Documentation Center

  • Trial Software
  • Product Updates

prcroc

Price rate of change

Syntax

proc = prcroc(closep, nTimes)
procts = prcroc(tsobj, nTimes)
procts = prcroc(tsobj, nTimes, ParameterName, ParameterValue)

Arguments

closep

Closing price

nTimes

(Optional) Time difference. Default = 12.

tsobj

Financial time series object

Description

proc = prcroc(closep, nTimes) calculates the price rate of change proc from the closing price closep. If nTimes time is specified, the price rate of change is calculated between the current closing price and the closing price nTimes ago.

procts = prcroc(tsobj, nTimes) calculates the price rate of change procts from the financial time series object tsobj. tsobj must contain a data series named Close. The output procts is a financial time series object with similar dates as tsobj and a data series named PriceROC. If nTimes is specified, the price rate of change is calculated between the current closing price and the closing price nTimes ago.

procts = prcroc(tsobj, nTimes, ParameterName, ParameterValue) specifies the name for the required data series when it is different from the default name. The valid parameter name is

  • CloseName: closing price series name

The parameter value is a string that represents the valid parameter name.

Note, to compute a quantity over n periods, you must specify n+1 for nTimes. If you specify nTimes = 0, the function returns your original time series.

Examples

expand all

Compute the Price Rate of Change

This example shows how to compute the price rate of change for Disney stock and plot the results.

load disney.mat
dis_PriceRoc = prcroc(dis)
plot(dis_PriceRoc)
title('Price Rate of Change for Disney')
 
dis_PriceRoc = 
 
    desc:  PrcROC: Walt Disney Company (DIS)					
    freq:  Unknown (0)

