Every term is defined twice: once the way a filing would put it, and once the way somebody would explain it to you across a table. The second one is usually the one that sticks.
Showing 60 terms
The number of shares traded in a given period.
The only widely used input that is not derived from price, which makes it worth more than the four oscillators sitting under your chart. A breakout without a volume surge is a suspect breakout.
A study showing how much volume traded at each price level rather than in each time period.
Price moves fast where nobody is and stalls where everybody is. The lookback period determines every level, so anchor it to real structure and then leave it alone.
The shape traded volume makes across a session — heavy at the open, thin through the middle of the day, heavy again into the close.
Both ends hold most of the day's information and most of its danger. The first fifteen minutes are the most expensive; the close has the deepest liquidity.
Reading volume against the candle’s range to judge whether a move was easy or difficult.
Volume is effort, range is result. When they disagree, someone large is on the other side.
Weighting each price by the volume traded there, so heavily traded prices count for more.
It stops a quiet day counting the same as a day when crores changed hands.
On-Balance Volume — a running total that adds the session's volume on up days and subtracts it on down days.
Rising while price goes sideways suggests quiet accumulation, which is the signature institutions leave when they cannot buy in one order.
A price level on a volume profile at which an unusually large quantity has traded.
A great many participants transacted there, and every one of them has a reason to act if price returns.
A price level on a volume profile at which almost nothing has traded.
An air pocket. Nobody holds a position there to defend or to escape, so price travels through it quickly — useful for setting expectations about speed, not for choosing an entry.
Today’s volume divided by the average volume of the last 20 sessions.
The only honest way to judge volume — absolute share counts mean nothing across stocks.
Sustained buying by informed participants, usually visible as heavy volume without much price progress.
Big money buying quietly, because buying loudly would move the price against them.
An exchange framework that applies tighter trading conditions to a security on the basis of its price and volume behaviour, in a short-term and a long-term form.
It reacts to how the share has traded, not to anything the company did. The bite is 100% upfront margin, which usually reaches you as a rejected order or a margin call before you have read the circular.
The end-of-day file published free by each exchange, carrying the session’s prices, volumes and related statistics for every security.
The primary source, before any app or aggregator has touched it. A two-minute download that settles most arguments about what actually happened.
A gap out of a consolidation on heavy volume, usually driven by genuine news.
The most significant gap type, and the one least likely to fill.
The final phase of a decline, marked by heavy-volume selling and widespread exhaustion.
The mood is not caution — it is disgust, and people questioning whether equity works at all.
A volume indicator weighting each bar by where it closed inside its own high-low range.
Catches the big-volume day that looked green all session and closed on its low — a day the price chart records as a gain and this records as supply.
A wide, extreme-volume candle at the end of an extended move.
The last buyers arriving all at once, which leaves nobody left to buy.
On Indian exchanges, the volume-weighted average price of the final thirty minutes of the session — not the last trade.
Designed so that one late trade cannot set the close, which makes manipulation substantially harder. It is also why a close beyond a level counts for more than a touch.
Requiring a second condition — volume, a close, a retest — before entering.
Waiting for a retest feels prudent and removes the strongest breakouts, which never retest.
Share of the day’s traded volume that was actually delivered into demat accounts.
Separates real buying from intraday churn. An 8% move on 12% delivery means almost nobody wanted to own it.
Sustained selling into strength, typically at a top, with heavy volume and choppy sideways price.
The stock feels exciting while large holders hand their shares to newcomers.
Comparing the volume traded against the price movement it produced.
Huge volume and a tiny range means enormous effort achieved nothing — that is the signal.
A cost that does not change with the volume produced or sold over the relevant range.
Rent, salaries and depreciation. They arrive whether forty customers come or four hundred.
A short, tight, low-volume drift against a sharp preceding move, which then resolves in the original direction.
The drying volume is what makes it a flag: profit-taking is being absorbed without difficulty. Past about three weeks it has become a distribution range instead.
A company’s revenue or volume as a proportion of its industry.
Growth means little without it. Growing 18% while the industry grows 22% is losing ground.
A price chart with every indicator stripped off, leaving candles and volume alone.
Every indicator is a lossy summary of price delivered late. This is reading the source rather than the summary.
The listed futures contract with the closest expiry, which ordinarily carries most of the volume and open interest in the family.
The instrument your order actually joins. Levels, entries and stops belong on its chart; the spliced continuous chart is for shape and trend.
A move on unusually low volume, suggesting no real participation behind it.
The move had no fuel. Common just before a failed breakout.
The strike-by-strike table of open interest, change in open interest, volume and implied volatility for an underlying's options, published live and free by the NSE.
The strike with the largest call open interest often acts as resistance and the largest put strike as support, because writers hedging those positions generate real buying and selling. One source of confluence, not a forecast.
The headline figure of the fund liquidity stress test — the days needed to sell 25% and then 50% of the portfolio, computed pro-rata against trailing traded volumes.
Driven mostly by fund size measured against the volumes of what it owns, so the numbers cluster by size rather than by skill. The least liquid fifth of the portfolio is excluded before the figure is calculated, which is the single most important thing to know about it.
Reading structure, levels, candle character and volume directly from the chart, without indicators.
Not a claim that indicators are useless — a claim about ordering. An indicator that tells you something the chart does not is almost always telling you about its own settings.
The ability to raise prices without losing enough volume to matter.
About the buyer’s position at the moment of paying, not product quality. Salt has it; a thali does not.
A reconciliation that walks from last year’s revenue to this year’s, attributing each part of the change to volume, price, mix or acquisition.
