What does Average Daily Range (ADR) show?

The average of the daily high to low range over the last N days.

How is Average Daily Range (ADR) built?

For each day the high minus the low is taken, and the average of the last days is plotted. Default: Length 14.

Shows how far a market usually moves in a day. Useful to judge whether a move is large or small. It is a range, not a direction.

ボラティリティ、ADR

表示内容

直近N日間の日足の高値と安値の値幅の平均。

計算方法

各日について高値から安値を引いた値幅を求め、直近の日数の平均をプロットします。

По умолчанию: Length 14.

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