Money flow stats since 1/3/2000 (in 1/16 range).
I've added a new stat: Average Trade Size. Very interesting
when looking at 3 stats: %Trade, %Volume, and Avg Size for
each price points within given period.
Here's how to see what I'm talking about:
1. Save this data as "cncprice.csv".
2. Open it with MS Excel.
3. Select the 3 columns of data to chart:
- %Trade, %Volume, Avg Size
4. Click on Chart Wizard.
5. Select "Lines on 2 Axes" chart in Custom Types.
6. Use Price as Category (X) axis label.
7. Click Finish. You'll see % on left, size on right, and
price as X label.
Price,Trade,Volume,%Trade,%Volume,Avg Size
4.5000,123,165000,0.03%,0.02%,1341
4.5625,680,1803100,0.18%,0.22%,2651
4.6250,1542,3727100,0.41%,0.46%,2417
4.6875,1314,1991300,0.35%,0.24%,1515
4.7500,1312,1687200,0.35%,0.21%,1285
4.8125,592,1616000,0.16%,0.20%,2729
4.8750,2289,4878100,0.61%,0.60%,2131
4.9375,2247,4616100,0.60%,0.56%,2054
5.0000,5375,10469700,1.44%,1.28%,1947
5.0625,5449,14848200,1.46%,1.82%,2724
5.1250,3880,10766100,1.04%,1.32%,2774
5.1875,2585,5969500,0.69%,0.73%,2309
5.2500,3297,8085900,0.88%,0.99%,2452
5.3125,2637,6481800,0.71%,0.79%,2458
5.3750,3738,8653800,1.00%,1.06%,2315
5.4375,3052,7531800,0.82%,0.92%,2467
5.5000,3592,8208500,0.96%,1.00%,2285
5.5625,1792,4851600,0.48%,0.59%,2707
5.6250,2001,5227000,0.54%,0.64%,2612
5.6875,2610,6827100,0.70%,0.84%,2615
5.7500,5864,16232400,1.57%,1.99%,2768
5.8125,5263,11446600,1.41%,1.40%,2174
5.8750,8192,17224000,2.19%,2.11%,2102
5.9375,6817,13322600,1.82%,1.63%,1954
6.0000,6666,15208200,1.78%,1.86%,2281
6.0625,4534,10361000,1.21%,1.27%,2285
6.1250,5401,14337500,1.44%,1.75%,2654
6.1875,3838,9363500,1.03%,1.15%,2439
6.2500,3707,9764400,0.99%,1.19%,2634
6.3125,2253,5056900,0.60%,0.62%,2244
6.3750,2377,6248200,0.64%,0.76%,2628
6.4375,2778,6813200,0.74%,0.83%,2452
6.5000,4390,9746700,1.17%,1.19%,2220
6.5625,3010,6714100,0.80%,0.82%,2230
6.6250,3697,7583800,0.99%,0.93%,2051
6.6875,2230,6329800,0.60%,0.77%,2838
6.7500,2024,4605200,0.54%,0.56%,2275
6.8125,1803,4163000,0.48%,0.51%,2308
6.8750,1460,4255700,0.39%,0.52%,2914
6.9375,1278,3530500,0.34%,0.43%,2762
7.0000,1872,4542900,0.50%,0.56%,2426
7.0625,1024,2911500,0.27%,0.36%,2843
7.1250,2043,6980800,0.55%,0.85%,3416
7.1875,1809,5263600,0.48%,0.64%,2909
7.2500,1975,6640400,0.53%,0.81%,3362
7.3125,1422,3392100,0.38%,0.42%,2385
7.3750,2248,5244700,0.60%,0.64%,2333
7.4375,2935,5956500,0.78%,0.73%,2029
7.5000,4109,10070500,1.10%,1.23%,2450
7.5625,3396,9474700,0.91%,1.16%,2789
7.6250,4138,10317300,1.11%,1.26%,2493
7.6875,3330,7275100,0.89%,0.89%,2184
7.7500,3891,9210700,1.04%,1.13%,2367
7.8125,3333,8889500,0.89%,1.09%,2667
7.8750,5204,11064200,1.39%,1.35%,2126
7.9375,5876,15214600,1.57%,1.86%,2589
8.0000,9148,21553100,2.45%,2.64%,2356
8.0625,5369,11049100,1.44%,1.35%,2057
8.1250,4967,11042700,1.33%,1.35%,2223
8.1875,3137,7926600,0.84%,0.97%,2526
8.2500,3408,7969900,0.91%,0.98%,2338
8.3125,2244,5202000,0.60%,0.64%,2318
8.3750,2728,6977600,0.73%,0.85%,2557
