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Find the change in trading activity.

A volume spike scanner brings sudden changes in trading activity into view. Gapperz compares the latest ten seconds with the preceding fifty seconds, then connects the result to its chart, quote, and research context.

By GapperzUpdated

The activity windowIllustrated example

See the change in pace.

Six ten-second buckets. One useful comparison.

1.0k
1.2k
0.8k
1.1k
0.9k
3.0k
Previous five bucketsLatest 10s
Previous average
1,000 shares
Activity ratio
3.00×
Sample volume in shares. The latest bucket is compared with the average of the five preceding buckets.
  • 01Compare equal time buckets to understand a burst of activity.
  • 02Use the spike ratio alongside absolute volume and the quoted spread.
  • 03Keep a short-window event separate from the session's relative volume.

Find the change in pace.

A stock can trade steadily for most of a minute and then become much more active. The Volume Spikes view focuses on that change. Its question is specific: how much volume traded in the latest ten seconds compared with the recent pace?

That makes it a useful companion to a momentum or top-gainers view. Percentage change describes price movement from a reference. A spike ratio describes participation over a short window. Neither number substitutes for the other, and a burst can occur during rising, falling, or nearly unchanged prices.

Gapperz calculates the comparison from trade-event windows. Refreshing the screen more frequently does not create a larger ratio. The current built-in view selects measured ratios of at least 2× after its price, volume, spread, and freshness criteria, and orders matches by the ratio. An incomplete window remains unknown.

The arithmetic behind 3×.

Take the six ten-second buckets illustrated above: 1,000, 1,200, 800, 1,100, 900, and 3,000 shares. The five earlier buckets sum to 5,000 shares. Their average is 1,000 shares per ten seconds. The latest 3,000 shares therefore represent three times that pace.

The latest bucket belongs in the numerator, not in the average being used for comparison. Including it in both places would soften the very change the scanner is measuring. The calculation can also be written as latest-10-second volume ÷ ((60-second volume − latest-10-second volume) ÷ 5).

Illustrative event-time volume calculation; all volumes are shares
StepCalculationReading
Previous five buckets1,000 + 1,200 + 800 + 1,100 + 9005,000 shares
Previous ten-second average5,000 ÷ 51,000 shares
Latest bucket / average3,000 ÷ 1,0003.00×

A ratio needs its surroundings.

A 3× reading based on 3,000 shares and a 3× reading based on 300,000 shares describe the same proportional change at different scales. Read the underlying volume before deciding how much attention an observation deserves.

Locate the burst on the chart and inspect the current quote. A wider spread can make a price path look more dramatic without making the displayed price readily executable. When a source update is available, read its publication time alongside the observation time.

Useful questions beside a Volume Spikes result
FieldResearch question
10-second and 60-second volumeHow many shares support the ratio?
Spike ratioHow much faster is the latest window than the previous pace?
Price and chartWas the burst associated with a rise, decline, or range?
Spread and freshnessWhat quote conditions were observable at that time?
Source contextIs there a relevant publication to read?

Turn a burst into a research trail.

Open Volume Spikes for short-window discovery, then keep the same symbol in focus as you inspect the chart and available context. A useful note preserves the observation even after the rolling window changes.

  1. Start with a measured match.

    Read the ratio and the underlying shares together. A blank or warming window is not measured inactivity.

  2. Inspect the surrounding minute.

    Find the burst on the chart and check the quote timestamp, spread, and available source context.

  3. Define the next observation.

    Save the symbol to a focus list and choose a monitoring condition you will recognize later. An alert records a condition; it does not direct an order.

One minute and one session tell different stories.

A quiet session can contain a short burst, while a consistently active session can have high RVOL without a dramatic ten-second change. Use Volume Spikes to locate a recent acceleration and High RVOL to compare accumulated activity with an appropriate historical baseline.

Neither calculation identifies the buyer, explains every move, or establishes what happens next. Gapperz makes the observation useful by keeping the chart, source context, and monitoring tools close to the scanner result.

A few useful answers.

What is a volume spike scanner?

It identifies a sharp increase in trading volume over a defined short window. Gapperz compares its latest ten-second volume with the average of the preceding five ten-second buckets.

Does a 3× spike mean the stock is up 3%?

No. The ratio measures shares traded relative to recent activity. Percentage price change uses a price reference and is a separate measurement.

What happens when the previous window has no volume?

A zero denominator cannot produce a meaningful ratio. Gapperz leaves an invalid or incomplete comparison unknown rather than displaying infinity or treating it as a match.

Can I use this with High RVOL?

Yes. The two views answer different questions: a recent burst versus cumulative participation relative to a historical pace. Read both with their time windows attached.

Sources & editorial notes

Prepared by Gapperz using our scanner definitions and the primary references below. The examples are illustrative; the public methodology explains how we label data and research context.