Stock Daily Reports and Swing Charts
Each night we analysis option trades on ove 2250 stocks and make that data available to you here. On each stock we provide the following information:
- Close - this is last close price. You should compare this price to current swing price for an indication of possible direction of movement.
- Current Swing - if the stock is in an up swing this area will be green, down swing is red.
- Swing Value - this is price at last established swing point. If last swing point was a swing high and prior close is less than swing value, then this could be a chance to entry long on a retracement. Opposite applies on a swing low. Also, the swing point can be used as a trigger to enter in direction of the movement if swing price is broken.
- Implied Volatility - this is the average option volatility for near term at-the-money (ATM) options. You can use this number as an indication of projected future risk in the stock. See our article on option volatility to understand the relationship between implied volatility and historical volatility.
- Historical Volatility - we list historical volatility for 6, 20 and 100 day look back periods. This is a statistical measure of stock annualized variation.
- Put/Call Ratios - the put/call ratio is considered a contrarian indicator. It is high when more puts are traded than calls, suggesting public pessimism. Since the public is usually wrong, it would signal a possible purchase of stock or a call option. We show the raw ratio, an ATM ratio and a weighted ratio. The ATM ratio uses volume of options with strike price within $5.00 of stock price. The weighted ratio multiples volume by option price to identify where most of the money is being applied, either in puts or calls.
These charts are based on the swing identification techniques made popular by William Dunnigan in his book One-Way Formula for Trading in Stocks and Commodities. These swing charts show the pivot points of significant highs and lows. The low points are in red and highs in green. When you click on a point a popup will show the date, value and rate per day of movement for that swing point. Down trends are identified by lower swing lows and lower swing highs. Up trends are just the reverse.
Dow Jones Industrial Average Stocks Data
We provide all this data free to the public on the stocks that makeup the Dow Jones Industrial Average. To view any other stocks, you will need to subscribe.
DOW Stock Reports