pr: 0.4857
# Sells, Shares: 53 21871, VW Avg Sell Pr: 0.4892
# Unkn, Shares: 4 915, VW Avg Unk. Pr: 0.4831
Buy:Sell 1.89:1 (64.49% "buys"), DlyShts 5900 (09.19%), Dly Sht % of 'sells' 26.98%
Sub$0.01 presplit price was "achieved" today. I guess PIPErs, "B Warrant Gamers", et al were busy today.
Good buy percentage for the day with a falling VWAP tells us the sellers were determined as they could drive price lower in spite of strong hitting of the offering prices. This is seen in the weak volume and buy percentages in the higher prices with strong volume and buy percentages at lower prices in the trading breakdown by price. With "decent" volume this can happen only with determined sellers in the market. This is supported by the "straight down" VWAP movement with "generally improving" buy percentages seen in the breakdown by time.
Well, regarding the possibility of some improvement due to MM action, where I said "I might have just been early as today has what I was looking for", and listed all the things that suggested this was the case, it was a total dud today.
VWAP fell 05.67% vs. only 01.73% yesterday. The trading breakdown by time, which had smoothed out after a lot of choppiness before, continued smoothly ... DOWN almost all day. Also, the trading breakdown by price, which showed better behavior yesterday, with 64% of volume and good buy percentages at higher prices, lost it's luster from yesterday when it inverted that behavior with 63% of volume and strong buy percentage at the lower prices.
With very low short sales percentage and price falling I presume the shorts and falling prices were not due to MM action (they would tend to hold price level or up to increase their profits), but rather some folks with lots of shares at the NASDAQ, 57% of trade volume at 36,577 shares traded, very close to the "buys" of 41,385. In fact it's ~88,4% of the "buys" today.
Note that although my newer inflection points had all periods showed reducing weakness, due to a 64%+ buy percentage, the VWAP still fell 5.67%. This tells us that the sellers were determined and kept entering lower offers in quantity and speed sufficient to force falling prices in spite of strong hitting of the offerings' prices. Add in the soso volume (not awfully low, but above only the 50 and 100day averages, in the 55K range, while the 10 and 25day averages are ~119K and ~74K respectively) and we have to discount the apparent reducing weakening shown by the calculations. I touched on this possibility yesterday as we had some improving metrics but reducing volume.
Today's low, high, VWAP, trade volume, and daily short sales moved 6.65%, 2.72%, 05.67%, 3.95% and 222.40%. Price spread today was 15.23% vs. 10.59%, 18.00%, 33.47%, 20.39%, 19.44%, 48.44%, 18.15%, 81.82% and 16.22% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 001940 shrs, 03.02% of vol, VWAP $0.5184, 025.8% buys
09:3509:58: 000985 shrs, 01.53% of vol, VWAP $0.5298, 000.0% buys
10:0610:58: 004653 shrs, 07.25% of vol, VWAP $0.5197, 001.1% buys
11:0511:17: 006849 shrs, 10.67% of vol, VWAP $0.5004, 063.5% buys
11:2612:42: 014709 shrs, 22.92% of vol, VWAP $0.4983, 090.9% buys
12:4813:52: 008506 shrs, 13.26% of vol, VWAP $0.4682, 030.4% buys
15:0615:34: 004300 shrs, 06.70% of vol, VWAP $0.4713, 032.6% buys
15:3915:40: 004629 shrs, 07.21% of vol, VWAP $0.4700, 050.3% buys
15:4815:54: 002600 shrs, 04.05% of vol, VWAP $0.4622, 069.2% buys
15:5615:56: 005000 shrs, 07.79% of vol, VWAP $0.4749, 100.0% buys
15:5815:58: 010000 shrs, 15.58% of vol, VWAP $0.4780, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.4621$0.4651: 005201 shrs, 08.10% of vol, VWAP $0.4627, 034.6% buys
$0.4700$0.4750: 023968 shrs, 37.35% of vol, VWAP $0.4721, 063.6% buys
$0.4800$0.4800: 006090 shrs, 09.49% of vol, VWAP $0.4800, 100.0% buys
$0.4900$0.4999: 005985 shrs, 09.33% of vol, VWAP $0.4971, 080.9% buys
$0.5000$0.5099: 015874 shrs, 24.74% of vol, VWAP $0.5004, 080.9% buys
$0.5100$0.5150: 000653 shrs, 01.02% of vol, VWAP $0.5138, 008.1% buys
$0.5200$0.5250: 005000 shrs, 07.79% of vol, VWAP $0.5205, 010.0% buys
$0.5300$0.5325: 001400 shrs, 02.18% of vol, VWAP $0.5304, 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.
