I've been enjoying this thread here at TL

http://www.traderslaboratory.com/forums/f6/trading-with-market-statistics-i-volume-1962.html

You may need to sign in to read it....I believe there are 8 sections.

Some of you have probably already read it as most of us are students of the markets...it discusses some statistics and the VWAP which some use.....it has some good concepts.. I hope others find it interesting

Bruce