Technical Indicator Encyclopedia

The arithmetic mean of the last N closes, giving every bar equal weight. The oldest trend filter: smooth and stable, but the slowest to react of all moving averages.

How to read it: Price above a rising SMA = uptrend; the 50/200 crosses (golden and death cross) are the classic long-term regime signals.

A moving average that weights recent closes exponentially more than old ones, so it turns noticeably faster than the SMA of the same length. The building block of MACD and many other indicators.

How to read it: Trade with the slope and use it as dynamic support/resistance; fast/slow EMA crossovers (12/26, 50/200) mark trend shifts.

A moving average with linearly increasing weights — the latest bar counts N times more than the oldest. Sits between the SMA and EMA in responsiveness.

How to read it: Read like any moving average: slope for trend direction, price crossing it for early trend-change warnings.

Alan Hull's construction: a WMA of the difference between a half-length and full-length WMA, re-smoothed over √N bars. Dramatically reduces lag while staying smooth.

How to read it: Traders act on the HMA's own slope turning — a color/direction flip is the signal, rather than a price cross.

A moving average where each close is weighted by that bar's volume, so heavily traded bars pull the line more than quiet ones.

How to read it: VWMA above the plain SMA of the same length means volume is concentrated on up bars — the move is being paid for; below it, volume favors the sellers.

Mulloy's lag-reduction formula: 2×EMA − EMA(EMA). Not simply a double-smoothed EMA — the subtraction cancels most of the lag while keeping the smoothing.

How to read it: Use like a faster EMA: slope and price crosses signal earlier, at the cost of more whipsaws in chop.

The next step of the same idea: 3×EMA − 3×EMA(EMA) + EMA(EMA(EMA)). Even less lag than DEMA — one of the fastest smooth averages available.

How to read it: Best as a fast signal line against a slower average; on its own it hugs price so tightly that crosses come constantly in ranges.

An EMA fed with de-lagged data: price plus the difference between now and (N−1)/2 bars ago. The displacement offsets the EMA's inherent delay almost entirely.

How to read it: Read like an EMA that turns on time instead of late; crossovers with a standard EMA of the same length flag momentum shifts early.

A moving average whose speed adapts to the market: an efficiency ratio (net move ÷ total movement) makes it fast in clean trends and nearly flat in noise.

How to read it: A flat KAMA is itself information — the market is chopping, stand aside; when KAMA tilts and price holds one side of it, the trend is efficient enough to trade.

A moving average with a Gaussian weight curve shifted toward recent bars — a tunable trade-off that achieves both smoothness and small lag.

How to read it: Use as a cleaner trend line: price closing across ALMA gives fewer false crosses than an EMA of the same length.

The endpoint of a linear regression line fitted to the last N closes, plotted bar by bar — a moving average that projects where the trend 'should' be rather than where it was.

How to read it: Its slope is a direct read of trend direction; price snapping back to the LSMA after a stretch is the mean-reversion entry.

Wilder's smoothing: each value carries over (N−1)/N of the previous one — mathematically an EMA with α = 1/N. The quiet workhorse inside RSI, ATR and ADX.

How to read it: Roughly twice as slow as an EMA of the same length; use it as the long-term baseline other averages are compared against.

A doubly smoothed average with triangular weights peaking in the middle of the window — the smoothest of the classic MAs, and the laggiest.

How to read it: Ignore its crosses; its value is showing the underlying trend with the noise fully ironed out.

Tim Tillson's six-stage EMA cascade blended with a 'volume factor' coefficient — exceptionally smooth with much less lag than its smoothness would suggest.

How to read it: Trade the T3's own bend: a change in its slope is the signal, and its smoothness means bends are rare and meaningful.

A self-adjusting average whose smoothing divisor speeds up when price falls away from it and slows when price runs ahead — designed to hug price without whipsawing.

How to read it: Use as an adaptive trend line: it tracks price closely in trends yet resists the fake crosses that plague fixed-length averages in chop.

A trailing band placed an ATR multiple above or below price that flips sides when price closes through it — a trend filter and stop-loss line in one.

How to read it: Long while the line is below price, flat/short when it flips above; many traders simply trail their stop along it.

Wilder's 'stop and reverse': a dot that starts wide of the trend and accelerates toward price the longer the trend lasts, guaranteeing an eventual crossover.

How to read it: Dots below price = uptrend, above = downtrend; the flip is the exit/reverse signal. Excellent trailing stop in trends, constant whipsaw in ranges.

A complete system in one overlay: Tenkan and Kijun midpoint lines, a cloud (Senkou A/B) projected 26 bars forward, and the Chikou lagging close. The cloud maps future support/resistance zones.

How to read it: Price above the cloud = bullish regime (below = bearish); the Tenkan/Kijun cross inside that regime is the classic entry, and the cloud edge is the natural stop.

Measures how many bars have passed since the highest high (Aroon Up) and lowest low (Aroon Down) of the window, scaled 0–100 — a pure recency-of-extremes trend gauge. The Aroon Oscillator is Up minus Down.

How to read it: Up above 70 with Down below 30 = established uptrend; the Up/Down crossover (oscillator zero cross) flags a trend change.

Two lines built from the range between the current bar and the prior bar's opposite extreme: VI+ captures upward range expansion, VI− downward, each normalized by true range.

How to read it: VI+ crossing above VI− signals an emerging uptrend (and vice versa); the wider the gap, the stronger the trend.

Wilder's Directional Movement system: +DI and −DI measure up- and down-directional range, and ADX — the smoothed difference between them — measures trend strength regardless of direction.

How to read it: ADX above 25 = a trend worth trading, below 20 = chop; take direction from the DI cross and strength from ADX rising.