01/27 $0.3964 +06.15% 41.2%
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
02/09 $0.4869 05.67% 64.5%
The larger trades (>= 500) occurred on 31 of the 103 trades, 30.10%. These 53,018 shares were 82.62% of day's volume, and traded at a VWAP of $0.4870. 17 trades, 54.84%, were buys of 36,718 shares, 69.26% of larger trade volume, and traded at a VWAP of $0.4852. 14 of the larger trades, 45.16%, were sells of 16,300 shares, 30.74% of larger trade volume, and traded at a VWAP of $0.4910. There were no unknown trades.
The other 72 trades, 69.90%, traded 11,153 shares, 17.38% of the days volume. The VWAP was $0.4862. 29 trades, 40.28%, were buys and accounted for 4,667 shares, 41.85% of the smaller trade volume, and traded at a VWAP of $0.4896. 39 trades, 54.17%, were sells and accounted for 5,571 shares, 49.95% of the smaller trade volume, and traded at a VWAP of $0.4840. 4 trades, 5.56%, were unknowns and accounted for 915 shares, 8.20% of the smaller trade volume, and traded at a VWAP of $0.4831.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/06/2015: EOD stuff partially copied to the concentrator.
# Trds: 119, MinTrSz: 5, MaxTrSz: 4000, Vol: 61730, AvTrSz: 519
Min. Pr: 0.4950, Max Pr: 0.5474, VW Avg. Tr. Pr: 0.5161
# Buys, Shares: 52 24025, VW Avg Buy Pr: 0.5218
# Sells, Shares: 65 36800, VW Avg Sell Pr: 0.5124
# Unkn, Shares: 2 905, VW Avg Unk. Pr: 0.5200
Buy:Sell 1:1.53 (38.92% "buys"), DlyShts 1830 (02.96%), Dly Sht % of 'sells' 4.97%
Two days back I wondered if MMs "taking care of business" might lead to lower daily short sales percentages and a stable or rising price for at least a day or two. I expected that to appear yesterday but it didn't happen as short percentage dropped only marginally while VWAP dropped 09.98%. The VWAP drop was better than the 12.68% the prior day, but I expected better improvement. I might have just been early as today has what I was looking for.
First, VWAP fell only 01.73% vs. the prior three days' average of 11.80%. The trading breakdown by time, where there was a lot of "choppiness" seen in the VWAPs yesterday, smoothed out a lot today. It was essentially flat, with a VWAP of $0.5225, until just after 15:00, when it executed an EOD flop and VWAP dropped about 3.5% to $0.5043 during that period on about 35% of the day's volume.
Also the trading breakdown by price showed better behavior today  ~64% of volume was at the higher VWAPs, were generally barely below or above yesterday's final VWAP, and had good buy percentages.
Last, the only short sales reported today were from NASDAQ  1,830, just 2.96% of today's volume and 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.
All this is what I was looking for yesterday when I thought MM's might have been doing their thing the prior day and could be temporarily long as I suspected they had done covering buys and would have shares backing sell orders coming into their control. We'll never know for sure though.
Anyway, it's a nice change from yesterday's weakest buy percentages and greatest volume at low prices, and only 5.42% of trade volume with strong buy percentages at higher VWAPs. Now let's see if we have "stable or slightly rising" VWAPs for a few days.
My newer inflection point calculations showed early signs of stopping the continued deterioration of the last few days. Yesterday I noted the rate of deterioration was decreasing but one day didn't make a trend. I did think it might just be the start of one though. Today the five and 25day periods showed reducing weakness  the 5 day substantial and the 25 day marginal. Since volume was reasonable, above the ~54K of the 50 and 100day averages, we can have some hope that it's showing the way forward. However, the volume is down from the last couple days and if it continues to fall we'll have to doubt what the coming readings may show.
After three days of the buy percentage and short percentage moving in the same direction they diverged today. This is what I expected to happen yesterday as a followon of my thoughts about the MM doing covering buys the prior day. Yesterday both percentages weakened but only marginally. Today the divergence does fit with my thoughts about the MMs' possible covering buys.
The day's low was set by two sells for $0.495 of 900 and 100 shares (I suspect it was one sell order) at 15:16:40. Good volume and number of trades occurred at the next higher price of $0.50. The day's high was set by a single 200share buy for $0.5474 at 9:45:25. Next down are $0.5398 (1.2K), $0.5359 (1K), $0.53 (~2K), ... Well nothing worth considering as an alternate high with volume until much lower, so I'll just use $0.5398.
If we use a low of $0.50 and a high of $0.5398, the following low and high movements and spread would become 0.00% instead of 1%, 8.51% instead of 7.22% and 7.96% instead of 10.59%.
