Think or Swim CSI K Calculation = 1.14286

CSI(14) ADXR(14)ATR(14) K
TZA 3.00393 14 0.187746 1.14285486
2.9608 14 0.18505 1.142857143
8.45634 30 0.246643 1.142858301
11.36793 35 0.284198 1.142858148
8.72362 36 0.212032 1.142859464
#DIV/0!
#DIV/0!
TNA 6.78101 18 0.329633 1.142855169
6.69153 31 0.188874 1.142856118
12.58647 32 0.344161 1.142858103

Summary:
The Commodity Selection Index measures the trending and volatility characteristics of an underlying symbol.

Calculation:
CSI(i) = Factor * ADXR(i) * ATR(i)

ADXR is the Average Directional Movement Rating
ATR is the Average True Range
Factor = (MoveValue / Sqrt(Margin)) / (150 + Commission)
MoveValue is the value of the minimum size move of the underlying symbol.
Margin is the futures contract margin requirement.
Commission is the futures contract commission amount.

Developer:
J. Welles Wilder

Interpretation:
1. Strong Trending: When the Commodity Selection Index is moving upwards the underlying symbol is having stronger trends and with more volatility.
2. Weak Trending: When the Commodity Selection Index is moving downwards the underlying symbol is having weaker trends and with less volatility.