    'dates:  (782)'    'PriceROC:  (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'      [         -3.1326]
    '16-Apr-1996'      [         -4.0462]
    '17-Apr-1996'      [         -4.7680]
    '18-Apr-1996'      [         -4.1920]
    '19-Apr-1996'      [         -2.8846]
    '22-Apr-1996'      [             NaN]
    '23-Apr-1996'      [         -4.0777]
    '24-Apr-1996'      [         -4.7152]
    '25-Apr-1996'      [          0.6160]
    '26-Apr-1996'      [          2.4845]
    '29-Apr-1996'      [          0.8163]
    '30-Apr-1996'      [          0.2036]
    '01-May-1996'      [         -2.8096]
    '02-May-1996'      [         -3.8092]
    '03-May-1996'      [         -6.1599]
    '06-May-1996'      [         -4.7524]
    '07-May-1996'      [         -5.1880]
    '08-May-1996'      [         -4.4503]
    '09-May-1996'      [         -3.9143]
    '10-May-1996'      [         -3.2669]
    '13-May-1996'      [         -1.8182]
    '14-May-1996'      [         -1.6145]
    '15-May-1996'      [         -2.6225]
    '16-May-1996'      [          0.4116]
    '17-May-1996'      [          2.0850]
    '20-May-1996'      [          4.8711]
    '21-May-1996'      [          3.7421]
    '22-May-1996'      [          5.6841]
    '23-May-1996'      [          5.0847]
    '24-May-1996'      [          7.2926]
    '27-May-1996'      [             NaN]
    '28-May-1996'      [          2.2617]
    '29-May-1996'      [         -0.6160]
    '30-May-1996'      [          1.4509]
    '31-May-1996'      [               0]
    '03-Jun-1996'      [         -1.4302]
    '04-Jun-1996'      [         -2.8267]
    '05-Jun-1996'      [         -3.0060]
    '06-Jun-1996'      [         -0.4016]
    '07-Jun-1996'      [          2.0129]
    '10-Jun-1996'      [         -0.1968]
    '11-Jun-1996'      [             NaN]
    '12-Jun-1996'      [          0.4056]
    '13-Jun-1996'      [          2.0628]
    '14-Jun-1996'      [          0.4065]
    '17-Jun-1996'      [          2.0593]
    '18-Jun-1996'      [          1.0335]
    '19-Jun-1996'      [          1.6615]
    '20-Jun-1996'      [          2.0628]
    '21-Jun-1996'      [          0.8016]
    '24-Jun-1996'      [         -1.5795]
    '25-Jun-1996'      [          1.3996]
    '26-Jun-1996'      [               0]
    '27-Jun-1996'      [          1.2024]
    '28-Jun-1996'      [          1.8219]
    '01-Jul-1996'      [          1.2195]
    '02-Jul-1996'      [         -1.2097]
    '03-Jul-1996'      [               0]
    '04-Jul-1996'      [             NaN]
    '05-Jul-1996'      [         -3.8430]
    '08-Jul-1996'      [         -6.3476]
    '09-Jul-1996'      [         -7.6289]
    '10-Jul-1996'      [         -8.1013]
    '11-Jul-1996'      [        -10.0231]
    '12-Jul-1996'      [         -9.9040]
    '15-Jul-1996'      [        -12.7207]
    '16-Jul-1996'      [        -10.0386]
    '17-Jul-1996'      [         -8.5713]
    '18-Jul-1996'      [         -6.1476]
    '19-Jul-1996'      [             NaN]
    '22-Jul-1996'      [         -5.6841]
    '23-Jul-1996'      [         -5.9338]
    '24-Jul-1996'      [         -5.4364]
    '25-Jul-1996'      [         -6.4516]
    '26-Jul-1996'      [         -3.5600]
    '29-Jul-1996'      [         -6.1504]
    '30-Jul-1996'      [          0.6834]
    '31-Jul-1996'      [         -0.6696]
    '01-Aug-1996'      [          2.4535]
    '02-Aug-1996'      [          1.3101]
    '05-Aug-1996'      [          1.7412]
    '06-Aug-1996'      [          5.3570]
    '07-Aug-1996'      [          5.1784]
    '08-Aug-1996'      [          5.7490]
    '09-Aug-1996'      [          5.0593]
    '12-Aug-1996'      [          8.0811]
    '13-Aug-1996'      [          8.6612]
    '14-Aug-1996'      [          5.2017]
    '15-Aug-1996'      [          4.0449]
    '16-Aug-1996'      [          1.3072]
    '19-Aug-1996'      [               0]
    '20-Aug-1996'      [         -1.9272]
    '21-Aug-1996'      [         -1.9067]
    '22-Aug-1996'      [         -0.4266]
    '23-Aug-1996'      [          1.5182]
    '26-Aug-1996'      [          3.9387]
    '27-Aug-1996'      [          0.8564]
    '28-Aug-1996'      [          0.4345]
    '29-Aug-1996'      [         -0.6452]
    '30-Aug-1996'      [         -1.5136]
    '02-Sep-1996'      [             NaN]
    '03-Sep-1996'      [         -1.7224]
    '04-Sep-1996'      [         -0.8699]
    '05-Sep-1996'      [         -3.8876]
    '06-Sep-1996'      [         -1.9355]
    '09-Sep-1996'      [         -0.2107]
    '10-Sep-1996'      [         -2.5263]
    '11-Sep-1996'      [         -0.6356]
    '12-Sep-1996'      [          3.8626]
