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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.

See Also

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