Quantcast

Documentation Center

  • Trial Software
  • Product Updates

onbalvol

On-Balance Volume (OBV)

Syntax

obv = onbalvol(closep, tvolume)
obv = onbalvol([closep tvolume])
obvts = onbalvol(tsobj)
obvts = onbalvol(tsobj, ParameterName, ParameterValue, ...)

Arguments

closep

Closing price (vector)

tvolume

Volume traded

tsobj

Financial time series object

Description

obv = onbalvol(closep, tvolume) calculates the On-Balance Volume (OBV) from the stock closing price (closep) and volume traded (tvolume) data.

obv = onbalvol([closep tvolume]) accepts a two-column matrix representing the closing price (closep) and volume traded (tvolume), in that order.

obvts = onbalvol(tsobj) calculates the OBV from the stock data in the financial time series object tsobj. The object must minimally contain series names Close and Volume. The obvts output is a financial time series object with the same dates as tsobj and a series named OnBalVol.

obvts = onbalvol(tsobj, 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

  • CloseName: closing prices series name

  • VolumeName: volume traded series name

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

Examples

expand all

Calculate the On-Balance Volume (OBV)

This example shows how to calculate the OBV for Disney stock and plot the results.

load disney.mat
dis_OnBalVol = onbalvol(dis)
plot(dis_OnBalVol)
title('On-Balance Volume for Disney')
 
dis_OnBalVol = 
 
    desc:  OnBalVol: Walt Disney Company (DIS)					
    freq:  Unknown (0)

