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Indicators & Oscillators

Keltner Channel

Bands plotted a multiple of average true range above and below an exponential moving average of price.

Formula Middle Line = 20-period EMA; Upper Channel = Middle + 2 x ATR; Lower Channel = Middle - 2 x ATR
Unit

In depth

Keltner Channels are the average-true-range counterpart of Bollinger Bands, which use standard deviation. The practical difference is that ATR incorporates gaps, since true range compares against the previous close, while standard deviation of closes does not — so Keltner Channels react to overnight moves that Bollinger Bands partly miss. Keltner Channels are also smoother, because ATR is less jumpy than a rolling standard deviation. The two are sometimes used together, with Bollinger Bands contracting inside the Keltner Channel taken as a squeeze condition.

Worked example

A 20-period EMA of ₹500 with ATR of ₹14 at a multiplier of 2 gives channels at 500 + 28 = ₹528 and 500 - 28 = ₹472. Bollinger Bands on the same data sat at ₹524 and ₹476 — narrower, and a squeeze by the combined definition.

Illustrative figures, chosen so the arithmetic is easy to follow. Not a live price and not a valuation of any company.

Educational reference only

This entry explains what “Keltner Channel” means. It is not investment advice and not a recommendation to buy or sell any security. Any numbers above are illustrative, not live prices, and nothing here predicts price direction or rates a stock. Consider your own circumstances and consult a SEBI-registered investment adviser before acting.