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Day TradingUpdated daily after close · as of 2026-07-02

NYSE TICK: Session Bias & Extreme Prints

The TICK index — NYSE stocks upticking minus downticking — summarized per session since 1997: the day's bias, its ±1000 extreme prints, and an era-proof five-state read with the forward-return base rates behind each state. The base rates are contrarian: washouts bounced, euphoria went flat.

Today's reading

As of the July 2, 2026 close, the NYSE TICK session read Balanced: average bias -10 (z -0.3 vs the trailing year), with no ±1000 extreme prints. Session extremes: +950 high, -787 low. Since 1998, balanced sessions preceded +0.62% average SPY returns over the next 21 sessions vs +0.69% for all sessions.

Source
NYSE TICK ($TICK) 5-minute bars from TradeStation, regular session only (1997–present); SPY closes for the forward-return studies
Methodology
Session bias = avg 5-min TICK close; ±1000 print counts from bar highs/lows; state = rolling 252-session z of the bias; forward SPY returns per state and per extreme-print bucket
Updates
Daily after US market close (~1pm PT)Last: 2026-07-02
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
NYSE TICK$TICK · 2026-07-02 · session
BALANCED
Session bias -10 · z -0.3 vs the trailing year
Surge +1000
0
Washout −1000
0
High
+950
Low
-787

Since 1998, balanced sessions preceded +0.62% avg SPY returns over the next 21 sessions (63% positive) vs +0.69% baseline — 2,734 cases. Context, not a forecast.

01

Session bias vs its own era

Each session's average TICK (blue) against its rolling one-year mean and ±1.5σ band (gray). The band IS the era adjustment — what counts as a washout or euphoric session moves with the market's structure, which is why raw TICK levels from different decades can't be compared directly.

Window:loading…
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Session bias (avg TICK)Rolling 252-session mean±1.5σ band (state edges)
02

What followed each state — full history

Forward SPY returns from every session in each z-score state since 1998. The shape is the familiar contrarian U: washout sessions preceded the best average returns and euphoric sessions the worst — panic prints marked exhaustion, not acceleration.

State% of daysNext 5 sessionsNext 10 sessionsNext 21 sessionsN
Washout8%+0.31% · 58%↑+0.52% · 59%↑+1.10% · 63%↑563
Bearish tilt21%+0.30% · 59%↑+0.42% · 60%↑+0.70% · 62%↑1,447
Balancednow39%+0.10% · 56%↑+0.28% · 60%↑+0.62% · 63%↑2,734
Bullish tilt27%+0.14% · 58%↑+0.34% · 61%↑+0.77% · 65%↑1,930
Euphoric5%-0.01% · 58%↑+0.02% · 62%↑+0.23% · 60%↑371
All sessions (baseline)100%+0.17% · 57%↑+0.33% · 60%↑+0.69% · 63%↑7,045

Forward returns on SPY closes. States use the rolling one-year z-score of the session bias, so they are era-comparable. Overlapping windows — descriptive tendencies, not signals.

03

Extreme-print days — modern era (2010+)

The sharper cut: days when ±1000 prints actually hit the tape, in the structurally stable 2010+ era. Heavy washout days (10+ −1000 prints) preceded roughly 2.5x the baseline return over the following week; surge-heavy days were flat short-term.

State% of daysNext 5 sessionsNext 10 sessionsNext 21 sessionsN
Washout day (5+ −1000 prints)13%+0.39% · 61%↑+0.58% · 61%↑+1.44% · 66%↑527
Heavy washout (10+ −1000 prints)4%+0.65% · 62%↑+0.54% · 60%↑+1.62% · 67%↑181
Surge day (5+ +1000 prints)8%+0.03% · 53%↑+0.28% · 59%↑+1.30% · 65%↑328
No extreme prints38%+0.19% · 61%↑+0.35% · 64%↑+0.71% · 66%↑1,584
All 2010+ sessions (baseline)100%+0.25% · 61%↑+0.50% · 64%↑+1.06% · 67%↑4,156

±1000 counts are 5-minute bars whose high/low reached the threshold. Restricted to 2010+ where the print-frequency regime is stable. Overlapping windows — base rates, not signals.

