Volume Statistics

Discussion in 'Trading' started by clearinghouse, Sep 11, 2012.

  1. Are there any web sites where I can type in a symbol name and get statistics in terms of what percentile a given day's volume is at a certain time in the day?

    So for example, say XYZ trades 10 million shares on average by 12PM. On the day I go to the web site, XYZ traded 1000 shares. So the site tells me I'm at the 1st percentile. Another day I go there, and XYZ has traded 500 million shares by 12PM, I find out that I'm in the 99th percentile in terms of volume.

    I guess I could build something like this myself. Just hoping I don't have to.
  2. Ask yourself: the Nth percentile of which distribution?
  3. Empirical distribution over the last 30-90 days.