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# chaikvolat

Chaikin volatility

## Syntax

```chvol = chaikvolat(highp, lowp)
chvol = chaikvolat([highp lowp])
chvol = chaikvolat(high, lowp, nperdiff, manper)
chvol = chaikvolat([high lowp], nperdiff, manper)
chvts = chaikvolat(tsobj)
chvts = chaikvolat(tsobj, nperdiff, manper, ParameterName,ParameterValue, ...)
```

## Arguments

 highp High price (vector). lowp Low price (vector). nperdiff Period difference (vector). Default = 10. manper Length of exponential moving average in periods (vector). Default = 10. tsobj Financial time series object.

## Description

chvol = chaikvolat(highp, lowp) calculates the Chaikin volatility from the series of stock prices, highp and lowp. The vector chvol contains the Chaikin volatility values, calculated on a 10-period exponential moving average and 10-period difference.

chvol = chaikvolat([highp lowp]) accepts a two-column matrix as the input.

chvol = chaikvolat(high, lowp, nperdiff, manper) manually sets the period difference nperdiff and the length of the exponential moving average manper in periods.

chvol = chaikvolat([high lowp], nperdiff, manper) accepts a two-column matrix as the first input.

chvts = chaikvolat(tsobj) calculates the Chaikin volatility from the financial time series object tsobj. The object must contain at least two series named High and Low, representing the high and low prices per period. chvts is a financial time series object containing the Chaikin volatility values, based on a 10-period exponential moving average and 10-period difference. chvts has the same dates as tsobj and a series called ChaikVol.

chvts = chaikvolat (tsobj,nperdiff, manper, ParameterName, ParameterValue, ...) accepts parameter name/parameter value pairs as input. These pairs specify the name(s) for the required data series if it is different from the expected default name(s). Valid parameter names are

• HighName: high prices series name

• LowName: low prices series name

Parameter values are the strings that represent the valid parameter names.

nperdiff, the period difference, and manper, the length of the exponential moving average in periods, can also be set with this form of chaikvolat.