    '13-Sep-1996'      [          5.1948]
    '16-Sep-1996'      [          5.7000]
    '17-Sep-1996'      [             NaN]
    '18-Sep-1996'      [          7.4579]
    '19-Sep-1996'      [         11.8941]
    '20-Sep-1996'      [         13.4829]
    '23-Sep-1996'      [         11.6211]
    '24-Sep-1996'      [          7.7252]
    '25-Sep-1996'      [          8.2055]
    '26-Sep-1996'      [          5.7568]
    '27-Sep-1996'      [          4.1305]
    '30-Sep-1996'      [          4.1136]
    '01-Oct-1996'      [          3.7345]
    '02-Oct-1996'      [          2.8613]
    '03-Oct-1996'      [          3.0612]
    '04-Oct-1996'      [          0.9827]
    '07-Oct-1996'      [          1.5825]
    '08-Oct-1996'      [               0]
    '09-Oct-1996'      [          1.1952]
    '10-Oct-1996'      [          1.5952]
    '11-Oct-1996'      [          3.2225]
    '14-Oct-1996'      [          1.7857]
    '15-Oct-1996'      [          1.7787]
    '16-Oct-1996'      [          4.8001]
    '17-Oct-1996'      [          3.1826]
    '18-Oct-1996'      [          2.9702]
    '21-Oct-1996'      [          2.3392]
    '22-Oct-1996'      [          3.8971]
    '23-Oct-1996'      [          3.9325]
    '24-Oct-1996'      [          2.9527]
    '25-Oct-1996'      [          4.1258]
    '28-Oct-1996'      [          3.7126]
    '29-Oct-1996'      [          2.5357]
    '30-Oct-1996'      [          1.9433]
    '31-Oct-1996'      [          0.5725]
    '01-Nov-1996'      [          0.9618]
    '04-Nov-1996'      [          2.8846]
    '05-Nov-1996'      [          3.0491]
    '06-Nov-1996'      [          1.6886]
    '07-Nov-1996'      [          4.3462]
    '08-Nov-1996'      [          4.7770]
    '11-Nov-1996'      [          6.2265]
    '12-Nov-1996'      [          6.7797]
    '13-Nov-1996'      [          7.4143]
    '14-Nov-1996'      [          7.6206]
    '15-Nov-1996'      [          9.6776]
    '18-Nov-1996'      [          8.9727]
    '19-Nov-1996'      [          6.1681]
    '20-Nov-1996'      [          6.0997]
    '21-Nov-1996'      [          6.6422]
    '22-Nov-1996'      [          4.5304]
    '25-Nov-1996'      [          7.3008]
    '26-Nov-1996'      [          7.9930]
    '27-Nov-1996'      [          4.2328]
    '28-Nov-1996'      [             NaN]
    '29-Nov-1996'      [          4.6003]
    '02-Dec-1996'      [          2.2506]
    '03-Dec-1996'      [          0.6977]
    '04-Dec-1996'      [          1.4070]
    '05-Dec-1996'      [          0.1714]
    '06-Dec-1996'      [         -1.0381]
    '09-Dec-1996'      [          1.3851]
    '10-Dec-1996'      [         -0.3388]
    '11-Dec-1996'      [         -5.0961]
    '12-Dec-1996'      [         -4.9056]
    '13-Dec-1996'      [             NaN]
    '16-Dec-1996'      [         -6.0914]
    '17-Dec-1996'      [         -4.0609]
    '18-Dec-1996'      [         -0.5217]
    '19-Dec-1996'      [          0.5208]
    '20-Dec-1996'      [          0.6971]
    '23-Dec-1996'      [          0.8769]
    '24-Dec-1996'      [         -2.2236]
    '25-Dec-1996'      [             NaN]
    '26-Dec-1996'      [         -1.0398]
    '27-Dec-1996'      [          1.4220]
    '30-Dec-1996'      [         -0.3587]
    '31-Dec-1996'      [          0.5405]
    '01-Jan-1997'      [             NaN]
    '02-Jan-1997'      [         -5.7693]
    '03-Jan-1997'      [         -4.3192]
    '06-Jan-1997'      [         -4.6632]
    '07-Jan-1997'      [         -4.5088]
    '08-Jan-1997'      [         -5.0686]
    '09-Jan-1997'      [             NaN]
    '10-Jan-1997'      [         -4.9050]
    '13-Jan-1997'      [         -4.5600]
    '14-Jan-1997'      [         -1.0714]
    '15-Jan-1997'      [         -0.8946]
    '16-Jan-1997'      [             NaN]
    '17-Jan-1997'      [          3.8962]
    '20-Jan-1997'      [          1.8065]
    '21-Jan-1997'      [          1.0870]
    '22-Jan-1997'      [          2.7224]
    '23-Jan-1997'      [          3.6818]
    '24-Jan-1997'      [          5.5556]
    '27-Jan-1997'      [          5.5249]
    '28-Jan-1997'      [          6.7984]
    '29-Jan-1997'      [          6.4983]
    '30-Jan-1997'      [          4.7001]
    '31-Jan-1997'      [          5.8106]
    '03-Feb-1997'      [          4.1101]
    '04-Feb-1997'      [          3.0128]
    '05-Feb-1997'      [          4.3011]
    '06-Feb-1997'      [          4.5965]
    '07-Feb-1997'      [          6.5735]
    '10-Feb-1997'      [          6.1389]
    '11-Feb-1997'      [          4.7120]
    '12-Feb-1997'      [          5.5106]
    '13-Feb-1997'      [          4.9180]
    '14-Feb-1997'      [          7.9461]
