| SYNA :: The Hidden Activities money flow research | ![]() | ||||||||||||||
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| Money Flow of SYNA [12.17.2002 13:30:32] - [12.20.2002 09:31:46] | |||||||||||||||
![]() | Money Flow![]() | symbol: Money Flow: whenever each single trade is executed at the ask price or higher, Money Flow is increased by the number of shares traded, meaning someone puts a buy order. When a trade is executed at the bid price or lower, Money Flow is decreased by the number of shares traded, meaning someone puts a sell order. | |||||||||||||
![]() | Orders Distribution![]() | Orders Distribution Chart: big orders (>10,000 shares) usually are associated with big players activities like an institutional trader's, while small orders (less than 1,000 or 500 shares) often belong to individual traders. Observing the dynamical distribution of the orders we can get an idea who was the buyer/seller. | |||||||||||||
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Comments: Today, 12.19.2002 there was
12 block trades of total volume of 136300 shares ( 37,47 % of total volume). 1 were traded at the ask price (having summary volume of 10000 shares) and 5 at bid ( 53800 shares).
The difference in value of -43800 shares between asking and bidding shows that there is 438,0% more sellers interest than buyers. Volume weighted average price of blocks traded at ask is $7,92, traded at bid is $7,57296.
Now compare block trades to the rest of the picture: there were 101 trades at ask ( 82225 shares) and 242 trades at bid ( 145200 shares) on retail non-block group ( 62,53 % of total volume).
The difference in value of -62975 shares between trades at ask and trades at bid shows that there is 76,589% more sellers interest than buyers.
It would be interesting to see how ask and bid is distributed inside the retail group:
240 trades less than 500 shares ( 51525 shares volume): 65 trades at ask ( 12725 shares) and 175 trades at bid ( 38800 shares),
204,912% more sellers interest than buyers.
65 trades between 500 and 1000 shares ( 55300 shares volume): 18 trades at ask ( 15000 shares) and 47 trades at bid ( 40300 shares),
168,667% more sellers interest than buyers.
38 trades between 1 000 and 10 000 shares ( 120600 shares volume): 18 trades at ask ( 54500 shares) and 20 trades at bid ( 66100 shares),
21,284% more sellers interest than buyers.
| Block trades ( 37,47 %) | -43800 shares | 438,0% more sellers interest than buyers within big orders. |
| Retail trades ( 62,53 %) | -62975 shares | 76,589% more sellers interest than buyers within small orders. |
| 1 000-10 000 shares | -11600 shares | 21,284% more sellers interest than buyers. |
| 500-1 000 shares | -25300 shares | 168,667% more sellers interest than buyers. |
| <500 shares | -26075 shares | 204,912% more sellers interest than buyers. |
| Open 7,49 | Hi 7,49 | Low 7,49 | Close 7,49 | Change 2,6 % |
| Volume 100 | Volume @ASK | Volume @BID | Today's Flow 100,0% | Last 10 day's Flow |
| Block Trades of SYNA [12.19.2002] | ||||
| Time | BestBid | BestAsk | $Trade | #Size |
| 11:36:50 | 7,83 | 7,92 | 7,92 | 10000 |
| 12:22:30 | 8 | 8,03 | 8 | 11200 |
| 12:29:04 | 8,04 | 8,06 | 7,93 | 10000 |
| 13:37:50 | 7,77 | 7,82 | 7,8 | 10000 |
| 13:49:58 | 7,78 | 7,8 | 7,78 | 10000 |
| 14:43:08 | 7,27 | 7,39 | 7,29 | 10000 |
| 15:32:40 | 7,05 | 7,19 | 7,01 | 10500 |
| 16:25:06 | 7,21 | 7,73 | 7,29 | 10000 |
| 16:25:28 | 7,21 | 7,73 | 7,3598 | 18300 |
| 16:31:04 | 7,21 | 7,73 | 7,4 | 12100 |
| 16:32:22 | 7,21 | 7,73 | 7,4 | 12100 |
| 16:33:08 | 7,21 | 7,73 | 7,2 | 12100 |
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