ATR calculator
Average true range from your bars, and ATR stops.
Free risk tools
Volatility regime calculator
Is the market calm or wild right now, against its own history? The ATR's percentile, its direction, and how to set stop and size for it.
Free, no sign-up On sale: Desk and Desk + Signals. See the plans
- Free
- No sign-up
- Nothing you type is stored
The bars
The regime
Volatility is high: the 14-bar ATR, 26.90, ranks above 80% of its readings in these bars, and steady (-2% over 10 bars).
- What it means for the trade
- Stops need more room than usual: at 2 ATR a stop is 53.81, against 49.61 at the typical ATR. To risk the same money, trade about 0.92× your usual size. Wide swings also mean targets come faster, and slippage is worse.
- The range
- In these bars the ATR ran from 21.04 to 28.25; the typical (median) reading is 24.80. The last reading is 1.08× the typical one.
- Read it with care
- Volatility clusters: calm follows calm and wild follows wild, until it doesn't. The percentile only compares with the bars you pasted; more bars give a truer picture of normal.
The close, the 14-bar ATR and the ATR as a share of the close on the last bars. The last bar is marked.
| Bar | Close price | ATR | ATR % |
|---|---|---|---|
| 7 ago | 2,391.50 | 27.45 | 1.15% |
| 6 ago | 2,380.50 | 27.87 | 1.17% |
| 5 ago | 2,399.10 | 27.96 | 1.17% |
| 4 ago | 2,412.50 | 27.33 | 1.13% |
| 3 ago | 2,430.80 | 28.25 | 1.16% |
| 2 ago | 2,427.40 | 28.09 | 1.16% |
| 1 ago | 2,432.40 | 27.04 | 1.11% |
| Last | 2,443.60 | 26.90 | 1.10% |
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
The same stop is not the same risk every week
A 20-dollar stop is wide in a quiet week and tight in a wild one. Professional desks size every trade to the current volatility, so a stop-out costs about the same whatever the market is doing. This page ranks the latest average true range against all the readings in your bars, and turns the answer into a stop and a size.
See the ATR itself with the ATR calculator, the bands it makes with the Keltner channel, aim for a set volatility with the volatility target calculator, and size the trade with the position size calculator.
Not advice. Arithmetic on the bars you type; volatility describes the past bars, not the next one.
Next tools
Volatility target calculator
Size a position by the swing you want on the account.
Position size calculator
The lot size at which a stop-out costs the amount you chose.
Pricing
Three ways in. Pick yours.
See all plans · Try one agent free
Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.