Session Tools

Session Tools allow for statistically analyzing the cumulated data of a selected trading session. Unlike averages or oscillators which are calculated over a moving window, the session tools periodically reset at anchor points. Typical anchor points are the start of a trading day, a trading week or a trading month.

Camarilla points are similar to traditional pivot levels in that a main pivot is established with support and resistance [...]
Camarilla points are similar to traditional pivot levels in that a main pivot is established with support and resistance [...]
Camarilla points are similar to traditional pivot levels in that a main pivot is established with support and resistance [...]
Camarilla points are similar to traditional pivot levels in that a main pivot is established with support and resistance [...]
The current day median is the median of all trade prices of a security for the current day’s trading session. The median [...]
The Current Day TWAP is the time-weighted average price (TWAP) of a security for the current day’s trading session. The [...]
The Current Day VWAP is the volume-weighted average price (VWAP) of a security for the current day’s trading session. Th [...]
The Current Month TWAP is the time-weighted average price (TWAP) of a security for the current trading month. The TWAP i [...]
The Current Month VWAP is the volume-weighted average price (VWAP) of a security for the current trading month. The VWAP [...]
The Current Week TWAP is the time-weighted average price (TWAP) of a security for the current trading week. The TWAP is [...]
The Current Week VWAP is the volume-weighted average price (VWAP) of a security for the current trading week. The VWAP g [...]
The N-Monthly TWAP is the time-weighted average price (TWAP) of a security for the last N months. The TWAP is an early a [...]
The N-Monthly VWAP is the volume-weighted average price (VWAP) of a security for the selected N-Month trading period. Th [...]
The Opening Range is the range obtained from the highest and lowest price of a security during the first minutes of dail [...]
Daily Pivots are calculated from the high, low and close of the previous day’s session. This information is available pr [...]
Monthly pivots are calculated from the high, low and close of the previous month’s session. This information is availabl [...]
The N-Monthly pivots are calculated from the high, low and close of the chosen N month session (monthly, bimonthly, quar [...]
Weekly pivots are calculated from the high, low and close of the previous weeks’s session. This information is available [...]
The Daily Range Projections indicator displays support and resistance levels based on the volatility of the prior N days [...]
The Monthly Range Projections indicator displays support and resistance levels based on the volatility of the prior N mo [...]
The Weekly Range Projections indicator displays support and resistance levels based on the volatility of the prior N wee [...]
The rolling daily pivot was suggested as a trend filter by Mark B. Fisher in his book The Logical Trader. By taking the [...]
The rolling daily pivot was suggested as a trend filter by Mark B. Fisher in his book The Logical Trader. One may also c [...]
The rolling daily pivot was suggested as a trend filter by Mark B. Fisher in his book The Logical Trader. One may also c [...]