    '17-Feb-1997'      [             NaN]
    '18-Feb-1997'      [          6.3437]
    '19-Feb-1997'      [          4.8207]
    '20-Feb-1997'      [          2.7505]
    '21-Feb-1997'      [          1.8567]
    '24-Feb-1997'      [          0.8320]
    '25-Feb-1997'      [          0.6625]
    '26-Feb-1997'      [          0.6680]
    '27-Feb-1997'      [         -0.9788]
    '28-Feb-1997'      [         -4.0400]
    '03-Mar-1997'      [         -6.0825]
    '04-Mar-1997'      [             NaN]
    '05-Mar-1997'      [         -5.1601]
    '06-Mar-1997'      [         -1.3123]
    '07-Mar-1997'      [          1.6695]
    '10-Mar-1997'      [          1.8229]
    '11-Mar-1997'      [          1.9835]
    '12-Mar-1997'      [         -0.9852]
    '13-Mar-1997'      [         -2.9801]
    '14-Mar-1997'      [         -1.4827]
    '17-Mar-1997'      [          2.3556]
    '18-Mar-1997'      [          2.8988]
    '19-Mar-1997'      [          3.0928]
    '20-Mar-1997'      [          1.3592]
    '21-Mar-1997'      [         -1.4975]
    '24-Mar-1997'      [         -1.3145]
    '25-Mar-1997'      [         -2.6033]
    '26-Mar-1997'      [         -2.4311]
    '27-Mar-1997'      [         -0.4975]
    '28-Mar-1997'      [             NaN]
    '31-Mar-1997'      [         -2.5083]
    '01-Apr-1997'      [         -4.7685]
    '02-Apr-1997'      [         -4.1403]
    '03-Apr-1997'      [         -3.1680]
    '04-Apr-1997'      [         -1.0067]
    '07-Apr-1997'      [         -0.3405]
    '08-Apr-1997'      [         -1.5000]
    '09-Apr-1997'      [         -1.3405]
    '10-Apr-1997'      [         -1.6585]
    '11-Apr-1997'      [         -3.5000]
    '14-Apr-1997'      [             NaN]
    '15-Apr-1997'      [          1.3708]
    '16-Apr-1997'      [          4.4891]
    '17-Apr-1997'      [          4.6632]
    '18-Apr-1997'      [          5.6799]
    '21-Apr-1997'      [          4.2387]
    '22-Apr-1997'      [          6.1018]
    '23-Apr-1997'      [          7.1066]
    '24-Apr-1997'      [          6.1018]
    '25-Apr-1997'      [          4.5607]
    '28-Apr-1997'      [          7.2539]
    '29-Apr-1997'      [         13.5355]
    '30-Apr-1997'      [         10.6599]
    '01-May-1997'      [          7.1089]
    '02-May-1997'      [          6.1069]
    '05-May-1997'      [          7.0047]
    '06-May-1997'      [          6.9932]
    '07-May-1997'      [          2.8754]
    '08-May-1997'      [          2.6844]
    '09-May-1997'      [          5.1144]
    '12-May-1997'      [          9.2083]
    '13-May-1997'      [          7.7295]
    '14-May-1997'      [          3.5591]
    '15-May-1997'      [          1.3761]
    '16-May-1997'      [         -0.1556]
    '19-May-1997'      [          3.5757]
    '20-May-1997'      [          1.6731]
    '21-May-1997'      [         -0.1532]
    '22-May-1997'      [          2.0199]
    '23-May-1997'      [          2.4628]
    '26-May-1997'      [             NaN]
    '27-May-1997'      [         -0.8876]
    '28-May-1997'      [          0.2978]
    '29-May-1997'      [         -0.8969]
    '30-May-1997'      [         -1.2054]
    '02-Jun-1997'      [               0]
    '03-Jun-1997'      [         -3.1532]
    '04-Jun-1997'      [         -4.3402]
    '05-Jun-1997'      [         -1.6731]
    '06-Jun-1997'      [         -0.9132]
    '09-Jun-1997'      [         -2.7027]
    '10-Jun-1997'      [             NaN]
    '11-Jun-1997'      [         -2.8370]
    '12-Jun-1997'      [         -2.6826]
    '13-Jun-1997'      [          0.7529]
    '16-Jun-1997'      [          2.4403]
    '17-Jun-1997'      [          3.8653]
    '18-Jun-1997'      [          2.3256]
    '19-Jun-1997'      [          4.3831]
    '20-Jun-1997'      [          1.8576]
    '23-Jun-1997'      [         -0.9217]
    '24-Jun-1997'      [          1.8519]
    '25-Jun-1997'      [          0.1502]
    '26-Jun-1997'      [          0.2323]
    '27-Jun-1997'      [         -2.0656]
    '30-Jun-1997'      [         -3.8911]
    '01-Jul-1997'      [         -6.3309]
    '02-Jul-1997'      [         -8.4821]
    '03-Jul-1997'      [         -6.3636]
    '04-Jul-1997'      [             NaN]
    '07-Jul-1997'      [         -7.6011]
    '08-Jul-1997'      [         -3.1777]
    '09-Jul-1997'      [         -6.5891]
    '10-Jul-1997'      [         -6.2489]
    '11-Jul-1997'      [         -6.2859]
    '14-Jul-1997'      [         -3.2050]
    '15-Jul-1997'      [         -2.8822]
    '16-Jul-1997'      [          0.3971]
    '17-Jul-1997'      [          1.1395]
    '18-Jul-1997'      [         -1.7786]
    '21-Jul-1997'      [             NaN]
