Using price volatility to measure price moves is based on the fact that daily price returns are meaningless without context. Therefore, short-term price history is required to understand the significance of a price change
Author: DEUS Harvest
Normalized ATR Googles Sheets Formula
The Normalized ATR extends the function of the ATR by being able to get a volatility measure that is directly comparable across stocks with different prices. This is accomplished by calculating the ATR as a percentage of the stock price.
Average True Range Google Sheets Formula
The Average True Range is an indicator used to determine stock price volatility; it measures how much price moves on average over a given period. Welles Wilder introduced it in his book “New concepts in technical trading systems.
Standard Deviation of Stock Price Returns Google Sheets Formula
The Standard Deviation of Daily Price Returns is a statistical measure representing the volatility or risk in an instrument. It tells you how the daily price return can deviate from the historical mean.
Stock Price Daily Range Google Sheets Formula
The” range” forms the fabric of market structure as we know it. Being able to identify and use it within the daily-price context proves itself as a great tool.
A Note On Market Structure
First we find pivots, then we connect them to make levels. We use these levels to box in interesting structures. This is the process.
Market structure is self-apparent. It is our methods that are attempts at accurately defining what it is and how it will behave.