    'dates:  (782)'    'OnBalVol:  (782)'
    '29-Mar-1996'      [         3373800]
    '01-Apr-1996'      [         6117900]
    '02-Apr-1996'      [        10499700]
    '03-Apr-1996'      [        13360200]
    '04-Apr-1996'      [         9669000]
    '05-Apr-1996'      [             NaN]
    '08-Apr-1996'      [         5301900]
    '09-Apr-1996'      [         1803000]
    '10-Apr-1996'      [        -7190100]
    '11-Apr-1996'      [       -18501600]
    '12-Apr-1996'      [       -10740900]
    '15-Apr-1996'      [        -6201900]
    '16-Apr-1996'      [        -2596800]
    '17-Apr-1996'      [         1125000]
    '18-Apr-1996'      [         4033800]
    '19-Apr-1996'      [         8044200]
    '22-Apr-1996'      [         3202200]
    '23-Apr-1996'      [        -3669000]
    '24-Apr-1996'      [       -20093700]
    '25-Apr-1996'      [       -12329700]
    '26-Apr-1996'      [        -6962100]
    '29-Apr-1996'      [        -6962100]
    '30-Apr-1996'      [        -4030800]
    '01-May-1996'      [       -10876800]
    '02-May-1996'      [       -16715700]
    '03-May-1996'      [       -24213600]
    '06-May-1996'      [       -18475800]
    '07-May-1996'      [       -22732200]
    '08-May-1996'      [       -29838300]
    '09-May-1996'      [       -35832000]
    '10-May-1996'      [       -31387200]
    '13-May-1996'      [       -25687800]
    '14-May-1996'      [       -22051200]
    '15-May-1996'      [       -27845700]
    '16-May-1996'      [       -24024300]
    '17-May-1996'      [       -19204800]
    '20-May-1996'      [       -14654400]
    '21-May-1996'      [       -10620300]
    '22-May-1996'      [        -6702300]
    '23-May-1996'      [       -10780800]
    '24-May-1996'      [        -6465900]
    '27-May-1996'      [             NaN]
    '28-May-1996'      [         3453900]
    '29-May-1996'      [         -793500]
    '30-May-1996'      [         3377400]
    '31-May-1996'      [           77400]
    '03-Jun-1996'      [        -3132000]
    '04-Jun-1996'      [        -9225900]
    '05-Jun-1996'      [        -4248000]
    '06-Jun-1996'      [         3107100]
    '07-Jun-1996'      [         9480000]
    '10-Jun-1996'      [         6408300]
    '11-Jun-1996'      [         6408300]
    '12-Jun-1996'      [         6408300]
    '13-Jun-1996'      [         4276800]
    '14-Jun-1996'      [          918600]
    '17-Jun-1996'      [         3083100]
    '18-Jun-1996'      [         -416400]
    '19-Jun-1996'      [         2937600]
    '20-Jun-1996'      [         6722700]
    '21-Jun-1996'      [        15493500]
    '24-Jun-1996'      [        12007500]
    '25-Jun-1996'      [        16635900]
    '26-Jun-1996'      [        13046100]
    '27-Jun-1996'      [        16167000]
    '28-Jun-1996'      [        11528400]
    '01-Jul-1996'      [         8295000]
    '02-Jul-1996'      [         3630900]
    '03-Jul-1996'      [        -3062100]
    '04-Jul-1996'      [             NaN]
    '05-Jul-1996'      [         3419700]
    '08-Jul-1996'      [        -2984100]
    '09-Jul-1996'      [        -9453000]
    '10-Jul-1996'      [        -3501000]
    '11-Jul-1996'      [       -11153100]
    '12-Jul-1996'      [        -5372700]
    '15-Jul-1996'      [       -13884900]
    '16-Jul-1996'      [         -828000]
    '17-Jul-1996'      [         -828000]
    '18-Jul-1996'      [         3527100]
    '19-Jul-1996'      [         7700400]
    '22-Jul-1996'      [         3292200]
    '23-Jul-1996'      [        -1285200]
    '24-Jul-1996'      [        -6083700]
    '25-Jul-1996'      [        -6083700]
    '26-Jul-1996'      [       -15350100]
    '29-Jul-1996'      [       -21173100]
    '30-Jul-1996'      [       -15713700]
    '31-Jul-1996'      [        -9688500]
    '01-Aug-1996'      [        -4194600]
    '02-Aug-1996'      [          284100]
    '05-Aug-1996'      [         3245100]
    '06-Aug-1996'      [         7471200]
    '07-Aug-1996'      [         3803700]
    '08-Aug-1996'      [         -124800]
    '09-Aug-1996'      [        -2961000]
    '12-Aug-1996'      [          -15000]
    '13-Aug-1996'      [        -2517600]
    '14-Aug-1996'      [          226200]
    '15-Aug-1996'      [        -1818600]
    '16-Aug-1996'      [          804300]
    '19-Aug-1996'      [        -1401600]
    '20-Aug-1996'      [        -3879600]
    '21-Aug-1996'      [        -1421700]
    '22-Aug-1996'      [         1983300]
    '23-Aug-1996'      [         4990200]
    '26-Aug-1996'      [         8201100]
    '27-Aug-1996'      [         5562900]
    '28-Aug-1996'      [         3928200]
    '29-Aug-1996'      [         1117500]
    '30-Aug-1996'      [        -3091800]