    '22-Jul-1997'      [          2.1395]
    '23-Jul-1997'      [         -0.1614]
    '24-Jul-1997'      [          2.9197]
    '25-Jul-1997'      [          2.7629]
    '28-Jul-1997'      [          4.1721]
    '29-Jul-1997'      [          3.5515]
    '30-Jul-1997'      [          3.8493]
    '31-Jul-1997'      [          2.4570]
    '01-Aug-1997'      [          3.6154]
    '04-Aug-1997'      [          6.6701]
    '05-Aug-1997'      [          6.3161]
    '06-Aug-1997'      [          4.1082]
    '07-Aug-1997'      [          1.5243]
    '08-Aug-1997'      [         -0.1589]
    '11-Aug-1997'      [          0.7937]
    '12-Aug-1997'      [         -1.5711]
    '13-Aug-1997'      [         -1.4041]
    '14-Aug-1997'      [         -2.5464]
    '15-Aug-1997'      [         -5.1823]
    '18-Aug-1997'      [         -2.4056]
    '19-Aug-1997'      [         -1.5419]
    '20-Aug-1997'      [          0.5479]
    '21-Aug-1997'      [         -2.3981]
    '22-Aug-1997'      [         -1.2626]
    '25-Aug-1997'      [         -1.1062]
    '26-Aug-1997'      [         -2.6712]
    '27-Aug-1997'      [          0.1608]
    '28-Aug-1997'      [         -1.5798]
    '29-Aug-1997'      [         -2.6168]
    '01-Sep-1997'      [             NaN]
    '02-Sep-1997'      [          0.4770]
    '03-Sep-1997'      [         -0.1581]
    '04-Sep-1997'      [         -3.3443]
    '05-Sep-1997'      [         -0.8710]
    '08-Sep-1997'      [         -0.3226]
    '09-Sep-1997'      [          0.2413]
    '10-Sep-1997'      [          0.3252]
    '11-Sep-1997'      [         -3.5044]
    '12-Sep-1997'      [         -0.8064]
    '15-Sep-1997'      [          0.4882]
    '16-Sep-1997'      [             NaN]
    '17-Sep-1997'      [         -0.1557]
    '18-Sep-1997'      [         -0.3130]
    '19-Sep-1997'      [          2.8962]
    '22-Sep-1997'      [          1.7573]
    '23-Sep-1997'      [          1.4446]
    '24-Sep-1997'      [          0.2369]
    '25-Sep-1997'      [          2.4115]
    '26-Sep-1997'      [          4.9505]
    '29-Sep-1997'      [          3.7304]
    '30-Sep-1997'      [          4.4541]
    '01-Oct-1997'      [          3.7148]
    '02-Oct-1997'      [          6.2605]
    '03-Oct-1997'      [          6.3810]
    '06-Oct-1997'      [          3.8317]
    '07-Oct-1997'      [          7.0699]
    '08-Oct-1997'      [          6.3305]
    '09-Oct-1997'      [          6.9923]
    '10-Oct-1997'      [          5.1013]
    '13-Oct-1997'      [          6.4453]
    '14-Oct-1997'      [          8.0474]
    '15-Oct-1997'      [          7.7507]
    '16-Oct-1997'      [          3.5854]
    '17-Oct-1997'      [         -1.4174]
    '20-Oct-1997'      [         -0.9636]
    '21-Oct-1997'      [          0.8277]
    '22-Oct-1997'      [         -2.4933]
    '23-Oct-1997'      [         -2.0071]
    '24-Oct-1997'      [         -2.1559]
    '27-Oct-1997'      [         -7.0942]
    '28-Oct-1997'      [         -2.7297]
    '29-Oct-1997'      [         -4.0503]
    '30-Oct-1997'      [         -7.1932]
    '31-Oct-1997'      [         -3.0198]
    '03-Nov-1997'      [          3.4783]
    '04-Nov-1997'      [          3.2168]
    '05-Nov-1997'      [          1.7171]
    '06-Nov-1997'      [          3.9873]
    '07-Nov-1997'      [          4.8582]
    '10-Nov-1997'      [          3.7184]
    '11-Nov-1997'      [         10.6108]
    '12-Nov-1997'      [          0.9111]
    '13-Nov-1997'      [          2.1088]
    '14-Nov-1997'      [          7.5200]
    '17-Nov-1997'      [          8.0450]
    '18-Nov-1997'      [          4.3860]
    '19-Nov-1997'      [          5.9409]
    '20-Nov-1997'      [          6.5339]
    '21-Nov-1997'      [          9.6937]
    '24-Nov-1997'      [          8.4703]
    '25-Nov-1997'      [          9.5825]
    '26-Nov-1997'      [          9.8824]
    '27-Nov-1997'      [             NaN]
    '28-Nov-1997'      [         12.1046]
    '01-Dec-1997'      [         12.6177]
    '02-Dec-1997'      [          8.4977]
    '03-Dec-1997'      [          6.6521]
    '04-Dec-1997'      [          2.3967]
    '05-Dec-1997'      [          3.6521]
    '08-Dec-1997'      [         -0.3958]
    '09-Dec-1997'      [          0.7370]
    '10-Dec-1997'      [          0.2019]
    '11-Dec-1997'      [         -1.7841]
    '12-Dec-1997'      [             NaN]
    '15-Dec-1997'      [          2.3036]
    '16-Dec-1997'      [         -1.6655]
    '17-Dec-1997'      [          0.2579]
    '18-Dec-1997'      [          2.2345]
    '19-Dec-1997'      [          2.4048]
    '22-Dec-1997'      [          3.5905]
    '23-Dec-1997'      [          3.3124]
