Chaikin Money Flow
This indicator known as CMF is related to the Accumulation / Distribution line which was also created by Marc Chaikin. Both are used to show the flow of money into or out of a security. CMF accumulates money flow for a specific period whereas AD accumulates money flow for all available bars.
For each day in the period, accumulate:
(((Close - Low) - (High - Close)) / (High - Low)) * Volume
CMF = Accumulation / Sum(Volume for Period).