Average True Range

 

Average True Range, also called Wilder's Volatility Index, defines the true range as the greatest of the difference between:

þ this period's high and low

þ the previous period's close and this period's high

þ the previous period's close and this period's low

The discussions on Volatility (Chaikin's), Option Volatility, and Standard Deviation explain the interpretation of other volatility indicators

El Average True Range, tambien llamado Wilder´s Volatility Index, define el rango verdadero como la mayor diferencia entre:

La descripción del Volatility, el Option Volatility y el Standard Deviation, explica la interpretacion de los otros indicadores de volatilidad.