Unlike averages or oscillators which are calculated over a moving window, our Session Tools periodically reset at anchor points. Typical anchor points are the start of a trading day, a trading week or a trading month. By using Session Tools you may therefore statistically analyze the cumulated data of a specific trading session.
Camarilla Pivots Daily are similar to traditional pivot levels in that a main pivot is established with support and resi [...]
Camarilla Pivots Monthly are similar to traditional pivot levels in that a main pivot is established with support and re [...]
Camarilla Pivots Weekly are similar to traditional pivot levels in that a main pivot is established with support and res [...]
The Weekly Camarilla indicator is similar to traditional pivot levels. A Weekly Camarilla pivot has support and resistan [...]
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 daily VWAP is the volume-weighted average price (VWAP) of a security for the current day’s session. Our Current Day [...]
The Current Month TWAP is the time-weighted average price (TWAP) of a security for the current trading month. The TWAP i [...]
The monthly VWAP is the volume-weighted average price (VWAP) of a security for the current trading month and is frequent [...]
The Current Week TWAP is the time-weighted average price (TWAP) of a security for the current trading week. The TWAP is [...]
The weekly VWAP is the volume-weighted average price (VWAP) of a security for the current trading month and is frequentl [...]
The Hourly Pivots indicator displays pivots for any selectable period of N minutes. All pivots are calculated from the h [...]
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, su [...]
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. Our Indicator Library also featu [...]
Monthly pivots are calculated from the high, low and close of the previous month’s session. Our Indicator Library also f [...]
The N-Monthly Pivots are calculated from the high, low and close of the chosen N-Month session. Our Indicator Library al [...]
Weekly pivots are calculated from the high, low and close of the previous week’s session. Our Indicator Library also fea [...]
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 [...]
Unlike the standard Regression Channel which is based on data from a fixed lookback period, the Regression Channel Daily [...]
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 [...]