Market DataPrice & PerformanceOpenDrive

OpendriveAtr

  • The " OpendriveAtr " values change only during the first 30 minutes of regular trading hours (9:30 AM - 4:00 PM ET).
  • It represents the maximum distance from the Open price to either the High or Low during the specified period, relative to the previous day's Average True Range (ATR).
Max(Open - Low, High - Open)D[-1] ATR(14)×100\frac{\text{Max(Open - Low, High - Open)}}{\text{D[-1] ATR(14)}} \times 100
MetricDescription
Scan:OpendriveAtrVolatility of the Open in relation to the ATR(14) in percent
History:OpendriveAtr 5minVolatility after 5min of the Open in relation to the ATR(14) in percent
OpendriveAtr 10min"
OpendriveAtr 15min"
OpendriveAtr 30min"

Example: OpenDriveATR__pct