Concept family
Volatility
ATR, bands and squeezes, volatility estimators, and regime compression.
Volatility indicators measure how much price moves while setting direction aside. That one number carries a lot of weight: it sizes stops and positions, normalizes signals across markets and timeframes, draws adaptive bands around price, and flags when a quiet market may be winding up for a move.
The family divides along practical lines. ATR and its offshoots turn range into a workable unit of risk. Band and channel systems put volatility on the chart itself. Statistical estimators compute it more rigorously from open, high, low, and close data. Regime tools classify whether conditions are compressing or expanding, resting on the well-documented tendency of volatility to run in alternating quiet and active phases, though compression says nothing about which way the eventual break will go.
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Bollinger Bands
John Bollinger's moving-average envelopes set at a standard-deviation offset, with the companion measures %B and BandWidth turning band position and band width into signals of their own.
2 indicators
ATR
J. Welles Wilder introduced Average True Range in 1978, and it remains the usual basis for stops, targets, and position sizing scaled to typical bar movement.
3 indicators
Realized Volatility
The volatility an asset actually showed over a given window, the reference quantity the other estimators in this family aim to measure more efficiently.
0 indicators
ATR family
Average True Range and its direct extensions, from ATR bands to ATR-based stop distances, all resting on a range calculation that counts gaps as part of a bar's travel.
Band & channel systems
Bands and channels drawn around price, from standard-deviation Bollinger Bands to ATR-based Keltner Channels and high-low Donchian Channels, that make expansion, contraction, and squeeze setups visible at a glance.
Volatility estimators
Statistical measures of how much price actually varied, from simple close-to-close returns to formulas like Parkinson, Garman-Klass, and Yang-Zhang that draw extra information from the high-low range or the full open-high-low-close bar.
Regime & compression
Classification tools such as the Choppiness Index and narrow-range patterns that judge whether a market is coiling or already moving, since traders treat tight compression as the setup for eventual expansion.