In the example below, when loading the page home.html, it will execute the Ajax process. The ajaxStart (initiating the Ajax process) and the ajaxComplete (when Ajax ends) are the controls of all events that start and end the process. A divLoading is triggered in the ajaxStart and in the ajaxComplete I’m squeezing with it, giving you that effect you want.
home html.
<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8">
<title>Efeito na Página e Todas Requisições Ajax</title>
<script src="jquery-1.11.0.min.js" type="text/javascript"></script>
<script type="text/javascript">
    function Load(View){        
        $("#carregar").load(View);
    };
    $(document).ready(function(e) {
        $("#a1").click(function(e) {
           Load('page1.html'); 
        });
        //CHAMADO NO INICIO DA PÁGINA      
        Load('page1.html');
    });
    //EFEITO ESPERADO ...
    $(document).ajaxStart(function() {
        $("#divLoading").fadeIn(0);
    });
    $(document).ajaxComplete(function(event, XMLHttpRequest, ajaxOptions) {
        $("#divLoading").fadeOut(1250);
    });
</script>
</head>
<body>
    <div style="display:none;" id="divLoading">
        <img src="ajax.gif" border="0" />
    </div>
    <div>
        <a href="javascript:" id="a1">Abrir</a>
    </div>
    <div id="carregar"></div>
</body>
</html>
page1.html
<h1>Pagina Link 1 - Page.html</h1>
References:
							
							
						 
I was looking for something similar '-'
– Lucas C.S
Check out this project: http://www.createjs.com/#! /Preloadjs
– Luiz Vieira