## Examples

expand all

### Compute the Chaikin Volatility

This example shows how to compute the Chaikin volatility for Disney stock and plot the results.

```load disney.mat
dis_CHAIKvol = chaikvolat(dis)
plot(dis_CHAIKvol)
title('Chaikin Volatility for Disney')
```
```
dis_CHAIKvol =

desc:  ChaikVolat: Walt Disney Company (DIS)
freq:  Unknown (0)

'dates:  (782)'    'ChaikVol:  (782)'
'29-Mar-1996'      [             NaN]
'01-Apr-1996'      [             NaN]
'02-Apr-1996'      [             NaN]
'03-Apr-1996'      [             NaN]
'04-Apr-1996'      [             NaN]
'05-Apr-1996'      [             NaN]
'08-Apr-1996'      [             NaN]
'09-Apr-1996'      [             NaN]
'10-Apr-1996'      [             NaN]
'11-Apr-1996'      [             NaN]
'12-Apr-1996'      [             NaN]
'15-Apr-1996'      [             NaN]
'16-Apr-1996'      [             NaN]
'17-Apr-1996'      [             NaN]
'18-Apr-1996'      [             NaN]
'19-Apr-1996'      [             NaN]
'22-Apr-1996'      [             NaN]
'23-Apr-1996'      [             NaN]
'24-Apr-1996'      [             NaN]
'25-Apr-1996'      [          4.8676]
'26-Apr-1996'      [          3.9728]
'29-Apr-1996'      [        -19.5818]
'30-Apr-1996'      [        -19.6704]
'01-May-1996'      [         -9.7334]
'02-May-1996'      [         -2.3469]
'03-May-1996'      [          9.8035]
'06-May-1996'      [         11.5194]
'07-May-1996'      [         -6.7871]
'08-May-1996'      [         -3.9865]
'09-May-1996'      [          1.9762]
'10-May-1996'      [         13.7973]
'13-May-1996'      [         28.1598]
'14-May-1996'      [         11.5765]
'15-May-1996'      [         13.5817]
'16-May-1996'      [         -4.8034]
'17-May-1996'      [        -17.1614]
'20-May-1996'      [        -13.4310]
'21-May-1996'      [         -9.1349]
'22-May-1996'      [        -22.6727]
'23-May-1996'      [        -16.9888]
'24-May-1996'      [        -22.4251]
'27-May-1996'      [             NaN]
'28-May-1996'      [        -11.3572]
'29-May-1996'      [         -3.7469]
'30-May-1996'      [          4.7273]
'31-May-1996'      [          8.2392]
'03-Jun-1996'      [         -7.6411]
'04-Jun-1996'      [         -0.1838]
'05-Jun-1996'      [         -4.3341]
'06-Jun-1996'      [         18.5491]
'07-Jun-1996'      [             NaN]
'10-Jun-1996'      [         18.8124]
'11-Jun-1996'      [          0.6897]
'12-Jun-1996'      [         -5.2494]
'13-Jun-1996'      [        -10.1875]
'14-Jun-1996'      [         -2.8120]
'17-Jun-1996'      [         -4.6323]
'18-Jun-1996'      [         -1.5500]
'19-Jun-1996'      [        -23.6872]
'20-Jun-1996'      [        -30.7550]
'21-Jun-1996'      [        -17.5687]
'24-Jun-1996'      [        -15.5560]
'25-Jun-1996'      [        -11.5820]
'26-Jun-1996'      [         -5.7370]
'27-Jun-1996'      [         -4.8386]
'28-Jun-1996'      [          2.9057]
'01-Jul-1996'      [         -4.3935]
'02-Jul-1996'      [         10.8771]
'03-Jul-1996'      [         16.0480]
'04-Jul-1996'      [             NaN]
'05-Jul-1996'      [          6.5328]
'08-Jul-1996'      [         14.7520]
'09-Jul-1996'      [         25.8777]
'10-Jul-1996'      [         24.0508]
'11-Jul-1996'      [         35.0738]
'12-Jul-1996'      [         38.6970]
'15-Jul-1996'      [         70.0838]
'16-Jul-1996'      [         72.8450]
'17-Jul-1996'      [             NaN]
'18-Jul-1996'      [         57.3707]
'19-Jul-1996'      [         40.5527]
'22-Jul-1996'      [         20.9982]
'23-Jul-1996'      [         17.8008]
'24-Jul-1996'      [          2.8232]
'25-Jul-1996'      [         -2.7974]
'26-Jul-1996'      [        -25.2865]
'29-Jul-1996'      [        -28.8613]
'30-Jul-1996'      [        -19.5082]
'31-Jul-1996'      [        -17.1403]
'01-Aug-1996'      [         -9.2072]
'02-Aug-1996'      [        -11.0063]
'05-Aug-1996'      [        -14.4598]
'06-Aug-1996'      [        -18.6432]
'07-Aug-1996'      [        -16.0182]
'08-Aug-1996'      [        -16.7401]
'09-Aug-1996'      [        -25.2017]
'12-Aug-1996'      [        -18.8791]
'13-Aug-1996'      [        -19.3558]
'14-Aug-1996'      [        -31.1671]
'15-Aug-1996'      [        -20.6373]
'16-Aug-1996'      [        -22.4503]
'19-Aug-1996'      [        -17.6834]
'20-Aug-1996'      [        -18.9190]
