You can check your site’s Alexa ranking at the website for free. The site also provides a widget for site owners and bloggers like me, there are three kinds of widgets available:
1. Alexa Traffic graph – Shows a graph with selectable site stats in a time period with an option to compare to two other sites. Unfortunately it works only for the top 100,000 sites as seen below my site is not in the top 100,000.
2. Alexa Site Stats button – Shows the site rank and the number of links coming in. Available in three display formats – button, vertical banner and horizontal banner. I like the button version the best since its small, the other two banners are a waste of space. I found that the links-in figure is incorrect, it shows the same for all t:blogspot bloggers.
3. Alexa Traffic Rank button – This shows a simple button with rank and the date it was last updated. I find this the best and it comes in three versions – small, regular and horizontal banner
If your site is new it will take some time for it to be ranked. And also if you are adding Alexa’s widget it will help to increase your rank since Alexa will know your visitor traffic through this widget.