Measure the rate of price movement, regardless of direction. This is generally based on a change in the highest and lowest historical prices. They provide useful information about the range of buying and selling that take place in a given market and help traders determine points where the market may change direction.
- Bollinger bands (Lagging): Used to measure the "highness" or "lowness" of the price, relative to previous trades.
- Average True Range (Lagging): The indicator does not provide an indication of price trend, simply the degree of price volatility.
- Standard Deviation (Lagging): Used to measure expected risk and determine the significance of certain price movements.