'21-Aug-1996'      [        -13.6273]
'22-Aug-1996'      [         -5.3063]
'23-Aug-1996'      [        -17.1517]
'26-Aug-1996'      [        -10.7052]
'27-Aug-1996'      [          1.5535]
'28-Aug-1996'      [         -5.1972]
'29-Aug-1996'      [         19.4509]
'30-Aug-1996'      [         23.4170]
'02-Sep-1996'      [             NaN]
'03-Sep-1996'      [         11.9712]
'04-Sep-1996'      [          2.4703]
'05-Sep-1996'      [          4.2386]
'06-Sep-1996'      [         12.3813]
'09-Sep-1996'      [         12.3621]
'10-Sep-1996'      [          7.8387]
'11-Sep-1996'      [         -4.3422]
'12-Sep-1996'      [          4.5072]
'13-Sep-1996'      [             NaN]
'16-Sep-1996'      [         12.9519]
'17-Sep-1996'      [         30.2209]
'18-Sep-1996'      [         14.6277]
'19-Sep-1996'      [         26.9301]
'20-Sep-1996'      [         20.0225]
'23-Sep-1996'      [         14.9628]
'24-Sep-1996'      [         14.5046]
'25-Sep-1996'      [         -8.3992]
'26-Sep-1996'      [          8.9695]
'27-Sep-1996'      [          4.9628]
'30-Sep-1996'      [         -3.4112]
'01-Oct-1996'      [          2.8154]
'02-Oct-1996'      [        -18.6952]
'03-Oct-1996'      [        -21.2207]
'04-Oct-1996'      [         -9.7848]
'07-Oct-1996'      [        -17.4678]
'08-Oct-1996'      [         -9.8167]
'09-Oct-1996'      [        -18.4962]
'10-Oct-1996'      [        -23.9151]
'11-Oct-1996'      [        -25.4943]
'14-Oct-1996'      [        -30.5920]
'15-Oct-1996'      [        -23.8951]
'16-Oct-1996'      [         -4.2909]
'17-Oct-1996'      [         -7.3670]
'18-Oct-1996'      [         -6.6522]
'21-Oct-1996'      [         -3.2537]
'22-Oct-1996'      [         -0.3349]
'23-Oct-1996'      [         -0.2865]
'24-Oct-1996'      [         12.2392]
'25-Oct-1996'      [         24.4953]
'28-Oct-1996'      [         12.4581]
'29-Oct-1996'      [         -4.5456]
'30-Oct-1996'      [        -14.5554]
'31-Oct-1996'      [         -5.9140]
'01-Nov-1996'      [          0.0226]
'04-Nov-1996'      [          9.2192]
'05-Nov-1996'      [         10.3172]
'06-Nov-1996'      [          7.8441]
'07-Nov-1996'      [         10.6567]
'08-Nov-1996'      [         10.2260]
'11-Nov-1996'      [         27.2408]
'12-Nov-1996'      [         47.3947]
'13-Nov-1996'      [         43.9872]
'14-Nov-1996'      [         33.4881]
'15-Nov-1996'      [         34.9005]
'18-Nov-1996'      [         31.7017]
'19-Nov-1996'      [         24.4377]
'20-Nov-1996'      [         15.1918]
'21-Nov-1996'      [         15.0252]
'22-Nov-1996'      [          3.5578]
'25-Nov-1996'      [          9.7493]
'26-Nov-1996'      [         33.0944]
'27-Nov-1996'      [         34.2948]
'28-Nov-1996'      [             NaN]
'29-Nov-1996'      [         15.4984]
'02-Dec-1996'      [         14.3437]
'03-Dec-1996'      [         27.5704]
'04-Dec-1996'      [         32.6218]
'05-Dec-1996'      [         19.1928]
'06-Dec-1996'      [         13.9941]
'09-Dec-1996'      [          4.3302]
'10-Dec-1996'      [         -4.4582]
'11-Dec-1996'      [             NaN]
'12-Dec-1996'      [          8.8819]
'13-Dec-1996'      [          5.8709]
'16-Dec-1996'      [          3.1262]
'17-Dec-1996'      [          6.6382]
'18-Dec-1996'      [          8.9414]
'19-Dec-1996'      [         -4.2435]
'20-Dec-1996'      [         -9.6103]
'23-Dec-1996'      [        -11.3146]
'24-Dec-1996'      [        -13.4485]
'25-Dec-1996'      [             NaN]
'26-Dec-1996'      [        -19.3694]
'27-Dec-1996'      [        -25.5252]
'30-Dec-1996'      [        -22.8963]
'31-Dec-1996'      [        -20.0899]
'01-Jan-1997'      [             NaN]
'02-Jan-1997'      [          3.5542]
'03-Jan-1997'      [          9.5124]
'06-Jan-1997'      [          6.3982]
'07-Jan-1997'      [             NaN]
'08-Jan-1997'      [          9.0815]
'09-Jan-1997'      [         12.9037]
'10-Jan-1997'      [          6.6490]
'13-Jan-1997'      [         -1.2016]
'14-Jan-1997'      [             NaN]
'15-Jan-1997'      [        -18.3501]
'16-Jan-1997'      [        -20.0183]
'17-Jan-1997'      [        -15.7655]
'20-Jan-1997'      [        -15.8689]
'21-Jan-1997'      [        -27.7245]
'22-Jan-1997'      [        -21.0010]
'23-Jan-1997'      [        -20.1854]
'24-Jan-1997'      [          0.5141]
'27-Jan-1997'      [         -2.9819]
