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  • Volatility Indicators

    • Average True Range
      Average True Range are used to measure commitment. Expanding ranges signal increased eagerness and contracting ranges, a loss of enthusiasm.
    • Bollinger Bands
      Bollinger Bands are powerful signals. Here are two great strategies, for Bollinger Band Squeezes and Bollinger Band Trends.
    • Chaikin Volatility
      Developed by Marc Chaikin. Look for sharp increases in volatility prior to market tops and bottoms, followed by low volatility as the market loses interest.
    • True Range
      Welles Wilder's True Range adjusts the normal High - Low daily range when there is an opening gap.
    • Volatility
      Volatility is a statistical measure of risk called the coefficient of variation.
    • Volatility Ratio
      Jack Schwager, in his book Schwager on Futures, uses the Volatility Ratio to identify wide-ranging days.
    • Twiggs Volatility
      Twiggs Volatility is a proprietary volatility indicator used to flag elevated market risk.
    • Choppiness Index
      The Choppiness Index is a volatility indicator developed by Australian commodity trader Bill Dreiss to indicate whether a market is trending or ranging.
    • Bollinger Band Width
      Bollinger's Bandwidth Indicator is used to warn of changes in volatility. A squeeze, where the bands converge into a narrow neck, often precedes a sharp price rise or fall.





 
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