GWW Dark Pool — Off-Exchange & Short Volume

Market/Dark Pool/GWW

GWW· W. W. Grainger

Dark pool · off-exchange short volume

Open interest GEX Full dossier

Short ratio (latest)

48.3%

20-day average

59.8%

Off-exchange share (20d)

36%

Darkpool density

big day, short ratio above trendbelow trendbubble size = how unusual ($vol z-score)

Last ~6 months. Bubbles mark days of unusually large off-exchange dollar volume (≥1.5σ vs the trailing 60 days). Daily resolution — not print-level data.

Darkpool levels ±15% of spot, since 2018-10-01

1408.00

0.36B

1382.40

1.17B

1356.80

2.00B

1331.20

1.56B

1305.60

2.22B

1280.00

1.55B

1254.40

0.97B

1228.80

0.72B

1203.20

0.76B

1177.60

1.77B

1152.00

2.64B

1126.40

1.83B

1100.80

2.47B

Historical off-exchange $ volume at price: each day's volume spread across that day's range, summed over the full FINRA history. Heavy shelves often act as support/resistance magnets. Amber row = spot's bin.

Off-exchange short-volume ratio

short ratio (20d, right) daily off-exchange share (left)

FINRA daily TRF data, last 2 years. A persistently HIGH short ratio is mostly passive market-maker liquidity provision (commonly read as accumulation pressure) — not naively bearish.