Average True Range
Volatility
A volatility measure averaging the true range (the greatest of high−low, |high−prev_close|, |low−prev_close|) over a lookback window.
Calculation
Average of true range over the lookback period; here surfaced as the ratio ATR / ATR-median to drive the volatility-phase classification.
Unit & source
price · tradingstrategies.work Volatility-Insights Stage-A
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.