A delivery-based flow scanner that separates shares people actually kept from shares that were merely traded — and links unusual activity to the announcements behind it.
Volume tells you how much changed hands. Delivery tells you how much stayed. The gap between the two is where genuine accumulation hides.
The tool opens inside your BreakPoint account. If you are not signed in yet you will be asked to sign in first, and access depends on your active plan.
Every day a stock trades a certain volume, but a large part of that is intraday churn — bought and sold within the same session, never delivered to anyone's account. Delivery data strips that away and shows how many shares were actually taken off the market and held.
FlowX builds its analysis on that distinction. It scans for stocks where delivery is running well above their own recent norm, where volume has surged, and where those two conditions have persisted for several sessions rather than appearing once.
It also connects that activity to what companies have announced, so when a stock shows an unusual delivery day you can check whether an order win, a result, or a corporate action explains it — and judge whether the reaction is proportionate.
Delivery data reflects completed sessions, so this is an end-of-day tool. It answers "what has been accumulated" rather than "what is moving right now".
Price tells you what happened. Delivery tells you who was serious about it.
Swing traders
Find stocks being accumulated before the price move becomes obvious, and hold with more conviction when delivery supports the trend.
Investors
Track sustained delivery-based buying in companies you follow, which is a slower and more meaningful signal than daily price noise.
Event traders
See which announcements actually attracted committed buying rather than a headline pop that faded by close.
Analysts
Compare current delivery behaviour against a stock's own recent baseline instead of an arbitrary market-wide threshold.
Sees past the churn
Intraday trading volume is filtered out, leaving the activity that represents real ownership change.
Trend, not a single day
Multi-day trend counts show whether elevated delivery is persistent or a one-off.
Announcements attached
The news behind unusual activity sits alongside the data, so you are not guessing at causes.
Index-scoped scans
Run the scan across large caps or all the way down to micro caps, depending on what you trade.
Per-symbol history
A session-by-session view of close, volume, delivery quantity and candle behaviour for any stock.
Relative comparisons
Delivery is compared against the stock's own recent average, which makes results meaningful across very different companies.
Three tabs, each answering a different question: what is happening, what was announced, and what has this one stock been doing.
Tabs stack at the top and each table scrolls horizontally. The symbol view is the most phone-friendly of the three because it reads as a simple list of sessions.
Best run in the evening, alongside your swing scan.
Set the universe and window
Choose an index you actually trade and a window that matches your horizon — seven days for recent activity, thirty for slower accumulation.
Run the scan
Start with the broad results before applying more filters, so you can see how unusual the top rows really are.
Sort by persistence
Look at trend days rather than a single spike. Delivery elevated across many sessions is far more informative than one heavy day.
Compare against the baseline
Use the change-versus-average column. A 40% delivery day is normal for some stocks and exceptional for others.
Check for an announcement
Switch to the announcements tab. If a filing explains the activity, decide whether the news justifies sustained buying or was a one-day event.
Open the symbol view
Read the last thirty sessions. You want delivery rising while price holds up, not delivery spiking on a day price collapsed.
Combine with a technical setup
Delivery tells you interest is real; a chart level tells you where to enter and where to exit. Use both.
Each column explained in plain terms.
| Field | What it tells you | How to use it |
|---|---|---|
| Delivery Qty | The number of shares actually delivered rather than squared off intraday. | The raw measure of shares that left the float and went into someone's account. |
| Delivery % | Delivered shares as a share of the day's total volume. | A high figure means participants were buying to keep, not to flip. |
| 7D Deliv % | The recent average delivery percentage for that stock. | The baseline. Every judgement about "high delivery" has to be relative to this. |
| Chg vs 7D | How far today's delivery sits above or below that baseline. | The single most useful column — it identifies genuinely unusual behaviour rather than habitually high delivery. |
| Vol Surge | How far volume exceeded the stock's recent average. | Volume plus delivery together is much stronger than either alone. |
| Trend Days | How many consecutive sessions the pattern has persisted. | Persistence separates accumulation from a single event. |
| Score | A summary ranking of how notable the stock's current flow behaviour is. | Use it to order the list, then verify with the underlying columns. |
| Candle Body / Range | How decisive each session was and how far it travelled. | Strong bodies closing near the high alongside high delivery is the most constructive combination. |
| Industry & Sector | Where the company sits in the market. | Several names from one sector appearing together suggests sector-wide accumulation. |
| Announcements | Recent corporate filings for the stock. | Context for why the flow changed — and a check on whether the reaction is proportionate. |
Four combinations of price, volume and delivery, and what each implies.
