Abstract: A method and system for evaluating modulated volume information for a tradable element, such as a security or commodity, determines modulated volume information that compensates for normal fluctuations in volume occurring during the course of a trading period, thereby enabling convenient visualization of abnormal volume activity. Once determined, the evaluating method and system can display and/or store the modulated volume information or output the modulated volume information to other algorithms that may filter it based on a threshold, a price moving average or a comparison of the current price with a price moving average, for example to generate further displays including trading indicators or signals.

Abstract: A method and system for determining modulated volume information for a tradeable element, such as a security or commodity. The invention compensates for normal fluctuations in volume occurring during the course of a trading period, thereby enabling convenient visualization of abnormal volume activity. In one embodiment, the invention involves providing a historical data source containing historical volume information for the tradeable element for a plurality of historical time intervals; obtaining unmodulated volume information for the tradeable element for a selected time interval in the trading period; retrieving from the historical data source selected data representing historical volume information for one or more of the historical time intervals corresponding to the selected time interval; and using the selected data to convert the unmodulated volume information for the selected time interval to modulated volume information for the selected time interval.

Abstract: This application relates to a method and system for determining modulated volume information for a tradeable element, such as a security or commodity. The invention compensates for normal fluctuations in volume occurring during the course of a trading period, thereby enabling convenient visualization of abnormal volume activity. In one embodiment, the invention involves providing a historical data source containing historical volume information for the tradeable element for a plurality of historical time intervals; obtaining unmodulated volume information for the tradeable element for a selected time interval in the trading period; retrieving from the historical data source selected data representing historical volume information for one or more of the historical time intervals corresponding to the selected time interval; and using the selected data to convert the unmodulated volume information for the selected time interval to modulated volume information for the selected time interval.