Why the volume disparity between NUGT and DUST?
NUGT and DUST are opposites - DUST is a 'bear' (tracks 3x the inverse) and NUGT is a 'bull' (tracks 3x the actual).  So if NUGT is much higher, sounds like people are betting on Gold (or specifically, on the NYSEARCA Gold Miners Index).   When this Investopedia article was written in July 2016, the volumes were reversed: DUST traded ~18m and NUGT traded ~7m.  Just differences in stock market activity. NUGT and DUST both track GDX with triple leverage, but in opposite directions. GDX has been rising steadily throughout 2016, and certainly since over the last month. DUST experiences much higher volume when GDX is in a downward trend, as it was from 2013-2016. I think you'll see the same thing with DRIP and GUSH when oil has been moving steadily in one direction or the other. This is really a reflection of the herd mentality to jump in when things look like they're going a particular direction.
What are your goals in life?   If one of them is to appear wealthy then buying a high price import is a great place to start.  You certainly have the salary for it (congratulations BTW). If one of your goals is to build wealth, then why not buy a ~5000 to ~6000 car and have a goal to zero out that student loan by the end of the year?  You can still contribute to your 401k, and have a nice life style living on ~60K (sending 30 to the student loan). Edit: I graduated with a CS degree in '96 and have been working in the industry since '93.  When I started, demand was like it is now, rather insane.  It probably won't always be like that and I would prepare for some ups and downs in the industry. One of the things that encouraged me to lead a debt free lifestyle happened in 2008.  My employer cut salaries by 5%...no big deal they said.  Except they also cut support pay, bonuses, and 401K matching.  When the dust cleared my salary was cut 22%, and I was lucky as others were laid off.  If you are in debt a 22% pay cut hurts bad. This is called the Ask-Bid Spread. The difference varies based on the liquidly of the asset. The more liquid or the higher the volume of trades for the asset then the smaller the spread is. The spread goes to the broker to pay for some of the cost of the trade. My guess is that when there is a higher volume of shares being traded, brokers need to take less of a fee per share out of the transaction to cover their costs. This makes the spread is smaller.  This is essentially the difference in   price between the highest price that a   buyer is willing to pay for an asset   and the lowest price for which a   seller is willing to sell it. The seller will get the bid price and the buyer will pay the ask and the broker keeps the spread. From http://www.investopedia.com/terms/b/bid-askspread.asp A Standby Letter of Credit was required by a company in UAE to import Gold Dust from a supplier in South Africa, but they do not have enough cash flow to obtain the Standby LC from their Bank. They found Bronze Wing Trading &amp; availed their required SBLC MT760 without any Financial Collateral. &gt;*Count yourself fortunate, or something, if you’re among the 48 percent of Americans who can cough up a spare $400 in emergency cash without having to beg, borrow or steal. According to a Federal Reserve report on American households’ “economic well-being” in 2013,  fewer than half of all Americans said they’d be able to come up with four Benjamins on short notice to deal with an unexpected expense.*  &gt;*The report, released last week by the Board of Governors of the Federal Reserve, indicates a disparity between how Americans view their financial situation and the reality of where their finances actually stand — a signal that the recession of the late 2000s fundamentally altered the concept of doing well for many, as well as an indication that the subsequent recovery may yet be more nominal than real.*  Cross-post from /r/MAConservative But what about the following scenario which is my paraphrasing of a Nanex article (I'm hoping you can help clarify this for me).  1. I observe a 1,000 lot @$10 advertised for Sell on a lit exchange.  2. I try to lift the 1,000 by placing a limit order @10.  3. My order goes through some kind of order routing process. First, 3 orders get executed on a dark pool. Let's say I got a 50 lot filled (so available offer reduces to 950).  4. My order hits a lit exchange. I get a partial fill for 100 (offer shrinks to 850); but the offered size shrinks instead to 500. Or 0.  5. Now, in order to execute my trade, I will have to take a higher price than the original advertised liquidity.  My question (maybe you can answer this) is why did my original order size of 1,000 appear in smaller blocks? Is this because the order routing algorithm breaks up the size?  Or is it that market makers only post offers in small block sizes (e.g. 100) So even if the order book looked like:  100 @ 10  100 @ 10  100 @ 10  100 @ 10  100 @ 10  100 @ 10  All the way to 1,000 total -- as soon as the first 100 shares were lifted, the MM can immediately cancel the remainder of the advertised liquidity -- in practical terms making it impossible to execute large orders at an advertised price. Supplier of Ramming mass in India http://quartzpowdermanufacturers.com/supplier-of-ramming-mass-in-india.php Shri Vinayak Industries is a very well acknowledged name in the field of supplier and manufacturer of Ramming Mass, Quartz Powder, Quartz grit, and Talc Powder minerals. We supply our product mainly in Vietnam, South Korea, UAE, Malaysia, Taiwan, Thailand, Saudi Arabia, and Indonesia. We produce high quality and purest form of Ramming Mass. Acidic Ramming Mass and Silica Mix are the synonyms of Silica Ramming Mass. Our Ramming Mass is a derivative of super snow white silica crystalline quartz having large percentage of Silica and manufactured under strict quality control parameters. "I'm assuming the question is about how to compare two ETFs that track the same index. I'd look at (for ETFs -- ignoring index funds): So, for example you might compare SPY vs IVV: SPY has about 100x the volume. Sure, IVV has 2M shares trading, so it is liquid ""enough"". But the bigger volume on SPY might matter to you if you use options: open interest is as much as 1000x more on SPY. Even if you have no interest in options, the spreads on SPY are probably going to be slightly smaller. They both have 0.09% expense ratios. When I looked on 2010-9-6, SPY was trading at a slight discount, IVV was at a slight premium. Looking for any sort of trend is left as an exercise to the reader... Grab the prospectus for each to examine the rules they set for fund makeup. Both come from well-known issuers and have a decent history. (Rather than crazy Uncle Ed's pawn shop, or the Central Bank of Stilumunistan.) So unless you find something in the SPY prospectus that makes you queasy, the higher volume and equal expense ratios would seem to suggest it over IVV. The fact that it is at a (tiny) discount right now is a (tiny) bonus." Goldprice.org has different currencies and historical data. I think silverprice.org also has historical data.