Multiple Volatilities Dashboard

This Microsoft Excel® dashboard displays current market data and five-minute, fifteen-minute, thirty-minute, and sixty-minute measurements of volatility. Volatility is defined as the upper twenty-period Bollinger Band minus the lower twenty-period Bollinger Band divided by the twenty-period moving average. Each column is heat mapped indicating, by the brightest red, which markets are the most volatile in each time frame. Also displayed are the current one-minute, five-minute, and fifteen-minute traded volume and today's and yesterday's volume levels. To the right are the current open, high, and low for each symbol. You enter the symbols in the first column of the quote display.

On the instructions tab, you enter in a value for comparing the last price to the high and low. If the last price is within that value, then the high for the symbol is highlighted red. If the last price is within that value of the low, then the low is highlighted green.

Make sure to lower your Excel RealTimeData (RTD) throttle to 0 milliseconds. Learn how to do that here.

Requires CQG Integrated Client or CQG QTrader, data enablements for all symbols displayed in this spreadsheet, and Excel 2010 or more recent.

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Disclaimer

Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.