    '02-Sep-1996'      [             NaN]
    '03-Sep-1996'      [         2462700]
    '04-Sep-1996'      [          240300]
    '05-Sep-1996'      [        -2739900]
    '06-Sep-1996'      [         1264200]
    '09-Sep-1996'      [         4015800]
    '10-Sep-1996'      [           32700]
    '11-Sep-1996'      [         2881500]
    '12-Sep-1996'      [         9552000]
    '13-Sep-1996'      [        14984400]
    '16-Sep-1996'      [        11056500]
    '17-Sep-1996'      [        15009600]
    '18-Sep-1996'      [        17711700]
    '19-Sep-1996'      [        24555300]
    '20-Sep-1996'      [        16607700]
    '23-Sep-1996'      [        19314000]
    '24-Sep-1996'      [        15848700]
    '25-Sep-1996'      [        12915600]
    '26-Sep-1996'      [         9752100]
    '27-Sep-1996'      [        11682900]
    '30-Sep-1996'      [        15246300]
    '01-Oct-1996'      [        12537000]
    '02-Oct-1996'      [        15702600]
    '03-Oct-1996'      [        18570600]
    '04-Oct-1996'      [        23375400]
    '07-Oct-1996'      [        23375400]
    '08-Oct-1996'      [        20786100]
    '09-Oct-1996'      [        17859300]
    '10-Oct-1996'      [        19896900]
    '11-Oct-1996'      [        21448800]
    '14-Oct-1996'      [        23175900]
    '15-Oct-1996'      [        25815000]
    '16-Oct-1996'      [        29748900]
    '17-Oct-1996'      [        27000600]
    '18-Oct-1996'      [        30031800]
    '21-Oct-1996'      [        33111300]
    '22-Oct-1996'      [        36861300]
    '23-Oct-1996'      [        32436000]
    '24-Oct-1996'      [        29771700]
    '25-Oct-1996'      [        32174400]
    '28-Oct-1996'      [        35402400]
    '29-Oct-1996'      [        33057900]
    '30-Oct-1996'      [        31365900]
    '31-Oct-1996'      [        34237200]
    '01-Nov-1996'      [        31252200]
    '04-Nov-1996'      [        34609200]
    '05-Nov-1996'      [        38259300]
    '06-Nov-1996'      [        41460900]
    '07-Nov-1996'      [        46109400]
    '08-Nov-1996'      [        42373800]
    '11-Nov-1996'      [        47422500]
    '12-Nov-1996'      [        53302800]
    '13-Nov-1996'      [        49602600]
    '14-Nov-1996'      [        49602600]
    '15-Nov-1996'      [        59264100]
    '18-Nov-1996'      [        56029500]
    '19-Nov-1996'      [        52059000]
    '20-Nov-1996'      [        56883600]
    '21-Nov-1996'      [        59886300]
    '22-Nov-1996'      [        55713600]
    '25-Nov-1996'      [        60369900]
    '26-Nov-1996'      [        74817900]
    '27-Nov-1996'      [        68114700]
    '28-Nov-1996'      [             NaN]
    '29-Nov-1996'      [         1991100]
    '02-Dec-1996'      [         1991100]
    '03-Dec-1996'      [        -1965300]
    '04-Dec-1996'      [         2825100]
    '05-Dec-1996'      [         -481500]
    '06-Dec-1996'      [        -4893300]
    '09-Dec-1996'      [        -1226400]
    '10-Dec-1996'      [         1845000]
    '11-Dec-1996'      [        -3267300]
    '12-Dec-1996'      [        -8445900]
    '13-Dec-1996'      [        -8445900]
    '16-Dec-1996'      [       -11935800]
    '17-Dec-1996'      [        -5978100]
    '18-Dec-1996'      [        -1789800]
    '19-Dec-1996'      [         1845300]
    '20-Dec-1996'      [         1845300]
    '23-Dec-1996'      [         -593100]
    '24-Dec-1996'      [        -1729500]
    '25-Dec-1996'      [             NaN]
    '26-Dec-1996'      [         1753200]
    '27-Dec-1996'      [          323100]
    '30-Dec-1996'      [        -2516100]
    '31-Dec-1996'      [        -5197800]
    '01-Jan-1997'      [             NaN]
    '02-Jan-1997'      [         8003400]
    '03-Jan-1997'      [        12589200]
    '06-Jan-1997'      [         9015900]
    '07-Jan-1997'      [         5459400]
    '08-Jan-1997'      [         2278500]
    '09-Jan-1997'      [        -2264400]
    '10-Jan-1997'      [         2941500]
    '13-Jan-1997'      [         7530600]
    '14-Jan-1997'      [        12225300]
    '15-Jan-1997'      [         6886500]
    '16-Jan-1997'      [         2439000]
    '17-Jan-1997'      [         7936200]
    '20-Jan-1997'      [        12334200]
    '21-Jan-1997'      [         7414800]
    '22-Jan-1997'      [        12549000]
    '23-Jan-1997'      [         4513500]
    '24-Jan-1997'      [         9117000]
    '27-Jan-1997'      [        13991700]
    '28-Jan-1997'      [        22009200]
    '29-Jan-1997'      [        28142100]
    '30-Jan-1997'      [        23912400]
    '31-Jan-1997'      [        26682000]
    '03-Feb-1997'      [        26682000]
    '04-Feb-1997'      [        24430200]
    '05-Feb-1997'      [        29298600]
