Ethereum (ETH): 20-day volatility 1.217% daily (1st pct)

On 2026-08-16, Ethereum (ETH) closed at 1877.77 USD, down 0.17% on the day. It trades at 10.8% of its 52-week range. Its 20-day return of -0.68% is in the 48th percentile. Its RSI(14) of 50.42 is in the 51st percentile of its history since 2017. Its 20/50/200-day moving averages are 1887.95 / 1836.3 / 2012.71 USD, with price -0.54% / +2.26% / -6.70% against them. Its 52-week range is 1506.51–4953.73 USD; it closed 62.09% below the high and 24.64% above the low. Its 20-day volatility is 1.217% daily, in the 1st percentile of its history since 2017. Its 14-day average true range (ATR) is 43.99 USD, 2.34% of price. It has returned -0.19% over 5 days and +7.43% over 60 days. Against the S&P 500, its weekly-return beta +2.22 / correlation +0.49 (52-week); beta +1.70 / correlation +0.52 (26-week). Against the US dollar index (DXY), its weekly-return beta -2.79 / correlation -0.27 (52-week); beta -2.85 / correlation -0.35 (26-week). Against Bitcoin (BTC), its weekly-return beta +1.20 / correlation +0.90 (52-week); beta +1.14 / correlation +0.94 (26-week).

=== ETHEREUM (ETH)  (USD) ===
  price & change   (as of 2026-08-16, prior 2026-08-15)
    close       1877.77
    change      -3.14  (-0.167%)
  range            (as of 2026-08-16)
    range       5.15
    close pos   32.8% of range
  moving averages  (as of 2026-08-16)
     20d MA     1887.95   price below by -0.54%
     50d MA     1836.30   price above by +2.26%
    200d MA     2012.71   price below by -6.70%
    price mixed vs MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-08-16)
    20d stdev   1.217% daily ≈ 23.2% annualized (×√365, 24/7 market)   (1st pct of own history, since 2017 (3183 obs))
    vs easing-2024 avg  0.34× (1.217% vs 3.572% era avg)
  ATR              (as of 2026-08-16)
    ATR(14)    43.99
    ATR%        2.34%   (1st pct of own history, since 2017 (3189 obs))
    range/ATR   11.7%
  relative volume  (as of 2026-08-16)
    RVOL        0.40x  (today vs 20-day average volume)
    pctile      1st pct of own history, since 2017 (3183 obs)
  52-week range    (as of 2026-08-16)
    high        4953.73   (-62.09% from high)
    low         1506.51   (+24.64% from low)
  momentum         (as of 2026-08-16)
    RSI(14)     50.42   (51st pct of own history, since 2017 (3189 obs))
  returns          (as of 2026-08-16)
     5d return  -0.19%
    20d return  -0.68%
    60d return  +7.43%
  volatility by rate-era
    tightening-2015  5.80%   (from 2017-11-09)
    ZIRP-2019        4.92%
    tightening-2022  3.64%
    easing-2024      3.57%
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-08-14)
    vs S&P 500  beta +1.70  corr +0.52  (26w)
    vs S&P 500  beta +2.22  corr +0.49  (52w)
  dollar factor (weekly returns vs DXY; async daily closes cap the magnitude)  (as of 2026-08-16)
    vs DXY      beta -2.85  corr -0.35  (26w)
    vs DXY      beta -2.79  corr -0.27  (52w)
  bitcoin factor (weekly returns vs BTC; 24/7 legs, full-week resample)  (as of 2026-08-16)
    vs BTC      beta +1.14  corr +0.94  (26w)
    vs BTC      beta +1.20  corr +0.90  (52w)