'28-Jan-1997'      [         11.0137]
'29-Jan-1997'      [         11.3940]
'30-Jan-1997'      [         20.0834]
'31-Jan-1997'      [         20.0941]
'03-Feb-1997'      [         22.2171]
'04-Feb-1997'      [         -1.1739]
'05-Feb-1997'      [         12.5670]
'06-Feb-1997'      [         -2.8662]
'07-Feb-1997'      [         -4.0765]
'10-Feb-1997'      [        -14.9813]
'11-Feb-1997'      [         -8.2269]
'12-Feb-1997'      [         -9.2400]
'13-Feb-1997'      [         13.1119]
'14-Feb-1997'      [         22.0808]
'17-Feb-1997'      [             NaN]
'18-Feb-1997'      [         14.4715]
'19-Feb-1997'      [         13.9513]
'20-Feb-1997'      [         24.3519]
'21-Feb-1997'      [         16.0015]
'24-Feb-1997'      [         16.4524]
'25-Feb-1997'      [         14.3189]
'26-Feb-1997'      [         16.1580]
'27-Feb-1997'      [          1.5289]
'28-Feb-1997'      [             NaN]
'03-Mar-1997'      [          5.9196]
'04-Mar-1997'      [          1.8752]
'05-Mar-1997'      [          5.7658]
'06-Mar-1997'      [         17.2518]
'07-Mar-1997'      [          6.3199]
'10-Mar-1997'      [          3.5335]
'11-Mar-1997'      [        -17.5351]
'12-Mar-1997'      [         -2.0361]
'13-Mar-1997'      [         10.4245]
'14-Mar-1997'      [          2.2312]
'17-Mar-1997'      [         15.6941]
'18-Mar-1997'      [          3.3829]
'19-Mar-1997'      [         -6.5575]
'20-Mar-1997'      [         -5.7813]
'21-Mar-1997'      [        -14.4147]
'24-Mar-1997'      [         -8.3149]
'25-Mar-1997'      [        -16.6545]
'26-Mar-1997'      [        -24.0299]
'27-Mar-1997'      [        -11.3827]
'28-Mar-1997'      [             NaN]
'31-Mar-1997'      [        -11.8382]
'01-Apr-1997'      [          3.8090]
'02-Apr-1997'      [         24.3821]
'03-Apr-1997'      [         29.7261]
'04-Apr-1997'      [         33.0723]
'07-Apr-1997'      [         24.9321]
'08-Apr-1997'      [         19.5103]
'09-Apr-1997'      [         -6.6040]
'10-Apr-1997'      [             NaN]
'11-Apr-1997'      [         -0.2397]
'14-Apr-1997'      [         -8.2250]
'15-Apr-1997'      [         -4.8483]
'16-Apr-1997'      [          3.4096]
'17-Apr-1997'      [         -4.7082]
'18-Apr-1997'      [          4.0628]
'21-Apr-1997'      [         12.7369]
'22-Apr-1997'      [         34.9406]
'23-Apr-1997'      [         30.7107]
'24-Apr-1997'      [         20.8289]
'25-Apr-1997'      [          9.1818]
'28-Apr-1997'      [        -12.5504]
'29-Apr-1997'      [         -6.1696]
'30-Apr-1997'      [          8.9377]
'01-May-1997'      [         10.1713]
'02-May-1997'      [          2.9999]
'05-May-1997'      [          2.2543]
'06-May-1997'      [         -2.0005]
'07-May-1997'      [         -2.8064]
'08-May-1997'      [          8.3092]
'09-May-1997'      [         10.2726]
'12-May-1997'      [          8.7866]
'13-May-1997'      [         -2.9212]
'14-May-1997'      [         -7.3042]
'15-May-1997'      [        -10.3789]
'16-May-1997'      [        -15.1421]
'19-May-1997'      [          3.7222]
'20-May-1997'      [          2.9551]
'21-May-1997'      [         -0.1713]
'22-May-1997'      [         -2.8039]
'23-May-1997'      [        -16.3339]
'26-May-1997'      [             NaN]
'27-May-1997'      [         -5.9618]
'28-May-1997'      [          1.9082]
'29-May-1997'      [          0.0830]
'30-May-1997'      [         -5.0354]
'02-Jun-1997'      [         -7.8089]
'03-Jun-1997'      [        -18.7956]
'04-Jun-1997'      [        -19.4594]
'05-Jun-1997'      [        -11.0326]
'06-Jun-1997'      [             NaN]
'09-Jun-1997'      [        -16.2728]
'10-Jun-1997'      [        -18.0424]
'11-Jun-1997'      [        -21.8243]
'12-Jun-1997'      [        -32.9859]
'13-Jun-1997'      [        -21.7403]
'16-Jun-1997'      [        -17.0287]
'17-Jun-1997'      [         -3.5193]
'18-Jun-1997'      [        -13.8854]
'19-Jun-1997'      [         -0.2096]
'20-Jun-1997'      [          3.1856]
'23-Jun-1997'      [         15.0276]
'24-Jun-1997'      [         27.4414]
'25-Jun-1997'      [         51.3033]
'26-Jun-1997'      [         24.0898]
'27-Jun-1997'      [         38.5675]
'30-Jun-1997'      [         30.6979]
'01-Jul-1997'      [         41.5286]
'02-Jul-1997'      [         17.4421]
'03-Jul-1997'      [         14.3352]
'04-Jul-1997'      [             NaN]