    '06-Feb-1997'      [        34572900]
    '07-Feb-1997'      [        39004800]
    '10-Feb-1997'      [        44856900]
    '11-Feb-1997'      [        41204700]
    '12-Feb-1997'      [        44509200]
    '13-Feb-1997'      [        50301600]
    '14-Feb-1997'      [        55975200]
    '17-Feb-1997'      [             NaN]
    '18-Feb-1997'      [         4121700]
    '19-Feb-1997'      [          543600]
    '20-Feb-1997'      [        -2471400]
    '21-Feb-1997'      [         1265100]
    '24-Feb-1997'      [         4162200]
    '25-Feb-1997'      [         7295400]
    '26-Feb-1997'      [         2904600]
    '27-Feb-1997'      [         6019500]
    '28-Feb-1997'      [         2896800]
    '03-Mar-1997'      [        -1632300]
    '04-Mar-1997'      [        -5811600]
    '05-Mar-1997'      [        -1208100]
    '06-Mar-1997'      [         3392400]
    '07-Mar-1997'      [         8131200]
    '10-Mar-1997'      [        10682400]
    '11-Mar-1997'      [        13695600]
    '12-Mar-1997'      [        10157400]
    '13-Mar-1997'      [         7052700]
    '14-Mar-1997'      [        11346600]
    '17-Mar-1997'      [        14729100]
    '18-Mar-1997'      [        11612400]
    '19-Mar-1997'      [         8744700]
    '20-Mar-1997'      [         6195000]
    '21-Mar-1997'      [         2062200]
    '24-Mar-1997'      [         5828700]
    '25-Mar-1997'      [         2038500]
    '26-Mar-1997'      [         5134200]
    '27-Mar-1997'      [         1169400]
    '28-Mar-1997'      [             NaN]
    '31-Mar-1997'      [         5029500]
    '01-Apr-1997'      [          764700]
    '02-Apr-1997'      [          764700]
    '03-Apr-1997'      [         4120500]
    '04-Apr-1997'      [         7654200]
    '07-Apr-1997'      [         7654200]
    '08-Apr-1997'      [         9789900]
    '09-Apr-1997'      [         7633800]
    '10-Apr-1997'      [        11643000]
    '11-Apr-1997'      [         6474900]
    '14-Apr-1997'      [         2186400]
    '15-Apr-1997'      [         5787300]
    '16-Apr-1997'      [        11091300]
    '17-Apr-1997'      [        14433600]
    '18-Apr-1997'      [        17807400]
    '21-Apr-1997'      [        22039500]
    '22-Apr-1997'      [        28494300]
    '23-Apr-1997'      [        35226300]
    '24-Apr-1997'      [        31061700]
    '25-Apr-1997'      [        27668400]
    '28-Apr-1997'      [        30726300]
    '29-Apr-1997'      [        37395600]
    '30-Apr-1997'      [        44377200]
    '01-May-1997'      [        40994700]
    '02-May-1997'      [        37489200]
    '05-May-1997'      [        41747400]
    '06-May-1997'      [        46132800]
    '07-May-1997'      [        42688200]
    '08-May-1997'      [        47432400]
    '09-May-1997'      [        50909100]
    '12-May-1997'      [        55593600]
    '13-May-1997'      [        52068600]
    '14-May-1997'      [        52068600]
    '15-May-1997'      [        49497300]
    '16-May-1997'      [        43970400]
    '19-May-1997'      [        46818900]
    '20-May-1997'      [        50787600]
    '21-May-1997'      [        47655600]
    '22-May-1997'      [        47655600]
    '23-May-1997'      [        49125900]
    '26-May-1997'      [             NaN]
    '27-May-1997'      [         2646900]
    '28-May-1997'      [         5168100]
    '29-May-1997'      [         2541900]
    '30-May-1997'      [        -1269600]
    '02-Jun-1997'      [        -3791100]
    '03-Jun-1997'      [        -6414900]
    '04-Jun-1997'      [        -9079200]
    '05-Jun-1997'      [        -6138300]
    '06-Jun-1997'      [        -2316300]
    '09-Jun-1997'      [        -5512500]
    '10-Jun-1997'      [        -1866600]
    '11-Jun-1997'      [        -5871300]
    '12-Jun-1997'      [         -904200]
    '13-Jun-1997'      [         4782900]
    '16-Jun-1997'      [         8727300]
    '17-Jun-1997'      [        13134000]
    '18-Jun-1997'      [         9859800]
    '19-Jun-1997'      [        14677200]
    '20-Jun-1997'      [         9268800]
    '23-Jun-1997'      [         6556800]
    '24-Jun-1997'      [        10872300]
    '25-Jun-1997'      [         5979600]
    '26-Jun-1997'      [         1920000]
    '27-Jun-1997'      [        -3502500]
    '30-Jun-1997'      [         3988200]
    '01-Jul-1997'      [        -2332500]
    '02-Jul-1997'      [       -11237100]
    '03-Jul-1997'      [        -5904000]
    '04-Jul-1997'      [             NaN]
    '07-Jul-1997'      [        10174200]
    '08-Jul-1997'      [        18797700]
    '09-Jul-1997'      [        12285300]
    '10-Jul-1997'      [         7260000]
    '11-Jul-1997'      [         1706700]
