"AverageDirectionalMovementIndex" (Financial Indicator)

Commonly abbreviated as ADX.

Is a trend indicator.

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

Returns one time series, which is a 14-period Wilder's moving average of Directional Movement Index.

FinancialIndicator["AverageDirectionalMovementIndex",n] uses a period n moving average. The first value in the time series occurs after periods.