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pvtrend

Price and Volume Trend (PVT)

Syntax

pvt = pvtrend(closep, tvolume)
pvt = pvtrend([closep tvolume])
pvtts = pvtrend(tsobj)
pvtts = pvtrend(tsobj, ParameterName, ParameterValue, ...)

Arguments

closep

Closing price.

tvolume

Volume traded.

tsobj

Financial time series object.

ParameterName

Valid parameter names are:

  • CloseName: closing prices series name

  • VolumeName: volume traded series name

ParameterValue

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

Description

pvt = pvtrend(closep, tvolume) calculates the Price and Volume Trend (PVT) from the stock closing price (closep) data and the volume traded (tvolume) data.

pvt = pvtrend([closep tvolume]) accepts a two-column matrix in which the first column contains the closing prices (closep) and the second contains the volume traded (tvolume).

pvtts = pvtrend(tsobj) calculates the PVT from the stock data contained in the financial time series object tsobj. The object tsobj must contain the closing price series Close and the volume traded series Volume. The output pvtts is a financial time series object with dates similar to tsobj and a data series named PVT.

pvtts = pvtrend(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). Parameter values are the strings that represent the valid parameter names.

Examples

expand all

Calculate the Price and Volume Trend (PVT)

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

load disney.mat
dis_PVTrend = pvtrend(dis)
plot(dis_PVTrend)
title('Price and Volume Trend for Disney')
 
dis_PVTrend = 
 
    desc:  PVTrend: Walt Disney Company (DIS)					
    freq:  Unknown (0)

