orders flow research
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High Block to Retail Transaction Ratio
Stocks with an unusually high block trade ratio are worth watching for future developments. Institutions are playing an important role in the stock market and a high block to retail transaction ratio is high for a reason.
This report analyzes data for the period of one day. In order to see a longer underlying trend please click on the link and view a summary for the past 15 days. Unusually High Block Trade Ratio List consists of the stocks with a block traded volume of more than 50% of the total volume. Volume is indicated in millions of shares.
1. UNUSUAL BUYER INTEREST. Based on the results of today's trading the price of the listed stocks has declined. At the same time the number of shares traded in buyer-initiated trades exceeds the number of shares traded in seller-initiated trades, and the volume of large orders exceeds the volume of small orders. In this situation we assume that there was a significant BUYER interest in a listed security and that the institutions were actively involved in today's trading. Column "Trading Flow" shows by how much the interest of the Buyers was higher than the interest of the Sellers.
| Ticker | Trading Flow |
Price Change |
Close$ | Volume | Block Volume |
| NASDAQ:CEPH | 73.8% | -0.34% | 69.94 | 2.77 | 1.61 |
| NASDAQ:EVCI | 52.7% | -1.85% | 0.53 | 0.08 | 0.05 |
| NASDAQ:ASML | 55.5% | -0.91% | 22.63 | 7.14 | 3.97 |
| NYSE:LU | 3.3% | -0.82% | 2.41 | 30.53 | 17.05 |
| NYSE:XRX | 16.1% | -0.17% | 16.97 | 11.85 | 6.4 |
| NYSE:PPL | 49.6% | -1.01% | 34.17 | 3.85 | 2.01 |
| NYSE:LF | 72.1% | -2.59% | 9.39 | 0.72 | 0.38 |
| NYSE:CMX | 16.8% | -2.96% | 47.77 | 38.14 | 19.83 |
2. UNUSUAL SELLER INTEREST. Based on the results of today's trading the price of the listed stocks has advanced. At the same time the number of shares traded in seller-initiated trades exceeds the number of shares traded in buyer-initiated trades, and the volume of large orders exceeds the volume of small orders. In this situation we assume that there was a significant SELLER interest in a listed security and that the institutions were actively involved in today's trading. Column "Trading Flow" shows by how much the interest of the Buyers was lower than the interest of the Sellers.
| Ticker | Trading Flow |
Price Change |
Close$ | Volume | Block Volume |
| AMEX:ISO | -22.9% | 3.03% | 0.34 | 0.56 | 0.3 |
| NASDAQ:IONA | -3808.5% | 0.37% | 5.34 | 0.25 | 0.22 |
| NASDAQ:HILL | -2.1% | 1.84% | 3.86 | 0.6 | 0.47 |
| NASDAQ:ADRX | -7.5% | 1.46% | 24.95 | 4. | 2.14 |
Trading Flow Column - shows percent difference between volume of all trades occuring at ask and volume of all trades occuring at bid (measured in number of shares). Positive value means buyers interest exceedes sellers, negative value means sellers interest exceedes buyers.
Price Change Column - shows percent change between current day's last trade and previous day's closing price.