Volatility, Volume & Price Levels: True Range & ATR, Stochastic Oscillator, VWAP, On-Balance Volume, Pivot Points, Retracement Levels & ATR-Based Stops

What you'll build

What you will be able to do

Each lab ends with a concrete result that you build yourself and the checker confirms, cell by cell.

• Compute the true range of a fictional share for 16 days, average it into a 14-day ATR, smooth it forward by one day and compare it with the plain high − low range.
• Turn ATR into a percentage of price, rank six fictional instruments by volatility and flag quiet and volatile days of one share against its own median.
• Place each close inside its 14-day high–low window as %K, smooth it into the %D signal line and label the zone and the %K/%D position for a fictional share.
• Compute typical prices and a cumulative, volume-weighted average price for two fictional trading sessions, restart it each session and measure how far the close sits from it.
• Give each day's volume a sign from the price direction, add it into on-balance volume for a fictional share and check whether volume confirms or contradicts the price move.
• Compute the classic pivot, two resistance and two support levels from each day's high, low and close and count how often the next day actually reached the first resistance.
• Find the swing high and low of a fictional upswing, place retracement levels at fixed ratios below the high, project a 161.8 % extension and look up the level closest to the latest close.
• Place stops k × ATR below the entry, size each of eight fictional trades from a fixed risk amount, settle them at the stop or the planned exit and compare the result with buy-and-hold in a chart.