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Date/Time: Sun, 06 Jul 2025 13:06:25 +0000



Post From: Volume above (or below) a price level for a given period?

[2022-02-28 14:28:20]
dvant krypto - Posts: 43
Does anybody know a study that will tell you the amount of volume above (or below) a price level for a given period?

Examples of what I'd like to do:
calculate the % of overnight volume that traded above (and below) the settlement price
calculate the % of overnight volume that traded above (and below) the overnight open


The long solution is to set a VbP study and to display volume in bars and then add up the smallest section (above or below settlement/price level). Manually drawing the VbP does not seem to solve this as it takes the whole price bar - unless I'm missing a trick. Any help greatly appreciated.