Average True Range (ATR)

Calculates market volatility using True Range values over a specified period.

Function Syntax

=ATR(data, period)  

• data (array):
  Range of columns containing the date, Open, high, Low, close, volume data.
• period (number):
  Number of (periods) days over which to calculate the ATR.

Returns:
A two-column array of dates and their corresponding ATR values.

Output Example

Below is an example of the resulting array when applying the custom =ATR() function.