MACD run twice through stochastic cycle math — Doug Schaff's attempt to make MACD turn at cycle speed. Oscillates 0–100 and moves in decisive sweeps.

How to read it: Buy signal when STC turns up from below 25, sell when it turns down from above 75 — earlier than the equivalent MACD cross.

A 10-period WMA of the sum of two long rates of change (14 and 11 months in the original) — designed by Edwin Coppock to identify major bear-market bottoms.

How to read it: The classic signal is rare and one-sided: the curve turning upward while below zero marks a long-term buying opportunity.

Martin Pring's summary momentum: four rates of change of increasing length, each smoothed, weighted and summed, with a signal line on top — a full momentum spectrum in one curve.

How to read it: KST crossing its signal line gives the swing signal; the zero cross confirms the larger trend direction.

Chande's Variable Index Dynamic Average — an EMA whose smoothing speed scales with the absolute Chande Momentum Oscillator: it hugs price in strong trends and goes nearly inert in chop. Computed in CoinSight as a moving-average vote and screener filter.

How to read it: Treat it like an adaptive EMA: price above a rising VIDYA confirms trend; its flattening is an early stall warning that a fixed-period EMA shows much later.

Ehlers' Fractal Adaptive Moving Average — measures the fractal dimension of recent price action and turns it into the smoothing factor: choppy (high-dimension) markets get heavy smoothing, directional ones almost none. Computed in CoinSight as a moving-average vote and screener filter.

How to read it: Useful where classic MAs whipsaw: FRAMA stays flat through noise, then snaps onto a new trend quickly once price action becomes one-directional.

Guppy Multiple Moving Averages — a ribbon of six short EMAs (traders) and six long EMAs (investors). CoinSight computes the spread between the two groups as a percentage of price and votes on its sign.

How to read it: Both groups aligned and separating = established trend; the short group compressing into the long one = fight for control and a possible reversal or breakout point.

Bill Williams' three displaced smoothed MAs — Jaw (13/8), Teeth (8/5), Lips (5/3) on median price. The lines intertwined = the alligator 'sleeps' (range); opening apart in order = it 'feeds' (trend). CoinSight votes on the stacking order of the three lines.

How to read it: Only trade trend systems when the mouth is open (Lips above Teeth above Jaw for longs); an intertwined alligator is the classic stay-out filter.

Average Directional Index — Wilder's measure of trend STRENGTH regardless of direction, derived from the +DI/−DI system. Computed in CoinSight: the reading feeds the analysis signals (strong/weak trend) alongside the DMI direction row.

How to read it: Above ~25 = a real trend worth following with trend tools; below ~20 = ranging market where oscillators work better. Rising ADX during a move confirms it; falling ADX warns the move is exhausting.

Trend Intensity Index — the share of up-deviations versus down-deviations around a 60-bar SMA over the last 30 bars, 0..100. High readings mean price persistently holds above its long mean. Computed in CoinSight as a voting row and screener filter.

How to read it: Above ~65 confirms an established uptrend, below ~35 a downtrend; the mid-zone flags transition phases where breakout setups form.

Tushar Chande's QStick — a simple SMA of (close − open). It isolates the candle-body pressure: are bars mostly closing above or below their opens? Computed in CoinSight as a voting row and screener filter.

How to read it: A positive QStick during a pullback says buyers still win the intraday battle (dip-buy context); a sign flip after a long run is an early momentum-shift alert.

A pair of ATR-based trailing stops built from recent highs/lows: a stop line for longs and one for shorts. Price above both = uptrend intact; below both = downtrend. CoinSight computes both stops and votes on which side price sits.

How to read it: Primarily a stop-placement tool: trail long exits at the long stop rather than a fixed percent, so the exit widens in volatile phases and tightens in quiet ones.

The best-fit line through the last ~100 closes with parallel bands at ±2 standard errors. CoinSight computes price's position inside the channel and votes mean-reversion at the band extremes.

How to read it: In a trending market, buy pullbacks to the lower band in an up-sloping channel; a decisive close outside the channel signals the trend is accelerating or breaking.

An SMA with bands offset a fixed percentage above and below — the simplest volatility channel, with constant width unlike Bollinger or Keltner. Computed in CoinSight as a mean-reversion voting row.

How to read it: Works best in ranging markets: fade touches of the outer bands back to the midline. In strong trends price can ride an envelope for a long time — combine with a trend filter.

A 0..100 gauge of whether the market is trending or ranging: it compares the summed true range to the total high-low span of the window. High = sideways chop, low = directional movement. Computed in CoinSight as an informational (non-voting) row.

How to read it: Above ~61.8 = choppy, avoid breakout entries; below ~38.2 = trending, avoid fading. It says nothing about direction — pair it with a directional indicator.

Wilder's ratio of average gains to average losses over N bars, scaled 0–100 — the most widely used momentum oscillator in existence.

How to read it: Above 70 = overbought, below 30 = oversold — but in strong trends RSI stays pinned, so divergence (price makes a new extreme, RSI doesn't) is the higher-quality signal.

Lane's oscillator: where the close sits inside the high–low range of the last N bars, scaled 0–100, with %D as a smoothed signal line. Closes near the top of the range = strength.

How to read it: The %K/%D cross in the 80+ zone is the sell trigger, in the sub-20 zone the buy trigger; like RSI, it stays pinned in strong trends.

The stochastic formula applied to RSI values instead of price — an oscillator of an oscillator, made for traders who found RSI too slow to reach its extremes.

How to read it: Read on a 0–1 scale: above 0.8 / below 0.2 with a %K/%D cross; extremely sensitive, so filter with the higher-timeframe trend.

