The article gives an overview of stock market analytics, focusing on categories like price data, liquidity, and technical overlays. It details metrics such as last price, bid-ask spread, net and percentage changes, highs and lows, and liquidity measures like volume and trades. It also covers technical indicators like Accumulation Distribution Line, MACD, RSI, and Bollinger Bands, explaining their functions and intervals. Each metric and indicator is described by its purpose and how it reflects market conditions.
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Group |
Sub-Group |
Analytics |
Additional Options |
Description |
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Price Data |
Price |
Last |
n/a |
The last price of a stock on a given trading day. |
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Bid |
n/a |
The highest price that a buyer is willing to pay for a stock. |
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Ask |
n/a |
The price that the seller is willing to accept for a stock. |
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Spread |
n/a |
The difference between the bid and offer price. |
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Reclimb |
n/a |
The amount a stock has gained since the lowest price. |
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Pullback |
n/a |
The amount a stock has lost since the highest price |
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Change |
Net Change |
n/a |
The difference between the current price of a stock on the day's trading and the previous day's closing price. |
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5 min Net Change |
n/a |
The difference between the current price of a stock on the day's trading and the price from 5 minutes ago. |
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10 min Net Change |
n/a |
The difference between the current price of a stock on the day's trading and the price from 10 minutes ago. |
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20 min Net Change |
n/a |
The difference between the current price of a stock on the day's trading and the price from 20 minutes ago. |
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30 min Net Change |
n/a |
The difference between the current price of a stock on the day's trading and the price from 30 minutes ago. |
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Net Change From Open |
n/a |
The difference between the stock price at a given time and the open price of a given trading day. |
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% Change |
Percent Change (%Chg) |
n/a |
The percentage difference between the current price of a stock on the day's trading and the previous day's closing price. |
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5 min Percent Change |
n/a |
The percentage difference between the current price of a stock on the day's trading and the price from 5 minutes ago. |
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10 min Percent Change |
n/a |
The percentage difference between the current price of a stock on the day's trading and the price from 10 minutes ago. |
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20 min Percent Change |
n/a |
The percentage difference between the current price of a stock on the day's trading and the price from 20 minutes ago. |
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30 min Percent Change |
n/a |
The percentage difference between the current price of a stock on the day's trading and the price from 30 minutes ago. |
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Percent Change From Open |
n/a |
The percentage difference between the stock price at a given time and the open price of a given trading day. |
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Highs |
Day High (High) |
n/a |
The highest price of the stock on a given trading day. |
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Yesterday High |
n/a |
The highest stock price on a previous trading day. |
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2 Day High |
n/a |
The highest stock price from the last two days. |
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5 Day High |
n/a |
The highest stock price from the last five days. |
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10 Day High |
n/a |
The highest stock price from the last ten days. |
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20 Day High |
n/a |
The highest stock price from the last twenty days. |
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40 Day High |
n/a |
The highest stock price from the last forty days. |
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26 Week High |
n/a |
The highest stock price from the last twenty-six weeks.. |
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52 Week High |
n/a |
The highest stock price from the last fifty-two weeks. |
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Lows |
Day Low (Low) |
n/a |
The lowest stock price on a given trading day. |
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Yesterday Low |
n/a |
The lowest stock price on a previous day. |
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2 Day Low |
n/a |
The lowest stock price from the last two days. |
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5 Day Low |
n/a |
The lowest stock price from the last five days. |
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10 Day Low |
n/a |
The lowest stock price from the last ten days. |
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20 Day Low |
n/a |
The lowest stock price from the last twenty days. |
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40 Day Low |
n/a |
The lowest stock price from the last forty days. |
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26 Week Low |
n/a |
The lowest stock price from the last twenty-six weeks. |
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52 Week Low |
n/a |
The lowest stock price from the last fifty-two weeks. |
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Range |
Range |
n/a |
The difference between the low and high prices for a stock on a given trading day. |
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Prev Day Range |
n/a |
The difference between the low and high prices for a stock on a previous day. |
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2 Day ADR (2 ADR) |
n/a |
The difference between the low and high prices for a stock over the last two days. |
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5 Day ADR (5 ADR) |
n/a |
The difference between the low and high prices for a stock over the last five days. |
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10 Day ADR (10 ADR) |
n/a |
The difference between the low and high prices for a stock over the last ten days. |
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15 Day ADR (15 ADR) |
n/a |
The difference between the low and high prices for a stock over the last fifteen days. |
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20 Day ADR (20 ADR) |
n/a |
The difference between the low and high prices for a stock over the last twenty days. |
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30 Day ADR (30 ADR) |
n/a |
The difference between the low and high prices for a stock over the last thirty days. |
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60 Day ADR (60 ADR) |
n/a |
The difference between the low and high prices for a stock over the last sixty days. |
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Open |
Day Open |
n/a |
The opening price of a stock on a given trading day. |
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Prev Day Open |
n/a |
The opening price of a stock on a previous day. |
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Open 2 Days Ago |
n/a |
The opening price of a stock two days ago. |
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Open 3 Days Ago |
n/a |
The opening price of a stock three days ago. |
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Open 4 Days Ago |
n/a |
The opening price of a stock four days ago |
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Open 5 Days Ago |
n/a |
The opening price of a stock five days ago |
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Close |
Prev Day Close |
n/a |
The closing price of a stock on a previous trading day. |
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Close 2 Days Ago |
n/a |
The closing price of a stock two days ago. |
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Close 3 Days Ago |
n/a |
The closing price of a stock three days ago. |
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Close 4 Days Ago |
n/a |
The closing price of a stock four days ago. |
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Close 5 Days Ago |
n/a |
The closing price of a stock five days ago. |
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Liquidity |