'07-Jul-1997'      [         19.6048]
'08-Jul-1997'      [          6.5266]
'09-Jul-1997'      [         10.5083]
'10-Jul-1997'      [          0.1754]
'11-Jul-1997'      [         -4.5314]
'14-Jul-1997'      [         -8.8922]
'15-Jul-1997'      [         -6.9530]
'16-Jul-1997'      [         -5.1910]
'17-Jul-1997'      [             NaN]
'18-Jul-1997'      [         -9.6844]
'21-Jul-1997'      [         -1.9798]
'22-Jul-1997'      [          9.0964]
'23-Jul-1997'      [         13.8263]
'24-Jul-1997'      [         32.8557]
'25-Jul-1997'      [         23.3822]
'28-Jul-1997'      [         12.9850]
'29-Jul-1997'      [          4.8154]
'30-Jul-1997'      [        -14.5524]
'31-Jul-1997'      [        -21.1850]
'01-Aug-1997'      [        -27.4384]
'04-Aug-1997'      [        -31.4531]
'05-Aug-1997'      [        -32.3617]
'06-Aug-1997'      [        -38.5923]
'07-Aug-1997'      [        -22.7901]
'08-Aug-1997'      [        -15.6632]
'11-Aug-1997'      [          4.4895]
'12-Aug-1997'      [         20.5047]
'13-Aug-1997'      [         40.8675]
'14-Aug-1997'      [         54.0946]
'15-Aug-1997'      [         50.2479]
'18-Aug-1997'      [         64.4628]
'19-Aug-1997'      [         56.6416]
'20-Aug-1997'      [         29.5360]
'21-Aug-1997'      [         33.2807]
'22-Aug-1997'      [          8.3325]
'25-Aug-1997'      [         -3.2515]
'26-Aug-1997'      [        -15.6074]
'27-Aug-1997'      [        -15.0097]
'28-Aug-1997'      [        -15.4884]
'29-Aug-1997'      [        -24.4264]
'01-Sep-1997'      [             NaN]
'02-Sep-1997'      [        -12.7374]
'03-Sep-1997'      [        -18.5009]
'04-Sep-1997'      [         -5.7260]
'05-Sep-1997'      [         -5.6721]
'08-Sep-1997'      [         -3.4784]
'09-Sep-1997'      [         -7.3782]
'10-Sep-1997'      [        -16.6713]
'11-Sep-1997'      [         -1.7669]
'12-Sep-1997'      [             NaN]
'15-Sep-1997'      [        -15.5367]
'16-Sep-1997'      [         -3.6069]
'17-Sep-1997'      [         -7.4383]
'18-Sep-1997'      [          4.1570]
'19-Sep-1997'      [         -3.8536]
'22-Sep-1997'      [        -14.6542]
'23-Sep-1997'      [         -9.2245]
'24-Sep-1997'      [        -20.0891]
'25-Sep-1997'      [        -17.4511]
'26-Sep-1997'      [        -13.3037]
'29-Sep-1997'      [        -11.6169]
'30-Sep-1997'      [         -9.9665]
'01-Oct-1997'      [        -13.1937]
'02-Oct-1997'      [          0.1253]
'03-Oct-1997'      [         15.3563]
'06-Oct-1997'      [         22.7250]
'07-Oct-1997'      [         31.9520]
'08-Oct-1997'      [         31.9243]
'09-Oct-1997'      [         29.1095]
'10-Oct-1997'      [          7.6225]
'13-Oct-1997'      [         -6.0469]
'14-Oct-1997'      [          0.6483]
'15-Oct-1997'      [          5.1295]
'16-Oct-1997'      [         20.2111]
'17-Oct-1997'      [         32.6326]
'20-Oct-1997'      [         13.5801]
'21-Oct-1997'      [          2.9928]
'22-Oct-1997'      [          5.4262]
'23-Oct-1997'      [         11.0997]
'24-Oct-1997'      [         37.2311]
'27-Oct-1997'      [         66.2110]
'28-Oct-1997'      [        116.3579]
'29-Oct-1997'      [         73.3902]
'30-Oct-1997'      [         48.2718]
'31-Oct-1997'      [         47.2794]
'03-Nov-1997'      [         54.9817]
'04-Nov-1997'      [         44.8902]
'05-Nov-1997'      [         38.9680]
'06-Nov-1997'      [         23.3491]
'07-Nov-1997'      [         -1.0301]
'10-Nov-1997'      [        -32.1286]
'11-Nov-1997'      [        -35.0033]
'12-Nov-1997'      [        -26.0043]
'13-Nov-1997'      [        -23.8013]
'14-Nov-1997'      [        -19.7298]
'17-Nov-1997'      [        -12.9133]
'18-Nov-1997'      [         -1.9313]
'19-Nov-1997'      [         -3.6100]
'20-Nov-1997'      [        -17.0307]
'21-Nov-1997'      [          0.3218]
'24-Nov-1997'      [          4.0860]
'25-Nov-1997'      [        -11.7166]
'26-Nov-1997'      [        -10.7675]
'27-Nov-1997'      [             NaN]
'28-Nov-1997'      [        -20.4847]
'01-Dec-1997'      [         -5.9207]
'02-Dec-1997'      [         -4.4066]
'03-Dec-1997'      [          9.2040]
'04-Dec-1997'      [        -17.6372]
'05-Dec-1997'      [        -16.8227]
'08-Dec-1997'      [        -20.3527]
'09-Dec-1997'      [        -13.4618]
'10-Dec-1997'      [             NaN]
