Price Trend - Put+Call Volume


Price Trend - Put+Call Volume

Variable List Abbreviation: PriceTrend-Pt+ClVol


Variable Mode(s): Futures2

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


Parameter(s): PriceTrend-Pt+ClVol time periods



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



Sum over n (time periods) time periods of

put & call volume sum * (close - previous close)