Volume and Delivery Scanner for NSE
17 prebuilt scans · 5 buy-side and sell-side pairs · runs on live NSE candles
Volume shows how much interest sits behind a move, and delivery percentage shows how much of the traded volume was actually taken home rather than squared off the same day. These scans surface unusual volume, volume that breaks a first-candle benchmark, and moves backed by heavy delivery.
Volume has no direction. The scans that add a candle colour or a price condition are labelled buy side or sell side, and the neutral ones need a look at the chart to see which side the volume is on.
Volume and delivery scans
First Candle Volume Break: Bullish
Buying-side version of the First Candle Volume Break: the latest completed candle is green, closes ABOVE the first candle's high, out-trades the first candle and runs at 3x or more of the stock's own typical volume for that time of day. Flags where buyers are driving a genuine volume surge. Back-test (5m and 15m, 14 months): the following hour's move was about 45-55% larger than normal on average, but holding such signals to the close lost about 2-3 bps - use it as a watch-list, not a stand-alone entry.
First Candle Volume Break: Bearish
Selling-side version of the First Candle Volume Break: the latest completed candle is red, closes BELOW the first candle's low, out-trades the first candle and runs at 3x or more of the stock's own typical volume for that time of day. Flags where sellers are driving a genuine volume surge. Back-test (5m and 15m, 14 months): the following hour's move was about 15-30% larger than normal on average, but shorting such signals into the close lost about 3-5 bps - use it as a watch-list, not a stand-alone entry.
Delivery Volume Spike: Up Day (2x Month Average)
Delivered volume at 2x or more of the stock's one-month average on a day it closed at least 1% higher. Heavy delivery on a rising day, where investors rather than traders did the buying. Liquid stocks only (Rs 5 Cr+).
Delivery Volume Spike: Down Day (2x Month Average)
Delivered volume at 2x or more of the stock's one-month average on a day it closed at least 1% lower. Heavy delivery on a falling day, often a sign of investors exiting. Liquid stocks only (Rs 5 Cr+).
Price Up With High Volume and High Delivery
Closed up 2% or more on 1.5x volume with at least half of the traded shares taken for delivery. A strong day with investor-type participation. Liquid stocks only (Rs 5 Cr+).
Price Down With High Volume and High Delivery
Closed down 2% to 25% on 1.5x volume with at least half of the traded shares taken for delivery. A heavy fall with investor-type participation. Liquid stocks only (Rs 5 Cr+).
Intraday Volume Surge: Green Candle (3x Normal)
The latest candle trades at 3x or more of the stock's typical volume for that time of day and closes green. A burst of buying interest. Liquid stocks only (Rs 5 Cr+).
Intraday Volume Surge: Red Candle (3x Normal)
The latest candle trades at 3x or more of the stock's typical volume for that time of day and closes red. A burst of selling interest. Liquid stocks only (Rs 5 Cr+).
Price Up With Low Delivery (Speculative Rise)
Closed up 2% or more on 1.5x volume but with only a quarter or less of the shares taken for delivery. A rise driven by intraday trading, which tends to be less durable. Liquid stocks only (Rs 5 Cr+).
Price Down With Low Delivery (Intraday Selling)
Closed down 2% to 25% on 1.5x volume but with only a quarter or less of the shares taken for delivery. A fall driven by intraday trading, which tends to be less durable. Liquid stocks only (Rs 5 Cr+).
Volume Spike Green Candle
Green candle with relative volume expansion and positive day move.
First Candle Volume Break
The latest completed candle out-trades the first candle of the session (09:15 bar on 5m / 15m / 1h; the month's first trading day on 1d) AND runs at 3x or more of the stock's own typical volume for that time of day - a genuine surge of buying or selling interest, not just a heavy open. Volume has no direction: read the candle colour and close. Back-test (5m and 15m, 14 months): in the following hour these stocks moved on average about 20-30% more than their own normal move at that time of day, but the typical stock moved about the same and direction was not predictable. On 1d, today's volume builds through the session, so the list is most reliable after 3:15 PM.
Delivery Accumulation Breakout
High delivery and volume participation with price breaking above resistance.
Rising with Volume Surge
Up day with heavy participation — Chartink's most-loved 'stocks rising with increase in volume' scan.
High Delivery Percentage
Over 60% delivery with a positive close above EMA 20 — investors absorbing supply, accumulation fingerprint.
Volume Shockers (3x Average Volume)
Volume at 3x or more of the stock's own average on liquid stocks (Rs 10 Cr+ traded). Something is happening: news, results, an institutional order or a breakout. Direction is up to the chart.
How traders use these scans
- Open the chart and the news for any volume shocker. Results, block deals and index changes all look the same in volume.
- Look at the close. A close near the high on heavy volume is different from one near the low.
- Use delivery as a second opinion on whether a volume spike is investing or intraday churn.
Scans list setups that match fixed rules. They are not recommendations and none is back-tested for an edge.
Frequently asked questions
What is a volume shocker?
A stock trading at several times its own normal volume, here at least three times on liquid names.
What is delivery percentage?
The share of a day's traded quantity that was delivered, not squared off intraday. High delivery is often read as longer-term participation.
Does high volume mean the price will rise?
No. Volume shows interest, not direction.