Volatility Desk

About this widget

Two questions before any intraday trade: how much does this thing normally move, and how much of that is already gone. Average daily range is computed over your window and shown alongside the five, ten and twenty day versions, because the relationship between them tells you whether volatility is expanding or dying. Today is excluded from the average, so a partial day cannot drag the benchmark. Today's range is shown as a percentage of normal, with projection levels both ways: if the low holds, a full average day reaches here. Underneath is the part almost nothing ships. Average bar range by hour of day, and the share of a typical day's movement that happens in each session. Knowing that a market does sixty percent of its business in four hours changes when you look at it, not just what you trade. Pick any market from the account's own instrument list.

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