    '24-Dec-1997'      [          0.7284]
    '25-Dec-1997'      [             NaN]
    '26-Dec-1997'      [          2.4242]
    '29-Dec-1997'      [          3.6048]
    '30-Dec-1997'      [          1.9305]
    '31-Dec-1997'      [          3.1250]
    '01-Jan-1998'      [             NaN]
    '02-Jan-1998'      [          2.3738]
    '05-Jan-1998'      [          3.1311]
    '06-Jan-1998'      [          1.0937]
    '07-Jan-1998'      [          1.0246]
    '08-Jan-1998'      [          2.8294]
    '09-Jan-1998'      [             NaN]
    '12-Jan-1998'      [         -0.6596]
    '13-Jan-1998'      [         -2.0598]
    '14-Jan-1998'      [         -2.5242]
    '15-Jan-1998'      [         -3.3455]
    '16-Jan-1998'      [             NaN]
    '19-Jan-1998'      [             NaN]
    '20-Jan-1998'      [          0.5677]
    '21-Jan-1998'      [          0.4419]
    '22-Jan-1998'      [         -2.0284]
    '23-Jan-1998'      [          0.9581]
    '26-Jan-1998'      [          1.4312]
    '27-Jan-1998'      [          8.8027]
    '28-Jan-1998'      [         10.5252]
    '29-Jan-1998'      [         10.1035]
    '30-Jan-1998'      [         11.6911]
    '02-Feb-1998'      [         13.1983]
    '03-Feb-1998'      [             NaN]
    '04-Feb-1998'      [          8.9932]
    '05-Feb-1998'      [          9.5455]
    '06-Feb-1998'      [         12.5004]
    '09-Feb-1998'      [          9.1894]
    '10-Feb-1998'      [         11.4271]
    '11-Feb-1998'      [          7.8482]
    '12-Feb-1998'      [          4.8800]
    '13-Feb-1998'      [          4.8818]
    '16-Feb-1998'      [             NaN]
    '17-Feb-1998'      [          3.8488]
    '18-Feb-1998'      [          6.3667]
    '19-Feb-1998'      [          5.4260]
    '20-Feb-1998'      [          5.5977]
    '23-Feb-1998'      [          5.0652]
    '24-Feb-1998'      [          3.9475]
    '25-Feb-1998'      [          2.5327]
    '26-Feb-1998'      [         -0.7337]
    '27-Feb-1998'      [          1.6481]
    '02-Mar-1998'      [         -1.8522]
    '03-Mar-1998'      [             NaN]
    '04-Mar-1998'      [         -5.4212]
    '05-Mar-1998'      [         -8.4326]
    '06-Mar-1998'      [         -7.5007]
    '09-Mar-1998'      [         -7.4859]
    '10-Mar-1998'      [         -7.1776]
    '11-Mar-1998'      [         -6.3651]
    '12-Mar-1998'      [         -4.7731]
    '13-Mar-1998'      [         -3.6381]
    '16-Mar-1998'      [         -2.0663]
    '17-Mar-1998'      [         -1.5415]
    '18-Mar-1998'      [         -2.4436]
    '19-Mar-1998'      [         -0.5249]
    '20-Mar-1998'      [          1.7226]
    '23-Mar-1998'      [         -2.4852]
    '24-Mar-1998'      [          1.0632]
    '25-Mar-1998'      [          0.9436]
    '26-Mar-1998'      [          2.7420]
    '27-Mar-1998'      [          1.2375]
    '30-Mar-1998'      [         -0.4104]
    '31-Mar-1998'      [         -2.6244]
    '01-Apr-1998'      [         -1.5684]
    '02-Apr-1998'      [          1.4565]
    '03-Apr-1998'      [          4.3484]
    '06-Apr-1998'      [          1.2841]
    '07-Apr-1998'      [          4.7331]
    '08-Apr-1998'      [          0.0589]
    '09-Apr-1998'      [          2.0463]
    '10-Apr-1998'      [             NaN]
    '13-Apr-1998'      [          2.7972]
    '14-Apr-1998'      [          7.2212]
    '15-Apr-1998'      [          6.3823]
    '16-Apr-1998'      [          5.6604]
    '17-Apr-1998'      [          4.1331]
    '20-Apr-1998'      [          3.9996]
    '21-Apr-1998'      [          7.7287]
    '22-Apr-1998'      [         13.0958]
    '23-Apr-1998'      [         15.5942]
    '24-Apr-1998'      [         11.9767]
    '27-Apr-1998'      [             NaN]
    '28-Apr-1998'      [         12.0190]
    '29-Apr-1998'      [          9.4437]
    '30-Apr-1998'      [          9.6872]
    '01-May-1998'      [         12.2224]
    '04-May-1998'      [         12.1269]
    '05-May-1998'      [          9.8055]
    '06-May-1998'      [          6.3700]
    '07-May-1998'      [         -2.3065]
    '08-May-1998'      [         -3.3860]
    '11-May-1998'      [         -1.0219]
    '12-May-1998'      [         -1.7587]
    '13-May-1998'      [         -4.0494]
    '14-May-1998'      [         -6.3063]
    '15-May-1998'      [        -11.1895]
    '18-May-1998'      [        -12.7291]
    '19-May-1998'      [        -12.7339]
    '20-May-1998'      [         -9.5219]
    '21-May-1998'      [         -6.6432]
    '22-May-1998'      [         -2.4113]
    '25-May-1998'      [             NaN]
    '26-May-1998'      [         -7.5499]
    '27-May-1998'      [         -3.7875]
