Day Trading & Forex Forum

Jaydee

Hi guys

Please could someone provide me with the 20 day average true range for the Eurostoxx 50?

I need the highest/lowest ATR20 in the last 3 months and also the current ATR20.

Thanks

JD

A Dashing Blade

Date Open Hi Lo Close ATR using simple 20day average
06/11/2007 4388 4393 4388 4393 39.5
07/11/2007 4362 4380 4339 4379 41.6
08/11/2007 4329 4368 4313 4345 44.05
09/11/2007 4358 4358 4260 4281 47.75
12/11/2007 4244 4283 4244 4282 47.4
13/11/2007 4251 4334 4251 4290 49.15
14/11/2007 4334 4334 4319 4319 49.1
15/11/2007 4288 4290 4224 4283 52.15
16/11/2007 4255 4285 4240 4266 53.3
19/11/2007 4266 4266 4189 4212 55.2
20/11/2007 4246 4267 4210 4265 54.65
21/11/2007 4214 4214 4177 4183 55.25
22/11/2007 4193 4296 4183 4296 58.75
23/11/2007 4214 4257 4214 4257 61.2
26/11/2007 4281 4281 4219 4219 61.2
27/11/2007 4181 4212 4168 4211 61.6
28/11/2007 4215 4352 4215 4310 66.9
29/11/2007 4333 4343 4305 4324 68.2
30/11/2007 4347 4393 4347 4380 70.25
03/12/2007 4367 4377 4355 4359 66.65
04/12/2007 4349 4350 4318 4325 68.4
05/12/2007 4349 4399 4348 4399 69.4
06/12/2007 4423 4445 4380 4400 69.35
07/12/2007 4426 4450 4420 4433 66.95
10/12/2007 4402 4466 4402 4453 68.2
11/12/2007 4466 4469 4340 4436 70.5
12/12/2007 4384 4491 4373 4455 74.2
13/12/2007 4419 4419 4345 4354 74.95
14/12/2007 4377 4380 4336 4367 74.9
17/12/2007 4306 4317 4255 4298 76.65
18/12/2007 4275 4342 4244 4291 78.7
19/12/2007 4295 4312 4254 4277 77.2
20/12/2007 4279 4315 4275 4285 73.55
21/12/2007 4326 4372 4323 4354 73.8
27/12/2007 4420 4420 4344 4375 74.5
28/12/2007 4359 4390 4355 4367 73.7
02/01/2008 4344 4378 4275 4308 71.8
03/01/2008 4307 4308 4277 4298 71.45
04/01/2008 4301 4309 4199 4236 73.5
07/01/2008 4208 4263 4208 4249 75
08/01/2008 4257 4287 4195 4263 77.55
09/01/2008 4242 4248 4195 4221 77.25
10/01/2008 4228 4238 4187 4203 76.55
11/01/2008 4188 4205 4155 4189 76.55
14/01/2008 4166 4218 4166 4205 75.95
15/01/2008 4184 4188 4095 4104 75
16/01/2008 4066 4110 4054 4071 71.9
17/01/2008 4097 4105 3959 4016 73.7
18/01/2008 4008 4051 3930 3954 77.55
21/01/2008 3930 3930 3610 3663 89.15
22/01/2008 3565 3742 3462 3712 98.25
23/01/2008 3698 3744 3458 3529 109.65
24/01/2008 3679 3775 3658 3757 119.95
25/01/2008 3816 3835 3681 3720 123.3
28/01/2008 3611 3748 3611 3709 126.35
29/01/2008 3746 3772 3726 3758 127.75
30/01/2008 3725 3790 3709 3735 126.65
31/01/2008 3720 3784 3648 3745 131.9
01/02/2008 3765 3843 3765 3810 131.3
04/02/2008 3858 3860 3795 3808 131.8
05/02/2008 3797 3798 3633 3656 135.95
06/02/2008 3614 3705 3614 3703 137.1
07/02/2008 3663 3683 3600 3638 139.7
08/02/2008 3672 3681 3590 3644 141.75
11/02/2008 3604 3658 3587 3616 142.7
12/02/2008 3632 3744 3612 3738 143.8
13/02/2008 3703 3767 3696 3741 144.55
14/02/2008 3795 3795 3704 3731 141.8
15/02/2008 3730 3748 3640 3654 141.15
