High Volume stocks live on spreadsheet for Intraday trading

[dillip91]

High volume stocks are widely used by traders for intraday trading. In this spreadsheet we check the current volume of stocks and compare them with last 10 days average volume and sort them in descending. I have listed 212 F&O stocks for analyzing. The volume information is picked from GoogleFinance.

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On left side in Blue the list of top 30 volume gainers compared to previous day close are listed. The number in the rows means the percentage gain/loss compared to its 10 days average volume.
On right side in Magneta the list of top 30 volume gainers compared to last 15 minutes are listed. The number in the rows means the percentage gain/loss compared to its 10 days average volume in last 15 minutes.

Example from below screenshot: Jet Airways has gained 66% more than its 10 days average volume till now and 9% gain happened in last 15 minutes. The comparison with last 5 days average is also there.

You can also see the trail of 15 minute volume change in Sheet1. The timer begins recording at 9am to 3pm. It can be used for post market analysis till next day.
The 10days average volume is updated in Sheet1-Last column.

Trail:

Please let me know if any bug is found.

 

[server2712]

Good job.

But need some more info about screening. NBCC on left side showing -0.55% change, vol gain 4% and 21%. then why it is on 5th number?.

 

[dillip91]

Good job.

But need some more info about screening. NBCC on left side showing -0.55% change, vol gain 4% and 21%. then why it is on 5th number?.

This sheet is sorted based on highest change of volume compared to its 10 days average volume. That is column D (10 Days).
If you check NBCC in Sheet1 last column: the 10days average volume is 1395388 and today's volume is 2472451. If you calculate today's volume is 77% more than the average volume.
At the time of taking screenshot it was 21%. There was only 4 stocks which had better percentage. So it is at #5.

The second part in Magenta is sorted on column E (Last 15). Here you can see the percentage change in last 15 minutes when you are looking at the screen.

 

[dillip91]

If anyone wants to know how to take average volume from GoogleFinance just type the below line on a blank spreadsheet.
Example:
=GoogleFinance( "NSE:RELIANCE" , "all" , WORKDAY( TODAY(), -10 ) , TODAY() )

Then take average from column F.

 

[john302928]

Hi Spreadsheet looks good. Can you capture data till 3.30pm instead 3pm

And could you please clarify what does OP column mean and what do those Y and W mean in OP column?

 

[dillip91]

Hi Spreadsheet looks good. Can you capture data till 3.30pm instead 3pm

And could you please clarify what does OP column mean and what do those Y and W mean in OP column?

Ok I will make it to capture data till 4pm.
OP is for my own reference. I was trying to figure out which stocks can be traded in options and marked them manually. Y=Yes, N=No, W=Yes but double check. N and W are because of low volume in options or high spread. But don't take them hard and fast. These things keep changing.

One question to you. If you look into Sheet1 or Sheet2, sometimes the volume change is negative. Is this normal? I thought volume only goes up.

 

[john302928]

Thanks.there is no formula in those sheets on how you calculated and what you calculated it. Until there is an information about the calculation, my comment may not make sense. Just based on the keyword you mentioned "volume change", Yes if you calculated volume change then it has chances to be in negative. because volume change is compared to the previous 15 min, if the previous 15 min candle had volume 1000 and current candle has 250 then we have volume change in negative as -750

 

[dillip91]

Thanks.there is no formula in those sheets on how you calculated and what you calculated it. Until there is an information about the calculation, my comment may not make sense. Just based on the keyword you mentioned "volume change", Yes if you calculated volume change then it has chances to be in negative. because volume change is compared to the previous 15 min, if the previous 15 min candle had volume 1000 and current candle has 250 then we have volume change in negative as -750

Ok let me explain you clearly.
The values of TOP sheet column D are copied to Sheet2 column A at the end of every 15 min for all stocks and all columns are shifted one position right in sheet2. All recordings are saved in sheet2.
Sheet1 calculates the difference from Sheet2 data.

Example for ALBK:
At 13:19 ALBK volume is 41% less than its 10 days average volume.
At 13:34 new volume is added and it became -30%. So 11% volume is added which is reflected in Sheet1 column K. This is fine.
At 13:49 total volume became -37%. It dropped by 7%. This one I could not understand. As per your logic volume in next bar can be less than previous one, but my thinking is total volume should always go up with passing time.
Hope you got my point.

 

[john302928]

Current day's volume will always be increasing, whereas current days volume with respect to previous day volume or avg volume, it might go up or down like I said earlier.

 

[john302928]

Hi In your example snapshot at 13.34, you had mentioned new volume added so it became -30%. I would like to request you to think if this is correct. Here I feel it looks like @ 13.34 you have added the volume and then checked with days volume. if you are looking to filter based on 15 min time frame then either you could compare the volume of "that " with respect to daily average volume or 15 min average 15 min volume. Please check