Today's low, high, VWAP, trade volume, and daily short sales moved 1.00%, 7.22%, 01.73%, 27.36% and 88.68%. Price spread today was 10.59% vs. 18.00%, 33.47%, 20.39%, 19.44%, 48.44%, 18.15%, 81.82%, 16.22% and 15.94% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3109:57: 005500 shrs, 08.91% of vol, VWAP $0.5252, 021.8% buys
10:1210:51: 005600 shrs, 09.07% of vol, VWAP $0.5254, 078.6% buys
10:5310:58: 008300 shrs, 13.45% of vol, VWAP $0.5213, 044.6% buys
11:1511:18: 001430 shrs, 02.32% of vol, VWAP $0.5240, 030.1% buys
12:0412:24: 008000 shrs, 12.96% of vol, VWAP $0.5218, 100.0% buys
13:0214:15: 011300 shrs, 18.31% of vol, VWAP $0.5210, 013.3% buys
15:0515:14: 009400 shrs, 15.23% of vol, VWAP $0.5025, 012.8% buys
15:1615:26: 005505 shrs, 08.92% of vol, VWAP $0.5078, 065.3% buys
15:4115:59: 006695 shrs, 10.85% of vol, VWAP $0.5040, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.4950$0.4950: 001000 shrs, 01.62% of vol, VWAP $0.4950, 000.0% buys
$0.5000$0.5041: 017090 shrs, 27.69% of vol, VWAP $0.5016, 021.0% buys
$0.5100$0.5199: 004100 shrs, 06.64% of vol, VWAP $0.5115, 014.6% buys
$0.5200$0.5299: 035130 shrs, 56.91% of vol, VWAP $0.5220, 046.8% buys
$0.5300$0.5398: 004210 shrs, 06.82% of vol, VWAP $0.5342, 076.0% buys
$0.5474$0.5474: 000200 shrs, 00.32% of vol, VWAP $0.5474, 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.
01/26 $0.3734 02.88% 58.8%
01/27 $0.3964 +06.15% 41.2%
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
02/06 $0.5161 01.73% 38.9%
The larger trades (>= 500) occurred on 37 of the 119 trades, 31.09%. These 48,960 shares were 79.31% of day's volume, and traded at a VWAP of $0.5162. 15 trades, 40.54%, were buys of 18,265 shares, 37.31% of larger trade volume, and traded at a VWAP of $0.5215. 21 of the larger trades, 56.76%, were sells of 29,795 shares, 60.86% of larger trade volume, and traded at a VWAP of $0.5128. 1 trade, 2.70%, was an unknown and accounted for 900 shares, 1.84% of the larger trade volume, and traded at a VWAP of $0.5200.
The other 82 trades, 68.91%, traded 12,770 shares, 20.69% of the days volume. The VWAP was $0.5159. 37 trades, 45.12%, were buys and accounted for 5,760 shares, 45.11% of the smaller trade volume, and traded at a VWAP of $0.5227. 44 trades, 53.66%, were sells and accounted for 7,005 shares, 54.86% of the smaller trade volume, and traded at a VWAP of $0.5104. 1 trade, 1.22%, was an unknown and accounted for 5 shares, 0.04% of the smaller trade volume, and traded at a VWAP of $0.5200.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/05/2015: EOD stuff partially copied to the concentrator.
# Trds: 136, MinTrSz: 5, MaxTrSz: 15791, Vol: 84980, AvTrSz: 625
Min. Pr: 0.5000, Max Pr: 0.5900, VW Avg. Tr. Pr: 0.5253
# Buys, Shares: 49 21610, VW Avg Buy Pr: 0.5444
# Sells, Shares: 83 62410, VW Avg Sell Pr: 0.5187
# Unkn, Shares: 4 960, VW Avg Unk. Pr: 0.5230
Buy:Sell 1:2.89 (25.43% "buys"), DlyShts 16160 (19.02%), Dly Sht % of 'sells' 25.89%
The only good thing about today is a VWAP drop less than yesterday on volume which is lower.
The day's high was a single buy of 1K shares at the open. This $0.59 trade was 6.61% above the VWAP of $0.5534, the first lower VWAP in the trade breakdown by price that had some real volume. This trade was also evident in the trade breakdown by time in the first period, which had the high VWAP of the day, joined by a 100share buy at $0.55.
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.
In the trading breakdown by time there is a lot of "choppiness" seen in the VWAPs after the first twoandahalf hour's descent to the VWAP nadir of $0.5012. The subsequent choppy trend was generally flattodown, on balance. In the breakdown by price we see the weakest buy percentages and greatest volume (58.29% of trade volume), improvement in the middle VWAPs with 36.29% of the trade volume, and strong buy percentages at the higher VWAPs with only 5.42% of trade volume.
