Intraday Volume % to average x days %

AnthonyB

New member
Hi there. I am trying to find a study to show the total intraday volume up to the current time compared to the average of volume up to the current time over the past x number of days. For example, if a stock trades an average of 1mil per day, and its currently traded 500k for the day, it would be 50% of its average (this part I understand how to show). What I want is to compare this by time of day over the x number of average days- essentially at the current time, lets say 11am, what percent of its total daily average volume has it traded today by 11am compared to the previous 5days by 11am.

I tried a study created by Mobius that shows the volume by time for each of the last 5 days, but it is still bar by bar for each day. I simply want a comparison of todays total volume at the current time compared to average for same time over the past x number of days.

I would appreciate any help you could provide. I would probably be just fine with a chart label that shows the current % of volume and the average % of volume UP UNTIL THE SAME TIME OF DAY
 
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