Trader Volatility Toolkit Pro — Std Dev Calculator + Gap Fill Probability (ES, NQ, SPY, QQQ, GLD)
Two no-nonsense tools for day traders who want to know what “normal” looks like before they take a trade.
Volatility Calculator Pro. Type a quick query like “last 10 closes of NQ” or “SPY last 20,” or paste your own closing prices. You get the average daily move, daily std dev, annualized volatility, an estimated move for the day, and 1/2/3 SD price bands, plus a z-score check on today’s move. It tells you whether a breakout is real or just noise, and whether your stop sits inside ordinary chop. It covers ES, NQ, YM, RTY, MES, MNQ, MGC, MCL, SPX, NDX, SPY, QQQ and GLD.
Gap Fill Probability Pro. Enter yesterday’s close, today’s open and the 14-day ATR. It sizes the gap in points (or dollars for ETFs), classifies it as tiny, small, medium or large, and shows historical same-day fill rates so you can decide whether to fade the gap or respect it. It also explains the four gap types (common, breakaway, runaway and exhaustion) and how each one tends to behave.
What you get
- Both tools as standalone files that open in any web browser, on PC, Mac or tablet
- No account, no subscription, nothing to install
- A quick-start guide
The quick query needs an internet connection. Pasting your own prices and the gap fill tool both work fully offline.
Built by a working futures streamer who uses these tools live on stream.
Digital download, so no physical item ships. For education only, not financial advice. Trading futures and ETFs involves substantial risk of loss. Historical fill rates and volatility bands are averages, not guarantees.