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Volume Rate of Change (VROC)


VROC, or Volume Rate of Change, is mathematically resembles Price ROC but indicates the ROC of the security's volume and not its closing price. The Volume ROC demonstrates the speed at which volume is shifting. This can turn out to be rather helpful as almost each essential chart formation, such as peaks, bottoms or breakouts, is followed by a sudden volume raise.

Volume ROC

To calculate the Volume ROC indicator you should divide the amount that volume has changed over the last "n periods" by the volume "n periods" ago. The result is the percentage that the volume has changed in the latest "n periods". A positive number will result if the volume is higher today than it was "n periods" ago. The ROC will be negative if the volume is lower now than it was "n periods" before.

( Volume - Volume n periods ago ) / Volume n periods ago



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