How far typical price (H+L+C)/3 has strayed from its own average, scaled by mean deviation — Lambert's measure of statistical stretch, unbounded in both directions.

How to read it: Beyond +100/−100 = stretched; trend traders buy the +100 breakout, mean-reverters fade moves beyond ±200 back toward zero.

The stochastic turned upside down: where the close sits relative to the N-bar high, on a 0 to −100 scale. Identical information, inverted presentation.

How to read it: Above −20 = overbought, below −80 = oversold; Larry Williams' own use was momentum — staying above −20 confirms trend strength.

The 12-period EMA minus the 26-period EMA, with a 9-period signal EMA and a histogram of their difference — Appel's classic bridging trend and momentum in one tool.

How to read it: Signal-line crosses for entries, zero-line crosses for regime, and histogram divergence against price for early exhaustion warnings.

The percentage change between the current close and the close N bars ago — momentum in its most literal form.

How to read it: Above zero = upward momentum; the zero cross is the signal, and successively lower ROC peaks against rising prices warn of a tiring trend.

The one-bar rate of change of a triple-smoothed EMA — three rounds of smoothing filter out everything shorter than the dominant cycle, leaving a slow, clean momentum line.

How to read it: The zero cross is the trend signal; a signal-line cross gives an earlier but noisier trigger.

Bill Williams' momentum histogram: the 5-period SMA of bar midpoints minus the 34-period — market momentum measured on midpoints rather than closes.

How to read it: Zero cross for direction; the 'twin peaks' setup (two same-side histogram peaks, the second shallower) is its signature divergence trade.

Elder's product of price change and volume, EMA-smoothed — a move on heavy volume registers as far more 'force' than the same move on air.

How to read it: Sign gives direction of pressure; a new price extreme without a new Force Index extreme means the move lacks volume behind it.

Double-smoothed price change divided by double-smoothed absolute price change, scaled ±100 — momentum with the noise smoothed out twice while keeping the turn timing.

How to read it: Zero cross for trend, signal-line cross for entries, and ±25 as the overbought/oversold rails.

Williams' answer to single-period oscillator whipsaw: buying pressure measured over three timeframes at once, weighted 4:2:1, scaled 0–100.

How to read it: Its signature signal is the divergence-plus-breakout: bullish divergence below 30, then a break above the divergence high.

(Sum of gains − sum of losses) ÷ (sum of gains + sum of losses) × 100 — like RSI but unsmoothed and symmetric around zero, so it reaches extremes faster.

How to read it: ±50 are the overbought/oversold rails; crosses of the zero line track shifts in raw momentum.

Price minus a displaced moving average — deliberately removes the trend to expose the cycle component underneath.

How to read it: Not a trade signal: measure the distance between DPO peaks to estimate cycle length and time entries within the trend.

Ehlers' transformation that reshapes the distribution of normalized prices toward Gaussian — turning points become sharp, unambiguous spikes instead of rounded tops.

How to read it: Extreme readings that hook back (Fisher crossing its own 1-bar lag) are the signal; the sharper the spike, the cleaner the reversal.

Bull Power = high − EMA(13), Bear Power = low − EMA(13) — Elder's X-ray of how far each side can push price beyond consensus value.

How to read it: The classic entry: in an EMA-uptrend, buy when Bear Power is negative but rising (sellers weakening); mirror it for shorts.

(Close − open) ÷ (high − low), smoothed — what fraction of each bar's range the winning side actually kept by the close.

How to read it: Sustained positive readings = buyers systematically closing bars strong; the zero cross tracks who controls the closes.

The 3-period EMA minus the 10-period EMA of the Accumulation/Distribution line — momentum of money flow rather than of price.

How to read it: The zero cross signals money-flow momentum flipping; divergence against price warns before the price turn.

Today's close minus the close N bars ago — the rawest possible momentum measure, the un-normalized parent of ROC.

How to read it: Above zero and rising = accelerating trend; the zero cross is the signal, best confirmed by a trend filter.

MACD expressed in percent — (EMA12 − EMA26) ÷ EMA26 × 100 — which makes readings comparable across assets and across price history.

How to read it: Read exactly like MACD (signal and zero crosses), but use it when comparing momentum between coins or screening a whole universe.

Tom DeMark's exhaustion gauge: the ratio of upward high-to-high moves (DeMax) to the total of both directions, scaled 0–1 — it measures demand at the bar extremes, not the closes.

How to read it: Above 0.7 = buying exhaustion risk, below 0.3 = selling exhaustion; strongest when the extreme coincides with a support/resistance test.

A composite of three components: RSI(3) of price, RSI(2) of the up/down streak length, and the percent rank of the 1-bar return — built specifically for short-term mean reversion.

How to read it: Readings above 90 fade shorts, below 10 fade longs — designed for quick snap-back trades within an established trend, not for trend following.

(Close − open) ÷ (high − low) symmetrically smoothed, with a signal line — the conviction of the closes: bars closing near their highs in uptrends show 'vigor'. (Not to be confused with the Relative Volatility Index.)

How to read it: The RVI/signal crossover is the trigger, most reliable when it agrees with the prevailing trend; divergence against price warns of fading conviction.

MACD applied to volume instead of price: (volume EMA12 − EMA26) ÷ EMA26 × 100 — is volume expanding or contracting, in percent.

How to read it: Positive and rising PVO on a breakout = the move is fueled; a rally on falling PVO is running on fumes.

Flags when Bollinger Bands contract inside the Keltner Channel — volatility compressed to a spring — and pairs it with a linear-regression momentum histogram to call the direction of the release.

How to read it: Wait for the squeeze to 'fire' (bands re-expand outside the Keltner Channel), then trade in the direction of the momentum histogram.

