One of the possible ways to estimate volatility
This is the logarithmic Garman Klass volatility as described here : http://www.ivolatility.com/help/7.html

PS: it is not a directional indicator. Do not use it to estimate direction of the market, but only to estimate volatility
Yang Zhang extension of Garman Klass Volatility
Yang Zhang extension of Garman Klass Volatility
Volty channel stops
Volty channel stops
Wilders DMI - averages
Wilders DMI - averages
Smooth ATR trend envelopes of averages
Smooth ATR trend envelopes of averages