U.S. Indexes and Exchanges Quotes
ATR (Average True Range) Quotes
Average True Range (ATR) indicator was developed by J. Welles Wilder and is used in technical analysis to measure volatility. In the table below you may see the ATR values for US indexes and exchanges. As a measurement of volatility Average True Range indicator allows to separate highly volatile market sectors (when applied to indexes) and highly volatile stocks from less volatile market sector and stocks. Highly volatile markets are riskier, yet, they offer potentially higher profit. On the other hand less volatile markets are safer and are recommended to more conservative investors.
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About Average True Range.
Average True Range is one of the most used indicators in technical analysis and is used to measure volatility of the market sectors, stocks and other tradable securities. The other indicators that are used to measure volatility are Standard Deviation (Historical Volatility), Bollinger Bands®, Bollinger Bandwidth, and etc.
The Average True Range is based on the period's (price bar) True Range which is the biggest absolute value from [high - low], [high - previous close] and [low - previous close] for selected period (price bar).Respectfully, Average True Range is a moving average applied to True Range over selected number of periods. Average True Range in percents is calculated as ratio between ATR and average closing price for the same number of periods.
As was mentioned above, Average True Range is used in technical analysis to recognize and separate highly volatile indexes and stocks (riskier) from less volatile securities (more conservative). The other use of ATR is tracking changes in volatility of a security, as an increase in volatility would indicate uncertainly among traders and the possibility of Bearish trading, while decline in volatility would indicate stability and the possibility of Bullish trading.
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