A channel oscillator built from the EMA-normalized deviation of price from its own average (a smoothed CCI relative), producing two lines (WT1/WT2) that swing between overbought and oversold zones.

How to read it: WT1 crossing under WT2 above +60 = sell signal, crossing up below −60 = buy; its divergences at the extremes are its best-known trade.

The difference between 34- and 55-period EMAs of 'volume force' — volume signed by trend direction and scaled by range — with a 13-period signal line. Built to detect long-term money flow while staying sensitive to short-term shifts.

How to read it: The signal-line cross in the direction of the prevailing trend is the trigger; divergence between KVO and price flags distribution or accumulation.

The slope of a least-squares line fitted to the last N closes, typically normalized to percent per bar — trend direction and steepness reduced to a single signed number.

How to read it: Sign gives trend direction, magnitude gives strength; the zero cross is a late but robust trend-change confirmation.

Bill Williams' AC — the Awesome Oscillator minus its own 5-bar SMA, i.e. the acceleration of momentum rather than momentum itself. Computed in CoinSight as a voting row and screener filter.

How to read it: AC turns before AO and often before price: deceleration during a rally (falling AC while price rises) is the earliest warning that the driving force is fading.

Relative Momentum Index — RSI computed on 5-bar price changes instead of 1-bar changes, which smooths the noise and deepens the swings. Computed in CoinSight as a voting row and screener filter.

How to read it: Read like RSI with wider bands: above ~70 overbought, below ~30 oversold. Its slower rhythm suits swing timeframes where RSI(14) flips too often.

The SMI Ergodic oscillator — a double-smoothed True Strength Index (20/5) against its 5-period signal line. CoinSight computes the TSI-minus-signal spread and votes on its sign.

How to read it: Signal-line crosses are the trade trigger; the zero line separates bull from bear regimes. Being double-smoothed it lags more than raw TSI but whipsaws far less.

A 20-period SMA with bands two standard deviations either side — a self-adjusting volatility envelope. %B expresses where price sits inside the bands (0 = lower band, 1 = upper).

How to read it: In ranges, fade the bands (%B near 1 or 0); in trends, price 'walks the band' and touching it means strength, not reversal. A band squeeze precedes expansion — see Squeeze Momentum.

Wilder's smoothed average of the true range (which counts gaps as part of the bar) — pure volatility magnitude, with no directional information at all.

How to read it: Not a signal but a ruler: size stops at 1.5–3× ATR, size positions inversely to it, and treat an ATR spike as regime change.

An EMA with bands placed an ATR multiple above and below — an ATR-based cousin of Bollinger Bands that ignores close-to-close variance. Computed in CoinSight as a breakout voting row (price's position inside the channel) and it also powers the Squeeze Momentum indicator.

How to read it: Closes outside the channel mark genuine trend strength (used as a breakout filter); Bollinger Bands fitting inside it defines the volatility squeeze.

The highest high and lowest low of the last N bars drawn as a channel — the simplest possible breakout structure, made famous by the Turtle traders.

How to read it: The classic system: buy the break of the 20-bar high, exit on the break of the 10-bar low; the mid-line doubles as the trend baseline.

The width of the Bollinger Bands as a percentage of the middle band — the canonical volatility-squeeze detector. Computed in CoinSight as an informational (non-voting) row.

How to read it: Multi-week lows in bandwidth mark compression that precedes expansion; the breakout direction comes from other tools, bandwidth just tells you the spring is loaded.

The annualized standard deviation of daily log returns over ~30 bars — the realized-volatility number used to compare risk across assets and against options' implied volatility. Computed in CoinSight as an informational row.

How to read it: Size positions inversely to HV so each trade risks similar capital; HV percentile extremes (very quiet or very wild) both tend to mean-revert.

Peter Martin's drawdown-based risk measure: the root-mean-square depth of drawdowns within the window. Unlike standard deviation it only punishes downside. Computed in CoinSight as an informational row.

How to read it: Compare two candidates with similar returns: the one with the lower Ulcer Index delivered them with less pain. Rising UI during a rally exposes hidden distribution.

Donald Dorsey's reversal detector: the sum of the EMA-ratio of the high-low range over 25 bars. It spots range 'bulges' — volatility expanding then contracting — that precede trend reversals. Computed in CoinSight as an informational row.

How to read it: The classic trigger is the bulge above ~27 followed by a drop below ~26.5; direction comes from a trend indicator, the Mass Index only says a reversal is brewing.

The rate of change of the EMA of the high-low range — how fast the daily trading range itself is expanding or contracting. CoinSight computes it as an informational indicator row; ATR and Bollinger Bandwidth cover related ground.

How to read it: A volatility spike after a long decline often marks panic capitulation (a bottom candidate); slowly deflating volatility accompanies mature trends.

The plain statistical dispersion of closes around their mean — the raw ingredient inside Bollinger Bands, z-scores and volatility rankings. In CoinSight it is served through those derived tools rather than as a standalone row.

How to read it: Use it as a building block: price more than ~2 standard deviations from its mean is statistically stretched, which is exactly what Bollinger %B reads out.

Jack Schwager's ratio of today's true range to the average true range — flags single bars that are abnormally large for the current regime. Described for completeness; relative volume and ATR serve the same alert in CoinSight.

How to read it: A ratio above ~2 marks a wide-range bar that often starts or ends a move: at support/resistance it frequently signals a breakout or climax.

Stoller Average Range Channels — an SMA with bands offset by a multiple of ATR, a close cousin of the Keltner Channel with SMA instead of EMA. Keltner covers this construction in CoinSight.

How to read it: Traded as a mean-reversion map: price at the upper band is a high-risk long entry, at the lower band a low-risk one, always in the direction of the larger trend.