'11-Dec-1997'      [        -15.1769]
'12-Dec-1997'      [        -28.6479]
'15-Dec-1997'      [        -14.1857]
'16-Dec-1997'      [        -20.5707]
'17-Dec-1997'      [        -19.8152]
'18-Dec-1997'      [        -15.7020]
'19-Dec-1997'      [         12.2538]
'22-Dec-1997'      [         13.1503]
'23-Dec-1997'      [         15.7349]
'24-Dec-1997'      [         34.6974]
'25-Dec-1997'      [             NaN]
'26-Dec-1997'      [          2.4548]
'29-Dec-1997'      [          7.3707]
'30-Dec-1997'      [         26.1905]
'31-Dec-1997'      [         21.3276]
'01-Jan-1998'      [             NaN]
'02-Jan-1998'      [         -8.0487]
'05-Jan-1998'      [         13.7573]
'06-Jan-1998'      [        -10.4217]
'07-Jan-1998'      [             NaN]
'08-Jan-1998'      [        -12.2272]
'09-Jan-1998'      [        -11.7557]
'12-Jan-1998'      [         -6.3029]
'13-Jan-1998'      [         -3.5172]
'14-Jan-1998'      [             NaN]
'15-Jan-1998'      [          8.6877]
'16-Jan-1998'      [         -9.8222]
'19-Jan-1998'      [             NaN]
'20-Jan-1998'      [         22.9422]
'21-Jan-1998'      [         18.3332]
'22-Jan-1998'      [         21.0442]
'23-Jan-1998'      [         13.7241]
'26-Jan-1998'      [         17.0117]
'27-Jan-1998'      [         33.4976]
'28-Jan-1998'      [         47.1356]
'29-Jan-1998'      [         65.6699]
'30-Jan-1998'      [             NaN]
'02-Feb-1998'      [         39.8019]
'03-Feb-1998'      [         34.9329]
'04-Feb-1998'      [         19.4341]
'05-Feb-1998'      [         11.4209]
'06-Feb-1998'      [         -1.7196]
'09-Feb-1998'      [        -22.8019]
'10-Feb-1998'      [        -22.0364]
'11-Feb-1998'      [        -24.6330]
'12-Feb-1998'      [        -26.9545]
'13-Feb-1998'      [        -23.5244]
'16-Feb-1998'      [             NaN]
'17-Feb-1998'      [        -16.0798]
'18-Feb-1998'      [         -4.1129]
'19-Feb-1998'      [          4.5587]
'20-Feb-1998'      [         -0.1352]
'23-Feb-1998'      [         -3.2567]
'24-Feb-1998'      [         -3.6450]
'25-Feb-1998'      [         -6.9365]
'26-Feb-1998'      [         -7.1298]
'27-Feb-1998'      [             NaN]
'02-Mar-1998'      [         21.5023]
'03-Mar-1998'      [          3.9788]
'04-Mar-1998'      [          5.4084]
'05-Mar-1998'      [          0.2059]
'06-Mar-1998'      [         -7.9909]
'09-Mar-1998'      [        -16.4319]
'10-Mar-1998'      [        -18.7817]
'11-Mar-1998'      [        -23.7127]
'12-Mar-1998'      [        -31.7812]
'13-Mar-1998'      [        -25.6946]
'16-Mar-1998'      [         -5.2555]
'17-Mar-1998'      [         -5.8220]
'18-Mar-1998'      [         -1.9388]
'19-Mar-1998'      [          4.2206]
'20-Mar-1998'      [          8.1565]
'23-Mar-1998'      [         33.9512]
'24-Mar-1998'      [         47.0898]
'25-Mar-1998'      [         34.5390]
'26-Mar-1998'      [         16.4258]
'27-Mar-1998'      [        -10.9944]
'30-Mar-1998'      [         -9.6036]
'31-Mar-1998'      [         -3.8317]
'01-Apr-1998'      [         -2.0177]
'02-Apr-1998'      [         15.8823]
'03-Apr-1998'      [         10.2044]
'06-Apr-1998'      [         10.0228]
'07-Apr-1998'      [          7.6292]
'08-Apr-1998'      [          9.0212]
'09-Apr-1998'      [         24.5780]
'10-Apr-1998'      [             NaN]
'13-Apr-1998'      [         13.9894]
'14-Apr-1998'      [          8.4078]
'15-Apr-1998'      [         -3.5942]
'16-Apr-1998'      [        -12.9619]
'17-Apr-1998'      [        -18.4692]
'20-Apr-1998'      [         -7.8803]
'21-Apr-1998'      [         -5.4342]
'22-Apr-1998'      [         21.4498]
'23-Apr-1998'      [             NaN]
'24-Apr-1998'      [         47.5192]
'27-Apr-1998'      [         44.1667]
'28-Apr-1998'      [         28.7592]
'29-Apr-1998'      [         24.9220]
'30-Apr-1998'      [         18.5265]
'01-May-1998'      [          4.7819]
'04-May-1998'      [          0.6427]
'05-May-1998'      [        -19.9586]
'06-May-1998'      [        -24.5210]
'07-May-1998'      [        -31.7328]
'08-May-1998'      [        -34.2823]
'11-May-1998'      [        -30.1064]
'12-May-1998'      [        -24.2205]
'13-May-1998'      [        -20.8378]
'14-May-1998'      [        -13.8776]
'15-May-1998'      [          4.8508]
'18-May-1998'      [          6.6223]
'19-May-1998'      [         -1.4091]
