Price Trend - Call Volume


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



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.



                            Sum over n (time periods) time periods of

                                            call volume * (close - previous close)