Market Analysis
18 calculators in Market Analysis: all free, bilingual and computed locally in your browser, with results shareable via links.
Pivot Point Calculator
Compute classic pivot point and support/resistance levels from the previous high, low and close.
ATR Calculator
Compute true range (TR) from a bar's high, low and previous close, then smooth into ATR with a prior ATR and period.
Sharpe Ratio Calculator
Compute the Sharpe ratio from annual return, risk-free rate and annual volatility.
Calmar Ratio Calculator
Compute the Calmar ratio from annual return and maximum drawdown to gauge reward for drawdown risk.
Volatility Price Range Calculator
Estimate the sigma price range over a horizon from price, annual volatility, days and confidence multiple z.
Volatility Annualize Calculator
Convert a per-period standard deviation into annualized volatility given periods per year.
VWAP Calculator
Enter up to five price/volume levels to compute the volume-weighted average price (VWAP) and total volume.
Fibonacci Retracement Calculator
From a swing high and low, compute the 0.236/0.382/0.5/0.618/0.786 retracement and extension levels.
ATR Channel Calculator
From price, ATR and a multiple, generate a dynamic channel of price ± N×ATR.
Volatility Multi-Period Converter
From daily volatility σ, get weekly, monthly, quarterly and annualized σ at once.
Range Projection Calculator
From range high and low, get measured-up and measured-down breakout targets (range height projection).
Weekly Gain to Target Calculator
From current price, target price and weeks, derive the average weekly gain needed to get there.
Price Position in Range Calculator
From a range's high/low and the current price, see where price sits as a percentage.
Market Cap / Price / Supply Calculator
Given any two of market cap, price and circulating supply, solve the missing one.
Sortino Ratio Calculator
Divide annualized return above a target by downside deviation to assess downside-risk-adjusted performance.
Historical Volatility Calculator
Compute daily and annualized volatility plus daily return range from a series of recent daily closes.
Sigma Price Bands Calculator
From spot, annual volatility and days, show symmetric ±1/2/3σ price bands.
Option IV Term Structure Slope Calculator
Compare near- and far-tenor implied volatilities to get the gap and the per-30-day term slope.
Related guides
Grid Trading Guide: Range, Spacing and Capital Allocation
Which market conditions suit grid trading? How do you choose the range, grid count and capital per grid? How much do fees and funding eat? Know the parameters before running a grid into a trend.
Read guide →Volatility & ATR Guide: Base Your Stops on Volatility
What does volatility measure? How is ATR calculated? Why are fixed-percentage stops too tight in calm markets and too loose in wild ones? Convert volatility across timeframes and set stops that adapt.
Read guide →Strategy Evaluation Guide: Expectancy, Drawdown and Risk-Adjusted Returns
Why is win rate not the whole story? What do expectancy, profit factor, max drawdown, Sharpe and Calmar each measure? Turn “this strategy feels good” into comparable numbers.
Read guide →Pivot Points & Key Levels Guide: Give Your Trade a Coordinate
How are pivot points calculated? What are the classic P/R/S formulas? Why not rely on swing highs and lows alone? Combine pivots with volatility ranges for clear entry, stop and target levels.
Read guide →