    'dates:  (782)'    'PVT:  (782)'
    '29-Mar-1996'      [    3373800]
    '01-Apr-1996'      [ 3.4167e+06]
    '02-Apr-1996'      [ 3.4589e+06]
    '03-Apr-1996'      [ 3.4644e+06]
    '04-Apr-1996'      [ 3.4293e+06]
    '05-Apr-1996'      [        NaN]
    '08-Apr-1996'      [ 3.3781e+06]
    '09-Apr-1996'      [ 3.3374e+06]
    '10-Apr-1996'      [ 2.9489e+06]
    '11-Apr-1996'      [ 2.8558e+06]
    '12-Apr-1996'      [ 2.9843e+06]
    '15-Apr-1996'      [ 3.0213e+06]
    '16-Apr-1996'      [ 3.0432e+06]
    '17-Apr-1996'      [ 3.0507e+06]
    '18-Apr-1996'      [ 3.0739e+06]
    '19-Apr-1996'      [ 3.0900e+06]
    '22-Apr-1996'      [ 3.0516e+06]
    '23-Apr-1996'      [ 2.9554e+06]
    '24-Apr-1996'      [ 2.6562e+06]
    '25-Apr-1996'      [ 2.7365e+06]
    '26-Apr-1996'      [ 2.7912e+06]
    '29-Apr-1996'      [ 2.7912e+06]
    '30-Apr-1996'      [ 2.7972e+06]
    '01-May-1996'      [ 2.6315e+06]
    '02-May-1996'      [ 2.5832e+06]
    '03-May-1996'      [ 2.4583e+06]
    '06-May-1996'      [ 2.5677e+06]
    '07-May-1996'      [ 2.5147e+06]
    '08-May-1996'      [ 2.4698e+06]
    '09-May-1996'      [ 2.3936e+06]
    '10-May-1996'      [ 2.4698e+06]
    '13-May-1996'      [ 2.6141e+06]
    '14-May-1996'      [ 2.6216e+06]
    '15-May-1996'      [ 2.5740e+06]
    '16-May-1996'      [ 2.5977e+06]
    '17-May-1996'      [ 2.6374e+06]
    '20-May-1996'      [ 2.6838e+06]
    '21-May-1996'      [ 2.7165e+06]
    '22-May-1996'      [ 2.7400e+06]
    '23-May-1996'      [ 2.6913e+06]
    '24-May-1996'      [ 2.7259e+06]
    '27-May-1996'      [        NaN]
    '28-May-1996'      [ 2.7052e+06]
    '29-May-1996'      [ 2.5942e+06]
    '30-May-1996'      [ 2.6459e+06]
    '31-May-1996'      [ 2.6189e+06]
    '03-Jun-1996'      [ 2.5991e+06]
    '04-Jun-1996'      [ 2.5740e+06]
    '05-Jun-1996'      [ 2.6051e+06]
    '06-Jun-1996'      [ 2.8479e+06]
    '07-Jun-1996'      [ 2.9244e+06]
    '10-Jun-1996'      [ 2.8820e+06]
    '11-Jun-1996'      [ 2.8820e+06]
    '12-Jun-1996'      [ 2.8820e+06]
    '13-Jun-1996'      [ 2.8606e+06]
    '14-Jun-1996'      [ 2.8471e+06]
    '17-Jun-1996'      [ 2.8647e+06]
    '18-Jun-1996'      [ 2.8081e+06]
    '19-Jun-1996'      [ 2.8151e+06]
    '20-Jun-1996'      [ 2.8537e+06]
    '21-Jun-1996'      [ 3.0314e+06]
    '24-Jun-1996'      [ 2.9899e+06]
    '25-Jun-1996'      [ 3.0642e+06]
    '26-Jun-1996'      [ 3.0146e+06]
    '27-Jun-1996'      [ 3.0522e+06]
    '28-Jun-1996'      [ 3.0336e+06]
    '01-Jul-1996'      [ 3.0015e+06]
    '02-Jul-1996'      [ 2.9267e+06]
    '03-Jul-1996'      [ 2.8992e+06]
    '04-Jul-1996'      [        NaN]
    '05-Jul-1996'      [ 2.8082e+06]
    '08-Jul-1996'      [ 2.7677e+06]
    '09-Jul-1996'      [ 2.6033e+06]
    '10-Jul-1996'      [ 2.6679e+06]
    '11-Jul-1996'      [ 2.4044e+06]
    '12-Jul-1996'      [ 2.4817e+06]
    '15-Jul-1996'      [ 2.1826e+06]
    '16-Jul-1996'      [ 2.4503e+06]
