"ChaikinVolatility" (Financial Indicator)

Is a market strength indicator.

Was developed by Marc Chaikin.

Is computed using the high and low prices.

Returns one time series, the relative change of a 10-period exponential moving average of the price range from 10 periods ago.

FinancialIndicator["ChaikinVolatility",n1,n2] uses period n1 moving averages and compares with the value n2 periods before. The first value occurs after n2 periods.

Examples