Volume |
Day’s Volume (Volume) |
n/a |
The amount of shares traded from sellers to buyers on a given trading day. |
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Yesterday Volume |
n/a |
The amount of shares traded from sellers to buyers on a previous trading day. |
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$ Volume |
Day’s $Volume ($Volume) |
n/a |
The amount of shares in $ traded from sellers to buyers on a given trading day. |
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Yesterday $Volume |
n/a |
The amount of shares in $ traded from sellers to buyers on a previous trading day. |
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2 Day AVG $Volume |
n/a |
The amount of shares in $ traded from sellers to buyers two days ago. |
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AVG Daily Volume |
2 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last two days. |
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5 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last five days. |
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10 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last ten days. |
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15 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last fifteen days. |
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20 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last twenty days. |
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30 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last thirty days. |
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60 Day AVG Volume |
n/a |
The number of shares traded daily, on average, during the last sixty days. |
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Trades |
Day’s Trades (Trades) |
n/a |
The number of trades on a given day. |
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Yesterday Trades |
n/a |
The number of trades on a previous day. |
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2 Day AVG Trades (2 ADT) |
n/a |
The average number of trades from the last 2 days. |
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5 Day AVG Trades (5 ADT) |
n/a |
The average number of trades from the last 5 days. |
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10 Day AVG Trades (10 ADT) |
n/a |
The average number of trades from the last 10 days. |
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15 Day AVG Trades (15 ADT) |
n/a |
The average number of trades from the last 15 days. |
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20 Day AVG Trades (20 ADT) |
n/a |
The average number of trades from the last 20 days. |
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30 Day AVG Trades (30 ADT) |
n/a |
The average number of trades from the last 30 days. |
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60 Day AVG Trades (60 ADT) |
n/a |
The average number of trades from the last 60 days. |
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Technical Overlays |
Indicators |
Accumulation Distribution Line (AD) |
Time interval: 1, 5, 15, 30 minutes, Hourly, Daily |
An indicator that measures the supply and demand of stocks by determining whether investors are accumulating (buying) or distributing (selling) a certain stock. |
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Accumulation/Distribution Oscillator (ADOSC) |
Time interval, Fast period, Slow period |
The indicator measures the trend in the amount of buying or selling pressure of a stock. |
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Average Direction Index (ADX) |
Time interval, Time period |
The indicator measures the strength of trend. ADX is non-directional so it will quantify a trend's strength regardless of whether it is up or down. |
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Average True Range (ATR) |
Time interval, Time period |
The indicator that is higher if a stock is experiencing a high level of volatility, and lower if the volatility stock is low. |
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Balance Power (BOP) |
Time interval |
The indicator measures the strength of buyers vs. sellers by assessing the ability of each to push price to an extreme level. |
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Commodity Channel Index (CCI) |
Time interval, Time period |
The indicator is used to determine cyclical trends not only in commodities, but also equities and currencies. |
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MACD Histogram (MACDEXT) |
See the table below |
The indicator attempts to address this problem by plotting the distance between MACD and its signal line. |
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MACD Signal (MACDEXT) |
See the table below |
The indicator brings together momentum and trend in one indicator. The trend and momentum can be applied to daily, weekly or monthly charts. |
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Moving Average Convergence-Divergence (MACDEXT) |
See the table below |
The indicator turns two trend-following indicators, moving averages, into a momentum oscillator by subtracting the longer moving average from the shorter moving average. As a result, the MACD offers the best of both worlds: trend following and momentum. |
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Money Flow Index (MFI) |
Time interval, Time period |
The indicator that uses a stock’s price and volume to predict the reliability of the current trend. |
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Rate of change: ((price/prevPrice)-1)*100 (ROC) |
Time interval, Time period |
The indicators shows the difference between today's closing price and the close price of a specified number of days ago. |
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Relative Strength Index (RSI) |
Time interval, Time period |
The indicator charts the current and historical strength or weakness of a stock or market based on the closing prices of a recent trading period. |
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Stochastic SlowD (STOCH) |
See the table below |
Stochastic Oscillator is a momentum indicator that shows the location of the close relative to the high-low range over a set number of periods. Fast K measures the level of the close relative to the high-low range over a given period of time. Slow K is fast K smoothed with 3-period SMA. D represent SMA of K. |
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Stochastic SlowK (STOCH) |
See the table below |
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Stochastic FastD (STOCHF) |
See the table below |
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Stochastic FastK (STOCHF) |
See the table below |
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TRIX |
Time interval, Time period |
The indicator is used to identify oversold and overbought markets, and it can also be used as a momentum indicator. |
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Overlap Studies |
Bollinger Bands Middle (BBANDS) |
Time interval |
Bollinger Bands are volatility bands placed above and below a moving average. Volatility is based on the standard deviation, which changes as volatility increases and decreases.
The middle band is a simple moving average. A simple moving average is used because the standard deviation formula also uses a simple moving average. |
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Time period |
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Deviations up |
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Deviations down |
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MA Type |
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Bollinger Bands Lower (BBANDS) |
See above |
Lower Bollinger Bands is the same as middle but it is set 2 standard deviations below the middle band. |
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Bollinger Bands Upper (BBANDS) |
See above |
Lower Bollinger Bands is the same as middle but it is set 2 standard deviations above the middle band. |
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Exponential Moving Average (EMA) |
Time interval, Time period |
A type of moving average that is similar to a simple moving average, except that more weight is given to the latest data. |
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Parabolic SAR |
Time interval, Acceleration Factor, AF Maximum |
The indicator that is used by many traders to determine the direction of an asset's momentum and the point in time when this momentum has a higher-than-normal probability of switching directions. |
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Simple Moving Average |
Time interval, Time period |
The moving average that is calculated by adding the closing price of the stock for a number of time periods and then dividing this total by the number of time periods. |
Cam M.