    '17-Jul-1996'      [ 2.4503e+06]
    '18-Jul-1996'      [ 2.5474e+06]
    '19-Jul-1996'      [ 2.5565e+06]
    '22-Jul-1996'      [ 2.4510e+06]
    '23-Jul-1996'      [ 2.4100e+06]
    '24-Jul-1996'      [ 2.3128e+06]
    '25-Jul-1996'      [ 2.3128e+06]
    '26-Jul-1996'      [ 2.2703e+06]
    '29-Jul-1996'      [ 2.1896e+06]
    '30-Jul-1996'      [ 2.3814e+06]
    '31-Jul-1996'      [ 2.4223e+06]
    '01-Aug-1996'      [ 2.5951e+06]
    '02-Aug-1996'      [ 2.6438e+06]
    '05-Aug-1996'      [ 2.6629e+06]
    '06-Aug-1996'      [ 2.7083e+06]
    '07-Aug-1996'      [ 2.6693e+06]
    '08-Aug-1996'      [ 2.6106e+06]
    '09-Aug-1996'      [ 2.5921e+06]
    '12-Aug-1996'      [ 2.6629e+06]
    '13-Aug-1996'      [ 2.6415e+06]
    '14-Aug-1996'      [ 2.6475e+06]
    '15-Aug-1996'      [ 2.6387e+06]
    '16-Aug-1996'      [ 2.6500e+06]
    '19-Aug-1996'      [ 2.6452e+06]
    '20-Aug-1996'      [ 2.6132e+06]
    '21-Aug-1996'      [ 2.6401e+06]
    '22-Aug-1996'      [ 2.6547e+06]
    '23-Aug-1996'      [ 2.6676e+06]
    '26-Aug-1996'      [ 2.7227e+06]
    '27-Aug-1996'      [ 2.7061e+06]
    '28-Aug-1996'      [ 2.6853e+06]
    '29-Aug-1996'      [ 2.6611e+06]
    '30-Aug-1996'      [ 2.6065e+06]
    '02-Sep-1996'      [        NaN]
    '03-Sep-1996'      [ 2.6065e+06]
    '04-Sep-1996'      [ 2.5967e+06]
    '05-Sep-1996'      [ 2.5377e+06]
    '06-Sep-1996'      [ 2.6366e+06]
    '09-Sep-1996'      [ 2.6970e+06]
    '10-Sep-1996'      [ 2.6713e+06]
    '11-Sep-1996'      [ 2.7082e+06]
    '12-Sep-1996'      [ 2.9216e+06]
    '13-Sep-1996'      [ 2.9439e+06]
    '16-Sep-1996'      [ 2.9115e+06]
    '17-Sep-1996'      [ 2.9690e+06]
    '18-Sep-1996'      [ 2.9746e+06]
    '19-Sep-1996'      [ 3.2260e+06]
    '20-Sep-1996'      [ 3.1790e+06]
    '23-Sep-1996'      [ 3.2004e+06]
    '24-Sep-1996'      [ 3.1528e+06]
    '25-Sep-1996'      [ 3.1470e+06]
    '26-Sep-1996'      [ 3.1154e+06]
    '27-Sep-1996'      [ 3.1465e+06]
    '30-Sep-1996'      [ 3.1606e+06]
    '01-Oct-1996'      [ 3.1285e+06]
    '02-Oct-1996'      [ 3.1475e+06]
    '03-Oct-1996'      [ 3.1590e+06]
    '04-Oct-1996'      [ 3.2350e+06]
    '07-Oct-1996'      [ 3.2350e+06]
    '08-Oct-1996'      [ 3.2148e+06]
    '09-Oct-1996'      [ 3.2091e+06]
    '10-Oct-1996'      [ 3.2131e+06]
    '11-Oct-1996'      [ 3.2222e+06]
    '14-Oct-1996'      [ 3.2256e+06]
    '15-Oct-1996'      [ 3.2359e+06]
    '16-Oct-1996'      [ 3.3046e+06]
    '17-Oct-1996'      [ 3.2784e+06]
    '18-Oct-1996'      [ 3.2843e+06]
    '21-Oct-1996'      [ 3.3139e+06]
    '22-Oct-1996'      [ 3.3710e+06]
    '23-Oct-1996'      [ 3.3379e+06]
    '24-Oct-1996'      [ 3.3077e+06]
    '25-Oct-1996'      [ 3.3398e+06]
    '28-Oct-1996'      [ 3.3459e+06]
    '29-Oct-1996'      [ 3.3239e+06]
    '30-Oct-1996'      [ 3.3206e+06]
    '31-Oct-1996'      [ 3.3315e+06]
    '01-Nov-1996'      [ 3.3145e+06]
