Calculating Range In Excel

Range is the difference between high and low in a particular time period, such as a trading day. The range formula is very simple:

Range = High – Low

In Excel, you simply take the cell containing the high and subtract the cell containing the low from it – see screenshot from ATR Calculator below.

Calculating Range in Excel - ATR Calculator

Obviously, unlike many technical indicators and other financial calculations, for calculating range you need the history of high and low, not close. Typically you need historical price data in the OHLC or HLC format.

Calculating Range in ATR Calculator

You can calculate average range in the ATR Calculator by selecting “Range” in the drop-down box in cells K4/L4/M4. You can also see the range for each bar in column G.

What Is ATR?

Average True Range (ATR) is a more advanced concept of range and more suitable in some types of markets compared to the traditional range. Here you can see a detailed explanation of true range and ATR calculation.


Related pages


formula for calculating the medianoption profit loss calculatorexcel macdtrading option greeksroot excel formulairon condor riskiron condor riskvariance and standard deviation practice problems3x volatility etfstandard deviation in investingputs and calls for dummiesoption pricing calculator black scholeshow to calculate option deltaxxv etnhow to compute the sample varianceoption greeks deltas&p 500 2x etfwilliam sharpe nobel prizesortino ratio formulaotm optionvalue stock indextrading puts and calls for dummieshistorical vixdigital option greekshow is the dow jones calculatedshort iron condorimplied volatility formula excelsharpe ratio explainedcost of preferred equity formulalifo fifo weighted averageweighted average unit cost formulaexcel calculation formulasblack sholes calculatorema or smaetf ticker listhow to calculate bep in excelblack scholes calculator with dividendsexcel standard deviation calculationshort call payoffformula to calculate dividend yielddefinition of sigma in statisticsoptions profit and loss calculatorvelocity sharesmoments skewness and kurtosisoption payoff calculatorshort vixexcel option calculatorhow to invest in vixcboe tickercalculating sample varianceexcel standard deviation calculationwhat is percent deviationspvxstr indexstandard deviation population calculatoroption payoff diagram generatorin contangoaapl stock price historyhistorical volatility calculationvolatility calculation black scholesdiscounted dividend model excelcalculate std devvix quoteshow to calculate intrinsic value of a stock using excelmsft stock historycboe quotesoption straddlesyahoo vixexcel formula to calculate rangeexponential moving average excelblack scholes model calculatorhow to calculate sample variance in statisticsdelta hedging explainedcalculate sample mean and standard deviationvix contractspy historical returnsmerton scholes