CHaikin's Volatility indicator measures the volatility of a security using the percent change in a moving average of the high versus low price over a given time. Chaikin's Volatility indicator is calculated by taking an exponential moving average of the difference between the high and low prices over the given period of time (MA Period). A percent change (or rate-of-change) is then taken for the moving average over the given period (ROC Period). The percent rate-of-change value is traditionally multiplied by 100 for easier graphing.
Modified on: Tue, 8 Nov, 2016 at 11:14 AM
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