Bollinger bands indicator was created by a financial analyst John Bollinger in 1980s. Bollinger bands are a complex technical analysis indicator which calculation is based on the volatility of the market (similar to Keltner channel indicator or Donchian channel indicator). The main idea behind the indicator is that it highlights the overbought and oversold conditions on the market but yet some other traders use it to identify strong trends (so as a matter of fact they use it as a trend-following indicator).
ADX is an abbreviation of Average Directional Index. This indicator was created by a famous technical trader – J. Welles Wilder. First it was mentioned in his book “New concepts in technical trading systems” (year 1978). ADX is an indicator which main purpose is to identify the strength of the overall trend – doesn’t matter whether it is positive or negative. It means that high ADX values can mean raising market as well as falling market. You can imagine that as bulls and bears war. High ADX values mean that one of the groups wins most of the battles but you don’t know which of the animals it is.
ATR is a common abbreviation of Average True Range indicator. ATR has been developed by a famous trader J. Welles Wilder in 1978 and described in his book New concepts in technical trading systems. It was used especially for commodity trading because commodities are much more unstable and volatile than stocks are. Nowadays it is still commonly used on dynamically changing markets like Futures or Forex market. Stock traders usually use other volatility indicators – e. g. Standard deviation.
Intraday Momentum Index (also known as IMI indicator) is a technical analysis indicator that was developed by Tushar Chande. He described it in his "New Technical Trader" book (1994). IMI combines the advantages of RSI (Relative Strength Index) and Japanese candlestick chart analysis techniques. It helps traders to find proper buy and sell days and signals. That is also the reason why it is used mostly by short-term traders instead of long-term investors.