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ATR for Nifty futures – 2008 to 2013 (Oct) | Portfolio Yoga

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ATR for Nifty futures – 2008 to 2013 (Oct)

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The intra-day volatility in Nifty has considerably reduced since the insane volatility we saw in 2008. But is this the calm before the storm?

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Above pic shows the ATR of 14 days on Hourly data of Nifty Futures. 

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