Emini. S&P 500. Russell 2000. Futures. Charts.

Institutional Money.

Intraday volume surges reveal institutional money entering and exiting the market; volume surges thus let you anticipate trend reversals.

Selling Volume.

A volume surge that appears as the index is rallying (i.e., occurs during a price advance) indicates that institutions are selling in large quantities. We call such volume spikes "selling surges".

Buying Volume.

A volume surge that appears as the index is declining (i.e., when prices are weakening) indicates that institutions are buying in large quantities. We call such volume spikes "buying surges".

Trend Reversal Strenght.

The larger the magnitude of volume surges – and the longer their duration – the higher the probability that a strong trend reversal is imminent.

Various Critical Levels.

In order to trigger a trade, you could experiment with different chart settings and various critical levels for the SBV oscillator. It all depends on the current market stage, your type of trading, as well as your personal risk tolerance.

SBV Oscillator.

The SBV oscillator reveals the magnitude and duration of a given volume surge in relation to the volume surges that occurred within a timeframe 3-times larger than the timeframe you are currently charting. For instance, if you are presently analyzing a one-day chart, a 3-day timeframe is used to define the magnitude and duration of the volume surges.

VMA Settings.

For each period view, two volume moving averages (VMA1 and VMA2) are automatically selected. Depending on your risk tolerance, you could change the VMA settings. Increase the settings for more conservative trading; decrease the settings if you are willing to take more risk.

Scrolling Back in History.

You can evaluate the performance of any trading system based on the SBV oscillator (such as a system you built in accordance with your personal trading style and risk tolerance) by scrolling back in history on our charts (use the arrow buttons at the bottom left-hand corner of the charts). For selected e-mini contracts, an intraday 1-minute history is available back to September 1999.