    '14-Jul-1997'      [         7536900]
    '15-Jul-1997'      [        12406500]
    '16-Jul-1997'      [        18644700]
    '17-Jul-1997'      [        12704400]
    '18-Jul-1997'      [         5579100]
    '21-Jul-1997'      [          795000]
    '22-Jul-1997'      [         9185400]
    '23-Jul-1997'      [        15534900]
    '24-Jul-1997'      [        20761200]
    '25-Jul-1997'      [        16583700]
    '28-Jul-1997'      [        19612200]
    '29-Jul-1997'      [        24107400]
    '30-Jul-1997'      [        28859100]
    '31-Jul-1997'      [        25097700]
    '01-Aug-1997'      [        20899500]
    '04-Aug-1997'      [        24658200]
    '05-Aug-1997'      [        20962800]
    '06-Aug-1997'      [        24417000]
    '07-Aug-1997'      [        20940300]
    '08-Aug-1997'      [        24836100]
    '11-Aug-1997'      [        28764000]
    '12-Aug-1997'      [        23302500]
    '13-Aug-1997'      [        28739400]
    '14-Aug-1997'      [        24126900]
    '15-Aug-1997'      [        19108500]
    '18-Aug-1997'      [        24909000]
    '19-Aug-1997'      [        32244600]
    '20-Aug-1997'      [        36238800]
    '21-Aug-1997'      [        33236100]
    '22-Aug-1997'      [        29638800]
    '25-Aug-1997'      [        32309700]
    '26-Aug-1997'      [        29387400]
    '27-Aug-1997'      [        32809200]
    '28-Aug-1997'      [        28646400]
    '29-Aug-1997'      [        25878600]
    '01-Sep-1997'      [             NaN]
    '02-Sep-1997'      [         2701500]
    '03-Sep-1997'      [         5723100]
    '04-Sep-1997'      [          541500]
    '05-Sep-1997'      [         3967200]
    '08-Sep-1997'      [         1704600]
    '09-Sep-1997'      [         4470600]
    '10-Sep-1997'      [         2270400]
    '11-Sep-1997'      [        -4904100]
    '12-Sep-1997'      [         -248700]
    '15-Sep-1997'      [         2112900]
    '16-Sep-1997'      [         5765400]
    '17-Sep-1997'      [         2114700]
    '18-Sep-1997'      [         7377000]
    '19-Sep-1997'      [        11317500]
    '22-Sep-1997'      [         8430900]
    '23-Sep-1997'      [         5745900]
    '24-Sep-1997'      [         2734200]
    '25-Sep-1997'      [         5826900]
    '26-Sep-1997'      [         2526600]
    '29-Sep-1997'      [         5671200]
    '30-Sep-1997'      [         9388200]
    '01-Oct-1997'      [        13584900]
    '02-Oct-1997'      [        18693600]
    '03-Oct-1997'      [        24258000]
    '06-Oct-1997'      [        21622800]
    '07-Oct-1997'      [        24906900]
    '08-Oct-1997'      [        20544300]
    '09-Oct-1997'      [        22908000]
    '10-Oct-1997'      [        20141100]
    '13-Oct-1997'      [        21624000]
    '14-Oct-1997'      [        25319700]
    '15-Oct-1997'      [        30577500]
    '16-Oct-1997'      [        26619000]
    '17-Oct-1997'      [        20743500]
    '20-Oct-1997'      [        23930100]
    '21-Oct-1997'      [        26769900]
    '22-Oct-1997'      [        23650800]
    '23-Oct-1997'      [        19695300]
    '24-Oct-1997'      [        26252400]
    '27-Oct-1997'      [        20901600]
    '28-Oct-1997'      [        29919300]
    '29-Oct-1997'      [        34923000]
    '30-Oct-1997'      [        31276500]
    '31-Oct-1997'      [        34749300]
    '03-Nov-1997'      [        38377500]
    '04-Nov-1997'      [        41811300]
    '05-Nov-1997'      [        37804200]
    '06-Nov-1997'      [        41975700]
    '07-Nov-1997'      [        37662300]
    '10-Nov-1997'      [        35558100]
    '11-Nov-1997'      [        37305900]
    '12-Nov-1997'      [        32977500]
    '13-Nov-1997'      [        37319400]
    '14-Nov-1997'      [        42110400]
    '17-Nov-1997'      [        47103000]
    '18-Nov-1997'      [        53433600]
    '19-Nov-1997'      [        58312800]
    '20-Nov-1997'      [        51258000]
    '21-Nov-1997'      [        58759200]
    '24-Nov-1997'      [        51671400]
    '25-Nov-1997'      [        51671400]
    '26-Nov-1997'      [        55600800]
    '27-Nov-1997'      [             NaN]
    '28-Nov-1997'      [         1642800]
    '01-Dec-1997'      [         5349900]
    '02-Dec-1997'      [          924000]
    '03-Dec-1997'      [        -2584200]
    '04-Dec-1997'      [        -9636900]
    '05-Dec-1997'      [        -4232700]
    '08-Dec-1997'      [         -934200]
    '09-Dec-1997'      [        -4675500]
    '10-Dec-1997'      [        -7514400]
    '11-Dec-1997'      [       -10931700]
    '12-Dec-1997'      [        -7095000]
    '15-Dec-1997'      [        -1420500]
    '16-Dec-1997'      [        -5680200]