    '04-Nov-1996'      [ 3.3851e+06]
    '05-Nov-1996'      [ 3.4260e+06]
    '06-Nov-1996'      [ 3.4319e+06]
    '07-Nov-1996'      [ 3.5177e+06]
    '08-Nov-1996'      [ 3.4906e+06]
    '11-Nov-1996'      [ 3.6288e+06]
    '12-Nov-1996'      [ 3.6706e+06]
    '13-Nov-1996'      [ 3.6576e+06]
    '14-Nov-1996'      [ 3.6576e+06]
    '15-Nov-1996'      [ 3.8797e+06]
    '18-Nov-1996'      [ 3.8406e+06]
    '19-Nov-1996'      [ 3.8197e+06]
    '20-Nov-1996'      [ 3.8707e+06]
    '21-Nov-1996'      [ 3.8915e+06]
    '22-Nov-1996'      [ 3.8844e+06]
    '25-Nov-1996'      [ 3.9731e+06]
    '26-Nov-1996'      [ 4.4643e+06]
    '27-Nov-1996'      [ 4.2770e+06]
    '28-Nov-1996'      [        NaN]
    '29-Nov-1996'      [ 4.2770e+06]
    '02-Dec-1996'      [ 4.2770e+06]
    '03-Dec-1996'      [ 4.1698e+06]
    '04-Dec-1996'      [ 4.1782e+06]
    '05-Dec-1996'      [ 4.1725e+06]
    '06-Dec-1996'      [ 4.1494e+06]
    '09-Dec-1996'      [ 4.2328e+06]
    '10-Dec-1996'      [ 4.2381e+06]
    '11-Dec-1996'      [ 4.1596e+06]
    '12-Dec-1996'      [ 4.0250e+06]
    '13-Dec-1996'      [ 4.0250e+06]
    '16-Dec-1996'      [ 3.9815e+06]
    '17-Dec-1996'      [ 4.1103e+06]
    '18-Dec-1996'      [ 4.1472e+06]
    '19-Dec-1996'      [ 4.1917e+06]
    '20-Dec-1996'      [ 4.1917e+06]
    '23-Dec-1996'      [ 4.1833e+06]
    '24-Dec-1996'      [ 4.1734e+06]
    '25-Dec-1996'      [        NaN]
    '26-Dec-1996'      [ 4.1704e+06]
    '27-Dec-1996'      [ 4.1679e+06]
    '30-Dec-1996'      [ 4.1180e+06]
    '31-Dec-1996'      [ 4.1085e+06]
    '01-Jan-1997'      [        NaN]
    '02-Jan-1997'      [ 3.8359e+06]
    '03-Jan-1997'      [ 3.9635e+06]
    '06-Jan-1997'      [ 3.9506e+06]
    '07-Jan-1997'      [ 3.9441e+06]
    '08-Jan-1997'      [ 3.8980e+06]
    '09-Jan-1997'      [ 3.8729e+06]
    '10-Jan-1997'      [ 3.9018e+06]
    '13-Jan-1997'      [ 3.9103e+06]
    '14-Jan-1997'      [ 3.9965e+06]
    '15-Jan-1997'      [ 3.9870e+06]
    '16-Jan-1997'      [ 3.9708e+06]
    '17-Jan-1997'      [ 4.0606e+06]
    '20-Jan-1997'      [ 4.0921e+06]
    '21-Jan-1997'      [ 4.0397e+06]
    '22-Jan-1997'      [ 4.1133e+06]
    '23-Jan-1997'      [ 4.0707e+06]
    '24-Jan-1997'      [ 4.1280e+06]
    '27-Jan-1997'      [ 4.1536e+06]
    '28-Jan-1997'      [ 4.2655e+06]
    '29-Jan-1997'      [ 4.3605e+06]
    '30-Jan-1997'      [ 4.2817e+06]
    '31-Jan-1997'      [ 4.3008e+06]
    '03-Feb-1997'      [ 4.3008e+06]
    '04-Feb-1997'      [ 4.2931e+06]
    '05-Feb-1997'      [ 4.3015e+06]
    '06-Feb-1997'      [ 4.3922e+06]
    '07-Feb-1997'      [ 4.4520e+06]
    '10-Feb-1997'      [ 4.5007e+06]
    '11-Feb-1997'      [ 4.4706e+06]
    '12-Feb-1997'      [ 4.5422e+06]
    '13-Feb-1997'      [ 4.5989e+06]
    '14-Feb-1997'      [ 4.6539e+06]
    '17-Feb-1997'      [        NaN]
    '18-Feb-1997'      [ 4.6208e+06]
    '19-Feb-1997'      [ 4.5574e+06]
    '20-Feb-1997'      [ 4.5030e+06]
