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Volume

The number of shares or contracts traded during a given period.

Volume measures participation. A move on high volume has more people behind it than the same move on low volume. Volume also drives liquidity: the more that trades, the tighter the bid-ask-spread usually is.

Traders compare current volume to typical volume using relative-volume, and study where volume traded by price with a volume-profile.

Example: a stock averages 2 million shares a day. Today it has traded 8 million by noon on a breakout. That is unusual participation and worth noting, whatever you decide to do with it.

Related: relative-volume, volume-profile, liquidity, breakout

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Bid-ask spread in an order bookSell orders stacked above buy orders with a gap between the best of each.SELLERS (asks)50.0690050.051,40050.0460050.011,10050.002,30049.99800spread = 0.03BUYERS (bids)
The bid-ask spread. Buy orders sit below, sell orders above, and the gap between the best bid (50.01) and best ask (50.04) is the spread you pay to cross. Bar length shows the size resting at each price.
Breakout and retestPrice stalls under one level, pushes above it, comes back to touch it from above, then continues higher.pricetimeold resistancenow support1price keeps stalling2breaks above3pulls back and retests it4and carries on
Breakout and retest. Price stalls under the same level several times, pushes above it, then drops back to touch it from above before carrying on. That touch is the retest, where the old ceiling is tried as a floor. A break that falls straight back under it is a false breakout.

Educational only, not advice. Spotted an error? Post in Site Feedback.