MRPNL

Money Flow Index (MFI)

MFI

Volume-weighted RSI that measures buying and selling pressure; above 80 is overbought, below 20 oversold, over a 14-period default.

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Formula

Typical Price = (H + L + C) / 3;
Raw Money Flow = Typical Price × Volume;
Money Flow Ratio = Positive MF / Negative MF;
MFI = 100 − 100 / (1 + Money Flow Ratio)

The MFI combines price direction with volume to produce a bounded 0–100 oscillator — essentially a volume-aware RSI. Each bar's typical price ((H + L + C) / 3) determines whether money flow is "positive" (typical price higher than prior) or "negative", then volume weights it.

The ratio of positive to negative money flow over 14 periods creates the index. Readings above 80 signal overbought; below 20, oversold. Divergence between MFI and price is often a stronger warning than price-only signals because it requires volume confirmation.

Example

A tech stock rallies to a new high, but MFI peaks at 68 — lower than the 84 reading at the prior high. This bearish divergence, with reducing volume participation on the new high, leads swing traders to reduce long exposure.

#volume#oscillator#momentum

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