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Average True Range

The Average True Range (ATR) is a technical indicator that measures market volatility. It was created by Welles Wilder and has been widely used in various trading systems and indicators.

The ATR can reach high values during market bottoms caused by panic selling. Conversely, low values are typical during periods of sideways movement or consolidation at market tops.

The ATR can be interpreted similarly to other volatility indicators. A higher ATR value indicates a higher probability of a trend change, while a lower value suggests a weaker trend movement.