Variable List Abbreviation: CallOpnIntWgtMvAvg
Variable Mode(s): Futures2
[ Note: appears in indicator list only after call open interest selected ]
Parameter(s): CallOpnIntWgtMvAvg time periods
A weighted moving average of price over the last n (time periods) time periods in which the price of time periods with high call open interest contributes more than the price of time periods with low call open interest.
sum over n time periods of ( call open interest * close )
sum over n time periods of ( call open interest )