Dynamic range

Is the maximum variation, in percentage, that can exist among two orders consecutive, that is, among the price dynamic and the price of execution of the next order. Calculates for every value, taking into account the volatibilidad of the variations of prices of each value during the session. For definition, the dynamic range is less than the static one. Use some bands standardized of 1%, 1.5%, 2%, 2.5%, 3%, 3.5%, 4% and 8%.