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Average Daily Volume

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average daily volume investment & finance definition
The number of shares or bonds traded daily, on average, during a period of time, generally one year.

 


Average Daily Volume - The average daily volume is the number of shares that are traded each day on the stock exchange averaged over a certain period of time. The time is generally averaged over a one-year period.
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Understanding the average daily volume is important for anyone who deals in the industry of trading.

Average Daily Volume
(See Volume, 50-Day Moving Average)
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Backlog
A company's total orders or sales received but not yet delivered. (An increase in backlog usually means business is picking up.) ...

Average Daily Volume
The average number of daily trades within specified period of time.
Average P/E Ratio ...

Average daily volume : The total trading volume of a stock over a certain period divided by the number of trading days in that period.

Average Daily Volume: average number of shares traded per day over a specified period.
Average P/E Ratio: Average price/earnings ratio of stocks owned by a mutual fund.

Average daily volume for an individual stock is also a difficult number to obtain sometimes, however it is extremely helpful to have at least a "feel" for the average volume.

The average daily volume in the global foreign exchange and related markets is continuously growing and is counted in trillions of US dollars.

... Cap and Average Daily Volume. The current trading price of a stock can give you an idea of how good of a ...
3. The Thomas Commodity Swing Method
(Articles/Stocks) ...

In 2008, the average daily volume on the Amex was roughly 30 to 50 million shares. This works out to nearly 1 billion shares traded each month.

Currently at 3 x average daily volume.
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Alert, Confirmed, On Low Volume ...

Short Interest Ratio: The number of days it would take to cover the Short Interest if trading continued at the average daily volume for the month.

Make sure the security has enough average daily volume so that wide price swings due to lack of buyers and sellers don't cause unexpected outcomes.
Learn about using Stop Limit Orders as well to determine which is better for your situation.

Average daily volume is approximately 10,000 contracts with notional value of little more than $50,000 per contract translating into about $500 Million of daily turnover.

Confirmation Day - An event that occurs as a result above average daily volume that fortifies a stocks desired direction. ex.

The average daily volume of gold and silver cleared at the London Bullion Market Association (LBMA) in November 2008 was 18.3 million ounces (worth $13.9 billion) and 107.6 million ounces (worth $1.1 billion) respectively.

Stocks that have different average daily volumes also tend to act in their own way. Let's say we have two stocks, both trading at $30 a share. The first stock has a tight spread and an average daily volume of over 8 million shares a day.

For a stock to qualify as a potential Darvas trade, it first has to exhibit a proof of changed behavior in the form of a recent volume change of at least a 400% increase compared to the average daily volume for the past few weeks.

A large volume spike (more than 40 times average daily volume), while PPH is trending lower, causes Twiggs Money Flow to drop sharply.

Number of shares of a security that investors have sold short divided by average daily volume of the security (measured over 30 days or 90 days). There are various interpretations of this ratio.

For instance, there will be a few investors whose overall holdings exceed the average daily volume of a share. In such cases, you simply cannot calculate your holdings value simply by multiplying the price x your shares.

Average daily volume is extremely low, making it challenging to pick up a sizable position without moving the stock price.

(Number of Shares Sold Short)/ (Average Daily Volume)
For example if there were 20,000,000 shares shorted and the daily average volume was 19,000,000 the short interest ratio would be 1.05.

We would also like to point out that this week's advance on the S&P 500 index was accompanied by high volume; in fact, Wednesday's and Thursday's average daily volume output exceeded the average volume generated over the past 30 days ...

Is that the UTEMF on the "other OTC" exchange? It lists an average daily volume of 18 shares!? can that possibly be right? It's at $31. at the moment but talk about thinly traded.
There is an old adage that goes something like this: ...

as broker/dealers must comply with Regulation ATS, which includes a requirement to link to a registered exchange or the NASD and publicly display their best priced orders for any security in which they have had 5% or more of the average daily volume ...

Rule #2: Only trade stocks with prices over $10 dollars and average daily volume larger than 300,000 shares.

A measurement of a company's issued shares that are currently shorted, expressed as the number of days required to close out all of the short positions. For example, if a company has average daily volume of 1 million shares and 2 million shares are ...

If volume is high during the day relative to the average daily volume, it is a sign that the reversal is probably for real. On the other hand, if the volume is below average, there may not be enough conviction to support a true trend reversal.

Â- Underlying contract
You must consider the characteristics of the underlying contract. The chart below shows the average daily volume of the e-mini S&P: ...

If you know the number of shares short and compare that to the average daily volume, you can estimate how long it would take for the short sellers to exit their positions.

traded in a narrow range for some time (in other words, built a base) and then advances above the resistance level, this is said to be an upside breakout. Breakouts are suspect if they do not occur on high volume (compared to average daily volume).

A stock's trading volume is the number of shares it trades over a given period of time. Normally, volume is measured on a daily basis and compared against its average daily volume.
trailing P/E ratio ...

A daily chart shows that the price has come down some, that there is a nice cup-and-handle formation with the current Apple stock at about $122 (at the time of this writing on Monday July 2). A daily chart also shows that the average daily volume is ...

five highest weighted components comprise more than 60 percent of the index weighting, or (4) the lowest weighted components comprising in the aggregate 25 percent of the index’s weighting have an aggregate dollar value of average daily volume ...

dollars deposited in commercial banks outside the United States. Together, CME Eurodollar futures and options on futures lead the industry with open interest over 40 million and average daily volume of 3.0 million.

at-the-money
Australian Clearing House (ACH)
Australian financial services licence (AFSL)
Australian Real Estate Investment Trusts (A-REITS)
authorised capital
automatic exercise
average daily volume
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average daily volume The number of shares traded per day, averaged over some time period, generally one year. Average Directional Index ADX ADX fluctuates between 0 and 100. Readings below 20 indicate a weak trend or...

See also: Volume, Average, Market, Trading, Stock

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