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Volatility Compression

ADR Contraction

Average Daily Range (ADR) expresses a stock's typical daily move as a percentage. ADR contraction identifies stocks whose recent ADR has fallen well below their longer-run ADR: the stock has gone quiet relative to its own character, which historically precedes expansion.

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ADR contraction: successive daily candles with progressively narrower high-to-low ranges, showing average daily range falling to the low end of its history.
Schematic of a adr contraction. Drawn to show the structure the scanner tests for, not a particular stock.
Bias
Neutral / directionless
Category
Volatility Compression
Scan cadence
Every close

What has to be true for a ADR Contraction to trigger

  • Recent average daily range well below the longer-run average
  • The contraction sustained across multiple sessions

How PatternGrade grades it

A larger gap between recent and long-run ADR grades higher.

Every scanner grades its hits A+, A or B from the pattern's own measurable structure. The grading is deterministic — the same chart always produces the same grade. It describes how closely the chart matches the pattern, not how likely anything is to happen; no hit rate or probability is attached to a grade. The reasoning is set out in the methodology.

What a ADR Contraction looks like in practice

A stock whose average daily range ran 4.8% during its advance has seen that figure fall to 1.9% over the past three weeks, the lowest reading in five months. Individual sessions that used to swing three or four points now move less than one. Price has gone almost nowhere over the period, and volume has fallen in step.

How a ADR Contraction fails

Ranges contract and then keep contracting, indefinitely. A stock whose volatility collapses is not necessarily coiling. It may simply have lost the interest of the people who were trading it, and dead stocks stay dead for long stretches. ADR contraction inside a strong base is a compression signal; the identical reading in a stock that has drifted below its long-term averages usually just means nobody cares.

What this pattern is telling you

Compression is neutral, and a stock can stay quiet indefinitely. ADR contraction also tends to coincide with thinner liquidity.

PatternGrade is not a financial advisor and does not give buy or sell recommendations. Targets and stops shown on a pattern are reference levels derived from its geometry, not advice.

How to scan for ADR Contraction setups

PatternGrade rescans every liquid US stock (~4,500 names) for this pattern after every close and returns the hits as a graded list, with the pattern drawn on each chart, so you review setups rather than hunt for them.

Join the waitlist to be invited when sign-ups reopen and see the current ADR Contraction list, or browse all 75 patterns.

ADR Contraction FAQ

What is ADR in stock trading?

Average Daily Range: the average size of a stock's daily high-to-low move, usually expressed as a percentage of price.

What is ADR in trading?

Average Daily Range: the mean high-to-low move over a lookback window, usually expressed as a percentage of price so it is comparable across stocks. A 6% ADR means the stock typically travels 6% between its high and low on a given day.

Why does contracting ADR matter?

Because volatility is mean-reverting: unusually quiet periods tend to be followed by more active ones. A stock whose range has compressed to the low end of its own history is, statistically, closer to an expansion than one trading at its normal range. What that expansion does with price is a separate question.

Is ADR contraction bullish?

Neutral on its own, which is how PatternGrade classifies it. The direction comes entirely from the structure it forms in. Inside a well-formed base with the stock above rising averages it is constructive; below falling averages it is usually just disinterest.

What ADR reading counts as contracted?

It is always relative to the stock's own history, commonly the current reading against its range over the past several months, flagging the lowest portion. A 2% ADR is extremely tight for a small-cap growth name and completely ordinary for a utility.

Patterns a ADR Contraction is mistaken for

Bollinger Squeeze
Band width uses standard deviation of closes and reacts to gaps. ADR measures the high-to-low range directly. They usually agree, and disagree most when a stock is gapping.
Volume Dry-Up
ADR measures how far price travels; volume dry-up measures how many shares trade. A stock can have narrow ranges on heavy volume and wide ranges on light volume.
VCP (Volatility Contraction)
A VCP requires a specific sequence of pullbacks. ADR contraction is one measurable symptom that a VCP is forming, not the structure itself.
NR7 (Narrow Range)
NR7 is one bar against six neighbours. ADR contraction is an average over weeks.

Last reviewed September 2, 2026. Structure and grading for the ADR Contraction are reviewed against the scanner's own rules.

Related volatility compression

  • NR7 (Narrow Range)
  • Bollinger Squeeze
  • TTM Squeeze
  • Inside Bar
PatternGrade

PatternGrade is a technical pattern scanner for ~4,500 US stocks. The information on this site is for educational and analytical purposes only and is not investment advice. Always trade at your own risk.

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