"RelativeVolatilityIndex" (Financial Indicator)

Commonly abbreviated as RVI.

Is a volatility indicator.

Was developed by Donald Dorsey.

Is computed using the high and low prices.

Returns one time series, which is ratios of 10-period standard deviations for highs and lows rescaled to be between 0 and 100.

FinancialIndicator["RelativeVolatilityIndex",n] uses a period-n standard deviation. The first value in the time series occurs after n periods.

Examples