Is there any way to figure out from the volume number, the percentage or number of buy orders vs sell orders coming in?
http://finance.yahoo.com/q/ecn?s=INTC
If you look at that page, you can see the bid and ask price and how many shares are available if you are willing to pay or sell at that price. But, I am interested in how many shares were bought and how many were sold. I assume that if more shares were sold, than the stock price would go down, and if more were bought, it would go up.