Yesterday I wondered if MMs "taking care of business" might lead to lower daily short sales percentages and a stable or rising price for at least a day or two. That appears to not be the case based on today's behavior. Short percentage dropped only marginally while VWAP dropped 09.98%. The VWAP drop was better than the 12.68% yesterday, but I would have expected better improvement.
My newer inflection point calculations continued deteriorating. The rate is decreasing though. But one day doesn't make a trend  might just be the start of one though.
For the third day the buy percentage and short percentage moved in the same direction but both very marginally down.
Today's low, high, VWAP, trade volume, and daily short sales moved 0.10%, 11.68%, 09.98%, 11.56% and 13.12%. Price spread today was 18.00% vs. 33.47%, 20.39%, 19.44%, 48.44%, 18.15%, 81.82%, 16.22%, 15.94% and 9.94% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:30: 001100 shrs, 01.29% of vol, VWAP $0.5864, 100.0% buys
09:3009:45: 004200 shrs, 04.94% of vol, VWAP $0.5318, 021.4% buys
09:4809:54: 008380 shrs, 09.86% of vol, VWAP $0.5541, 092.8% buys
10:0310:28: 002000 shrs, 02.35% of vol, VWAP $0.5319, 000.0% buys
10:5511:45: 011509 shrs, 13.54% of vol, VWAP $0.5129, 000.7% buys
11:4711:56: 007300 shrs, 08.59% of vol, VWAP $0.5012, 000.0% buys
12:0612:06: 008200 shrs, 09.65% of vol, VWAP $0.5449, 058.5% buys
12:4513:01: 003600 shrs, 04.24% of vol, VWAP $0.5679, 058.3% buys
13:1213:25: 008400 shrs, 09.88% of vol, VWAP $0.5368, 000.0% buys
14:3514:35: 015791 shrs, 18.58% of vol, VWAP $0.5101, 000.0% buys
14:4715:21: 003650 shrs, 04.30% of vol, VWAP $0.5134, 046.6% buys
15:3715:48: 005700 shrs, 06.71% of vol, VWAP $0.5023, 052.6% buys
15:5015:50: 002300 shrs, 02.71% of vol, VWAP $0.5374, 004.3% buys
15:5115:51: 001400 shrs, 01.65% of vol, VWAP $0.5071, 007.1% buys
15:5915:59: 001500 shrs, 01.77% of vol, VWAP $0.5041, 000.0% buys
16:0016:00: 000050 shrs, 00.06% of vol, VWAP $0.5380, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.5000$0.5099: 013200 shrs, 15.53% of vol, VWAP $0.5007, 022.7% buys
$0.5100$0.5194: 032941 shrs, 38.76% of vol, VWAP $0.5107, 005.5% buys
$0.5200$0.5299: 003400 shrs, 04.00% of vol, VWAP $0.5248, 028.8% buys
$0.5300$0.5399: 009749 shrs, 11.47% of vol, VWAP $0.5322, 031.3% buys
$0.5400$0.5490: 006910 shrs, 08.13% of vol, VWAP $0.5404, 017.4% buys
$0.5500$0.5580: 014180 shrs, 16.69% of vol, VWAP $0.5534, 052.8% buys
$0.5600$0.5798: 003600 shrs, 04.24% of vol, VWAP $0.5718, 086.1% buys
$0.5900$0.5900: 001000 shrs, 01.18% of vol, VWAP $0.5900, 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.
01/23 $0.3947 04.60% 58.6%
01/26 $0.3734 02.88% 58.8%
01/27 $0.3964 +06.15% 41.2%
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
02/05 $0.5253 09.98% 25.4%
The larger trades (>= 500) occurred on 44 of the 136 trades, 32.35%. These 70,491 shares were 82.95% of day's volume, and traded at a VWAP of $0.5247. 12 trades, 27.27%, were buys of 15,500 shares, 21.99% of larger trade volume, and traded at a VWAP of $0.5504. 31 of the larger trades, 70.45%, were sells of 54,491 shares, 77.30% of larger trade volume, and traded at a VWAP of $0.5173. 1 trade, 2.27%, was an unknown and accounted for 500 shares, 0.71% of the larger trade volume, and traded at a VWAP of $0.5297.
The other 92 trades, 67.65%, traded 14,489 shares, 17.05% of the days volume. The VWAP was $0.5281. 37 trades, 40.22%, were buys and accounted for 6,110 shares, 42.17% of the smaller trade volume, and traded at a VWAP of $0.5289. 52 trades, 56.52%, were sells and accounted for 7,919 shares, 54.66% of the smaller trade volume, and traded at a VWAP of $0.5282. 2 trades, 2.17%, were unknowns and accounted for 460 shares, 3.17% of the smaller trade volume, and traded at a VWAP of $0.5156.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/04/2015: EOD stuff partially copied to the concentrator.
