This script identifies sudden changes in both volume and price.
You can set the sensitivities for both volume change and price change with respect to the moving averages.
There are four inputs in this script: the first two parameters indicate the length for moving averages of volume and price and the last two parameters indicate how much the volume change (e.g. 2 times) or the price change (e.g. 0.01; that is 1 percent of close price) should be.