Chaikin volatility indicator

The Chaikin Volatility Indicator uses the percent change of two moving averages of a volume weighted accumulation-distribution line to determine the volatility of a financial data series.

Chaikin Volatility Indicator
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The Chaikin Volatility indicator is the rate of change of the trading range. The indicator defines volatility as a increasing of the difference between the high and low.

The Chaikin Volatility Indicator is constructed as the difference between a moving average of high-low price range for current period versus the high-low moving average n periods ago.

From Traderslog
The Chaikin Volatility Indicator uses the percent change of two moving averages of a volume weighted accumulation-distribution line to determine the volatility of a financial data series. (full article) ...

See also: Volatility, Range, Indicator, Trading, Low