Average True Range (ATR)
Tracks typical price movement size to gauge market volatility
Price characteristics
Indicators that measure volatility, momentum, and other intrinsic price properties.
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Balance of Power (BOP)
Measures buying and selling pressure from the open-to-close price change
Bull & Bear Power
Depicts buying/selling pressure
(aka Elder-ray Index)
Choppiness Index (CHOP)
Compares cumulative price movement to overall range to gauge trendiness
Dominant Cycle Periods
Uses Hilbert Transform methods to estimate the dominant cycle period
Historical Volatility (HV)
Standard deviation of returns, including Z-score
Hurst Exponent
Long-memory persistence measure
(aka Rescaled Range Analysis)
Price Momentum Oscillator (PMO)
Double-smoothed momentum indicator based on Rate of Change (ROC)
Price Relative Strength (PRS)
Ratio of price histories to a [market or sector] benchmark price
Rate of Change (ROC) and Momentum
Relative percent (ROC) and absolute (MO) price change, aka Momentum Oscillator (MO)
Rate of Change with Bands
Volatility banded Rate of Change (ROC) with EMA signal line
True Range (TR)
Single-period true range price values
True Strength Index (TSI)
Double-smoothed momentum direction and overbought / oversold conditions
Ulcer Index (UI)
Often called the "heart attack" score, UI measures downside price volatility