Hi guys,
I am after an indicator that will show great SP volatility during the day, ie: the SP might open and close on a $1 but bounce around between 90c and a $1.10. I initially thought of rolling 5 day hourly average comparisons but counted this out as these values would mostly be too random. I have just been calculating hourly percentiles over daily averages and it occured to me that I may be re-inventing the wheel here .. does anyone know of an existing hourly volatility indicator ?
Many thanks.
YO
Just popping out for an hour and will reply to any posts when I get back.
chartists / statistitian (help?)
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Last
$56.45 |
Change
-1.690(2.91%) |
Mkt cap ! $10.94B | |||
| Open | High | Low | Value | Volume |
| $57.74 | $58.00 | $56.45 | $76.00M | 1.337M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 4 | 6623 | $56.45 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $56.67 | 50 | 1 |
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| Last trade - 16.10pm 14/06/2024 (20 minute delay) ? |
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Last
$56.77 |
Change
-1.690 ( 2.65 %) |
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| Open | High | Low | Volume | ||
| $57.69 | $57.73 | $56.56 | 343119 | ||
| Last updated 15.59pm 14/06/2024 ? | |||||
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