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Stochastic oscillator

An indicator showing where the closing price sits inside the range between the high and the low of a chosen period.

Formula

\%K = \frac{P_{close} - L_n}{H_n - L_n}

H and L are the high and the low over n intervals; the indicator's second line is a smoothed version of the first.

How to read the number

It answers one narrow question: did the interval close nearer the top or nearer the bottom of the recent range.

When the metric lies

In a strong move the reading jams against the edge of the scale and stays there. For that whole stretch it stops distinguishing between states of the market.

Also known as: stochastics

Related terms