Where the money goes, the price follows. We break down each day's US stock trades by "size of money" so you can see clearly whether it'sinstitutions (big money)that are moving, orretail investors (small orders)that are chasing.
US stock capital flow is dividing each day's trades by single-trade amount into four tiers—extra-large orders, large orders, medium orders, small orders—then aggregating by direction (buy/sell). Institutions place large orders, usually falling into extra-large and large orders; retail funds are scattered, mostly falling into medium and small orders. By looking at the four tiers separately, you can distinguish "who is buying and who is selling."
The daily report gives, per stock: ① net inflow of extra-large/large/medium/small orders; ② institutional total (extra-large + large) and retail total (medium + small); ③ institutional purity—the portion of institutional buying not offset by retail; ④ normalized purity—purity as a proportion of turnover, used for cross-comparison of stocks with different market caps; ⑤ volume deviation (volume expansion/contraction); ⑥ internal institutional consistency (whether there is divergence).
Don't just look at "net inflow being positive." Look more at structure: institutions positive, retail negative usually meansinstitutional dominance; institutions and retail in the same direction means the direction is more confirmed; institutions positive but retail following in large amounts, on the contrary, warrants caution about whether retail is carrying the load. Combined with volume, volume expansion + institutional net buying has higher reference value than volume contraction.
Capital flow is the "lit market" perspective. Put it together withdark pool (off-exchange block trades),short selling ratio,options P/C ratio,market sentiment value: lit market buy + dark pool sell = directional conflict (distribution warning); lit market sell + dark pool buy = dark pool absorption; both buy = strong accumulation characteristic; both sell = strong distribution characteristic.
Register to enjoy a 30-day free trial. After the US stock market close each trading day, the report is automatically delivered to your email.
Free Registration · Start 30-Day TrialThis page only provides market data and capital flow presentation, and does not constitute any investment advice or buy/sell recommendation.