Price $, Range, Vol
Metric | Description |
Open | Open price for the target day |
High | High price for the target day |
Low | Low price for the target day |
Close | Closing price for the target day |
Range | Price difference between High and Low of the target day |
Vol | Accumulative traded Volume of the target day (including PM & AH) |
Gaps $,%
Metric | Description |
Gap | Price difference between the target days Open and the prior days Close |
Gap% | Percent distance between the target days Open and the prior days Close |
Vwap
Metric | Description |
Vwap, VW | Vwap: Volume Weighted Average Price of the target End of day |
Dollar Volume
Metric | Description |
Dollar Vol | Accumulative traded Dollar Volume (Price * Volume) of the target day (including PM & AH) |
ADTV
Metric | Description |
ADTV X | Average traded Volume over the last X Days |
Example with ADTV (7days)
Consec Green / Bars
Metric | Description |
Consec Green Bar | Count of Consecutive Daily GREEN Bars |
Consec Red Bar | Count of Consecutive Daily RED Bars |
Consec Green | Count of Consecutive Daily GREEN Bars "based on previous-Close" |
Consec Red | Count of Consecutive Daily RED Bars "based on previous-Close" |
Consec Gaps
Metric | Description |
Consec Gap Up | Count of Consecutive Gap Up's until day 1 |
Consec Gap Down | Count of Consecutive Gap down's until day 1 |
Example 1
Example 2
ATR
Metric | Description |
ATR X | Average True Range over the last X Days |
| TR = max(High - Low, abs(High - Previous Close), abs(Low - Previous Close)) |
ATR%
Metric | Description |
ATR14% [-X] | Average True Range from yesterday compared to the ATR from Xdays ago |
Pivot Point $
Metric | Description |
Pivot Pt | Yesterdays (High + Low + Close) / 3 |
Pivot Pt %
Metric | Description |
Pivot Pt % at Open | Percent distance between the Open price and the Pivot Point |
Daily EMA/SMA
Metric | Description |
Daily EMA X | Exponential Moving Average for the Period of X Days |
Daily SMA X | Simple Moving Average for the Period of X Days |
Daily EMA/SMA %
Metric | Description |
Daily EMA X | Percent distance between the current price and the last price of the EMA at D[-1] close, for the Period of X Days |
Daily SMA X | Percent distance between the current price and the last price of the SMA at D[-1] close, for the Period of X Days |
