ATR

    Average True Range

    Technical Analysis

    A volatility indicator that measures the average range of price movement over a period, considering gaps.

    Formula

    ATR = Average of max[(High-Low), |High-Prev Close|, |Low-Prev Close|]

    Why it matters

    High ATR indicates high volatility. Used for position sizing and stop-loss placement. Doesn't indicate direction.

    Indian example

    Related terms