REKandler

Which days are used to calculate today's average true range (ATR)? For instance, if it's a 14-day average, then does today's ATR cover the 14 days ending with (and including) today, or does it mean the 14 days ending yesterday? Logic suggests to me that today's ATR figure should cover the 14 days ending yesterday, as there is no meaningful data on the difference between today's high and today's low until today is over. Or have I misunderstood? Many thanks Richard

Hi How is IG's Average True Range (ATR) figure averaged over the relevant period? For instance, is it a simple average, a running average, a weighted average ... or something else? Many thanks Richard