Without a doubt, the stock market of the year over the past 12 months has been China’s Shanghai Composite (SSEC). From June 30, 2014 to…
Tagged Average true range
Despite Range Bound Market, Stock Volatility Expanding
In a post last week, we discussed the recent uptick in stock market volatility as measured by the number of 1% up and down days…
ChOTD-6/18/14 S&P 500 Average True Range: Volatility Measure Lowest Since February 2007
Touching on the pervasive “low-volatility” theme, today’s ChOTD looks at the Average True Range of the S&P 500 since 2007. Average True Range is a…