You need to use the Volume by Price study:
http://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php
Set these Inputs as follows:
http://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#InputVolumeGraphPeriodType = Multiple Profiles Based on Bar Count
http://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#NumOfBarsForBasedOnBarCount = 1
http://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#DrawMode = * Lines Only
For more information, refer to:
http://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#CalculatingDisplayingDevelopingPOC_VAHL_VWAP
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