The running average price of every unit traded since the session (or anchor) start — the average entry of all participants, and the benchmark institutions measure executions against.

How to read it: Price above VWAP = buyers in control of the session; pullbacks to VWAP are the classic institutional entry, and stretched moves tend to revert toward it.

RSI computed on volume-weighted typical price instead of closes — the ratio of money flowing in on up bars versus out on down bars, scaled 0–100.

How to read it: 80/20 are the overbought/oversold rails; because volume is included, an MFI divergence carries more weight than the same divergence on RSI.

Granville's running total that adds the full bar volume on up closes and subtracts it on down closes — the crudest and most durable measure of cumulative buying pressure.

How to read it: The level is meaningless; the shape is everything. OBV making new highs with price confirms the trend, OBV lagging a price high is the warning.

A running total of aggressive buy volume minus aggressive sell volume (market orders hitting ask vs bid) — order-flow pressure made visible. Available as a chart feature in CoinSight.

How to read it: Price flat while CVD climbs = sell-side absorption (someone is passively filling the buyers); CVD divergence at highs/lows often front-runs the price turn.

A histogram of traded volume by price level rather than by time, revealing the Point of Control (heaviest-traded price) and the Value Area holding ~70% of volume. Available as a chart feature in CoinSight.

How to read it: High-volume nodes act as magnets and support/resistance; low-volume gaps get traversed fast. The POC is the market's consensus price for the period.

The sum of A/D money-flow volume over N bars divided by total volume, ranging −1 to +1 — what share of recent volume closed near bar highs versus lows.

How to read it: Persistently above zero = accumulation regime, below = distribution; the sign matters more than the exact value.

A running total of volume multiplied by each bar's percentage price change — like OBV, but a 2% up-day adds proportionally more than a 0.1% one.

How to read it: Read like OBV: PVT confirming new price extremes validates the trend; PVT refusing to follow is the divergence warning.

Richard Arms' ratio of price change to the volume required to produce it, smoothed — how easily price is traveling. Big moves on light volume score high.

How to read it: Above zero = price advancing with little resistance; a rally with falling EOM means each new high is getting more expensive to make.

A cumulative total of each bar's volume weighted by where the close sits in the bar's range (close near high = accumulation, near low = distribution) — Chaikin's foundation indicator.

How to read it: Trend confirmation and divergence: price making highs while the A/D Line flattens means the closes are being sold into.

Norman Fosback's Negative Volume Index — accumulates price changes only on days when volume FELL, tracking what patient 'smart money' does while the crowd is absent. CoinSight computes NVI against its EMA(50) and votes on the drift.

How to read it: NVI above its long average historically favors bull markets: quiet-day accumulation is one of the most durable bullish tells.

The Positive Volume Index — the mirror of NVI: accumulates price changes only on rising-volume days, tracking crowd behaviour on loud days. CoinSight computes PVI against its EMA(50) and votes on the drift.

How to read it: Read together with NVI: both trending up = healthy participation; PVI surging while NVI stalls = hype-driven moves without quiet accumulation behind them.

Volume Zone Oscillator — the EMA of signed volume (positive on up-closes, negative on down-closes) as a percentage of total volume EMA, bounded −100..100. Computed in CoinSight as a voting row and screener filter.

How to read it: Above +40 = overbought volume pressure, below −40 = oversold; the zero-line side tells you which crowd (buyers or sellers) currently owns the tape.

Colin Twiggs' refinement of Chaikin Money Flow: true-range bounds (so gaps count) and Wilder smoothing (so single spikes don't dominate). Computed in CoinSight as a voting row and screener filter.

How to read it: Persistent positive TMF during a sideways base is an accumulation fingerprint; divergence against price at new highs warns distribution has started.

Signed volume summed over the window as a share of total volume, −1..1 — the candle-level approximation of buy/sell imbalance (the same convention CVD uses without tick data). Computed in CoinSight as a voting row.

How to read it: Strongly positive net volume on a range breakout validates it; a rally whose net volume decays toward zero is running on fumes.

VWAP computed from a chosen anchor point — a swing low, a listing day, an ATH — instead of a rolling window: the average cost basis of everyone who traded since that event. CoinSight charts use a rolling VWAP; anchoring is a manual technique on top.

How to read it: Anchor at a major low: while price holds above that AVWAP, dip buyers from the event remain in profit and defend it — a natural dynamic support.

James Sibbet's composite of price and volume that models buying and selling pressure with a volatility correction — one of the earliest divergence indicators. Described for completeness; CoinSight's money-flow rows (CMF, Twiggs MF, Klinger) cover this family.

How to read it: Sibbet's key rule: a long-term divergence between the index and price at a top signals a major reversal, not just a pullback.

Support and resistance levels computed from the prior period's high, low and close: the central pivot P plus R1–R3 above and S1–S3 below (Fibonacci, Camarilla, Woodie and DeMark variants change the arithmetic, not the idea). CoinSight computes the classic pivot and votes on which side of P price trades.

How to read it: Price above P = bullish bias for the period; R1/S1 are the first reaction levels and the most-watched fade and breakout lines.

Horizontal levels at fixed ratios (0.382, 0.5, 0.618, 1.272, 1.618…) of a chosen swing — a framework for where pullbacks may end and moves may extend. A drawing tool in CoinSight, not a computed indicator.

How to read it: The 0.382–0.618 zone of the prior impulse is the classic pullback-entry area; extensions (1.272/1.618) serve as profit targets. Levels work best where they cluster with real structure.

A filter that connects only swings larger than a set threshold, erasing the noise between them — the skeleton chart pattern and wave analysis is built on. It repaints its last leg by design.

