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Technicals

The Technicals category includes volatility-based and price-position metrics that highlight current price behavior relative to historical movement and real-time market structure.

These indicators help identify liquid tickers, gauge risk, spot breakouts or consolidations, and assess overbought/oversold conditions.

Bid-Ask Spread (%)

Measures the percentage difference between the current bid and ask prices.

Narrow spreads imply better liquidity and tighter execution.

Real-Time
Low Bid-Ask SpreadLiquid Pre-MarketLiquid Post-Market

Market Beta 5 Years

Calculates the symbol's sensitivity to the S&P 500 over five years.

  • Positive values indicate correlation with S&P 500.
  • Negative values imply inverse behavior to S&P 500.
  • The absolute value reflects volatility versus the index.

Helpful for evaluating systematic risk exposure in portfolio construction or screening.

Compact Name: Market Beta 5Y

Daily
Market Beta < -1.5Market Beta > 1.5

Volatility (Week)

Measures the average daily price range over the past 5 trading days, calculated using (High − Low) / Low for each day.

Highlights recent short-term price variability, aiding in identifying whether a stock is entering a more active or quieter phase of trading.

Regular Close

Volatility (Month)

Measures the average daily price range over the past 21 trading days, calculated using (High − Low) / Low for each day.

Useful for assessing medium-term price stability, helping compare trend persistence versus erratic price behavior across different stocks.

Regular Close
Acceptable Volatility

Relative Volatility

Compares the latest daily volatility to the average volatility over chosen timeframe. Values below 15 indicate price compression or tight range setups.

Helpful in identifying low-volatility environments that may precede expansions.

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Available for 5 and 15 days

Compact Name: RV 5D, RV 15D

Regular Close Custom Metric
Low Relative Volatility 5 DaysLow Relative Volatility 15 Days

Average Daily Range

The average difference between daily high and low prices over a selected period.

Used to evaluate range expansion or contraction over time.

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Available for last trading day, 14 days, 1 week and 1 month.

Compact Name: Avg DR, Avg DR 14D, Avg DR 1W, Avg DR 1M

Regular Close

Average True Range (%)

The exponential average of the true range (High - Low), expressed as a percentage of close. Captures directional and gap-based volatility.

Supports volatility filters and breakout risk evaluation.

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Available for 14 days, 1 week, and 1 month.

Compact Name: ATRP 14D, ATRP 1W, ATRP 1M

Regular Close

Average True Range 14 Days ($)

The 14-day exponential average of the true range (High - Low) in dollar terms.

Indicates typical daily dollar movement for position sizing or risk control.

Compact Name: ATR 14D ($)

Regular Close

Daily Closing Range (%)

Measures where the closing price sits within the daily range of the regular session (High - Low).

  • A value near 100% means a close near the high.
  • A value near 0% indicates a close near the low.

Helps gauge late-session momentum and conviction behind price moves. High closing range may suggest strong buyer control into the close, while a low value may indicate selling pressure or profit-taking. Useful for evaluating follow-through potential or fade risk heading into the next session.

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Also available 1 day ago

Compact Name: DCR, DCR -1D (%)

Real-Time

Weekly Closing Range (%)

Measures where the closing price sits within the weekly range of the regular sessions (High - Low).

  • A value near 100% means a close near the high.
  • A value near 0% indicates a close near the low.

Useful for momentum or consolidation screening.

Compact Name: WCR (%)

Real-Time

Monthly Closing Range (%)

Measures where the closing price sits within the monthly range of the regular sessions (High - Low).

  • A value near 100% means a close near the high.
  • A value near 0% indicates a close near the low.

Indicates sustained strength or exhaustion into month-end.

Compact Name: MCR (%)

Real-Time

Quarterly Closing Range (%)

Measures where the closing price sits within the quarter range of the regular sessions (High - Low).

  • A value near 100% means a close near the high.
  • A value near 0% indicates a close near the low.

Supports longer-term performance tracking.

Compact Name: QCR (%)

Real-Time

VWAP (%)

Percentage difference between last price and the day’s Volume Weighted Average Price.

Used to determine whether price is trading above or below average participation levels intraday.

Real-Time

Weekly VWAP (%)

Percentage difference between last price and weekly Volume Weighted Average Price.

Provides a short-term sentiment anchor relative to average traded value.

Real-Time

Monthly VWAP (%)

Percentage difference between last price and monthly Volume Weighted Average Price.

Helps track strength or weakness against a monthly value baseline.

Real-Time

RSI 14 Days

The 14-day Relative Strength Index (RSI) is a momentum oscillator that measures the magnitude of recent gains versus losses over a 14-day period, using regular session closing prices. The RSI ranges from 0 to 100 and helps identify overbought and oversold conditions:

  • RSI > 70 typically signals overbought conditions and may indicate stretched price action or exhaustion risk.
  • RSI < 30 suggests oversold conditions and may indicate potential reversal zones or bounce setups.

Since RSI captures the speed and size of price changes, it is widely used to assess trend strength, detect divergences, and evaluate short-term momentum shifts. It can also help time entries and exits in both trending and range-bound environments.

Compact Name: RSI 14D

Regular Close