1-day Volatility

• 1-day
• 5-day
• 10-day
• 20-day
• 50-day
• 100-day

• ETFs
• Stocks

Scatter plot for 1-day performance as of 2025-Feb-20 close. Showing elevated Swing Volatility above threshold (> 1.64%). Threshold is 2.0x of S&P500 volatility

---

Sector:  

All Communication Services Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Real Estate Utilities  View

Use widget to select sector

Swing Volatility Elevated Other

Axes Scale Log Linear

Calculation Interpretation

Calculation Methodology: Swing volume for current chart is calculated using Highs & Lows for trailing 1-day period from 2025-Feb-20

Swing Volatility is calculated for each security by looking at % of (High - Low) / Low for given time period

Elevated Volatility is segmented into elevated (i.e. higher relative to S&P 500 index by a multiplier) for presentation purposes

Other segment shows the remaining Stocks/ETFs not included in the Elevated segment

How to use this:

Swing Volatility separates Stocks/ETFs trading in wider ranges from their peers

Investors often use this to spot mean reversion trends and swing trade ideas

---

Interpretation above is not comprehensive but rather just a starting point of understanding. Experienced market professionals typically use a combination of different datapoints to drive decisions