Price Trend - Call Volume

Price Trend - Call Volume

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Price Trend - Call Volume

Variable List Abbreviation: PriceTrend-CallVol

 

Variable Mode(s): Futures2

[ Note: appears in indicator list only after call volume selected ]

 

Parameter(s): PriceTrend-CallVol time periods

 

Description:

Sum of price changes weighted by call volume.  The weighting causes price changes during times of high call volume to have more significance then price changes during times of low call volume.

 

Calculation:

                            Sum over n (time periods) time periods of

                                            call volume * (close - previous close)