    '28-May-1998'      [         -4.3241]
    '29-May-1998'      [         -2.4245]
    '01-Jun-1998'      [          0.1708]
    '02-Jun-1998'      [          0.3966]
    '03-Jun-1998'      [         -1.2385]
    '04-Jun-1998'      [         -4.4153]
    '05-Jun-1998'      [         -1.0790]
    '08-Jun-1998'      [         -0.3766]
    '09-Jun-1998'      [             NaN]
    '10-Jun-1998'      [          5.8738]
    '11-Jun-1998'      [          1.6402]
    '12-Jun-1998'      [          1.4871]
    '15-Jun-1998'      [         -0.9377]
    '16-Jun-1998'      [          1.8599]
    '17-Jun-1998'      [          3.8030]
    '18-Jun-1998'      [          2.2234]
    '19-Jun-1998'      [         -1.8263]
    '22-Jun-1998'      [         -5.1767]
    '23-Jun-1998'      [         -5.2867]
    '24-Jun-1998'      [         -3.2704]
    '25-Jun-1998'      [         -4.9140]
    '26-Jun-1998'      [         -4.8956]
    '29-Jun-1998'      [         -1.6296]
    '30-Jun-1998'      [         -6.3509]
    '01-Jul-1998'      [         -5.8684]
    '02-Jul-1998'      [         -6.8890]
    '03-Jul-1998'      [             NaN]
    '06-Jul-1998'      [         -1.6260]
    '07-Jul-1998'      [         -2.0110]
    '08-Jul-1998'      [         -1.3094]
    '09-Jul-1998'      [         -1.4988]
    '10-Jul-1998'      [          1.6667]
    '13-Jul-1998'      [          6.9014]
    '14-Jul-1998'      [          5.6879]
    '15-Jul-1998'      [         12.4325]
    '16-Jul-1998'      [         11.0004]
    '17-Jul-1998'      [         10.9811]
    '20-Jul-1998'      [             NaN]
    '21-Jul-1998'      [          7.0284]
    '22-Jul-1998'      [          4.6930]
    '23-Jul-1998'      [          0.4044]
    '24-Jul-1998'      [         -0.5054]
    '27-Jul-1998'      [         -3.9344]
    '28-Jul-1998'      [        -10.1587]
    '29-Jul-1998'      [        -11.2853]
    '30-Jul-1998'      [        -10.3162]
    '31-Jul-1998'      [        -12.4005]
    '03-Aug-1998'      [        -11.9035]
    '04-Aug-1998'      [        -14.9107]
    '05-Aug-1998'      [        -11.0914]
    '06-Aug-1998'      [        -10.4200]
    '07-Aug-1998'      [         -7.9310]
    '10-Aug-1998'      [        -10.6973]
    '11-Aug-1998'      [        -12.2867]
    '12-Aug-1998'      [         -8.3025]
    '13-Aug-1998'      [        -10.0693]
    '14-Aug-1998'      [        -10.0898]
    '17-Aug-1998'      [         -6.5335]
    '18-Aug-1998'      [         -3.4248]
    '19-Aug-1998'      [          0.9508]
    '20-Aug-1998'      [          0.1847]
    '21-Aug-1998'      [         -0.1891]
    '24-Aug-1998'      [               0]
    '25-Aug-1998'      [          3.6137]
    '26-Aug-1998'      [          2.7237]
    '27-Aug-1998'      [         -2.1210]
    '28-Aug-1998'      [         -3.7343]
    '31-Aug-1998'      [        -13.5811]
    '01-Sep-1998'      [         -5.6325]
    '02-Sep-1998'      [        -10.8209]
    '03-Sep-1998'      [        -14.5268]
    '04-Sep-1998'      [        -15.9851]
    '07-Sep-1998'      [             NaN]
    '08-Sep-1998'      [        -12.7341]
    '09-Sep-1998'      [        -18.3484]
    '10-Sep-1998'      [        -17.9909]
    '11-Sep-1998'      [        -18.6992]
    '14-Sep-1998'      [        -20.2024]
    '15-Sep-1998'      [         -7.0632]
    '16-Sep-1998'      [        -15.2263]
    '17-Sep-1998'      [        -14.0151]
    '18-Sep-1998'      [         -9.7129]
    '21-Sep-1998'      [        -11.0619]
    '22-Sep-1998'      [             NaN]
    '23-Sep-1998'      [         -7.9382]
    '24-Sep-1998'      [         -6.9680]
    '25-Sep-1998'      [         -5.3135]
    '28-Sep-1998'      [          1.6929]
    '29-Sep-1998'      [          6.3917]
    '30-Sep-1998'      [         -0.4902]
    '01-Oct-1998'      [         -3.1534]
    '02-Oct-1998'      [         -1.7051]
    '05-Oct-1998'      [         -1.9560]
    '06-Oct-1998'      [          0.9950]
    '07-Oct-1998'      [         -0.9925]
    '08-Oct-1998'      [        -12.3559]
    '09-Oct-1998'      [         -8.4522]
    '12-Oct-1998'      [         -3.9024]
    '13-Oct-1998'      [         -2.8571]
    '14-Oct-1998'      [         -6.2500]
    '15-Oct-1998'      [          1.9704]
    '16-Oct-1998'      [          2.2536]
    '19-Oct-1998'      [          3.2198]
    '20-Oct-1998'      [          7.9799]
    '21-Oct-1998'      [          8.6227]
    '22-Oct-1998'      [         12.2785]
    '23-Oct-1998'      [         18.0851]
    '26-Oct-1998'      [         17.9416]
    '27-Oct-1998'      [          8.8853]
    '28-Oct-1998'      [          3.6784]
    '29-Oct-1998'      [          9.2308]
