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