Price Action types

Price Action types

MOVING AVERAGE

- price moves above or below the 20, 50 or 200 day moving average

STANDARD DEVIATION

- price moves one standard deviation above or below the 5-day moving average

SETTLEMENT PRICE

- price moves 1-5% above or below the previous day's settlement price

EXTREME PRICE MOVES

- substantial price move above or below the previous day’s settlement (Equites, Ags, Metals, Energy: at least 5%; Interest Rates, FX: at least 2%)