ATR SQZCompression trait

ATR squeeze (low volatility)

What average true range measures, and why a stock trading in the tightest ranges of its own history tends to break out.

What it is

Average true range, or ATR, is the typical distance a stock travels in a day, high to low. It also accounts for gaps between one day and the next. Divide ATR by the price and you get a percentage you can compare across stocks. When a stock's ATR percent falls into the bottom quarter of its own 100-day range, it is moving less than it has in months. Volatility runs in cycles. Quiet periods end, and they usually end with a move.

How Breakaway uses it

ATR SQZ fires when ATR percent is in the bottom quarter of the stock's own 100-day range. It is a compression trait, which means it tracks a range going tight. ATR also sets the targets in the trade plan, at two and three times the daily range above the entry. The daily range in percent is printed on every card, so you can judge how many shares to buy.

How to read it

Compression tells you a move is coming. It does not tell you which way. Read the direction from the trend traits. An ATR squeeze inside a full moving-average stack near the 52-week high resolves upward far more often than not. The same squeeze below a falling 200-day usually breaks down instead.

Related

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