All Indicators

Volume Indicators

15+ volume-based indicators to analyze market participation, money flow, and confirm price movements. From OBV to Volume Profile.

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4+
Core Volume Tools
4+
Advanced Analysis
4+
Specialized Tools
4+
Microstructure

Core Volume Indicators

On-Balance Volume (OBV)

Cumulative volume indicator that adds/subtracts volume based on price direction

Formula:

If Close > Previous: OBV = Previous OBV + Volume; If Close < Previous: OBV = Previous OBV - Volume

Best Used For:

Trend confirmation, divergence analysis, momentum validation

Trading Signals:

  • ✓Rising OBV + Rising Price = Strong uptrend
  • ✓Falling OBV + Falling Price = Strong downtrend
  • ✓OBV divergence = Potential reversal

Volume Weighted Average Price (VWAP)

Average price weighted by volume, institutional benchmark

Formula:

VWAP = Σ(Price × Volume) / Σ(Volume)

Best Used For:

Institutional levels, fair value, support/resistance

Trading Signals:

  • ✓Price above VWAP = Bullish bias
  • ✓Price below VWAP = Bearish bias
  • ✓VWAP as support/resistance

Volume Profile

Horizontal histogram showing volume traded at each price level

Formula:

Volume distribution across price levels over time period

Best Used For:

Value areas, support/resistance zones, volume gaps

Trading Signals:

  • ✓High volume nodes = Strong S/R
  • ✓Low volume gaps = Weak zones
  • ✓Volume migrations

Money Flow Index (MFI)

Volume-weighted RSI showing buying/selling pressure

Formula:

MFI = 100 - (100 / (1 + Money Flow Ratio))

Best Used For:

Overbought/oversold with volume confirmation

Trading Signals:

  • ✓MFI > 80 = Overbought
  • ✓MFI < 20 = Oversold
  • ✓MFI divergences = Reversal signals

Advanced Volume Analysis

Accumulation/Distribution Line

Measures cumulative flow of money into/out of security

Formula:

A/D = Previous A/D + (((Close - Low) - (High - Close)) / (High - Low)) × Volume

Best Used For:

Money flow analysis, trend confirmation

Trading Signals:

  • ✓Rising A/D = Accumulation
  • ✓Falling A/D = Distribution
  • ✓A/D divergence = Warning signal

Chaikin Money Flow (CMF)

Oscillator measuring money flow over specific period

Formula:

CMF = Σ(Money Flow Volume) / Σ(Volume) over n periods

Best Used For:

Buying/selling pressure, trend strength

Trading Signals:

  • ✓CMF > 0.1 = Buying pressure
  • ✓CMF < -0.1 = Selling pressure
  • ✓Zero line crosses

Volume Oscillator

Difference between short and long period volume averages

Formula:

VO = ((Fast MA - Slow MA) / Slow MA) × 100

Best Used For:

Volume momentum, trend strength

Trading Signals:

  • ✓Positive VO = Volume increasing
  • ✓Negative VO = Volume decreasing
  • ✓Zero line crosses

Price Volume Trend (PVT)

Combines price and volume to show money flow

Formula:

PVT = Previous PVT + (Volume × (Close - Previous Close) / Previous Close)

Best Used For:

Trend confirmation, divergence analysis

Trading Signals:

  • ✓Rising PVT = Positive money flow
  • ✓Falling PVT = Negative money flow
  • ✓PVT divergence = Reversal warning

Specialized Volume Tools

Klinger Volume Oscillator

Long-term volume oscillator combining price and volume

Formula:

KVO = 34-period EMA of VF - 55-period EMA of VF

Best Used For:

Long-term money flow, major trend changes

Trading Signals:

  • ✓KVO above zero = Bullish
  • ✓KVO below zero = Bearish
  • ✓Signal line crosses

Negative Volume Index (NVI)

Tracks price changes on decreasing volume days

Formula:

If Volume < Previous Volume: NVI = Previous NVI × (Close / Previous Close)

Best Used For:

Smart money tracking, contrarian analysis

Trading Signals:

  • ✓NVI above MA = Bull market
  • ✓NVI below MA = Bear market
  • ✓NVI trend changes

Positive Volume Index (PVI)

Tracks price changes on increasing volume days

Formula:

If Volume > Previous Volume: PVI = Previous PVI × (Close / Previous Close)

Best Used For:

Public participation, mainstream sentiment

Trading Signals:

  • ✓PVI trends show public sentiment
  • ✓Combined with NVI for analysis
  • ✓Crossovers significant

Volume Rate of Change (VROC)

Measures rate of change in volume

Formula:

VROC = ((Volume - Volume n periods ago) / Volume n periods ago) × 100

Best Used For:

Volume momentum, breakout confirmation

Trading Signals:

  • ✓High VROC = Volume surge
  • ✓Low/Negative VROC = Volume decline
  • ✓VROC spikes at reversals

Market Microstructure

Volume at Price

Shows volume distribution across different price levels

Formula:

Histogram of volume traded at each price tick

Best Used For:

Market structure analysis, auction theory

Trading Signals:

  • ✓High volume areas = Value zones
  • ✓Volume gaps = Imbalances
  • ✓Volume migrations

Time and Sales Volume

Real-time volume analysis from order flow

Formula:

Aggregated buy/sell volume from tick data

Best Used For:

Institutional activity, large order detection

Trading Signals:

  • ✓Large volume spikes = Institutional activity
  • ✓Buy/sell imbalances
  • ✓Volume clusters

Delta Volume

Net difference between buy and sell volume

Formula:

Delta = Buy Volume - Sell Volume

Best Used For:

Order flow analysis, momentum confirmation

Trading Signals:

  • ✓Positive delta = Buying pressure
  • ✓Negative delta = Selling pressure
  • ✓Delta divergences

Volume Weighted Moving Average

Moving average weighted by volume instead of time

Formula:

VWMA = Σ(Price × Volume) / Σ(Volume) over n periods

Best Used For:

Trend following with volume consideration

Trading Signals:

  • ✓Price above VWMA = Uptrend
  • ✓Price below VWMA = Downtrend
  • ✓VWMA slope direction

Master Volume-Based Trading

Analyze market participation with professional volume indicators. Confirm trends, detect reversals, and time your entries perfectly.

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