# Trds: 220, MinTrSz: 1, MaxTrSz: 14700, Vol: 96087, AvTrSz: 437
Min. Pr: 0.5005, Max Pr: 0.6680, VW Avg. Tr. Pr: 0.5835
# Buys, Shares: 82 24833, VW Avg Buy Pr: 0.5515
# Sells, Shares: 124 65484, VW Avg Sell Pr: 0.5991
# Unkn, Shares: 14 5770, VW Avg Unk. Pr: 0.5441
Buy:Sell 1:2.64 (25.84% "buys"), DlyShts 18600 (19.36%), Dly Sht % of 'sells' 28.40%
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 shorted 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.
Note in the trading breakdown by price that the strong buy percentages occurred mostly(?) below the midpoint of the price range and about half the volume occurred above that point with weak buy percentages. This indicates that attempts at a price rise were met with strong selling. This is roughly supported by what's seen in the breakdown by time where early higher prices had (mostly) low buy percentages and later lower prices had generally higher buy percentages. MMs "taking care of business"? If so, going forward lower daily short sales percentages might appear and price should stabilize and/or rise slightly for at least a day or two.
Yesterday my newer inflection point calculations continued the reducing strengthening and only the two shortest periods were still positive and were rapidly weakening. Today all periods are negative and, as we could expect from the price and buy percentage action alone, have been deteriorating at an increasing rate.
Today VWAP dropped another 12.68% after yesterday's 12.75% move. Today it didn't look like "churn" as we were missing yesterday's "drop and roll (sideways)" action that produced essentially flat behavior most of the day. Today was "drop and ... drop some more, ..." all day long. No "roll" at all. If today's thoughts about MMs possibly "taking care of business" are accurate we should see stability or some rise. We'll see.
For the second day the buy percentage and short percentage moved in the same direction. I'm sure it must be an aberration because there's certainly nothing normal in this market ATM.
Note the comment about the oddlot high above. If we used the official high of $0.6501, the high movement and spread would be 13.32% instead of 10.93% and 29.89% instead of 33.47%.
Today's low, high, VWAP, trade volume, and daily short sales moved 19.66%, 10.93%, 12.68%, 96.40% and 40.06%. Price spread today was 33.47% vs. 20.39%, 19.44%, 48.44%, 18.15%, 81.82%, 16.22%, 15.94%, 9.94% and 36.49% on prior days.
Here's a trading breakdown by arbitrary timeframes. See the note above about the trading breakdowns.
09:3009:49: 017822 shrs, 18.55% of vol, VWAP $0.6500, 001.8% buys
10:1210:50: 012800 shrs, 13.32% of vol, VWAP $0.6217, 015.6% buys
11:1811:21: 007000 shrs, 07.29% of vol, VWAP $0.6200, 000.0% buys
11:3211:51: 002752 shrs, 02.86% of vol, VWAP $0.5772, 000.0% buys
12:0412:38: 013300 shrs, 13.84% of vol, VWAP $0.5690, 071.8% buys
12:3912:39: 001100 shrs, 01.14% of vol, VWAP $0.6018, 090.9% buys
12:5413:21: 013188 shrs, 13.73% of vol, VWAP $0.5872, 001.5% buys
13:3813:54: 004575 shrs, 04.76% of vol, VWAP $0.5510, 006.0% buys
14:1015:01: 004485 shrs, 04.67% of vol, VWAP $0.5260, 066.6% buys
15:1615:24: 006100 shrs, 06.35% of vol, VWAP $0.5184, 023.0% buys
15:2715:45: 004000 shrs, 04.16% of vol, VWAP $0.5021, 047.5% buys
15:5015:56: 006165 shrs, 06.42% of vol, VWAP $0.5086, 068.9% buys
15:5915:59: 002300 shrs, 02.39% of vol, VWAP $0.5094, 028.3% buys
16:0016:00: 000500 shrs, 00.52% of vol, VWAP $0.5208, 060.0% buys
Here's a trading breakdown by arbitrary price ranges. See the note above about the trading breakdowns.
$0.5005$0.5100: 013615 shrs, 14.17% of vol, VWAP $0.5058, 052.5% buys
$0.5200$0.5300: 011435 shrs, 11.90% of vol, VWAP $0.5251, 039.7% buys
$0.5500$0.5610: 003925 shrs, 04.08% of vol, VWAP $0.5567, 014.6% buys
$0.5700$0.5899: 019189 shrs, 19.97% of vol, VWAP $0.5727, 047.2% buys
$0.5900$0.6000: 010200 shrs, 10.62% of vol, VWAP $0.5934, 010.8% buys
$0.6100$0.6299: 019901 shrs, 20.71% of vol, VWAP $0.6211, 010.6% buys
$0.6500$0.6501: 017800 shrs, 18.52% of vol, VWAP $0.6500, 001.7% buys
$0.6680$0.6680: 000022 shrs, 00.02% of vol, VWAP $0.6680, 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.
