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stochastic oscillator

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Financial Dictionary

Stochastic Oscillator

A technical momentum indicator that compares a security's closing price to its price range over a given time period. The oscillator's sensitivity to market movements can be reduced by adjusting the time period or by taking a moving average of the result. This indicator is calculated with the following formula:

%K = 100[(C &#8211 L14)/(H14 &#8211 L14)]

C = the most recent closing price
L14 = the low of the 14 previous trading sessions
H14 = the highest price traded during the same 14-day period.

Investopedia Commentary

The theory behind this indicator is that in an upward-trending market prices tend to close near their high, and during a downward-trending market, prices tend to close near their low. Transaction signals occur when the %K crosses through a three-period moving average called the "%D".

Related Links

Getting to Know Oscillators - Part 3: Stochastics

See also: Close, Indicator, Technical analysis, Williams R%

Also spelled: stoch, stockastic, Stochastics

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