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Average True Range Calculator

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Title:
Average True Range Calculator
Author:
Pagos, Inc.
Downloads:
2215
Rating:
Language:
English
View Online Version

Overview:
True Range and Average True Range are introduced by J. Welles Wilder in 1978. It is used to measure market sentiment. The true range captures the difference between closing and opening prices between two consecutive days. The initial value of true range is simply the daily high minus the daily low. The average true range (ATR) is an exponential n-day average. This excel file calculates ATR for given 125-day stock data for any desired ATR Interval.
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