Volatility
Daily Range Percentile Rank Calculator
Paste a list of historical daily ranges (high minus low, one per line) and enter today's range to see where it ranks. A high percentile means today is an unusually wide range day; a low percentile means an unusually quiet one.
Use 20+ values for a meaningful percentile.
Historical values used
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Mean historical range
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Median historical range
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Today's percentile rank
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Read
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Educational tool only, not financial advice. Percentile rank describes relative historical volatility, not a signal to buy or sell.
Built by Jason Parker, founder of Trading Ranges.