Bollinger bands calculator
Bands, %B and the squeeze from closes.
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Price z-score calculator
How many standard deviations the close sits from its average: how stretched the price really is.
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The closes
The z-score
The close is +1.72 standard deviations from its 20-bar average.
- The stretch
- It is above the average by more than 1 standard deviation, but inside the usual 2. The close is 2,443.60 against an average of 2,370.18; one standard deviation is 42.62.
- How often
- In the 61 bars it covers, the close was beyond ±2 on 7 bars (11%). On a bell curve that would be about 5%; prices stretch further and more often.
- How it is read
- Mean-reversion traders look for a stretched reading to snap back toward the average; trend traders read a run of high readings as strength. It is the same number as the Bollinger %B, on a different scale.
- Read it with care
- A stretched price can stay stretched, or stretch further, in a strong trend. It gives no timing for the next bar.
The close, the 20-bar average, the standard deviation and the z-score on the last bars. The last bar is marked.
| Bar | Close price | Average | Std dev | Z-score |
|---|---|---|---|---|
| 7 ago | 2,391.50 | 2,321.05 | 38.69 | +1.82 |
| 6 ago | 2,380.50 | 2,326.38 | 39.15 | +1.38 |
| 5 ago | 2,399.10 | 2,332.63 | 40.27 | +1.65 |
| 4 ago | 2,412.50 | 2,338.60 | 42.74 | +1.73 |
| 3 ago | 2,430.80 | 2,345.62 | 45.67 | +1.86 |
| 2 ago | 2,427.40 | 2,354.03 | 44.47 | +1.65 |
| 1 ago | 2,432.40 | 2,362.22 | 43.05 | +1.63 |
| Last | 2,443.60 | 2,370.18 | 42.62 | +1.72 |
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.
Distance measured in the market's own swings
A move of 20 dollars means little on its own: it is huge in a quiet week and nothing in a wild one. The z-score divides the gap between the close and its 20-bar average by the standard deviation of those 20 closes, so the distance is measured in the market's own recent swings. Zero is the average; +2 and -2 are the edges of the usual Bollinger bands.
See the bands themselves with the Bollinger bands calculator, compare two markets with the pair trading calculator, and size the trade with the position size calculator.
Not advice. Arithmetic on the closes you type; an indicator describes the past bars, not the next one.
Next tools
Pair trading calculator
Spread z-score and hedge ratio.
Historical volatility calculator
The real swing of a price from its closes.
Pricing
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.