It is not possible to get loading progress for the current page.
However, if you are loading anything through AJAX, it's actually quite simple.
The server will (or at least, should) include a Content-Length header in the response, which you can read (xhr.getResponseHeader("Content-Length")) and you can also read the amount downloaded so far (xhr.responseText.length) and work out a percentage.
However, the above won't work in some older browsers - they don't like you accessing xhr.responseText before it's fully downloaded.
In more recent browsers, namely those that support "XMLHttpRequest2", you can use the progress event and relevant properties to get the progress. More details on MDN, but the general idea is to use evt.loaded / evt.total to get the fraction loaded.