01/22 $0.4137 22.82% 36.0%
01/23 $0.3947 04.60% 58.6%
01/26 $0.3734 02.88% 58.8%
01/27 $0.3964 +06.15% 41.2%
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
02/04 $0.5835 12.68% 25.8%
The larger trades (>= 500) occurred on 37 of the 220 trades, 16.82%. These 69,763 shares were 72.60% of day's volume, and traded at a VWAP of $0.5982. 10 trades, 27.03%, were buys of 14,225 shares, 20.39% of larger trade volume, and traded at a VWAP of $0.5600. 24 of the larger trades, 64.86%, were sells of 50,938 shares, 73.02% of larger trade volume, and traded at a VWAP of $0.6130. 3 trades, 8.11%, were unknowns and accounted for 4,600 shares, 6.59% of the larger trade volume, and traded at a VWAP of $0.5532.
The other 183 trades, 83.18%, traded 26,324 shares, 27.40% of the days volume. The VWAP was $0.5443. 72 trades, 39.34%, were buys and accounted for 10,608 shares, 40.30% of the smaller trade volume, and traded at a VWAP of $0.5401. 100 trades, 54.64%, were sells and accounted for 14,546 shares, 55.26% of the smaller trade volume, and traded at a VWAP of $0.5503. 11 trades, 6.01%, were unknowns and accounted for 1,170 shares, 4.44% of the smaller trade volume, and traded at a VWAP of $0.5084.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/03/2015: EOD stuff partially copied to the concentrator.
# Trds: 164, MinTrSz: 1, MaxTrSz: 4300, Vol: 48924, AvTrSz: 298
Min. Pr: 0.6230, Max Pr: 0.7500, VW Avg. Tr. Pr: 0.6682
# Buys, Shares: 74 19848, VW Avg Buy Pr: 0.6720
# Sells, Shares: 78 23884, VW Avg Sell Pr: 0.6675
# Unkn, Shares: 12 5192, VW Avg Unk. Pr: 0.6568
Buy:Sell 1:1.20 (40.57% "buys"), DlyShts 13280 (27.14%), Dly Sht % of 'sells' 55.60%
Yesterday's "all moves are negative today" continues. Our support crew did not return.
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.
Yesterday's newer inflection point calculations had reducing strengthening appearing in all periods but all were still in positive territory. Today only the two shortest periods are still positive and they are rapidly weakening.
Today struck me as mostly "churn" at a VWAP down 12.75%. The highs were set in the first halfhour on small volume, the VWAP moved down about 9.59% (depends on which values you choose to use) to $0.66xx and basically stayed there all day until the last 90 minutes when a lowvolume (~16% of volume) bump up to $0.77 occurred.
The only positive I could see was the buy percentage and short percentage both rose. Not much to hang a pair of bull horns on.
Today's low, high, VWAP, trade volume, and daily short sales moved 13.47%, 12.79%, 12.75%, 35.95% and 18.25%. Price spread today was 20.39% vs. 19.44%, 48.44%, 18.15%, 81.82%, 16.22%, 15.94%, 9.94%, 36.49% and 20.26% on prior days.
Here's a trading breakdown by arbitrary timeframes. Note that after highs were established in the first few trades in the first halfhour, on ~6% of the day's volume, the VWAP dropped a large percentage into the near$0.66 area and stayed there, for the most part, until around 14:30 when it moved to $0.67. Other than looking a lot like intraday churn, the lack of any upward pressure at all is the only notable thing I see. It seems our "unseen support crew" is again AWOL.
09:3809:43: 000220 shrs, 00.45% of vol, VWAP $0.7453, 100.0% buys
09:5709:58: 002700 shrs, 05.52% of vol, VWAP $0.7200, 000.0% buys
10:0210:02: 003100 shrs, 06.34% of vol, VWAP $0.7003, 100.0% buys
10:0310:28: 006112 shrs, 12.49% of vol, VWAP $0.6482, 026.4% buys
10:3311:03: 003005 shrs, 06.14% of vol, VWAP $0.6625, 043.3% buys
11:0411:33: 003776 shrs, 07.72% of vol, VWAP $0.6579, 055.6% buys
11:4512:21: 004300 shrs, 08.79% of vol, VWAP $0.6753, 046.5% buys
12:5113:16: 001200 shrs, 02.45% of vol, VWAP $0.6600, 099.1% buys
13:2913:57: 013623 shrs, 27.85% of vol, VWAP $0.6602, 042.7% buys
14:0214:21: 003100 shrs, 06.34% of vol, VWAP $0.6665, 080.6% buys
14:3615:14: 003800 shrs, 07.77% of vol, VWAP $0.6700, 000.0% buys
15:1915:54: 003988 shrs, 08.15% of vol, VWAP $0.6700, 000.0% buys
Here's a trading breakdown by arbitrary price ranges. Notice that again the generally strong buy percentages are not as plentiful where it counts  with volume. It seems our "unseen support crew" is AWOL.