18/02/2008 3693 3744 3681 3733 128.45
19/02/2008 3724 3784 3688 3739 119.25
20/02/2008 3700 3741 3671 3693 108.45
21/02/2008 3722 3761 3677 3711 100.35
22/02/2008 3689 3717 3643 3660 96.35
25/02/2008 3740 3765 3694 3732 94.75
26/02/2008 3756 3815 3748 3786 95.75
27/02/2008 3800 3805 3733 3789 95.3
28/02/2008 3766 3780 3706 3715 92.65
29/02/2008 3697 3705 3606 3642 93.2
03/03/2008 3582 3623 3550 3599 94.55
04/03/2008 3597 3623 3520 3535 90.95
05/03/2008 3571 3618 3555 3607 90.55
06/03/2008 3614 3614 3508 3541 90.7
07/03/2008 3507 3546 3464 3493 90.25
10/03/2008 3470 3516 3445 3469 90.25
11/03/2008 3475 3600 3471 3536 90.2
12/03/2008 3583 3615 3534 3567 90.7
13/03/2008 3514 3562 3456 3531 91.7
14/03/2008 3511 3588 3423 3496 94.55
17/03/2008 3372 3418 3338 3360 97.95
18/03/2008 3398 3538 3397 3478 102.05
19/03/2008 3521 3531 3393 3451 105.45
20/03/2008 3418 3483 3386 3428 106.1
25/03/2008 3532 3571 3516 3552 109.55
26/03/2008 3551 3554 3512 3533 106.4
27/03/2008 3517 3597 3516 3573 106.3
28/03/2008 3578 3592 3525 3562 106.05
31/03/2008 3532 3574 3497 3549 105.75
01/04/2008 3545 3724 3527 3674 110.15
02/04/2008 3722 3734 3678 3715 108.55
03/04/2008 3727 3732 3668 3697 106.6
04/04/2008 3714 3733 3672 3717 105.5
07/04/2008 3727 3765 3727 3748 102.6
08/04/2008 3729 3736 3703 3724 100.75
09/04/2008 3717 3732 3669 3693 100.35
10/04/2008 3686 3694 3628 3676 97.1
11/04/2008 3709 3716 3583 3622 99.7
14/04/2008 3593 3616 3575 3589 96.5
15/04/2008 3617 3639 3576 3604 91.4
16/04/2008 3648 3701 3620 3667 88.35
17/04/2008 3693 3696 3635 3646 82.5
18/04/2008 3675 3748 3663 3737 80.7
21/04/2008 3729 3739 3678 3695 78.9
22/04/2008 3695 3704 3632 3661 75.35
23/04/2008 3661 3698 3621 3690 77.1
24/04/2008 3668 3730 3638 3695 77.65
25/04/2008 3719 3761 3710 3727 77.6
28/04/2008 3755 3774 3742 3756 76.1
29/04/2008 3759 3759 3717 3731 68.35
30/04/2008 3738 3790 3711 3761 69.3
02/05/2008 3797 3852 3795 3827 70.65
05/05/2008 3812 3834 3806 3819 69
06/05/2008 3825 3827 3769 3796 69.5
07/05/2008 3808 3837 3772 3823 70.5
08/05/2008 3781 3813 3773 3797 69.85
09/05/2008 3774 3779 3732 3758 69.8
12/05/2008 3767 3793 3753 3769 65.15
13/05/2008 3795 3796 3743 3773 65.45
14/05/2008 3788 3829 3769 3817 65.3
15/05/2008 3806 3850 3788 3812 63.55
16/05/2008 3836 3862 3814 3822 63
19/05/2008 3848 3879 3826 3865 60.75
20/05/2008 3846 3850 3792 3813 61.35
21/05/2008 3807 3826 3735 3781 62.3
22/05/2008 3756 3798 3742 3786 61.25
23/05/2008 3781 3786 3711 3723 60.4
26/05/2008 3718 3727 3703 3723 58.3
27/05/2008 3724 3738 3691 3708 58.3
28/05/2008 3714 3770 3706 3743 59.4
29/05/2008 3764 3787 3732 3756 58.2
30/05/2008 3771 3798 3764 3775 55.75
02/06/2008 3783 3787 3724 3735 57.5


data taken 15.12 on 2nd June

Jaydee

Many thanks

grantx

JD,

Now enter into Excel. And take your time.

Grant.