import flash.display.Loader;
import flash.events.Event;
import flash.events.ProgressEvent;
import flash.events.IOErrorEvent;

var myLoader = new Loader();

myLoader.contentLoaderInfo.addEventListener(ProgressEvent.PROGRESS, onProgress);
myLoader.contentLoaderInfo.addEventListener(Event.COMPLETE, onComplete);
myLoader.contentLoaderInfo.addEventListener(IOErrorEvent.IO_ERROR, onIOError);

myLoader.load(new URLRequest("swfToLoad.swf"));

function onProgress(evt:ProgressEvent):void {
	var nPercent:Number = Math.round((evt.bytesLoaded / evt.bytesTotal) * 100);
	loadingAnim.bar.scaleX = nPercent / 100;
	loadingAnim.percLoaded.text = nPercent.toString() + "%";
}

function onComplete(evt:Event):void {
	myLoader.contentLoaderInfo.removeEventListener(ProgressEvent.PROGRESS, onProgress);
	myLoader.contentLoaderInfo.removeEventListener(Event.COMPLETE, onComplete);
	addChild(myLoader);
}

function onIOError(evt:IOErrorEvent):void {
	trace("IOError loading SWF");
}

import flash.display.Loader;
import flash.events.Event;
import flash.events.ProgressEvent;

var myLoader = new Loader();

myLoader.contentLoaderInfo.addEventListener(ProgressEvent.PROGRESS, onProgress);
myLoader.contentLoaderInfo.addEventListener(Event.COMPLETE, onComplete);

myLoader.load(new URLRequest("swfToLoad.swf"));

function onProgress(evt:ProgressEvent):void {
	var nPercent:Number = Math.round((evt.bytesLoaded / evt.bytesTotal) * 100);
	loadingAnim.bar.scaleX = nPercent / 100;
	loadingAnim.percLoaded.text = nPercent.toString() + "%";
}

function onComplete(evt:Event):void {
	myLoader.contentLoaderInfo.removeEventListener(ProgressEvent.PROGRESS, onProgress);
	myLoader.contentLoaderInfo.removeEventListener(Event.COMPLETE, onComplete);
	addChild(myLoader);
}

AS3 Track Loader Progress

ActionScript 3