Volatility indicator

Donchian Channels

Upper and lower boundaries formed by the highest high and lowest low over a lookback.

Donchian Channels

Original schematic showing the guide's principal visual relationships.

Donchian ChannelsUpper and lower boundaries formed by the highest high and lowest low over a lookback.

Formula and components

Upper and lower boundaries formed by the highest high and lowest low over a lookback.

Upper = highest high(n); Lower = lowest low(n); Middle = (Upper + Lower) ÷ 2.

How it works

The indicator transforms price, range, or volume observations over a selected lookback. Shorter settings react faster but create more noise; longer settings respond more slowly and emphasize the underlying regime. Always compare the reading with price structure and timeframe.

How to read it

A new upper-channel print marks a lookback breakout; a new lower print marks a downside breakout. Channel width reflects recent range.

Confirmation checklist

Compare the current range with its own history and distinguish expansion from direction. Volatility can increase during both advances and declines.

Limitations and false signals

Every marginal new extreme triggers a breakout reading, so ranging markets can generate repeated failed signals.