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U.S. Indexes and Exchanges Quotes
ATR (Average True Range) Quotes
 Average True Range (ATR) indicator was developed by J. Welles Wilder and is
used in technical analysis to measure volatility. In the table below you may see
the ATR values for US indexes and exchanges. As a measurement of volatility
Average True Range indicator allows to separate highly volatile market sectors
(when applied to indexes) and highly volatile stocks from less volatile market
sector and stocks. Highly volatile markets are riskier, yet, they offer
potentially higher profit. On the other hand less volatile markets are safer and
are recommended to more conservative investors.
| Delayed Quotes - U.S. Market close in 56 minutes. |
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| | 5/22/2012 14:44 | 2,230.93 | 10.09 (0.45%) | 21.41 | 28.68 | 1.26 | Chart | | 5/22/2012 14:44 | 2,850.89 | 3.68 (0.13%) | 23.72 | 45.13 | 1.57 | Chart | | 5/22/2012 14:44 | 7,572.09 | 29.24 (0.39%) | 77.24 | 105.75 | 1.38 | Chart | | | 5/22/2012 14:44 | 4,304.17 | 22.01 (0.51%) | 34.23 | 51.33 | 1.19 | Chart | | 5/22/2012 14:44 | 12,545.84 | 41.06 (0.33%) | 92.75 | 142.68 | 1.13 | Chart | | 5/22/2012 14:44 | 5,040.14 | 37.31 (0.75%) | 66.66 | 93.42 | 1.85 | Chart | | 5/22/2012 14:44 | 468.78 | 3.19 (0.69%) | 3.63 | 4.25 | 0.91 | Chart | | | 5/22/2012 14:44 | 654.33 | 0.09 (0.01%) | 12.60 | 13.19 | 2.00 | Chart | | 5/22/2012 14:44 | 140.50 | 1.95 (1.41%) | 3.20 | 2.84 | 1.99 | Chart | | 5/22/2012 14:44 | 602.40 | 2.56 (0.43%) | 5.41 | 7.52 | 1.24 | Chart | | 5/22/2012 14:44 | 1,321.82 | 5.82 (0.44%) | 12.49 | 17.44 | 1.31 | Chart | | 5/22/2012 14:44 | 431.69 | 3.65 (0.85%) | 4.97 | 7.03 | 1.62 | Chart | | 5/22/2012 14:44 | 336.36 | 0.97 (0.29%) | 1.89 | 2.71 | 0.80 | Chart | | 5/22/2012 14:44 | 365.15 | 0.39 (0.11%) | 2.50 | 3.80 | 1.03 | Chart | | 5/22/2012 14:44 | 350.42 | 2.42 (0.70%) | 3.45 | 5.66 | 1.62 | Chart | | 5/22/2012 14:44 | 353.76 | 0.73 (0.21%) | 5.09 | 7.36 | 2.06 | Chart | | 5/22/2012 14:44 | 931.02 | 5.40 (0.58%) | 9.45 | 15.89 | 1.69 | Chart | | 5/22/2012 14:44 | 429.95 | 0.83 (0.19%) | 4.59 | 6.51 | 1.49 | Chart | | 5/22/2012 14:44 | 281.65 | 0.23 (0.08%) | 1.93 | 4.18 | 1.48 | Chart | | 5/22/2012 14:44 | 359.72 | 2.72 (0.76%) | 2.95 | 3.28 | 0.91 | Chart | | | 5/22/2012 14:44 | 2,548.99 | 3.56 (0.14%) | 20.47 | 41.40 | 1.61 | Chart | | 5/22/2012 14:44 | 1,744.22 | 7.38 (0.42%) | 17.24 | 23.61 | 1.34 | Chart | | 5/22/2012 14:44 | 1,290.99 | 6.44 (0.50%) | 16.55 | 22.45 | 1.74 | Chart | | 5/22/2012 14:44 | 121.82 | 0.21 (0.17%) | 0.88 | 1.58 | 1.28 | Chart | | 5/22/2012 14:44 | 1,542.27 | 1.99 (0.13%) | 13.96 | 28.60 | 1.84 | Chart | | 5/22/2012 14:44 | 2,061.70 | 9.16 (0.45%) | 24.92 | 30.03 | 1.44 | Chart | | 5/22/2012 14:44 | 312.90 | 0.97 (0.31%) | 3.10 | 4.62 | 1.47 | Chart | | 5/22/2012 14:44 | 2,344.70 | 8.19 (0.35%) | 22.90 | 38.93 | 1.65 | Chart | | 5/22/2012 14:44 | 4,353.27 | 13.56 (0.31%) | 26.44 | 38.58 | 0.88 | Chart | | 5/22/2012 14:44 | 222.97 | 0.97 (0.43%) | 3.13 | 4.85 | 2.15 | Chart | | 5/22/2012 14:44 | 3,677.69 | 3.90 (0.11%) | 50.38 | 54.57 | 1.47 | Chart | | 5/22/2012 14:44 | 184.36 | 1.56 (0.85%) | 2.27 | 3.41 | 1.84 | Chart | | 5/22/2012 14:44 | 183.73 | 1.23 (0.67%) | 1.89 | 3.66 | 1.97 | Chart | | 5/22/2012 14:44 | 2,191.53 | 0.02 (0.00%) | 23.18 | 36.58 | 1.65 | Chart | | 5/22/2012 14:44 | 1,341.29 | 2.58 (0.19%) | 13.76 | 26.75 | 1.96 | Chart | | | 5/22/2012 14:44 | 730.47 | 3.29 (0.45%) | 6.94 | 9.93 | 1.35 | Chart | | 5/22/2012 14:44 | 764.01 | 0.62 (0.08%) | 8.32 | 12.15 | 1.57 | Chart | | 5/22/2012 14:44 | 781.06 | 3.20 (0.41%) | 7.23 | 10.66 | 1.36 | Chart | | | 5/22/2012 14:44 | 337.72 | 0.76 (0.22%) | 4.21 | 7.17 | 2.08 | Chart | | 5/22/2012 14:44 | 371.11 | 0.99 (0.27%) | 2.91 | 5.18 | 1.38 | Chart | | 5/22/2012 14:44 | 150.88 | 1.50 (0.98%) | 4.94 | 5.55 | 3.73 | Chart | | 5/22/2012 14:44 | 123.89 | 2.50 (2.06%) | 3.30 | 4.17 | 3.34 | Chart | | 5/22/2012 14:44 | 207.52 | 0.62 (0.30%) | 5.49 | 5.81 | 2.78 | Chart | | 5/22/2012 14:44 | 201.02 | 0.45 (0.22%) | 1.10 | 1.87 | 0.93 | Chart | | 5/22/2012 14:44 | 372.00 | 1.87 (0.50%) | 4.51 | 8.22 | 2.15 | Chart | | 5/22/2012 14:44 | 475.63 | 3.55 (0.75%) | 3.95 | 4.23 | 0.89 | Chart | | | 5/22/2012 14:44 | 405.07 | 4.75 (1.16%) | 13.72 | 15.58 | 3.92 | Chart | | 5/22/2012 14:44 | 1,123.00 | 0.87 (0.08%) | 18.14 | 21.63 | 1.91 | Chart | | 5/22/2012 14:44 | 81.48 | 0.56 (0.69%) | 0.61 | 0.48 | 0.60 | Chart |
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About Average True Range.
Average True Range is one of the most used indicators in technical analysis
and is used to measure volatility of the market sectors, stocks and other
tradable securities. The other indicators that are used to measure volatility
are Standard Deviation (Historical Volatility),
Bollinger Bands,
Bollinger
Bandwidth, and etc.
The Average True Range is based on the period's (price bar) True Range which is
the biggest absolute value from [high - low], [high - previous close] and [low -
previous close] for selected period (price bar).Respectfully, Average True Range
is a moving average applied to True Range over selected number of periods.
Average True Range in percents is calculated as ratio between ATR and average
closing price for the same number of periods.
As was mentioned above, Average True Range is used in technical analysis to
recognize and separate highly volatile indexes and stocks (riskier) from less
volatile securities (more conservative). The other use of ATR is tracking
changes in volatility of a security, as an increase in volatility would indicate
uncertainly among traders and the possibility of Bearish trading, while decline
in volatility would indicate stability and the possibility of Bullish trading.
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