Understand before you act
ATR Volatility, explained
ATR measures the size of daily price ranges, including gaps from the previous close. It measures movement, not its direction.
How Index Screener uses it
Average True Range (14)
True range is the greatest of high minus low, |high minus previous close| and |low minus previous close|. Seed ATR with 14 true ranges, then use Wilder smoothing: (previous ATR × 13 + current true range) / 14.
What it helps you assess
Put a price move and a proposed stop distance in the context of recent daily volatility.
What it cannot tell you
The site needs 15 consecutive imported sessions with actual highs, lows and closes. Missing or conflicting ranges reset the calculation. ATR percentage is ATR divided by the latest close × 100.
Before an entry or exit
These are learning examples to build your own checklist. They are not tested trading rules or personalized recommendations.
Look for confirmation
Compare the distance to a proposed stop with normal movement, then check whether the planned loss is affordable. Index ATR is in index points; a fund or ETF needs its own prices and trading costs.
Follow your risk plan
An ATR multiple can be a research input for a trailing-stop plan. Choose and test the approach beforehand; no ATR multiple guarantees protection or a profitable exit.
Keep learning
Further reading
References explain the indicators. Site rules and the example checklists above are described by Index Screener.