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This post has been selected as an answer to the original posters question

A) Annualized volatility

first column: daily closes
second column: calculate the daily returns (percent change from prior day)
third column: logarithm of daily returns
fourth column: sample standard deviation of logarithm of daily returns over the last 252 days
fifth column: multiply sample standard deviation with the square root of 252 to obtain the annualized volatility

B) Average true range

Basically you take the true range and calculated an exponential or a simple moving averages of the true range.

first column: calculate Max(high, prior close)
second column: calculate Min( low, prior close)
third column: subtract second column from first column (this is the true range)
fourth column: calculate a N-period simple moving average from the third column

If you wish to use an EMA instead of the SMA for calculating the average, this is possible. The original ATR was based on an EMA, because Welles Wilder had to calculate it manually. The EMA is based on a simple recursive formula, so it is less work to calculate it manually than a SMA. Wilder was just lazy. With PCs you can use both EMA or SMA.

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