How to read it: Never a trade signal on its own (the last pivot isn't final until exceeded); use it to read structure — higher highs/lows, wave counts, pattern anchor points.

A class of geometric drawing tools — Gann fans and angles project trend speed from a pivot; the Andrews' Pitchfork channels a trend around a median line drawn from three pivots. CoinSight auto-plots the Andrews' Pitchfork from the last three swings (chart layer); Gann fans stay a manual drawing tool — their 45° depends on chart scaling.

How to read it: In pitchfork practice, the median line attracts price and the outer tines act as channel boundaries; Gann angles grade trend health by which ray price holds. CoinSight's drawing tools cover trendlines and channels for the same job.

Horizontal zones where past buying or selling repeatedly reversed price — the foundation every level-based tool refines. In CoinSight these appear through pivot points, the volume profile's high-volume nodes, Fibonacci retracements and ZigZag swing points.

How to read it: The more times and the more recently a level acted, the more traders watch it; trade the REACTION at the level (rejection or reclaim), not the level itself.

Straight lines connecting successive swing lows (support in an uptrend) or highs, extended forward; two parallel lines form a channel. Available in CoinSight as chart drawing tools with magnet snapping.

How to read it: A trendline needs at least two touches and gains authority with each additional one; the third touch is the classic entry, and a decisive break flips the line's role.

The Fibonacci family beyond retracements: extensions/projections (127.2%, 161.8%…) for targets past the old extreme, plus fans, arcs, time zones and channels. CoinSight computes retracement levels; the extended toolset is manual technique.

How to read it: Extensions answer 'where next?' after a breakout: 127.2% and 161.8% of the prior swing are the most-watched profit-target clusters.

Edson Gould's fan of three lines dividing a swing's range into thirds (1/3 and 2/3 speed lines) — an early ancestor of Fibonacci fans measuring the pace of a trend. CoinSight auto-plots the 1/3 and 2/3 speed lines from the last leg (chart layer).

How to read it: A correction that holds the 2/3 line keeps the primary trend's structure; losing it typically hands control to the opposite side.

A framework reading market swings as fractal wave sequences: five waves with the trend, three against it, nested across degrees. CoinSight detects rule-consistent 5-wave impulses on the chart (experimental); full nested counts and degrees remain discretionary.

How to read it: Most practical uses are the rules of thumb: wave 3 is never the shortest, wave 2 never retraces all of wave 1 — useful for invalidating a bullish count quickly.

Reversal patterns (Gartley, Bat, Butterfly, Crab) defined by strict Fibonacci ratios between successive legs, completing at a 'potential reversal zone'. CoinSight's pattern engine detects the Gartley, Bat, Butterfly and Crab formations automatically.

How to read it: The pattern's power is the precise invalidation: enter at the completion zone with a stop just beyond point X — the risk is small and defined, the target the retracement of the final leg.

Richard Wyckoff's accumulation/distribution schematics: institutions build positions in engineered ranges, with the Spring (false break down) and Upthrust (false break up) as the signature events. CoinSight's pattern engine detects Spring and Upthrust formations.

How to read it: The Spring is the highest-conviction long entry in the method: a stop-run below the range that reclaims it immediately, proving supply is exhausted.

Price-action vocabulary for trend state: a Break of Structure (BOS) continues the trend by taking out the previous swing; a Change of Character (CHoCH) is the first break against the trend. CoinSight computes it: a Market Structure summary row, BOS/CHoCH chart labels, and backtested structure events.

How to read it: Track the swing points: as long as an uptrend prints higher highs (BOS up) and holds higher lows, pullbacks are buyable; the first CHoCH is the earliest structural exit warning.

ICT/Smart-Money concepts: the order block is the last opposite candle before an impulsive move (a footprint of institutional entry); the fair value gap is the unfilled gap inside that impulse. CoinSight's gap detectors (rising/falling window) capture the related gap events.

How to read it: Price frequently returns to fill FVGs and retest order blocks before continuing — traders use these zones as pullback entries with stops beyond the block.

Network Value to Transactions: market cap divided by daily on-chain transfer volume — crypto's rough analogue of a P/E ratio. Requires dedicated on-chain data feeds and is not computed in CoinSight.

How to read it: A high NVT means the network's valuation is running ahead of its actual settlement activity; sustained extremes have historically marked overvaluation.

Market Value to Realized Value: market cap divided by the value of all coins at the price they last moved — how far the market trades above the average holder's cost basis. Together with exchange netflow, one of the on-chain metrics surfaced in the CoinSight screener via data providers.

How to read it: Historically, MVRV well above ~3 marked cycle-top territory and below 1 marked capitulation zones — a slow regime gauge, not a timing tool.

Spent Output Profit Ratio: the average profit or loss of coins moved on-chain that day (sale price ÷ acquisition price). CoinSight shows it for BTC from free bitcoin-data.com (on-chain card).

How to read it: SOPR resetting to 1.0 and bouncing = holders refuse to sell at a loss (bull-market support); breaking below 1.0 signals loss-taking capitulation.

Net Unrealized Profit/Loss: the share of market cap that is unrealized gain across all coins — the market's aggregate paper profit. CoinSight computes it for covered assets from free market/realized-cap data (on-chain card).

How to read it: Read as a sentiment thermometer with named zones: above 0.75 ('euphoria') has marked cycle tops, below 0 ('capitulation') cycle bottoms.

Daily miner revenue divided by its 365-day average — whether miners are earning far above or below their yearly norm. CoinSight computes it from free Coin Metrics issuance data (on-chain card).

How to read it: Extremes above ~4 flagged miner-revenue euphoria near tops; below ~0.5 flagged miner capitulation near bottoms.

