"AverageTrueRange" (Financial Indicator)

Commonly abbreviated as ATR.

Is a volatility indicator.

Is computed using the high, low, and close prices.

Returns one time series consisting of a 14-period exponential moving average of the true range.

FinancialIndicator["AverageTrueRange",n] uses period n.

Examples

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See Also

"TrueRange"  ▪  "ExponentialMovingAverage"  ▪  "DirectionalMovement"