How NYSE TICK Works

  1. 1
    What TICK is
    The NYSE TICK index is the number of NYSE stocks whose last trade was an uptick minus those on a downtick, printed continuously through the session. Readings near zero are two-way trade; big positive or negative prints mean program-driven, market-wide buying or selling hitting hundreds of stocks at once.
  2. 2
    Aggregate each session
    From 5-minute TICK bars (1997–present) we compute each session's BIAS — the average TICK reading, i.e. which way the tape leaned all day — and its EXTREME PRINTS: bars whose high reached +1000 (surge prints) or whose low reached −1000 (washout prints).
  3. 3
    Make it comparable across eras
    TICK's distribution has drifted hugely over three decades — the pre-2001 bias was persistently negative, 2001–2007 strongly positive, the modern era mild. So the state uses a rolling 252-session z-score of the bias: today versus the last year of itself, not versus 1998.
  4. 4
    Classify the state — and attach base rates
    Five states by z: Washout (≤ −1.5), Bearish tilt, Balanced, Bullish tilt, Euphoric (≥ +1.5). For each, we show what SPY actually did over the following 5, 10 and 21 sessions — plus a second study on extreme-print days in the stable 2010+ era. Both are contrarian.

Who Uses NYSE TICK

Day Traders
TICK is the classic intraday internals feed. This is its session-level summary and the base rates behind the states — so a washout day reads as what it historically was: closer to exhaustion than the start of worse.
Dip Buyers
Heavy-washout sessions (10+ −1000 prints) preceded roughly 2.5x the baseline return over the following week since 2010. The washout table quantifies the bounce tendency.
Momentum Traders
The euphoric state is the caution flag for chasing: after surge-heavy or euphoric-bias sessions, the next week averaged roughly flat. Strength that arrived via +1000 prints tended to need digestion.
Systematic Traders
A 29-year, era-normalized daily internals series with documented state definitions — a clean input for regime filters, tested against SPY forward returns before we shipped it.

Pro Tips

01
The states are contrarian
Washout states preceded above-baseline forward returns and euphoric states below — the same U-shape our session-body and breadth tools keep finding. Panic prints mark exhaustion more often than acceleration.
02
Never compare raw TICK across decades
A +200 average bias was routine in 2004 and would be extreme today. The z-score handles this; if you take one method from this page, take that one.
03
Washout prints beat washout bias
The strongest historical edge came from the print counts — 10+ bars touching −1000 — rather than the day's average bias alone. Programs hitting the whole tape at once is the signature that mattered.
04
Pair it with the session-body view
TICK measures breadth of trade (how many stocks tick together); our Session Momentum tool measures body dominance on ES/NQ. Washout on both at once is the deepest flush the toolkit can flag.

Common Issues & Solutions

Why does my platform show different TICK extremes?
We aggregate 5-minute bars, so the count is "bars that touched ±1000," not every individual print — multiple hits inside one bar count once. The session high/low columns capture the true extremes; TICK prints continuously, so a 5-minute bar's high/low is a genuine intrabar extreme.
Is a washout day a buy signal?
It is a base rate, not a signal. Since 2010, days with 10+ washout prints averaged +0.65% over the next 5 sessions vs +0.25% for all days — a tendency measured over 181 overlapping cases, including some that kept falling first.
Why a 252-session z-score?
One trading year — long enough to be stable, short enough to track the structural drift in TICK's distribution (decimalization, Reg NMS, HFT all changed what "normal" looks like). The state compares today to the recent regime, not to 1998.
Does this cover the Nasdaq?
This is the NYSE TICK ($TICK). A Nasdaq version exists (TICKQ) but has no clean history on our data source; NYSE TICK is the one with 29 years of continuous prints and the one most desks quote.

Frequently Asked Questions

What is the NYSE TICK index?
The number of NYSE stocks whose last trade was an uptick minus those on a downtick, computed continuously during market hours. Near zero means two-way trade; readings beyond ±1000 mean program-driven buying or selling hitting hundreds of stocks simultaneously — the prints day traders watch.
What does a −1000 TICK reading mean?
At that instant, roughly a thousand more NYSE stocks were trading on downticks than upticks — essentially the whole tape being sold at once, usually by index-level programs. We count each session's 5-minute bars that touched −1000 as "washout prints."
Is a TICK washout bullish or bearish?
Historically contrarian-bullish on this data: since 2010, sessions with 10 or more −1000 prints preceded +0.65% average SPY returns over the next 5 sessions versus +0.25% for all days, and the edge persisted at 21 sessions. Euphoric sessions were the opposite — roughly flat forward returns. Base rates, not advice.
How do you handle TICK's changing behavior over the years?
With a rolling one-year z-score of the session bias. Raw TICK is not comparable across decades — the average session bias was −94 in 1998 and +228 in 2004 — so each day is measured against the trailing 252 sessions of itself.
How often is this updated?
Daily after the US close: the day's 5-minute TICK bars are fetched, the session's bias and extreme prints are appended, and the states and forward-return studies recompute over the full 1997+ history.

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Last updated: 2026-07-02