Realized cap values each coin at the price it last moved on-chain; realized price divides that by supply — the network's aggregate cost basis. CoinSight computes it from free Coin Metrics data (on-chain card).

How to read it: Spot price below realized price = the average holder is underwater — historically the capitulation zone where bear markets bottomed.

Scarcity model dividing existing supply (stock) by annual issuance (flow); halvings double Bitcoin's S2F ratio. Popular in 2019–2021, heavily criticized since as a valuation model. CoinSight computes S2F from Coin Metrics supply and issuance data (on-chain card).

How to read it: Treat it as narrative context around halvings rather than a price target generator — its post-2021 predictions missed badly and the model's authors' price bands failed.

Hash rate measures total mining power; the Hash Ribbons indicator crosses two MAs of it to date miner capitulation and recovery. Difficulty ribbons and the Miner Position Index read the same actor. CoinSight computes the 30/60-day hash-rate ribbon from free Coin Metrics data (PoW assets, on-chain card).

How to read it: The classic buy signal is miner capitulation ENDING: the 30-day hash-rate MA crossing back above the 60-day after a squeeze marked several major Bitcoin bottoms.

Coins flowing into minus out of exchange wallets. Sustained inflows historically preceded sell pressure; outflows into self-custody signal holding intent. CoinSight shows exchange netflow from free Coin Metrics community data (on-chain card).

How to read it: Watch extremes, not the daily noise: a large single-day inflow from a dormant whale wallet is one of the few on-chain events with immediate market impact.

Daily count of unique addresses transacting (or appearing for the first time) — the closest thing to a 'daily active users' metric for a chain. CoinSight shows it from free Coin Metrics community data (on-chain card).

How to read it: Price rising on falling activity is a divergence worth respecting (speculation without adoption); activity making new highs alongside price confirms organic growth.

Every coin accumulates 'coin days' while sitting still; spending destroys them. CDD spikes when OLD coins move — long-term holders acting. Dormancy is CDD per coin moved. Requires on-chain data; not computed in CoinSight.

How to read it: Sustained CDD spikes into strength = veterans distributing into the rally; low CDD through a correction = old hands not selling the dip.

The supply broken down by how long each coin has sat unmoved (age bands), drawn as stacked waves. Shows the accumulation/distribution rhythm of whole market cycles. Requires on-chain data; not computed in CoinSight.

How to read it: Old-coin bands swelling = accumulation phase (supply maturing in strong hands); young bands swelling near ATHs = long-term holders handing coins to newcomers — late-cycle behaviour.

A cycle oscillator dividing price by long-term-holder conviction (accumulated opportunity cost of not selling). Low = high conviction at low prices; high = weak conviction at high prices. Requires on-chain data; not computed in CoinSight.

How to read it: One of the cleaner full-cycle accumulation gauges: readings in the historical green zone marked every prior bear-market bottom, at the cost of being extremely slow.

Counts and volumes of very large transactions and large-balance address cohorts — tracking what the biggest holders do. Requires labeled on-chain data; not computed in CoinSight.

How to read it: Whale accumulation during fear and distribution during euphoria is the recurring pattern; single whale transfers TO exchanges are the actionable red flags.

The periodic payment between longs and shorts that tethers a perpetual future to spot — positive funding means longs pay shorts, i.e. the crowd is leaning long. Tracked in the CoinSight screener for perpetual markets.

How to read it: A contrarian gauge at the extremes: heavily positive funding = crowded longs vulnerable to a squeeze; deeply negative funding into a stable price often precedes short squeezes.

The total number of outstanding derivative contracts — how much leveraged money is committed. Tracked in the CoinSight screener for perpetual markets.

How to read it: Rising OI with rising price = new money fueling the trend (healthy); rising price on falling OI = short covering; an OI spike into resistance sets up liquidation cascades.

The ratio of accounts (or position volume) positioned long versus short on an exchange's derivatives — a direct read of crowd positioning, published per-exchange.

How to read it: Read contrarian at extremes: a heavily long-skewed ratio marks a crowded trade that squeezes hardest against the majority.

A composite sentiment index (0 = extreme fear, 100 = extreme greed) blending volatility, momentum, volume, social activity and dominance — the best-known single number for crypto crowd mood.

How to read it: A slow contrarian gauge: extreme fear zones have historically been better buying regions than extreme greed — but it is regime information, not a timing signal.

Price zones where leveraged positions cluster and would be force-closed — liquidity 'magnets' that price often sweeps before reversing. CoinSight estimates liquidation levels from common leverage tiers as an opt-in chart overlay.

How to read it: Dense liquidation clusters just beyond a swing high/low are stop-hunt targets: expect wicks INTO those zones; a sweep-and-reclaim is a classic reversal entry.

Aggregated mention counts, engagement and tone across social platforms (plus search interest à la Google Trends). CoinSight surfaces LunarCrush social metrics — Galaxy Score, social volume and dominance — on coin pages.

How to read it: Social volume spikes NEAR highs are distribution risk (everyone already knows); a coin grinding up on quiet social channels has the healthier profile.

Bitcoin's share of total crypto market cap (and analogues for ETH or altcoins as a group) — the rotation gauge between the reserve asset and risk assets. CoinSight shows BTC dominance in the global market strip.

How to read it: Falling BTC.D while the total market rises = alt season; rising dominance during a downturn = flight to relative safety — position sizing context for every altcoin trade.

The spread between futures (or perpetual) price and spot: positive basis (contango) = leveraged longs paying up; negative (backwardation) = fear. The perp premium is the same reading for perpetual swaps. CoinSight shows the perp mark-vs-index basis on the Derivatives tab.

