Volatility Close to Close Method indi?

Hi,

Anyone has any idea where can I find a volatility indicator using close to close method rather than using High/low price? I have a volatility indicator but it is using High Low price to calculate. I need a indicator as depicted in the screenshot attached. The last indicator named "Vlty CC". Can anyone code this for mt4? This indicator is from reuters eikon. Attached is also the default volatility indicator that I am currently using.

Please assist to code a close to close method using volatility. Your help is appreciated.