Variable List Abbreviation: DecResist-CallOpnInt
Variable Mode(s): Futures2
[ Note: appears in indicator list only after call open interest selected ]
Parameter(s): DecResist-CallOpnInt time periods
Description:
A measure of the amount of call open interest per unit decrease in price.
Calculation:
For n (time periods) time periods
Average call open interest on close down time periods
Average price change magnitude on close down time periods
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