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U.S. Indexes and Exchanges Quotes
Standard Deviation (Historical Volatility) Quotes
 Standard deviation
(also known in technical analysis as "Historical Volatility") is a widely used
indicator to measure variation from the average (mean, or expected value). A low standard deviation indicates
low volatility and that the price data tend to be very close to the general
trend, whereas high standard deviation indicates high
volatility and that the price data are
spread out from the general price trend. In the table below you may see Standard
Deviation quotes with 10-period settings for US indexes and Exchanges.
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Delayed Quotes - U.S. Market close in 4 hours and 36 minutes. |
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| | 5/21/2012 11:03 | 2,224.66 | 14.25 (0.64%) | 48.24 | 2.12% | 33.67 | Chart | | 5/21/2012 11:03 | 2,813.56 | 34.77 (1.25%) | 56.14 | 1.95% | 30.99 | Chart | | 5/21/2012 11:03 | 7,501.62 | 74.31 (1.00%) | 150.64 | 1.97% | 31.27 | Chart | | | 5/21/2012 11:03 | 4,255.06 | 31.84 (0.75%) | 59.53 | 1.38% | 21.87 | Chart | | 5/21/2012 11:03 | 12,453.69 | 85.75 (0.69%) | 172.89 | 1.37% | 21.72 | Chart | | 5/21/2012 11:03 | 4,944.90 | 71.38 (1.46%) | 100.10 | 1.98% | 31.43 | Chart | | 5/21/2012 11:03 | 463.45 | 0.65 (0.14%) | 3.09 | 0.66% | 10.48 | Chart | | | 5/21/2012 11:03 | 649.80 | 11.05 (1.73%) | 14.67 | 2.23% | 35.35 | Chart | | 5/21/2012 11:03 | 138.67 | 1.47 (1.07%) | 4.31 | 3.01% | 47.74 | Chart | | 5/21/2012 11:03 | 596.49 | 4.96 (0.84%) | 9.12 | 1.51% | 23.91 | Chart | | 5/21/2012 11:03 | 1,307.96 | 12.87 (0.99%) | 22.02 | 1.66% | 26.29 | Chart | | 5/21/2012 11:03 | 423.80 | 2.58 (0.61%) | 8.50 | 1.96% | 31.08 | Chart | | 5/21/2012 11:03 | 333.37 | 0.56 (0.17%) | 2.14 | 0.63% | 10.07 | Chart | | 5/21/2012 11:03 | 363.44 | 2.18 (0.60%) | 3.25 | 0.89% | 14.05 | Chart | | 5/21/2012 11:03 | 346.30 | 6.10 (1.79%) | 5.96 | 1.70% | 27.04 | Chart | | 5/21/2012 11:03 | 351.14 | 7.04 (2.05%) | 9.65 | 2.69% | 42.74 | Chart | | 5/21/2012 11:03 | 917.10 | 11.86 (1.31%) | 21.73 | 2.31% | 36.64 | Chart | | 5/21/2012 11:03 | 427.67 | 4.55 (1.08%) | 8.05 | 1.84% | 29.28 | Chart | | 5/21/2012 11:03 | 278.46 | 3.75 (1.37%) | 4.67 | 1.65% | 26.20 | Chart | | 5/21/2012 11:03 | 355.47 | 0.84 (0.24%) | 2.31 | 0.64% | 10.21 | Chart | | | 5/21/2012 11:03 | 2,513.21 | 34.68 (1.40%) | 50.10 | 1.95% | 31.00 | Chart | | 5/21/2012 11:03 | 1,736.76 | 14.32 (0.83%) | 27.52 | 1.56% | 24.78 | Chart | | 5/21/2012 11:03 | 1,266.77 | 15.73 (1.26%) | 21.19 | 1.64% | 26.09 | Chart | | 5/21/2012 11:03 | 120.72 | 1.38 (1.16%) | 2.46 | 1.99% | 31.64 | Chart | | 5/21/2012 11:03 | 1,522.87 | 23.26 (1.55%) | 33.02 | 2.12% | 33.67 | Chart | | 5/21/2012 11:03 | 2,047.04 | 20.94 (1.03%) | 35.58 | 1.71% | 27.14 | Chart | | 5/21/2012 11:03 | 308.72 | 3.10 (1.01%) | 5.10 | 1.62% | 25.74 | Chart | | 5/21/2012 11:03 | 2,308.87 | 23.32 (1.02%) | 