Volatility & statistics

The average “true range” (which accounts for gaps between sessions) over a lookback period — a straightforward measure of how much a security typically moves, used for setting stop-losses and position sizing as much as for reading trend.

The standard deviation of past price returns, usually annualized, showing how much a security has actually moved historically.

The level of future volatility the options market is pricing in, backed out from current options prices rather than measured from past price action.

Tracks the rate of change of an EMA of the high-low trading range, flagging when the range is expanding (rising volatility) or contracting (falling volatility).

A simpler volatility reading based directly on the size of the high-low range each period.

A statistical measure of how spread out prices are from their average — the core building block behind Bollinger Bands, regression channels, and several other indicators here.

Tracks how the standard deviation of price itself changes over time — a volatility-of-volatility style reading.

Not to be confused with the Relative Vigor Index above — this applies the RSI calculation to standard deviation instead of price changes, producing an RSI-style 0–100 volatility reading.

A rank-correlation statistic applied to price and time, used to gauge how consistently a trend has been moving in one direction — a trend-strength measure borrowed from statistics.

The simple percentage change in price from the start to the end of a selected period.

Plots each session's opening and closing prices directly, so you can see at a glance whether a session closed higher or lower than it opened.

Real-time order book data showing the bid and ask prices and sizes waiting at multiple price levels — market depth rather than a chart overlay — used to gauge near-term supply and demand.