Relative volume (up and down) of industry

Trying to determine money flow between industries. Is there some function I can use to determine High Relative Volume in 1 or other direction?

  • One way is calculate i.e. Today’s Volume( in an Industry)/Average Quarterly Volume and find the direction of 1-day Price move.
  • Another way of representing it would be UpVolume/DownVolume over the last 5 days

Couldn’t find factors that represent Industry Average Volume changes or Price changes over the last 1-3 days.

thanks
Kirk

You could use sector etfs. Not perfect but a thought. Probably some other function you can use but this might be easier.