The pieces have to multiply back to the reported number, which is what stops you telling yourself a story. Half an hour with the volume tables and the business combinations note builds one.
A continuation pattern: a long trend candle, then two to four small candles drifting back inside its range on lighter volume, then another long candle closing beyond the first one’s extreme.
The picture of a healthy pullback — shallow, unhurried and unsupported by volume, meaning nobody is willing to sell in size. The falling three methods is the same structure inside a downtrend.
The rule a data vendor uses to decide when a continuous series stops following one futures contract and starts following the next — on expiry, a fixed number of days before it, or when volume and open interest migrate.
A second undisclosed choice on top of the adjustment method. It changes which sessions appear on your chart at all, so two platforms can disagree about the candles as well as the levels.
In Wyckoff analysis, the break above the top of an accumulation range on expanding volume and wide-range candles.
Accumulation is complete and markup begins. It is the first point in the sequence most people can act on with reasonable odds.
The study of price and volume history to judge probable future price behaviour.
Reading the crowd through the record it leaves on a chart.
Volume Weighted Average Price — the session’s average price weighted by volume traded at each level.
What the average participant paid today. Institutions benchmark their fills against it.
A framework from the early 1900s for reading accumulation and distribution from price and volume alone.
It addresses a constraint that has not changed: a large buyer cannot buy quickly without destroying their own price. Take volume away and it becomes drawing boxes on a chart.
Heavy selling met by a buyer large enough to prevent the price falling.
High volume, narrow range, close near the high after a decline. The candle looks boring, which is why it is missed.
A decisive close beyond an established support or resistance level.
Only credible with a volume surge. Without one it is usually a trap.
Buying a decisive close beyond a consolidation range, on the expectation that compression resolves into a directional move.
The volume filter is the strategy. A breakout on below-average volume is a thin order book making a big-looking move that gets handed straight back.
Bombay Stock Exchange, founded 1875 — Asia’s oldest exchange, home of the SENSEX.
The older exchange. More listed companies, much less trading volume.
The proportion of death claims an insurer settled over a year, counted by number of claims.
A count, not a measure of value or difficulty, and inflated at some insurers by large volumes of small group claims. More useful read alongside the average time taken to settle.
A single combined feed of every trade in a security across all venues — a feature of United States market structure with no Indian equivalent.
India has no combined national print. Each exchange broadcasts its own trades, so the volume figure you read belongs to one venue rather than to the market.
A candle or price formation describing a trend pausing rather than reversing, before resuming in the original direction.
The test is territorial, not visual: if the pause stays inside the ground the trend already won and volume thins while it happens, it is a rest. If it takes that ground back on rising volume, the name of the shape stops mattering.
The first assumption of technical analysis — that every known fact, forecast and emotion is already expressed in the price.
You do not need to know why a large fund is accumulating. The accumulation shows up as rising price on rising volume whether or not the reason is public.
The extended trading session Indian commodity derivatives run after the equity market closes, so that domestic contracts can track international markets while those are open.
It usually carries most of the day’s volume, which means a daily commodity candle averages two very different markets — a thin Indian afternoon and an active overseas evening.
A gap occurring late in an extended move, marking the arrival of the final buyers or sellers rather than a continuation.
Almost always fills, and quickly. The tell is record volume followed by wide-ranging sessions that go nowhere — heavy activity with no progress.
The day a derivatives contract ceases to exist.
Much of the volume is position unwinding rather than a view, so price action means little.
A reversal pattern of three peaks with the middle highest, completed on a break of the neckline.
Three rallies, each recruiting fewer buyers. Volume must fade into the right shoulder.
The condition in which several indicators appear to confirm one another while being different arrangements of the same underlying price data.
RSI, Stochastic, Williams %R, CCI and the MACD histogram all agreeing is one opinion reported five times. New information has to come from a different input — volume, breadth, relative strength.
A fall in the number of participants in an industry as capacity is retired, acquired or resolved through insolvency, leaving the survivors facing less competition.
The tell that it is actually working is that realisations stop falling before volumes recover — price discipline needs only a decision, demand needs a cycle.
The maximum output a company’s plants are rated to produce over a period, disclosed in units rather than rupees.
The ceiling on volume growth without fresh capital expenditure. Set beside actual production it gives capacity utilisation, and beside industry-wide additions it tells you what supply is coming.
A move through an obvious level that triggers resting orders and then reverses.
Break on volume, no close beyond, quick reclaim. A genuine breakdown holds; consuming a pool of stops does not.
A short symbolic trading session held on Diwali.
A tradition rather than an opportunity — thin volume and wide spreads.
A statutory or regulatory limit on the maximum price at which a good or service may be sold.
Where one applies, competitive strength stops being a pricing question — the brand cannot buy a rupee above the notified figure. Volume, mix and cost position are the only levers management still holds.
Buying a temporary decline within an established uptrend, at a moving average or Fibonacci retracement, on a bullish reversal candle.
The best risk-reward of the common templates, because the stop sits just under a nearby low. Skip it when the pullback arrives on heavier volume than the advance — that is distribution.
A sharp increase in daily range after a period of compression.
The resolution of a squeeze. Volume on the expansion is what separates a real one from a trap.
The composition of what was sold — across products, variants, geographies or channels — which changes revenue and margin without any change in total units.
Watch the share of revenue against the share of units. When those two move apart, mix is doing the work rather than volume or price.
A platform's net revenue as a share of the gross value of the transactions it processes.
Rising means the platform is being paid more for what it does. Falling usually means volume is being bought with discounts, which appears in the accounts as growth.