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Relative Intraday Volume
Relative Intraday volume is a measure of trading intensity of a security. At any point during the day, a security can trade at an average, above average or below average volume, compared to historic norms (or expected relative volume).

There are two steps to measuring relative intraday volume. First, is a measure of expected relative volume for a security. This is the 90-day trading volume of the security relative to 90-day volume of the entire market. Second, is a measure of the intraday relative volume at any point during the day. The intraday relative volume is the current volume of the security relative to the current volume of the market as a whole. If the security's current intraday volume exceeds the expected volume, the security has a high relative intraday volume and is expressed as a percent.

Relative intraday volume is calculated every 60 seconds during the trading session and is the ratio of the current relative volume to the expected relative volume.


Symbol                  ETP Name                  Price     Assets     VOL(90d)   NER    BAR        RelVol     Holdings
Criteria: 3o5 2o5 1o5 ALL ALL
Criteria: Value 14.20k 0.63% 0.39% >100%/<-50%? <30?
Matches: 59 49 42 32 7 6
Average: 0.52% 0.08% 16.6% 108
EWP ISHARES MSCI SPAIN ETF $28.36 $991.9M 1.0M 0.47% 0.04% 706% 26
ERUS ISHARES MSCI RUSSIA ETF $34.94 $587.8M 333.8K 0.59% 0.08% 160% 27
EWI ISHARES MSCI ITALY ETF $25.96 $238.2M 958.9K 0.47% 0.05% 140% 27
EIDO ISHARES MSCI INDONESIA ETF $27.46 $693.6M 1.5M 0.59% 0.04% 79% 86
EWC ISHARES MSCI CANADA ETF $27.13 $2.6B 2.9M 0.47% 0.04% 60% 126
EWD ISHARES MSCI SWEDEN ETF $29.87 $227.3M 428.7K 0.53% 0.05% 30% 38
EPHE ISHARES MSCI PHILIPPINES ETF $34.88 $247.6M 347.5K 0.59% 0.10% 26% 47
EZA ISHARES MSCI SOUTH AFRICA ETF $56.52 $615.2M 823.6K 0.59% 0.20% 16% 56
EWS ISHARES MSCI SINGAPORE ETF $23.43 $530.5M 600.6K 0.47% 0.05% 15% 31
THD ISHARES MSCI THAILAND ETF $90.88 $522.3M 250.3K 0.59% 0.17% 12% 120
EWH ISHARES MSCI HONG KONG ETF $24.41 $2.7B 5.2M 0.48% 0.04% 11% 60
EWM ISHARES MSCI MALAYSIA ETF $30.55 $559.4M 1.2M 0.47% 0.03% 11% 59
EWW ISHARES MSCI MEXICO ETF $44.85 $1.1B 4.6M 0.47% 0.03% 4% 72
EWL ISHARES MSCI SWITZERLAND ETF $33.19 $857.9M 1.2M 0.47% 0.03% -8% 44
TUR ISHARES MSCI TURKEY ETF $28.39 $588.0M 854.7K 0.59% 0.08% -14% 60
EWA ISHARES MSCI-AUSTRALIA ETF $20.56 $1.1B 2.6M 0.47% 0.05% -16% 83
EWJ ISHARES MSCI JAPAN ETF $54.06 $15.7B 12.4M 0.47% 0.02% -17% 449
EWT ISHARES MSCI TAIWAN ETF $33.02 $3.4B 6.7M 0.59% 0.03% -19% 94
EPU ISHARES MSCI PERU ETF $37.98 $155.2M 43.6K 0.59% 0.21% -23% 28
EWZ ISHARES MSCI BRAZIL ETF $45.40 $9.3B 31.1M 0.59% 0.03% -26% 56
EWG ISHARES MSCI GERMANY ETF $26.81 $2.3B 4.4M 0.47% 0.04% -27% 80
ECH ISHARES MSCI CHILE ETF $46.79 $474.5M 433.9K 0.59% 0.07% -32% 36
MCHI ISHARES MSCI CHINA ETF $58.95 $4.2B 7.2M 0.59% 0.02% -33% 311
EWU ISHARES MSCI UNITED KINGDOM ETF $31.60 $1.9B 3.0M 0.47% 0.03% -36% 110
HEWG ISHARES CURRENCY HEDGED MSCI GERMANY ETF $25.20 $202.9M 226.3K 0.53% 0.05% -38% 2
EWN ISHARES MSCI NETHERLANDS ETF $28.44 $138.0M 244.4K 0.47% 0.05% -41% 61
EWY ISHARES MSCI SOUTH KOREA ETF $64.04 $5.0B 4.2M 0.59% 0.02% -44% 125
EWQ ISHARES MSCI FRANCE ETF $28.25 $588.3M 917.7K 0.47% 0.04% -48% 94
HEWJ ISHARES CURRENCY HEDGED MSCI JAPAN ETF $29.93 $709.9M 1.1M 0.48% 0.04% -65% 2
EWK ISHARES MSCI BELGIUM ETF $17.74 $45.4M 30.0K 0.47% 0.26% -76% 49
SCJ ISHARES MSCI JAPAN SMALL CAP ETF $69.18 $144.8M 119.9K 0.47% 0.13% -79% 967
EWO ISHARES MSCI AUSTRIA ETF $20.02 $74.2M 80.8K 0.47% 0.31% -92% 31


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