    '17-Dec-1997'      [        -2891100]
    '18-Dec-1997'      [         1243200]
    '19-Dec-1997'      [        -6582000]
    '22-Dec-1997'      [        -3283800]
    '23-Dec-1997'      [          876000]
    '24-Dec-1997'      [         -766800]
    '25-Dec-1997'      [             NaN]
    '26-Dec-1997'      [          646200]
    '29-Dec-1997'      [         2924700]
    '30-Dec-1997'      [         8929200]
    '31-Dec-1997'      [         8929200]
    '01-Jan-1998'      [             NaN]
    '02-Jan-1998'      [         2924700]
    '05-Jan-1998'      [        -8805900]
    '06-Jan-1998'      [       -13050000]
    '07-Jan-1998'      [        -8639700]
    '08-Jan-1998'      [       -11427600]
    '09-Jan-1998'      [       -16781700]
    '12-Jan-1998'      [       -22844100]
    '13-Jan-1998'      [       -17843400]
    '14-Jan-1998'      [       -14462700]
    '15-Jan-1998'      [       -17454000]
    '16-Jan-1998'      [       -13027200]
    '19-Jan-1998'      [             NaN]
    '20-Jan-1998'      [         4008600]
    '21-Jan-1998'      [          495300]
    '22-Jan-1998'      [        -2164200]
    '23-Jan-1998'      [         3294300]
    '26-Jan-1998'      [          240000]
    '27-Jan-1998'      [         9940200]
    '28-Jan-1998'      [        18777300]
    '29-Jan-1998'      [        24265200]
    '30-Jan-1998'      [        28534500]
    '02-Feb-1998'      [        34042500]
    '03-Feb-1998'      [        29872200]
    '04-Feb-1998'      [        33276600]
    '05-Feb-1998'      [        33276600]
    '06-Feb-1998'      [        35492400]
    '09-Feb-1998'      [        32911800]
    '10-Feb-1998'      [        36264600]
    '11-Feb-1998'      [        40136700]
    '12-Feb-1998'      [        36028200]
    '13-Feb-1998'      [        38919900]
    '16-Feb-1998'      [             NaN]
    '17-Feb-1998'      [         4417500]
    '18-Feb-1998'      [         8013000]
    '19-Feb-1998'      [         4330500]
    '20-Feb-1998'      [         8488200]
    '23-Feb-1998'      [         3972900]
    '24-Feb-1998'      [        -1035000]
    '25-Feb-1998'      [        -5181900]
    '26-Feb-1998'      [        -9547200]
    '27-Feb-1998'      [        -5034900]
    '02-Mar-1998'      [        -8720100]
    '03-Mar-1998'      [        -5605800]
    '04-Mar-1998'      [       -17107800]
    '05-Mar-1998'      [       -23647200]
    '06-Mar-1998'      [       -19680300]
    '09-Mar-1998'      [       -16308900]
    '10-Mar-1998'      [       -13248600]
    '11-Mar-1998'      [       -16751400]
    '12-Mar-1998'      [       -13499100]
    '13-Mar-1998'      [       -10484100]
    '16-Mar-1998'      [        -6700500]
    '17-Mar-1998'      [        -9991200]
    '18-Mar-1998'      [       -12997500]
    '19-Mar-1998'      [       -16234200]
    '20-Mar-1998'      [       -11182800]
    '23-Mar-1998'      [       -18885300]
    '24-Mar-1998'      [       -10964400]
    '25-Mar-1998'      [       -14564700]
    '26-Mar-1998'      [       -11363700]
    '27-Mar-1998'      [       -14522400]
    '30-Mar-1998'      [       -17274300]
    '31-Mar-1998'      [       -13571700]
    '01-Apr-1998'      [       -18082500]
    '02-Apr-1998'      [       -13479600]
    '03-Apr-1998'      [        -9193800]
    '06-Apr-1998'      [       -12261000]
    '07-Apr-1998'      [       -14684100]
    '08-Apr-1998'      [       -17896200]
    '09-Apr-1998'      [       -14189100]
    '10-Apr-1998'      [             NaN]
    '13-Apr-1998'      [         3679200]
    '14-Apr-1998'      [         8487900]
    '15-Apr-1998'      [        14494800]
    '16-Apr-1998'      [        10557300]
    '17-Apr-1998'      [        14546100]
    '20-Apr-1998'      [        19858200]
    '21-Apr-1998'      [        24564600]
    '22-Apr-1998'      [        28344000]
    '23-Apr-1998'      [        55454400]
    '24-Apr-1998'      [        39950700]
    '27-Apr-1998'      [        32652300]
    '28-Apr-1998'      [        40182000]
    '29-Apr-1998'      [        44553300]
    '30-Apr-1998'      [        49603800]
    '01-May-1998'      [        53312100]
    '04-May-1998'      [        57713100]
    '05-May-1998'      [        53821500]
    '06-May-1998'      [        50777400]
    '07-May-1998'      [        39787200]
    '08-May-1998'      [        45888600]
    '11-May-1998'      [        49755000]
    '12-May-1998'      [        46115100]
    '13-May-1998'      [        41923500]
    '14-May-1998'      [        34759500]
    '15-May-1998'      [        19684500]
    '18-May-1998'      [        10614900]
    '19-May-1998'      [        17611200]
    '20-May-1998'      [        24337500]
    '21-May-1998'      [        29973300]
    '22-May-1998'      [        33870000]