$0.6230$0.6353: 001761 shrs, 03.60% of vol, VWAP $0.6267, 000.0% buys
$0.6401$0.6599: 011696 shrs, 23.91% of vol, VWAP $0.6518, 021.9% buys
$0.6600$0.6699: 008138 shrs, 16.63% of vol, VWAP $0.6616, 063.5% buys
$0.6700$0.6800: 021309 shrs, 43.56% of vol, VWAP $0.6711, 041.3% buys
$0.7000$0.7097: 003100 shrs, 06.34% of vol, VWAP $0.7003, 100.0% buys
$0.7200$0.7397: 002800 shrs, 05.72% of vol, VWAP $0.7207, 003.6% buys
$0.7500$0.7500: 000120 shrs, 00.25% of vol, VWAP $0.7500, 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.
01/21 $0.5360 21.35% 20.2%
01/22 $0.4137 22.82% 36.0%
01/23 $0.3947 04.60% 58.6%
01/26 $0.3734 02.88% 58.8%
01/27 $0.3964 +06.15% 41.2%
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
02/03 $0.6682 12.75% 40.6%
The larger trades (>= 500) occurred on 31 of the 164 trades, 18.90%. These 30,712 shares were 62.77% of day's volume, and traded at a VWAP of $0.6688. 7 trades, 22.58%, were buys of 11,800 shares, 38.42% of larger trade volume, and traded at a VWAP of $0.6756. 18 of the larger trades, 58.06%, were sells of 15,020 shares, 48.91% of larger trade volume, and traded at a VWAP of $0.6668. 6 trades, 19.35%, were unknowns and accounted for 3,892 shares, 12.67% of the larger trade volume, and traded at a VWAP of $0.6553.
The other 133 trades, 81.10%, traded 18,212 shares, 37.23% of the days volume. The VWAP was $0.6672. 67 trades, 50.38%, were buys and accounted for 8,048 shares, 44.19% of the smaller trade volume, and traded at a VWAP of $0.6665. 60 trades, 45.11%, were sells and accounted for 8,864 shares, 48.67% of the smaller trade volume, and traded at a VWAP of $0.6687. 6 trades, 4.51%, were unknowns and accounted for 1,300 shares, 7.14% of the smaller trade volume, and traded at a VWAP of $0.6613.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post above.
02/02/2015: EOD stuff partially copied to the concentrator.
# Trds: 170, MinTrSz: 1, MaxTrSz: 3620, Vol: 76382, AvTrSz: 449
Min. Pr: 0.7200, Max Pr: 0.8600, VW Avg. Tr. Pr: 0.7658
# Buys, Shares: 53 18349, VW Avg Buy Pr: 0.7808
# Sells, Shares: 109 55833, VW Avg Sell Pr: 0.7618
# Unkn, Shares: 8 2200, VW Avg Unk. Pr: 0.7420
Buy:Sell 1:3.04 (24.02% "buys"), DlyShts 16245 (29.10%), Dly Sht % of 'sells' 29.10%
Well, price euphoria ends as all moves are negative today. We shouldn't be surprised because a 100%+ VWAP move since 1/26 is certainly not "natural" and anyone who added shares during the 1/26 timeframe must certainly be sorely tempted to take some profit at a ~100% level. We'll have to see if our support crew returns or not. If not, we're likely to see little or no upside.
My newer inflection point calculations' trend of improvement ended and now all six periods have stillpositive but weakening readings. Yesterday, looking deeper into the stats, the rate of improvement, over a rolling 5day period, was slowing.
It looks like no support crew was present today and, possibly, profittaking by momo traders is occurring. Some longs that have suffered may also be exiting here.
Today's low, high, VWAP, trade volume, and daily short sales moved 12.50%, 9.47%, 03.73%, 72.44% and 81.52%. Price spread today was 19.44% vs. 48.44%, 18.15%, 81.82%, 16.22%, 15.94%, 9.94%, 36.49%, 20.26% and 14.60% on prior days.
Here's a trading breakdown by arbitrary timeframes. Note that after an initial early weakening through 10:27, on ~44% of the day's volume, the VWAP stabilized for the rest of the day. That percentage raises the question of whether the following stability was a support level from investors and traders, the MMs doing covering buys, or a mix. Regardless, it seems our "unseen support crew" is AWOL.