8.4375,2725,6742400,0.73%,0.83%,2474
8.5000,5151,13629500,1.38%,1.67%,2645
8.5625,3125,5590600,0.84%,0.68%,1788
8.6250,3512,8240700,0.94%,1.01%,2346
8.6875,2970,7013800,0.79%,0.86%,2361
8.7500,3221,6879300,0.86%,0.84%,2135
8.8125,2234,4678500,0.60%,0.57%,2094
8.8750,3616,7819400,0.97%,0.96%,2162
8.9375,3815,7690300,1.02%,0.94%,2015
9.0000,5134,9916800,1.37%,1.21%,1931
9.0625,3356,6957100,0.90%,0.85%,2073
9.1250,2520,5074900,0.67%,0.62%,2013
9.1875,1622,2944700,0.43%,0.36%,1815
9.2500,2480,4681000,0.66%,0.57%,1887
9.3125,2696,6370300,0.72%,0.78%,2362
9.3750,2870,5666300,0.77%,0.69%,1974
9.4375,1591,3196200,0.43%,0.39%,2008
9.5000,2033,5002600,0.54%,0.61%,2460
9.5625,1220,2711000,0.33%,0.33%,2222
9.6250,1548,2491700,0.41%,0.30%,1609
9.6875,1358,2497700,0.36%,0.31%,1839
9.7500,1388,3760100,0.37%,0.46%,2709
9.8125,536,1111400,0.14%,0.14%,2073
9.8750,1102,2381100,0.29%,0.29%,2160
9.9375,1108,2532800,0.30%,0.31%,2285
10.0000,2260,3824200,0.60%,0.47%,1692
10.0625,1038,1995100,0.28%,0.24%,1922
10.1250,506,929200,0.14%,0.11%,1836
10.1875,252,480000,0.07%,0.06%,1904
10.2500,691,1326900,0.18%,0.16%,1920
10.3125,713,1254600,0.19%,0.15%,1759
10.3750,752,1493800,0.20%,0.18%,1986
10.4375,417,895400,0.11%,0.11%,2147
10.5000,756,1583700,0.20%,0.19%,2094
10.5625,595,1349400,0.16%,0.17%,2267
10.6250,635,1122300,0.17%,0.14%,1767
10.6875,635,1039400,0.17%,0.13%,1636
10.7500,898,1349300,0.24%,0.17%,1502
10.8125,927,1491500,0.25%,0.18%,1608
10.8750,1359,2535300,0.36%,0.31%,1865
10.9375,1638,3562700,0.44%,0.44%,2175
11.0000,2755,7063200,0.74%,0.86%,2563
11.0625,743,1531900,0.20%,0.19%,2061
11.1250,906,2186300,0.24%,0.27%,2413
11.1875,964,1947700,0.26%,0.24%,2020
11.2500,1042,1844800,0.28%,0.23%,1770
11.3125,717,1251400,0.19%,0.15%,1745
11.3750,246,576500,0.07%,0.07%,2343
11.4375,334,738000,0.09%,0.09%,2209
11.5000,409,947800,0.11%,0.12%,2317
11.5625,104,209800,0.03%,0.03%,2017
11.6250,237,453400,0.06%,0.06%,1913
11.6875,233,475600,0.06%,0.06%,2041
11.7500,243,776100,0.06%,0.09%,3193
11.8125,320,545600,0.09%,0.07%,1705
11.8750,496,1135600,0.13%,0.14%,2289
11.9375,218,273300,0.06%,0.03%,1253
12.0000,490,1180400,0.13%,0.14%,2408
12.0625,569,977400,0.15%,0.12%,1717
12.1250,866,1478900,0.23%,0.18%,1707
12.1875,641,1102000,0.17%,0.13%,1719
12.2500,641,1435000,0.17%,0.18%,2238
12.3125,292,397100,0.08%,0.05%,1359
12.3750,518,1050000,0.14%,0.13%,2027
12.4375,598,1128200,0.16%,0.14%,1886
12.5000,990,2359900,0.26%,0.29%,2383
12.5625,702,990200,0.19%,0.12%,1410
12.6250,712,1168400,0.19%,0.14%,1641
12.6875,562,680800,0.15%,0.08%,1211
12.7500,521,1065200,0.14%,0.13%,2044
12.8125,414,798600,0.11%,0.10%,1928
12.8750,491,660900,0.13%,0.08%,1346
12.9375,355,690200,0.09%,0.08%,1944
13.0000,614,1968900,0.16%,0.24%,3206
13.0625,550,1253500,0.15%,0.15%,2279
13.1250,832,1744800,0.22%,0.21%,2097
13.1875,695,1252700,0.19%,0.15%,1802
13.2500,937,2075100,0.25%,0.25%,2214
13.3125,629,966200,0.17%,0.12%,1536
13.3750,940,1444900,0.25%,0.18%,1537
13.4375,638,778200,0.17%,0.10%,1219