45.94 | 1.94% | 30.87 | Chart | | 5/21/2012 11:03 | 4,327.91 | 14.28 (0.33%) | 41.24 | 0.94% | 14.93 | Chart | | 5/21/2012 11:03 | 221.34 | 4.25 (1.96%) | 3.81 | 1.69% | 26.90 | Chart | | 5/21/2012 11:03 | 3,658.67 | 40.99 (1.13%) | 64.88 | 1.74% | 27.67 | Chart | | 5/21/2012 11:03 | 180.38 | 2.24 (1.26%) | 3.94 | 2.13% | 33.80 | Chart | | 5/21/2012 11:03 | 180.73 | 1.74 (0.97%) | 5.50 | 2.97% | 47.11 | Chart | | 5/21/2012 11:03 | 2,167.25 | 25.13 (1.17%) | 44.99 | 2.03% | 32.22 | Chart | | 5/21/2012 11:03 | 1,330.23 | 19.01 (1.45%) | 30.22 | 2.21% | 35.13 | Chart | | | 5/21/2012 11:03 | 722.40 | 7.44 (1.04%) | 12.76 | 1.74% | 27.55 | Chart | | 5/21/2012 11:03 | 756.74 | 9.47 (1.27%) | 15.71 | 2.03% | 32.27 | Chart | | 5/21/2012 11:03 | 772.52 | 8.09 (1.06%) | 13.82 | 1.76% | 27.90 | Chart | | | 5/21/2012 11:03 | 334.64 | 6.51 (1.98%) | 10.94 | 3.17% | 50.33 | Chart | | 5/21/2012 11:03 | 368.32 | 3.30 (0.90%) | 6.18 | 1.65% | 26.15 | Chart | | 5/21/2012 11:03 | 151.72 | 3.98 (2.69%) | 4.14 | 2.79% | 44.30 | Chart | | 5/21/2012 11:03 | 119.68 | 1.87 (1.59%) | 4.50 | 3.60% | 57.18 | Chart | | 5/21/2012 11:03 | 205.24 | 4.82 (2.40%) | 6.47 | 3.10% | 49.17 | Chart | | 5/21/2012 11:03 | 200.30 | 0.64 (0.32%) | 1.57 | 0.78% | 12.33 | Chart | | 5/21/2012 11:03 | 369.73 | 5.22 (1.43%) | 10.73 | 2.81% | 44.53 | Chart | | 5/21/2012 11:03 | 470.28 | 1.52 (0.32%) | 2.76 | 0.58% | 9.24 | Chart | | | 5/21/2012 11:03 | 406.85 | 10.46 (2.64%) | 12.59 | 3.18% | 50.47 | Chart | | 5/21/2012 11:03 | 1,117.75 | 14.85 (1.35%) | 23.69 | 2.09% | 33.16 | Chart | | 5/21/2012 11:03 | 81.19 | 0.09 (0.11%) | 0.53 | 0.65% | 10.39 | Chart |
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About Standard Deviation (Historical Volatility).
Standard Deviation is one of the most used indicators in technical analysis
to measure volatility of a stock index or any other tradable security. In
general words, standard deviation shows how far from the general trend analyzed
security have been fluctuating within specified period of time (number of price
bars).
Standard Deviation calculation could be divided into several steps:
- Calculate the average closing price (simple
moving average) for
specified number of price bars;
- Subtract the average closing price from the actual closing price for
each bar and square it;
- Calculate the average of squared deviations - sum the squared deviations
(results from step #2) and divide it by the number of used bars (periods);
- Standard Deviation is a square root of the average of squared deviations
(result from the step #3).
Standard deviation, as well as other volatility indicators, is used in
technical analysis to define how risky tradable commodity (stock, index, etc)
is, define stop-loss trading strategy and generate trading signals. At the same
time, Standard Deviation is used as a component in other technical studies:
Bollinger Bands,
Regression Channel, and
etc.
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