Range
How True Range is different from other indicators The concept of True Range and calculation of ATR (Average True Range) is confusing for many people, as you are actually comparing three values instead of applying one exact formula. This article is a detailed guide to calculation of True Range. I’ve tried to attach a few … Read more
Using Range for measuring volatility The easiest way to quickly measure market’s volatility during a particular trading day or week is by calculating the Range. Price Range is simply the absolute difference between the highest and the lowest price reached during a particular time period (e.g. a trading day). Range = High – Low S&P500 … Read more
What volatility means Volatility is a measure of how much something tends to change. Unlike the usual way people look at prices of securities and their changes – up or down, the volatility point of view does not care about the direction so much. In fact it does not distinguish between up and down. When … Read more