    '21-Feb-1997'      [ 4.5342e+06]
    '24-Feb-1997'      [ 4.5437e+06]
    '25-Feb-1997'      [ 4.5645e+06]
    '26-Feb-1997'      [ 4.5285e+06]
    '27-Feb-1997'      [ 4.5440e+06]
    '28-Feb-1997'      [ 4.4771e+06]
    '03-Mar-1997'      [ 4.4236e+06]
    '04-Mar-1997'      [ 4.3881e+06]
    '05-Mar-1997'      [ 4.4355e+06]
    '06-Mar-1997'      [ 4.5373e+06]
    '07-Mar-1997'      [ 4.5924e+06]
    '10-Mar-1997'      [ 4.6176e+06]
    '11-Mar-1997'      [ 4.6323e+06]
    '12-Mar-1997'      [ 4.5520e+06]
    '13-Mar-1997'      [ 4.4646e+06]
    '14-Mar-1997'      [ 4.5525e+06]
    '17-Mar-1997'      [ 4.6090e+06]
    '18-Mar-1997'      [ 4.5885e+06]
    '19-Mar-1997'      [ 4.5695e+06]
    '20-Mar-1997'      [ 4.5525e+06]
    '21-Mar-1997'      [ 4.5248e+06]
    '24-Mar-1997'      [ 4.5757e+06]
    '25-Mar-1997'      [ 4.5631e+06]
    '26-Mar-1997'      [ 4.5837e+06]
    '27-Mar-1997'      [ 4.5706e+06]
    '28-Mar-1997'      [        NaN]
    '31-Mar-1997'      [ 4.4282e+06]
    '01-Apr-1997'      [ 4.3989e+06]
    '02-Apr-1997'      [ 4.3989e+06]
    '03-Apr-1997'      [ 4.4104e+06]
    '04-Apr-1997'      [ 4.4651e+06]
    '07-Apr-1997'      [ 4.4651e+06]
    '08-Apr-1997'      [ 4.4688e+06]
    '09-Apr-1997'      [ 4.4651e+06]
    '10-Apr-1997'      [ 4.4788e+06]
    '11-Apr-1997'      [ 4.3653e+06]
    '14-Apr-1997'      [ 4.2911e+06]
    '15-Apr-1997'      [ 4.4304e+06]
    '16-Apr-1997'      [ 4.5560e+06]
    '17-Apr-1997'      [ 4.5616e+06]
    '18-Apr-1997'      [ 4.6060e+06]
    '21-Apr-1997'      [ 4.6130e+06]
    '22-Apr-1997'      [ 4.7284e+06]
    '23-Apr-1997'      [ 4.8037e+06]
    '24-Apr-1997'      [ 4.7576e+06]
    '25-Apr-1997'      [ 4.7198e+06]
    '28-Apr-1997'      [ 4.7296e+06]
    '29-Apr-1997'      [ 4.9982e+06]
    '30-Apr-1997'      [ 5.0846e+06]
    '01-May-1997'      [ 5.0535e+06]
    '02-May-1997'      [ 5.0265e+06]
    '05-May-1997'      [ 5.1192e+06]
    '06-May-1997'      [ 5.1259e+06]
    '07-May-1997'      [ 5.0525e+06]
    '08-May-1997'      [ 5.0967e+06]
    '09-May-1997'      [ 5.1396e+06]
    '12-May-1997'      [ 5.2678e+06]
    '13-May-1997'      [ 5.2312e+06]
    '14-May-1997'      [ 5.2312e+06]
    '15-May-1997'      [ 5.2081e+06]
    '16-May-1997'      [ 5.0747e+06]
    '19-May-1997'      [ 5.1584e+06]
    '20-May-1997'      [ 5.1703e+06]
    '21-May-1997'      [ 5.1187e+06]
    '22-May-1997'      [ 5.1187e+06]
    '23-May-1997'      [ 5.1389e+06]
    '26-May-1997'      [        NaN]
    '27-May-1997'      [ 5.1548e+06]
    '28-May-1997'      [ 5.1585e+06]
    '29-May-1997'      [ 5.1272e+06]
    '30-May-1997'      [ 5.0813e+06]
    '02-Jun-1997'      [ 5.0504e+06]
    '03-Jun-1997'      [ 5.0423e+06]
    '04-Jun-1997'      [ 5.0175e+06]
    '05-Jun-1997'      [ 5.0498e+06]
    '06-Jun-1997'      [ 5.0793e+06]
    '09-Jun-1997'      [ 5.0646e+06]
    '10-Jun-1997'      [ 5.1040e+06]
    '11-Jun-1997'      [ 5.0795e+06]