How to read it: Extreme annualized basis (>15–20%) marks overheated leverage that tends to unwind violently; backwardation during panic has repeatedly been a contrarian buy zone.

Options market positioning: put volume or open interest divided by call volume. A crowd-sentiment gauge from the derivatives complex. CoinSight computes it for BTC/ETH from Deribit options (Derivatives tab).

How to read it: Works as a contrarian extreme detector: unusually put-heavy readings accompany bottoms, call-mania accompanies tops — mid-range values carry little signal.

The volatility the options market PRICES IN, versus historical volatility which measures the past; IV rank locates today's IV inside its yearly range. Crypto's reference is Deribit's DVOL index. CoinSight shows ATM IV for BTC/ETH from Deribit (Derivatives tab).

How to read it: IV rank guides strategy choice: sell premium when IV is rich relative to realized, buy optionality when IV is cheap ahead of catalysts.

Aggressive market-buy volume divided by market-sell volume on futures — who is crossing the spread right now. CoinSight shows the Binance futures taker buy/sell ratio on the Derivatives tab.

How to read it: Persistent taker buying that FAILS to lift price reveals absorption by passive sellers — one of the better short-term exhaustion tells.

Open interest divided by the exchange's coin reserves — how much leverage the average position carries. Rising ELR = a crowd building leveraged exposure. CoinSight shows an estimated leverage ratio (open interest vs market cap) on the Derivatives tab.

How to read it: High and rising ELR makes the market fragile: small adverse moves cascade into liquidation chains; the OI + funding combination in CoinSight reads the same risk.

A statistical estimate of a series' memory via rescaled-range analysis: H above 0.5 = trending (persistent), below 0.5 = mean-reverting (anti-persistent), at 0.5 = random walk. Computed in CoinSight as an informational row over the last 128 bars.

How to read it: Use it to choose your toolkit: trend-following systems in high-H regimes, fade/mean-reversion systems in low-H regimes.

How many standard deviations the current price sits from its N-bar mean — statistical stretch in its purest form, and the math underneath Bollinger %B. Computed in the CoinSight screener.

How to read it: Beyond ±2 = statistically stretched; mean-reverters fade it, trend traders read a persistent +2 as breakout strength. Always condition on the regime.

The rolling Pearson correlation between an asset's returns and a benchmark's — for altcoins, correlation to Bitcoin is the one that matters. Available as a BTC-correlation filter in the CoinSight screener.

How to read it: High-correlation alts are leveraged BTC bets — trade the BTC view instead; low or falling correlation flags idiosyncratic movers and diversification candidates.

The coefficient of determination of a linear fit through recent closes — how much of the price action a straight line explains, 0..1. High R² = orderly trend, low = noise. Computed in CoinSight as an informational row.

How to read it: Combine with slope: steep slope + high R² is the textbook trend worth following; steep slope + low R² is a volatile mess where trend tools underperform.

An optimal recursive estimator that separates signal from noise, weighting each new price by how noisy the series has recently been — an adaptive alternative to fixed-period MAs. Computed in CoinSight as a moving-average vote.

How to read it: Use it like a self-tuning MA: it hugs price closely in clean trends and automatically smooths harder through noisy stretches, with far less parameter guesswork.

Bands around a linear-regression line offset by the standard error of the fit — like Bollinger Bands but centred on the trend, not the mean. The regression-channel row computes the equivalent position in CoinSight.

How to read it: Narrow bands = a clean, high-confidence trend; bands ballooning while the regression line flattens is the statistical signature of a trend dissolving.

A statistical test for whether two non-stationary series share a stable long-run relationship — the theoretical footing of pairs trading, stronger than correlation. CoinSight reports the coin/BTC spread's mean-reversion half-life on the coin page (Engle-Granger-lite, descriptive).

How to read it: Trade the SPREAD of a cointegrated pair, not the legs: when it stretches beyond ~2σ of its history, bet on convergence with defined invalidation.

The regression slope of an asset's returns against Bitcoin's: beta 2 ≈ moves twice BTC's move. Related to (but distinct from) the BTC correlation already computed in the CoinSight screener.

How to read it: Rotate by regime: high-beta alts outperform in confirmed uptrends and bleed hardest in corrections; the screener's BTC-correlation filter finds the low-beta diversifiers.

Risk-adjusted return: excess return divided by volatility (Sharpe) or downside-only volatility (Sortino). CoinSight computes a rolling 30-bar annualized Sharpe as an informational row.

How to read it: Judge strategies and allocations on Sharpe, not raw return — a 40% year with 80% drawdowns is worse capital than 20% with 10%. Sortino is fairer to asymmetric, long-vol strategies.

CoinSight's own blend of the trend, momentum, volatility and volume readings above, aggregated into a single 0–100 technical posture score. It describes the current technical state of the chart — it is not a return prediction.

How to read it: Use it to rank and filter a large universe down to charts worth your attention, then do the actual analysis on the shortlist; a high score means 'technically strong now', not 'guaranteed to rise'.

Any scheme that labels the tape 'trending / ranging / volatile' and switches toolkits accordingly — usually built from ADX, Choppiness, Hurst and volatility percentiles, all of which CoinSight computes as inputs.

How to read it: The meta-rule that saves the most money: run trend systems only in trend regimes and mean-reversion only in ranges — most strategy 'failure' is regime mismatch.

Reading the same instrument across several timeframes and only acting when they agree — trend from the higher frame, timing from the lower. A workflow rather than an indicator; CoinSight's chart timeframes and preset backtest horizons (1d/7d/30d) support it.

How to read it: The classic triple-screen recipe: define bias on the weekly, locate the setup on the daily, execute on the 4h — skip trades where the frames disagree.