trading statistics

Standard Deviation

Overview Standard Deviation is a statistical measure of volatility. Standard Deviation is typically used as a component of other indicators, rather than as a stand-alone indicator. For example, Bollinger Bands are calculated by adding a security’s Standard Deviation to a moving average. Interpretation High Standard Deviation values occur when the […]

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Chaikin’s Volatility

Overview Chaikin’s Volatility indicator compares the spread between a security’s high and low prices. It quantifies volatility as a widening of the range between the high and the low price. Interpretation There are two ways to interpret this measure of volatility. One method assumes that market tops are generally accompanied […]

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Upside/Downside Ratio

Overview The Upside/Downside Ratio shows the relationship between up (advancing) and down (declining) volume. Interpretation When the Upside/Downside Ratio is greater than 1.0, it is showing that there is more volume associated with stocks that are increasing in price than with stocks that are decreasing in price. While discussing advancing/declining […]

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