09:3009:40: 005465 shrs, 07.15% of vol, VWAP $0.8373, 000.0% buys
09:4209:58: 014512 shrs, 19.00% of vol, VWAP $0.8299, 051.6% buys
10:0210:09: 009351 shrs, 12.24% of vol, VWAP $0.7603, 000.0% buys
10:2010:27: 004100 shrs, 05.37% of vol, VWAP $0.7201, 002.4% buys
10:5711:30: 005614 shrs, 07.35% of vol, VWAP $0.7478, 033.8% buys
11:3312:01: 007798 shrs, 10.21% of vol, VWAP $0.7548, 047.2% buys
12:0212:29: 002600 shrs, 03.40% of vol, VWAP $0.7416, 000.0% buys
12:4012:53: 011933 shrs, 15.62% of vol, VWAP $0.7355, 008.7% buys
13:1014:33: 004600 shrs, 06.02% of vol, VWAP $0.7307, 010.9% buys
15:1215:23: 003699 shrs, 04.84% of vol, VWAP $0.7444, 086.5% buys
15:4115:48: 006260 shrs, 08.20% of vol, VWAP $0.7300, 000.0% buys
15:5916:00: 000450 shrs, 00.59% of vol, VWAP $0.7495, 100.0% buys
Here's a trading breakdown by arbitrary price ranges. Notice that again the generally strong buy percentages recently seen are not as plentiful today. It seems our "unseen support crew" is AWOL.
$0.7200$0.7352: 027623 shrs, 36.16% of vol, VWAP $0.7310, 005.3% buys
$0.7400$0.7507: 015753 shrs, 20.62% of vol, VWAP $0.7476, 036.3% buys
$0.7600$0.7606: 013029 shrs, 17.06% of vol, VWAP $0.7602, 028.2% buys
$0.8000$0.8199: 005137 shrs, 06.73% of vol, VWAP $0.8081, 061.1% buys
$0.8200$0.8390: 004690 shrs, 06.14% of vol, VWAP $0.8300, 072.3% buys
$0.8400$0.8501: 009200 shrs, 12.04% of vol, VWAP $0.8433, 000.0% buys
$0.8600$0.8600: 000950 shrs, 01.24% of vol, VWAP $0.8600, 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.
01/20 $0.6815 13.25% 25.9%
01/21 $0.5360 21.35% 20.2%
01/22 $0.4137 22.82% 36.0%
01/23 $0.3947 04.60% 58.6%
01/26 $0.3734 02.88% 58.8%
01/27 $0.3964 +06.15% 41.2%
01/28 $0.5049 +27.36% 70.9%
01/29 $0.5838 +15.63% 57.3%
01/30 $0.7955 +36.26% 37.4%
02/02 $0.7658 03.73% 24.0%
The larger trades (>= 500) occurred on 49 of the 170 trades, 28.82%. These 59,504 shares were 77.90% of day's volume, and traded at a VWAP of $0.7664. 13 trades, 26.53%, were buys of 13,219 shares, 22.22% of larger trade volume, and traded at a VWAP of $0.7843. 35 of the larger trades, 71.43%, were sells of 45,285 shares, 76.10% of larger trade volume, and traded at a VWAP of $0.7617. 1 trade, 2%, was an unknown and accounted for 1,000 shares, 2% of the larger trade volume, and traded at a VWAP of $0.7425.
The other 121 trades, 71.18%, traded 16,878 shares, 22.10% of the days volume. The VWAP was $0.7637. 40 trades, 33.06%, were buys and accounted for 5,130 shares, 30.39% of the smaller trade volume, and traded at a VWAP of $0.7715. 74 trades, 61.16%, were sells and accounted for 10,548 shares, 62.50% of the smaller trade volume, and traded at a VWAP of $0.7624. 7 trades, 5.79%, were unknowns and accounted for 1,200 shares, 7.11% of the smaller trade volume, and traded at a VWAP of $0.7416.
"Dly Sht % of 'sells'" and inflection point changes here are in the latest daily post bove.
AXPW SplitAdjusted FailsToDeliver Charts 2014 Onward
A brief discussion of why I am maintaining this blog occurs in "AXPW FailsToDeliver Charts 2/11/2013" along with charts that maintain the presplit adjustment volumes and prices through the end of 2014.
As before, I will update the charts here approximately every two weeks as data from the SEC becomes belatedly available. It is not timely or useful for assessing current behavior at all.
As before, keep in mind that volume of fails are aggregate volumes at a point in time, not daily volume changes. This means you can not see the addition of new failures or the closing of prior failures in discrete terms, except at the beginning and end of a period in which some appear and finally disappear.
The following charts are reversesplit adjusted. Note that the volume charts are logarithmic, so movements are visually "magnified" at the lower ranges and "reduced" in the upper ranges.
(click to enlarge)
(click to enlarge)