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If you haven't looked at Chart-Ex's web site then I encourage you to do so:

Personally, I use it just before the market opens to get a feel of what we've seen recently. Because I currently mainly trade the ER2 I look at those charts and they show me:
  • day vs day

  • day vs week

  • day vs month

I find this very useful to put my trading day in perspective to the action that we've been seeing recently and the volume shows where most of the business was done.
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