Two stocks both close up around 3% on roughly triple their normal volume. Stock A shows delivery at 62% against a seven-day average of 38%. Stock B shows delivery at 21% against an average of 34%, and its announcements tab shows a routine filing three days ago.
Stock A had heavy volume and most of it stuck — buyers took shares home for the fourth session running. Stock B had heavy volume that mostly squared off, meaning intraday traders passed the shares between themselves and finished roughly where they started. Same price move, entirely different ownership outcome. Stock A is a swing candidate; Stock B is a chart that will probably drift back.
Delivery percentage is what separates the two, and it is invisible if you only look at price and volume.
Delivery data is powerful but slow. Treat it accordingly.
✅ Do this
⛔ Avoid this
Reading delivery percentage in isolation. Some stocks routinely deliver 70% because they are rarely traded intraday, while a liquid large cap at 45% may be highly unusual. Without the baseline comparison the number means almost nothing.
It is the share of a day's traded volume that was actually delivered into buyers' accounts rather than squared off the same day. It separates investment activity from intraday churn.
It means a large proportion of the day's buyers intended to keep their shares. When that happens alongside a rising price, it suggests genuine accumulation rather than short-term trading.
No. High delivery on a falling day means shares are being handed over into weakness — distribution rather than accumulation. Direction of price matters as much as the delivery figure.
Compare it to that stock's own recent average rather than a fixed threshold. Habitual delivery levels vary enormously between an illiquid small cap and a heavily traded index name.
Trading activity far above the stock's recent norm. Surges accompany news, institutional activity or technical breakouts. On their own they are neutral; combined with delivery data they become informative.
Volume counts every trade including intraday round trips. Two traders passing the same shares back and forth all day creates volume without changing ownership. Delivery counts only what stayed.
Not directly, because the figures describe completed sessions. It is best used the evening before, to decide which stocks deserve attention the next day.
They explain the cause. An order win that leads to sustained delivery-based buying across several sessions is a different situation from a headline that produced one heavy day and then nothing.
Several rather than one. A single day can be explained by a block trade or an index adjustment; a run of sessions is much harder to explain away.
No. It shows that shares were delivered, not to whom. The inference of institutional activity comes from the size, the persistence and the orderliness of the buying, not from named participants.
No. Delivery tells you interest is real but says nothing about price levels. Pair it with a chart level so you have a defined entry, stop-loss and target.
They describe how decisive a session was. A wide body closing near the high with high delivery is far more constructive than the same delivery on a session that gave back most of its gains.
Every technical term above, written for someone who has never traded before.
The share of the day's volume that people actually kept.
Not every trade is an investment. Intraday traders buy and sell the same day, so those shares are never delivered to a demat account. Delivery percentage strips those out and shows the share of volume held overnight. High delivery on a rising day suggests genuine accumulation rather than day-trading churn.
How many shares changed hands.
Volume is the fuel behind a price move. A 4% rise on ordinary volume is one person's opinion; a 4% rise on three times the usual volume means many participants agreed at once. Volume does not predict direction on its own, but it separates moves worth acting on from moves that fade by lunchtime.
A sudden burst of trading far above the recent norm.
A spike says something changed — news, a large buyer, or a technical level breaking. Spikes at the start of a move are usually the beginning of participation. Spikes after a long run, especially with little price progress, often mark the opposite: the crowd arriving late while earlier buyers exit.
The large, well-informed participants — funds and institutions.
Smart money is shorthand for participants who trade size: mutual funds, insurance companies, foreign institutions, proprietary desks. They cannot buy in one click without moving the price, so they accumulate quietly over days. That footprint — steady buying, unusual delivery, price defended at the same zone repeatedly — is what smart-money tools try to detect.
How easily you can get in and out at a fair price.
A liquid stock has enough daily turnover that your order does not move the price. Illiquid names look attractive on a scanner because their percentage moves are large, but the spread between buy and sell prices quietly eats those gains, and exiting in a fall can be difficult.
A bar showing open, high, low and close for one period.
The thick body spans the open and close; the thin wicks show how far price travelled and was rejected. A long lower wick means sellers pushed price down and buyers took it all back — often more informative than the closing price alone.
The tendency of strong stocks to keep being strong.
Momentum is the observation that recent winners tend to keep outperforming for a while. It is the engine behind most scanners: instead of hunting for hidden value, you sort the market by what is already working and look for the cleanest way to join it.
Holding for a few days to a few weeks.
Swing trading targets one leg of a move rather than every wiggle. Decisions are made after market hours, positions are held overnight, and stops are wider than intraday. For anyone with a job, it is usually the most practical style.
Looking for a term that is not here? The full trading glossary covers every concept used across these guides.