    '30-Oct-1998'      [          4.1082]
    '02-Nov-1998'      [         12.9922]
    '03-Nov-1998'      [         13.4290]
    '04-Nov-1998'      [          5.7717]
    '05-Nov-1998'      [          9.5236]
    '06-Nov-1998'      [          8.0357]
    '09-Nov-1998'      [          6.5333]
    '10-Nov-1998'      [          3.3539]
    '11-Nov-1998'      [          7.6903]
    '12-Nov-1998'      [          8.0377]
    '13-Nov-1998'      [          9.3897]
    '16-Nov-1998'      [          7.8885]
    '17-Nov-1998'      [          0.8677]
    '18-Nov-1998'      [         -1.9044]
    '19-Nov-1998'      [         -1.0900]
    '20-Nov-1998'      [         -5.5916]
    '23-Nov-1998'      [         -2.4793]
    '24-Nov-1998'      [          0.8457]
    '25-Nov-1998'      [          7.1446]
    '26-Nov-1998'      [             NaN]
    '27-Nov-1998'      [         11.5954]
    '30-Nov-1998'      [         10.5167]
    '01-Dec-1998'      [          8.3852]
    '02-Dec-1998'      [          7.3117]
    '03-Dec-1998'      [          6.4655]
    '04-Dec-1998'      [         10.8148]
    '07-Dec-1998'      [          9.2105]
    '08-Dec-1998'      [          8.4746]
    '09-Dec-1998'      [         12.5784]
    '10-Dec-1998'      [          4.8484]
    '11-Dec-1998'      [             NaN]
    '14-Dec-1998'      [         -3.9216]
    '15-Dec-1998'      [         -4.4675]
    '16-Dec-1998'      [         -2.3810]
    '17-Dec-1998'      [         -1.0036]
    '18-Dec-1998'      [         -0.2008]
    '21-Dec-1998'      [         -1.1952]
    '22-Dec-1998'      [         -3.8137]
    '23-Dec-1998'      [         -3.3188]
    '24-Dec-1998'      [         -8.9384]
    '25-Dec-1998'      [             NaN]
    '28-Dec-1998'      [         -4.8813]
    '29-Dec-1998'      [         -0.6106]
    '30-Dec-1998'      [         -2.8455]
    '31-Dec-1998'      [         -2.4390]
    '01-Jan-1999'      [             NaN]
    '04-Jan-1999'      [         -4.0567]
    '05-Jan-1999'      [         -1.4097]
    '06-Jan-1999'      [          3.3402]
    '07-Jan-1999'      [          2.6246]
    '08-Jan-1999'      [          6.5439]
    '11-Jan-1999'      [             NaN]
    '12-Jan-1999'      [         24.8439]
    '13-Jan-1999'      [         18.6839]
    '14-Jan-1999'      [         20.7130]
    '15-Jan-1999'      [              20]
    '18-Jan-1999'      [             NaN]
    '19-Jan-1999'      [         23.4651]
    '20-Jan-1999'      [         17.7895]
    '21-Jan-1999'      [         11.7170]
    '22-Jan-1999'      [          7.4803]
    '25-Jan-1999'      [          7.2936]
    '26-Jan-1999'      [         -1.9489]
    '27-Jan-1999'      [        -13.3211]
    '28-Jan-1999'      [         -7.2664]
    '29-Jan-1999'      [         -8.4935]
    '01-Feb-1999'      [         -6.4222]
    '02-Feb-1999'      [             NaN]
    '03-Feb-1999'      [         -7.8767]
    '04-Feb-1999'      [         -7.9861]
    '05-Feb-1999'      [         -0.9056]
    '08-Feb-1999'      [         -0.3663]
    '09-Feb-1999'      [         -4.1159]
    '10-Feb-1999'      [         -1.4466]
    '11-Feb-1999'      [          6.8310]
    '12-Feb-1999'      [          5.7851]
    '15-Feb-1999'      [             NaN]
    '16-Feb-1999'      [          4.0816]
    '17-Feb-1999'      [          4.4944]
    '18-Feb-1999'      [          2.6022]
    '19-Feb-1999'      [          3.0189]
    '22-Feb-1999'      [          1.8248]
    '23-Feb-1999'      [          2.5735]
    '24-Feb-1999'      [          4.6657]
    '25-Feb-1999'      [          1.2829]
    '26-Feb-1999'      [               0]
    '01-Mar-1999'      [         -1.7636]
    '02-Mar-1999'      [             NaN]
    '03-Mar-1999'      [         -1.6057]
    '04-Mar-1999'      [          0.8975]
    '05-Mar-1999'      [          3.8058]
    '08-Mar-1999'      [          6.7780]
    '09-Mar-1999'      [         -0.5362]
    '10-Mar-1999'      [         -1.0753]
    '11-Mar-1999'      [         -1.0695]
    '12-Mar-1999'      [          4.5304]
    '15-Mar-1999'      [          1.9524]
    '16-Mar-1999'      [          0.7181]
    '17-Mar-1999'      [          0.9126]
    '18-Mar-1999'      [          2.7188]
    '19-Mar-1999'      [         -0.3552]
    '22-Mar-1999'      [         -4.0153]
    '23-Mar-1999'      [         -8.9193]
    '24-Mar-1999'      [         -4.3243]
    '25-Mar-1999'      [         -3.2609]
    '26-Mar-1999'      [         -5.0450]
    '29-Mar-1999'      [         -8.3188]

References

Achelis, Steven B., Technical Analysis from A to Z, Second printing, McGraw-Hill, 1995, pp. 243 - 245.

See Also

Was this topic helpful?