13.5000,805,2251800,0.22%,0.28%,2797
13.5625,321,528500,0.09%,0.06%,1646
13.6250,468,844100,0.13%,0.10%,1803
13.6875,494,1016200,0.13%,0.12%,2057
13.7500,864,1609700,0.23%,0.20%,1863
13.8125,674,1050900,0.18%,0.13%,1559
13.8750,855,1372600,0.23%,0.17%,1605
13.9375,742,974600,0.20%,0.12%,1313
14.0000,783,1393400,0.21%,0.17%,1779
14.0625,638,948200,0.17%,0.12%,1486
14.1250,608,1135900,0.16%,0.14%,1868
14.1875,365,627500,0.10%,0.08%,1719
14.2500,524,1038600,0.14%,0.13%,1982
14.3125,796,1364900,0.21%,0.17%,1714
14.3750,1446,2581800,0.39%,0.32%,1785
14.4375,1599,2012400,0.43%,0.25%,1258
14.5000,2105,3309700,0.56%,0.40%,1572
14.5625,1288,1625200,0.34%,0.20%,1261
14.6250,1285,1835000,0.34%,0.22%,1428
14.6875,1229,1550400,0.33%,0.19%,1261
14.7500,1220,1802100,0.33%,0.22%,1477
14.8125,922,1411100,0.25%,0.17%,1530
14.8750,1132,2185100,0.30%,0.27%,1930
14.9375,1309,1721800,0.35%,0.21%,1315
15.0000,1939,3641300,0.52%,0.45%,1877
15.0625,1194,1447700,0.32%,0.18%,1212
15.1250,1486,2369500,0.40%,0.29%,1594
15.1875,1445,1959300,0.39%,0.24%,1355
15.2500,1756,2523000,0.47%,0.31%,1436
15.3125,1308,1636100,0.35%,0.20%,1250
15.3750,953,1803800,0.25%,0.22%,1892
15.4375,626,996100,0.17%,0.12%,1591
15.5000,835,1002600,0.22%,0.12%,1200
15.5625,915,1321000,0.24%,0.16%,1443
15.6250,1002,1913100,0.27%,0.23%,1909
15.6875,791,1392600,0.21%,0.17%,1760
15.7500,1284,2245300,0.34%,0.27%,1748
15.8125,1252,1687400,0.33%,0.21%,1347
15.8750,1814,2551700,0.49%,0.31%,1406
15.9375,1455,1992600,0.39%,0.24%,1369
16.0000,1580,2611000,0.42%,0.32%,1652
16.0625,1100,1538000,0.29%,0.19%,1398
16.1250,723,1254600,0.19%,0.15%,1735
16.1875,397,647700,0.11%,0.08%,1631
16.2500,574,914400,0.15%,0.11%,1593
16.3125,557,781400,0.15%,0.10%,1402
16.3750,697,1039200,0.19%,0.13%,1490
16.4375,882,1328000,0.24%,0.16%,1505
16.5000,1120,2144600,0.30%,0.26%,1914
16.5625,656,1093800,0.18%,0.13%,1667
16.6250,671,1551100,0.18%,0.19%,2311
16.6875,583,914400,0.16%,0.11%,1568
16.7500,1218,2300100,0.33%,0.28%,1888
16.8125,1042,2050600,0.28%,0.25%,1967
16.8750,889,1539800,0.24%,0.19%,1732
16.9375,1204,2318600,0.32%,0.28%,1925
17.0000,1300,4562900,0.35%,0.56%,3509
17.0625,857,1767900,0.23%,0.22%,2062
17.1250,775,1352400,0.21%,0.17%,1745
17.1875,833,1189400,0.22%,0.15%,1427
17.2500,742,1790600,0.20%,0.22%,2413
17.3125,282,580400,0.08%,0.07%,2058
17.3750,377,1151400,0.10%,0.14%,3054
17.4375,410,1246300,0.11%,0.15%,3039
17.5000,297,506600,0.08%,0.06%,1705
17.5625,105,91400,0.03%,0.01%,870
17.6250,119,121800,0.03%,0.01%,1023
17.6875,70,76900,0.02%,0.00%,1098
17.7500,72,67100,0.02%,0.00%,931
17.8125,130,801200,0.03%,0.10%,6163
17.8750,229,514800,0.06%,0.06%,2248
17.9375,154,285200,0.04%,0.03%,1851
18.0000,303,769300,0.08%,0.09%,2538
18.0625,124,342100,0.03%,0.04%,2758
18.1250,116,252300,0.03%,0.03%,2175
18.1875,291,787800,0.08%,0.10%,2707
18.2500,247,584100,0.07%,0.07%,2364
18.3125,90,213900,0.02%,0.03%,2376
18.3750,33,27100,0.00%,0.00%,821
18.4375,30,20900,0.00%,0.00%,696
18.5000,19,51100,0.00%,0.00%,2689 |
