Last 5 Day volatility Details:
Date | Open | High | Low | Close | Prev. Close | Change | % Change | Pct Rank | Close Rank |
---|---|---|---|---|---|---|---|---|---|
19-Sep-2019 | 15.3525 | 15.965 | 14.1775 | 15.55 | 15.3525 | 0.2 | 1.29 | 0.636735 | 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 | 0.946939 | 0.542857 |
24-Sep-2019 | 16.7925 | 18.5325 | 15.8975 | 16.7325 | 16.7925 | -0.06 | -0.36 | 0.493878 | 0.526531 |
25-Sep-2019 | 16.7325 | 17.415 | 14.1025 | 16.17 | 16.7325 | -0.56 | -3.36 | 0.212245 | 0.432653 |
History of Closing Volatility:
Mean: 17.36, Median: 16.62, Standard Deviation: 3.27, Quantile 10%: 14.12, Quantile 90%: 21.27
Percentile Rank of Close Vol: 43.27%
History of % Change in Volatility:
Mean: 0.13, Median: -0.30, Standard Deviation: 5.22, Quantile 10%: -4.89, Quantile 90%: 6.71
Percentile Rank of % Change: 21.22%