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.