'20-May-1998'      [         16.5863]
'21-May-1998'      [         24.5871]
'22-May-1998'      [         17.3567]
'25-May-1998'      [             NaN]
'26-May-1998'      [         54.6161]
'27-May-1998'      [         67.0943]
'28-May-1998'      [         32.4766]
'29-May-1998'      [          7.3097]
'01-Jun-1998'      [         20.4385]
'02-Jun-1998'      [          5.3775]
'03-Jun-1998'      [          5.8949]
'04-Jun-1998'      [          9.7696]
'05-Jun-1998'      [             NaN]
'08-Jun-1998'      [        -12.6297]
'09-Jun-1998'      [        -23.6960]
'10-Jun-1998'      [        -18.3922]
'11-Jun-1998'      [         -6.3094]
'12-Jun-1998'      [         -6.4924]
'15-Jun-1998'      [         -2.9586]
'16-Jun-1998'      [         -5.4800]
'17-Jun-1998'      [          5.6493]
'18-Jun-1998'      [          1.3843]
'19-Jun-1998'      [          6.0764]
'22-Jun-1998'      [         25.7019]
'23-Jun-1998'      [         13.6185]
'24-Jun-1998'      [         17.8033]
'25-Jun-1998'      [          7.7441]
'26-Jun-1998'      [          0.7042]
'29-Jun-1998'      [          0.6089]
'30-Jun-1998'      [         10.3266]
'01-Jul-1998'      [          1.1794]
'02-Jul-1998'      [        -11.2966]
'03-Jul-1998'      [             NaN]
'06-Jul-1998'      [        -19.9421]
'07-Jul-1998'      [        -31.7099]
'08-Jul-1998'      [        -26.8603]
'09-Jul-1998'      [        -16.8517]
'10-Jul-1998'      [         15.0102]
'13-Jul-1998'      [          3.6654]
'14-Jul-1998'      [          6.3043]
'15-Jul-1998'      [         22.3847]
'16-Jul-1998'      [             NaN]
'17-Jul-1998'      [         33.7995]
'20-Jul-1998'      [         55.6589]
'21-Jul-1998'      [         52.8201]
'22-Jul-1998'      [         45.2558]
'23-Jul-1998'      [         25.9777]
'24-Jul-1998'      [         15.9125]
'27-Jul-1998'      [         15.2080]
'28-Jul-1998'      [         19.0135]
'29-Jul-1998'      [          2.5275]
'30-Jul-1998'      [         15.9118]
'31-Jul-1998'      [         12.4339]
'03-Aug-1998'      [         -0.7444]
'04-Aug-1998'      [         20.4800]
'05-Aug-1998'      [         13.8545]
'06-Aug-1998'      [         11.8401]
'07-Aug-1998'      [         10.4736]
'10-Aug-1998'      [          1.1417]
'11-Aug-1998'      [          7.3598]
'12-Aug-1998'      [         -3.2608]
'13-Aug-1998'      [          7.0932]
'14-Aug-1998'      [         18.4202]
'17-Aug-1998'      [         -6.2194]
'18-Aug-1998'      [         -8.8321]
'19-Aug-1998'      [         -4.2015]
'20-Aug-1998'      [          0.0186]
'21-Aug-1998'      [          0.9923]
'24-Aug-1998'      [          1.8199]
'25-Aug-1998'      [          3.5821]
'26-Aug-1998'      [         -8.2848]
'27-Aug-1998'      [         -1.3599]
'28-Aug-1998'      [          6.3235]
'31-Aug-1998'      [         58.6350]
'01-Sep-1998'      [         71.1685]
'02-Sep-1998'      [         81.9201]
'03-Sep-1998'      [         77.3668]
'04-Sep-1998'      [         65.8187]
'07-Sep-1998'      [             NaN]
'08-Sep-1998'      [         71.3215]
'09-Sep-1998'      [         53.8449]
'10-Sep-1998'      [         34.5626]
'11-Sep-1998'      [         -9.4326]
'14-Sep-1998'      [        -18.8717]
'15-Sep-1998'      [        -28.7923]
'16-Sep-1998'      [        -32.5499]
'17-Sep-1998'      [        -33.4200]
'18-Sep-1998'      [             NaN]
'21-Sep-1998'      [        -45.6195]
'22-Sep-1998'      [        -48.0701]
'23-Sep-1998'      [        -41.1315]
'24-Sep-1998'      [        -40.2653]
'25-Sep-1998'      [        -43.6167]
'28-Sep-1998'      [        -42.2964]
'29-Sep-1998'      [        -37.8764]
'30-Sep-1998'      [        -28.6275]
'01-Oct-1998'      [        -25.3646]
'02-Oct-1998'      [        -10.4626]
'05-Oct-1998'      [         -5.8719]
'06-Oct-1998'      [         -7.9007]
'07-Oct-1998'      [         -6.0891]
'08-Oct-1998'      [         25.6968]
'09-Oct-1998'      [         39.6002]
'12-Oct-1998'      [         29.0667]
'13-Oct-1998'      [         28.7717]
'14-Oct-1998'      [         37.1039]
'15-Oct-1998'      [         38.9679]
'16-Oct-1998'      [         35.6626]
'19-Oct-1998'      [         25.9990]
'20-Oct-1998'      [         18.5323]
'21-Oct-1998'      [         -7.6832]
'22-Oct-1998'      [        -11.6861]
'23-Oct-1998'      [         -8.5166]
'26-Oct-1998'      [        -20.9548]
