I like having volume on my charts for the S&P500 and I was dissatisfied with using the SPY volume or the /ES volume overlayed on the SPX chart... So I created an alternative to volume that only uses the SPX prices. Can anyone figure out how it's generated? Start guessing! Chart is for Thursday, Aug 30. If you look closely you'll see it cannot be generated off candle range or open/close distances as the histogram is different levels for same sized candles. But, it is still generated off of price. Going to be a real head scratcher for you all.
You may get good volume charts for the S&P 500 (not SPY volume) from http://www.marketvolume.com Plus you may have modulated (normalized) volume on intraday frames, so, regular morning's and end of the day's volume spikes will not disorder your volume based indicators.