Three lines are sigma 3x, 2x, and 1x volume (the multiple of upper BBand applied to volume).
Marks a diamond if 3x, a cross if 2x. it marks an x for statistically unusually quiet volume.
Bar is red when close*volume is under VWAP*volume, and green when the opposite is true.
You can also apply a summing function so that each bar is the sum of 'n' volume bars before it.