Patent ID: 8055574

Claim:
A method of tracking a plurality of symbols relating to securities traded on at least one common exchange, comprising: receiving with an electronic data receiver a dynamically updated data stream containing level 1 data relating to the plurality of symbols traded over the at least one exchange, the level 1 data including at least a current trade price of each symbol; and determining for each symbol in a set of symbols with an electronic processor configured to execute logic at least one of: an upward price movement indicator by dividing a count of the number of times the symbol achieves a new intra-session high by an intra-session trading price range, and a downward price movement indicator by dividing a count of the number of times the symbol achieves a new intra-session low by the intra-session price range, and wherein the determined movement indicators function as indicators of temporary imbalance in trade activity for the corresponding symbols.