StockFetcher Forums · General Discussion · 80% Rule<< 1 2 >>Post Follow-up
6,362 posts
msg #114217
Ignore TheRumpledOne
6/25/2013 5:59:02 PM

Got this in an email:

Here are the basics for the 80% Rule:

The Value Area (Secret Tip #12): The range of prices where 70% of yesterday's volume took place. For instance, if the value area in the S&Ps is 115800-117200, then 70% of the previous day's volume took place between the prices of 115800-117200.

The 80% Rule: When the market opens above or below the value area, and then gets in the value area for two consecutive half-hour periods. The market then has an 80% chance of filling the value area.


.... wondering if SF has a way to calculate the value area.... Hmmmmmm?

4,599 posts
msg #114218
Ignore Kevin_in_GA
6/25/2013 8:29:04 PM

Since the volume/price data needs to be intraday, I doubt it. But can give you a volume-by-price graph like this:$SPX&p=D&yr=0&mn=1&dy=0&id=p80664567349

This is the daily version, but if you subscribe you can get this for intraday data. Then it would be easy.

991 posts
msg #114220
Ignore mahkoh
6/26/2013 7:23:10 AM

If "the market" only applies to SPX you could evaluate historical 5 min bar data in excel.

683 posts
msg #114221
Ignore duke56468
6/26/2013 9:58:06 AM has "vol rate of change" and "vol rate of change %" and "volume at price" that are intraday and may help.

4,599 posts
msg #114225
Ignore Kevin_in_GA
6/26/2013 12:28:23 PM

@duke: Yes but it only works on the daily chart setting, not intraday.

683 posts
msg #114226
Ignore duke56468
6/26/2013 1:14:17 PM

I just used it on a 10 min chart, seems to work ok. Maybe you are thinking of stockcharts not freestockcharts.

4,599 posts
msg #114227
Ignore Kevin_in_GA
6/26/2013 5:41:44 PM

Not working for me, but I always check after hours. Please retry tonight and let me know if you can still see the volume at price on a 10 minute chart.

683 posts
msg #114228
Ignore duke56468
6/26/2013 7:26:09 PM

No the intra day does not seem to work after hours. The daily does.

Rock Sexton
109 posts
msg #114229
Ignore Rock Sexton
6/26/2013 9:39:38 PM

I would KILL to be able to search stocks based on Volume-By-Price (aka "Volume Profile") criteria. I try to get around by using a specific combination of EMA's and price's % relationship to them ...... but I still have to manually sift through a lot of charts to find exactly what I'm looking for.

I'm a big prononent though of using Volume Profile. It's like a map underneath price. In this market there are a lot of reversions to volume POC's (Points of Control), which is what I try to concentrate on.

36 posts
msg #114230
Ignore traderseb
6/27/2013 7:20:27 AM

I do not see that there would be a defined price range for 70% of the volume traded without specification of which 70%.

If you take the first 70% of the volume, the range of prices could be different than if you take the last 70% of the volume traded or any random 70% volume set. The example below looked better in Excel.

volume trade price
100 1 50
100 2 52
100 3 54
100 4 56
100 5 58
100 6 60
100 7 62
100 8 64
100 9 66
100 10 68

70% price
1 50
2 52
3 54
4 56
5 58
6 60
7 62

min 50
max 62

range 50-62

70% price
4 56
5 58
6 60
7 62
8 64
9 66
10 68

min 56
max 68

range 56-68

StockFetcher Forums · General Discussion · 80% Rule<< 1 2 >>Post Follow-up

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