Volume Momentum Indicator (VMI)

Price momentum weighted by volume strength

Overview

VMI combines price momentum (ROC) with volume strength (AVG Volume) to create a single indicator that shows how much power is behind price moves. Strong momentum + high volume = powerful move. Weak momentum + low volume = weak move.

Key Use: Identify powerful price moves backed by volume conviction.

Formula

VMI = ROC(Close, 14) × (Volume / SMA(Volume, 14))

Weight: Price momentum × Volume ratio

Use Cases

Move Strength Assessment

High VMI = strong conviction move; likely to continue.

False Move Detection

Price spike but low VMI = weak move likely to reverse.

Trend Strength Rating

Monitor VMI levels to gauge trend sustainability.

Characteristics

✓ Advantages

  • • Combines two key factors
  • • Clear move strength signal
  • • Single line interpretation

⚠ Limitations

  • • Can be volatile in choppy markets
  • • Parameter sensitive
  • • Not for low-activity stocks

Related Indicators