'27-Oct-1998'      [        -22.2450]
'28-Oct-1998'      [        -23.5551]
'29-Oct-1998'      [        -22.3737]
'30-Oct-1998'      [        -22.0401]
'02-Nov-1998'      [        -12.0902]
'03-Nov-1998'      [         -9.5211]
'04-Nov-1998'      [          4.3049]
'05-Nov-1998'      [         29.9812]
'06-Nov-1998'      [         33.1123]
'09-Nov-1998'      [         32.7470]
'10-Nov-1998'      [         13.8794]
'11-Nov-1998'      [          7.2349]
'12-Nov-1998'      [          4.9598]
'13-Nov-1998'      [         -6.0434]
'16-Nov-1998'      [         -4.0018]
'17-Nov-1998'      [        -18.7305]
'18-Nov-1998'      [        -31.5644]
'19-Nov-1998'      [        -28.7448]
'20-Nov-1998'      [        -34.0953]
'23-Nov-1998'      [        -27.4705]
'24-Nov-1998'      [         -9.7555]
'25-Nov-1998'      [          3.1483]
'26-Nov-1998'      [             NaN]
'27-Nov-1998'      [          7.1501]
'30-Nov-1998'      [         23.2013]
'01-Dec-1998'      [         19.2087]
'02-Dec-1998'      [         16.2748]
'03-Dec-1998'      [         26.5438]
'04-Dec-1998'      [         13.4073]
'07-Dec-1998'      [          3.7829]
'08-Dec-1998'      [         -1.6517]
'09-Dec-1998'      [             NaN]
'10-Dec-1998'      [         10.6546]
'11-Dec-1998'      [         -6.7522]
'14-Dec-1998'      [          2.4713]
'15-Dec-1998'      [          1.0432]
'16-Dec-1998'      [         -3.4723]
'17-Dec-1998'      [         -4.3238]
'18-Dec-1998'      [         -6.9776]
'21-Dec-1998'      [         -5.6157]
'22-Dec-1998'      [         13.2435]
'23-Dec-1998'      [          0.6064]
'24-Dec-1998'      [         -1.5724]
'25-Dec-1998'      [             NaN]
'28-Dec-1998'      [         -4.4847]
'29-Dec-1998'      [        -11.5938]
'30-Dec-1998'      [         -4.3610]
'31-Dec-1998'      [         -9.8812]
'01-Jan-1999'      [             NaN]
'04-Jan-1999'      [        -26.5078]
'05-Jan-1999'      [        -21.2732]
'06-Jan-1999'      [         -6.5541]
'07-Jan-1999'      [             NaN]
'08-Jan-1999'      [         10.1820]
'11-Jan-1999'      [         49.6938]
'12-Jan-1999'      [         57.5590]
'13-Jan-1999'      [        104.6860]
'14-Jan-1999'      [             NaN]
'15-Jan-1999'      [         64.1528]
'18-Jan-1999'      [             NaN]
'19-Jan-1999'      [         41.1471]
'20-Jan-1999'      [         18.4460]
'21-Jan-1999'      [         29.8198]
'22-Jan-1999'      [         -5.3039]
'25-Jan-1999'      [        -11.7002]
'26-Jan-1999'      [        -27.6192]
'27-Jan-1999'      [        -20.3923]
'28-Jan-1999'      [        -17.8195]
'29-Jan-1999'      [             NaN]
'01-Feb-1999'      [        -20.2487]
'02-Feb-1999'      [        -19.8776]
'03-Feb-1999'      [        -31.0083]
'04-Feb-1999'      [        -21.3876]
'05-Feb-1999'      [        -15.5678]
'08-Feb-1999'      [        -24.0705]
'09-Feb-1999'      [        -25.3887]
'10-Feb-1999'      [        -24.1898]
'11-Feb-1999'      [        -10.1984]
'12-Feb-1999'      [         -3.9539]
'15-Feb-1999'      [             NaN]
'16-Feb-1999'      [         13.7285]
'17-Feb-1999'      [          4.2595]
'18-Feb-1999'      [         -5.4642]
'19-Feb-1999'      [         -3.7429]
'22-Feb-1999'      [         -6.4245]
'23-Feb-1999'      [        -10.1334]
'24-Feb-1999'      [        -17.7491]
'25-Feb-1999'      [        -11.5482]
'26-Feb-1999'      [             NaN]
'01-Mar-1999'      [        -11.1132]
'02-Mar-1999'      [         -2.1631]
'03-Mar-1999'      [          0.4372]
'04-Mar-1999'      [          5.5379]
'05-Mar-1999'      [         -6.8916]
'08-Mar-1999'      [         -3.3122]
'09-Mar-1999'      [          6.3370]
'10-Mar-1999'      [         -4.7074]
'11-Mar-1999'      [        -17.2184]
'12-Mar-1999'      [        -12.7743]
'15-Mar-1999'      [         -4.6515]
'16-Mar-1999'      [          7.6823]
'17-Mar-1999'      [         12.6629]
'18-Mar-1999'      [         23.6223]
'19-Mar-1999'      [         23.8609]
'22-Mar-1999'      [          2.6143]
'23-Mar-1999'      [         16.1176]
'24-Mar-1999'      [          9.5620]
'25-Mar-1999'      [          6.6268]
'26-Mar-1999'      [        -10.3158]
'29-Mar-1999'      [        -24.1175]

```

## References

Achelis, Steven B., Technical Analysis from A to Z, Second Edition, McGraw-Hill, 1995, pp. 304-305.