Last 5 Day volatility Details:
Date | Open | High | Low | Close | Prev. Close | Change | % Change | Pct Rank | Close Rank |
---|---|---|---|---|---|---|---|---|---|
17-Sep-2019 | 14.9525 | 16.3075 | 13.2775 | 16.0175 | 14.9525 | 1.07 | 7.12 | 0.912245 | 0.391837 |
18-Sep-2019 | 16.0175 | 16.1875 | 13.905 | 15.3525 | 16.0175 | -0.67 | -4.15 | 0.126531 | 0.246939 |
19-Sep-2019 | 15.3525 | 15.965 | 14.1775 | 15.55 | 15.3525 | 0.2 | 1.29 | 0.632653 | 0.279592 |
20-Sep-2019 | 15.55 | 17.045 | 13.8275 | 15.4 | 15.55 | -0.15 | -0.96 | 0.404082 | 0.261224 |
23-Sep-2019 | 15.4 | 17.64 | 14.21 | 16.7925 | 15.4 | 1.39 | 9.04 | 0.942857 | 0.538776 |
History of Closing Volatility:
Mean: 17.36, Median: 16.63, Standard Deviation: 3.27, Quantile 10%: 14.12, Quantile 90%: 21.27
Percentile Rank of Close Vol: 53.88%
History of % Change in Volatility:
Mean: 0.18, Median: -0.30, Standard Deviation: 5.28, Quantile 10%: -4.89, Quantile 90%: 6.85
Percentile Rank of % Change: 94.29%