    '25-May-1998'      [             NaN]
    '26-May-1998'      [         5850300]
    '27-May-1998'      [        12978000]
    '28-May-1998'      [         9394800]
    '29-May-1998'      [         6268500]
    '01-Jun-1998'      [         2225400]
    '02-Jun-1998'      [        -4048200]
    '03-Jun-1998'      [        -7950900]
    '04-Jun-1998'      [        -7950900]
    '05-Jun-1998'      [          828300]
    '08-Jun-1998'      [         6939600]
    '09-Jun-1998'      [        11004000]
    '10-Jun-1998'      [        17923800]
    '11-Jun-1998'      [        13304100]
    '12-Jun-1998'      [         7525200]
    '15-Jun-1998'      [         2847300]
    '16-Jun-1998'      [         8892900]
    '17-Jun-1998'      [        15341400]
    '18-Jun-1998'      [         8139300]
    '19-Jun-1998'      [       -12700200]
    '22-Jun-1998'      [         2448900]
    '23-Jun-1998'      [         8636700]
    '24-Jun-1998'      [        14799600]
    '25-Jun-1998'      [         8633700]
    '26-Jun-1998'      [         4090500]
    '29-Jun-1998'      [         9408600]
    '30-Jun-1998'      [       -12645000]
    '01-Jul-1998'      [         1566900]
    '02-Jul-1998'      [         9660900]
    '03-Jul-1998'      [             NaN]
    '06-Jul-1998'      [         7764000]
    '07-Jul-1998'      [        16635300]
    '08-Jul-1998'      [        26148000]
    '09-Jul-1998'      [        38979600]
    '10-Jul-1998'      [        54615100]
    '13-Jul-1998'      [        69710100]
    '14-Jul-1998'      [        82290600]
    '15-Jul-1998'      [        73697700]
    '16-Jul-1998'      [        63690200]
    '17-Jul-1998'      [        69487500]
    '20-Jul-1998'      [        63170900]
    '21-Jul-1998'      [        56802700]
    '22-Jul-1998'      [        48304200]
    '23-Jul-1998'      [        43689800]
    '24-Jul-1998'      [        47914200]
    '27-Jul-1998'      [        44061400]
    '28-Jul-1998'      [        37847600]
    '29-Jul-1998'      [        37847600]
    '30-Jul-1998'      [        32323200]
    '31-Jul-1998'      [        28516000]
    '03-Aug-1998'      [        32688400]
    '04-Aug-1998'      [        25045400]
    '05-Aug-1998'      [        32772700]
    '06-Aug-1998'      [        27319600]
    '07-Aug-1998'      [        32180400]
    '10-Aug-1998'      [        27715400]
    '11-Aug-1998'      [        19223100]
    '12-Aug-1998'      [        26185900]
    '13-Aug-1998'      [        21344300]
    '14-Aug-1998'      [        16900700]
    '17-Aug-1998'      [        21276700]
    '18-Aug-1998'      [        27097000]
    '19-Aug-1998'      [        22558700]
    '20-Aug-1998'      [        26354500]
    '21-Aug-1998'      [        21091100]
    '24-Aug-1998'      [        24433200]
    '25-Aug-1998'      [        28690900]
    '26-Aug-1998'      [        23240200]
    '27-Aug-1998'      [        15904100]
    '28-Aug-1998'      [         8928400]
    '31-Aug-1998'      [        -2429100]
    '01-Sep-1998'      [        12773100]
    '02-Sep-1998'      [         4594900]
    '03-Sep-1998'      [        -2652200]
    '04-Sep-1998'      [       -10280600]
    '07-Sep-1998'      [             NaN]
    '08-Sep-1998'      [         8823500]
    '09-Sep-1998'      [          446200]
    '10-Sep-1998'      [        -7804100]
    '11-Sep-1998'      [       -14992700]
    '14-Sep-1998'      [       -38685900]
    '15-Sep-1998'      [       -27772000]
    '16-Sep-1998'      [       -18080100]
    '17-Sep-1998'      [       -24293100]
    '18-Sep-1998'      [       -32205300]
    '21-Sep-1998'      [       -37140700]
    '22-Sep-1998'      [       -31010000]
    '23-Sep-1998'      [       -22494700]
    '24-Sep-1998'      [       -28732500]
    '25-Sep-1998'      [       -33087800]
    '28-Sep-1998'      [       -28800800]
    '29-Sep-1998'      [       -33225300]
    '30-Sep-1998'      [       -38324200]
    '01-Oct-1998'      [       -45247700]
    '02-Oct-1998'      [       -40021700]
    '05-Oct-1998'      [       -44238900]
    '06-Oct-1998'      [       -39578900]
    '07-Oct-1998'      [       -44219300]
    '08-Oct-1998'      [       -53929100]
    '09-Oct-1998'      [       -47795900]
    '12-Oct-1998'      [       -43277000]
    '13-Oct-1998'      [       -38419700]
    '14-Oct-1998'      [       -43659400]
    '15-Oct-1998'      [       -38449700]
    '16-Oct-1998'      [       -44845700]
    '19-Oct-1998'      [       -39767100]
    '20-Oct-1998'      [       -31920900]
    '21-Oct-1998'      [       -26830000]
    '22-Oct-1998'      [       -23217500]
    '23-Oct-1998'      [       -27082900]
    '26-Oct-1998'      [       -23712000]
    '27-Oct-1998'      [       -29685800]
