Background on Volatility Average Tables
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We use the Volatility Tables to determine if a particular days volatility 
is high,low or average relative to the last 90, 5, 10, 15, 20, 40 and 60 days.
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** A high volatility day and the following day should be avoided. 
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** A low volatility day may indicate a shutdown market which may be followed 
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** by a price breakout.
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We also use the Volatility Tables to determine if the average volatility
is greater than the current days bracket octant for a overlay if it is
bracketing.
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** If you use the octant as a stop for breakout trades or as an entry point for
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** resposive trades, you want to check that it is not buried in the data noise.
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** The volatility may be interpreted as a measure of data noise.
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** If the volatility is average and bigger than the octant, than you may
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** wish to adjust the octant to the quadrant to prevent being stopped out
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** by the data noise. Sometimes the quadrant is still not big enough and you
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** need to increase the number of days in the overlay.
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There are 3 Volatility Average Tables:
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 -- price tick volatility average table (used in TCP text and Visual Graphic)
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 -- price range volatility average table
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 -- price range volatility in dollars average table
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All three tables give :
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 -- averages, minimum and maximum values for last 90, 5, 10, 15, 20, 40 60 days
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 -- 70% deviation about the average for just the last 90 days
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The leading delivery data is used, if it exists. 
Otherwise the latest delivery ONLY. This is denoted by a *.
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The price tick volatility is the average number of price ticks in a 30 minute 
trading period averaged over one trading day.
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The price range volatility is the average price range in a 30 minute trading
period, averaged over one trading day.
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The price range volatility in dollars is the average price range in a 30 
minute trading period, averaged over one trading day, converted to dollars.
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The price tick volatility is sufficient for determining if the 30 minute
volatility is average or high/low.
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To compare the average price tick volatility with the bracket octant we need
to convert the volatility to a price range or to dollars.
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The price tick volatility can be converted to a price range volatility
by multiplying the price tick volatility by the average price increment
between price ticks (average price tick increment). Unfortunately the
average price increment changes every day and without it an exact translation
is impossible. In many cases the miniumum price tick increment is close to 
the average and can be used instead. In the price tick volatility table, we 
provide the minimum price tick increment and also the $ per price increment. 
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The exact price range volatility and and price range in dollars volatility
tables are provided in those tables.
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