Good question, most charting services register a candle for a zero volume day, and just mark it at zero volume. Personally I don't think there's any difference between a 0 volume day or a 1 or 2 million share day, let alone less volume, or at least not enough of a difference to warrant not including the candles in the base. I look at very low volume trading as being significant in it's own way, and that goes all the way down to zero volume.
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