    '28-Oct-1998'      [       -35346700]
    '29-Oct-1998'      [       -31573600]
    '30-Oct-1998'      [       -26720900]
    '02-Nov-1998'      [       -19475400]
    '03-Nov-1998'      [       -11051100]
    '04-Nov-1998'      [       -19788400]
    '05-Nov-1998'      [       -12735600]
    '06-Nov-1998'      [        -6737600]
    '09-Nov-1998'      [       -11632200]
    '10-Nov-1998'      [       -18033400]
    '11-Nov-1998'      [       -18033400]
    '12-Nov-1998'      [       -22202800]
    '13-Nov-1998'      [       -17918100]
    '16-Nov-1998'      [       -22945800]
    '17-Nov-1998'      [       -22945800]
    '18-Nov-1998'      [       -28370000]
    '19-Nov-1998'      [       -35341000]
    '20-Nov-1998'      [       -29276300]
    '23-Nov-1998'      [       -22435900]
    '24-Nov-1998'      [       -12255400]
    '25-Nov-1998'      [        -5927400]
    '26-Nov-1998'      [             NaN]
    '27-Nov-1998'      [         4346800]
    '30-Nov-1998'      [        13602700]
    '01-Dec-1998'      [         7288000]
    '02-Dec-1998'      [         2714900]
    '03-Dec-1998'      [        -1807700]
    '04-Dec-1998'      [         2089700]
    '07-Dec-1998'      [        -2371600]
    '08-Dec-1998'      [         3619900]
    '09-Dec-1998'      [        10643800]
    '10-Dec-1998'      [         5105700]
    '11-Dec-1998'      [          480500]
    '14-Dec-1998'      [        -4899000]
    '15-Dec-1998'      [          454300]
    '16-Dec-1998'      [          454300]
    '17-Dec-1998'      [         4050700]
    '18-Dec-1998'      [        -2129500]
    '21-Dec-1998'      [         3669300]
    '22-Dec-1998'      [        -3050700]
    '23-Dec-1998'      [         2802400]
    '24-Dec-1998'      [         1000300]
    '25-Dec-1998'      [             NaN]
    '28-Dec-1998'      [         4603500]
    '29-Dec-1998'      [         4603500]
    '30-Dec-1998'      [         -486100]
    '31-Dec-1998'      [         5090100]
    '01-Jan-1999'      [             NaN]
    '04-Jan-1999'      [         7105100]
    '05-Jan-1999'      [        13324100]
    '06-Jan-1999'      [        23794000]
    '07-Jan-1999'      [        34760100]
    '08-Jan-1999'      [        45438500]
    '11-Jan-1999'      [        62733900]
    '12-Jan-1999'      [        84003400]
    '13-Jan-1999'      [        68413800]
    '14-Jan-1999'      [        60901200]
    '15-Jan-1999'      [        54379000]
    '18-Jan-1999'      [             NaN]
    '19-Jan-1999'      [         7027800]
    '20-Jan-1999'      [         -397600]
    '21-Jan-1999'      [        -7852300]
    '22-Jan-1999'      [       -12905000]
    '25-Jan-1999'      [        -8789100]
    '26-Jan-1999'      [       -14462900]
    '27-Jan-1999'      [       -26087800]
    '28-Jan-1999'      [       -13973100]
    '29-Jan-1999'      [       -22836700]
    '01-Feb-1999'      [       -16644600]
    '02-Feb-1999'      [       -22629000]
    '03-Feb-1999'      [       -16038300]
    '04-Feb-1999'      [       -21857600]
    '05-Feb-1999'      [       -14497600]
    '08-Feb-1999'      [       -19314300]
    '09-Feb-1999'      [       -25085100]
    '10-Feb-1999'      [       -19022800]
    '11-Feb-1999'      [       -12482800]
    '12-Feb-1999'      [        -5834500]
    '15-Feb-1999'      [             NaN]
    '16-Feb-1999'      [         4995400]
    '17-Feb-1999'      [          525700]
    '18-Feb-1999'      [        -4301500]
    '19-Feb-1999'      [        -7476100]
    '22-Feb-1999'      [        -2032200]
    '23-Feb-1999'      [        -2032200]
    '24-Feb-1999'      [         4126700]
    '25-Feb-1999'      [        -1210900]
    '26-Feb-1999'      [         4552700]
    '01-Mar-1999'      [          -57400]
    '02-Mar-1999'      [        -4390400]
    '03-Mar-1999'      [          547200]
    '04-Mar-1999'      [         5660200]
    '05-Mar-1999'      [        10891700]
    '08-Mar-1999'      [        16943200]
    '09-Mar-1999'      [         8646800]
    '10-Mar-1999'      [         3070500]
    '11-Mar-1999'      [         8426000]
    '12-Mar-1999'      [        17161000]
    '15-Mar-1999'      [        11598400]
    '16-Mar-1999'      [         7399400]
    '17-Mar-1999'      [         3181700]
    '18-Mar-1999'      [         8492000]
    '19-Mar-1999'      [         2927000]
    '22-Mar-1999'      [        -1412400]
    '23-Mar-1999'      [       -11204100]
    '24-Mar-1999'      [       -11204100]
    '25-Mar-1999'      [        -3268100]
    '26-Mar-1999'      [        -8820900]
    '29-Mar-1999'      [        -2500400]

References

Achelis, Steven B., Technical Analysis from A to Z, Second printing, McGraw-Hill, 1995, pp. 207 - 209.

See Also

Was this topic helpful?