Variable List Abbreviation: PriceTrend-CallOpnInt
Variable Mode(s): Futures2
[ Note: appears in indicator list only after call open interest selected ]
Parameter(s): PriceTrend-CallOpnInt time periods
Sum of price changes weighted by call open interest. The weighting causes price changes during times of high call open interest to have more significance then price changes during times of low call open interest.
Sum over n (time periods) time periods of
call open interest * (close - previous close)