Price Trend - Call Open Interest

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Price Trend - Call Open Interest

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

 

Description:

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.

 

Calculation:

                            Sum over n (time periods) time periods of

                                            call open interest * (close - previous close)