    '12-Jun-1997'      [ 5.0947e+06]
    '13-Jun-1997'      [ 5.2254e+06]
    '16-Jun-1997'      [ 5.2431e+06]
    '17-Jun-1997'      [ 5.2497e+06]
    '18-Jun-1997'      [ 5.1912e+06]
    '19-Jun-1997'      [ 5.2424e+06]
    '20-Jun-1997'      [ 5.1694e+06]
    '23-Jun-1997'      [ 5.1158e+06]
    '24-Jun-1997'      [ 5.2162e+06]
    '25-Jun-1997'      [ 5.1864e+06]
    '26-Jun-1997'      [ 5.1649e+06]
    '27-Jun-1997'      [ 5.0568e+06]
    '30-Jun-1997'      [ 5.0861e+06]
    '01-Jul-1997'      [ 4.9533e+06]
    '02-Jul-1997'      [ 4.7618e+06]
    '03-Jul-1997'      [ 4.7878e+06]
    '04-Jul-1997'      [        NaN]
    '07-Jul-1997'      [ 4.6231e+06]
    '08-Jul-1997'      [ 4.8573e+06]
    '09-Jul-1997'      [ 4.7739e+06]
    '10-Jul-1997'      [ 4.7616e+06]
    '11-Jul-1997'      [ 4.7300e+06]
    '14-Jul-1997'      [ 4.8016e+06]
    '15-Jul-1997'      [ 4.8369e+06]
    '16-Jul-1997'      [ 4.9121e+06]
    '17-Jul-1997'      [ 4.8273e+06]
    '18-Jul-1997'      [ 4.6555e+06]
    '21-Jul-1997'      [ 4.6122e+06]
    '22-Jul-1997'      [ 4.8840e+06]
    '23-Jul-1997'      [ 4.9095e+06]
    '24-Jul-1997'      [ 5.0019e+06]
    '25-Jul-1997'      [ 4.9853e+06]
    '28-Jul-1997'      [ 5.0093e+06]
    '29-Jul-1997'      [ 5.0374e+06]
    '30-Jul-1997'      [ 5.0857e+06]
    '31-Jul-1997'      [ 5.0799e+06]
    '01-Aug-1997'      [ 5.0668e+06]
    '04-Aug-1997'      [ 5.0843e+06]
    '05-Aug-1997'      [ 5.0387e+06]
    '06-Aug-1997'      [ 5.0766e+06]
    '07-Aug-1997'      [ 5.0039e+06]
    '08-Aug-1997'      [ 5.0070e+06]
    '11-Aug-1997'      [ 5.0287e+06]
    '12-Aug-1997'      [ 4.9429e+06]
    '13-Aug-1997'      [ 4.9862e+06]
    '14-Aug-1997'      [ 4.9790e+06]
    '15-Aug-1997'      [ 4.8359e+06]
    '18-Aug-1997'      [ 4.9871e+06]
    '19-Aug-1997'      [ 5.0865e+06]
    '20-Aug-1997'      [ 5.1209e+06]
    '21-Aug-1997'      [ 5.0649e+06]
    '22-Aug-1997'      [ 5.0307e+06]
    '25-Aug-1997'      [ 5.0371e+06]
    '26-Aug-1997'      [ 5.0067e+06]
    '27-Aug-1997'      [ 5.0510e+06]
    '28-Aug-1997'      [ 5.0112e+06]
    '29-Aug-1997'      [ 4.9778e+06]
    '01-Sep-1997'      [        NaN]
    '02-Sep-1997'      [ 5.0547e+06]
    '03-Sep-1997'      [ 5.0762e+06]
    '04-Sep-1997'      [ 4.9541e+06]
    '05-Sep-1997'      [ 4.9762e+06]
    '08-Sep-1997'      [ 4.9671e+06]
    '09-Sep-1997'      [ 4.9894e+06]
    '10-Sep-1997'      [ 4.9684e+06]
    '11-Sep-1997'      [ 4.7837e+06]
    '12-Sep-1997'      [ 4.8682e+06]
    '15-Sep-1997'      [ 4.8701e+06]
    '16-Sep-1997'      [ 4.9588e+06]
    '17-Sep-1997'      [ 4.9502e+06]
    '18-Sep-1997'      [ 4.9794e+06]
    '19-Sep-1997'      [ 5.0105e+06]
    '22-Sep-1997'      [ 4.9969e+06]
    '23-Sep-1997'      [ 4.9779e+06]
    '24-Sep-1997'      [ 4.9660e+06]
    '25-Sep-1997'      [ 5.0029e+06]
    '26-Sep-1997'      [ 4.9977e+06]
    '29-Sep-1997'      [ 5.0175e+06]
    '30-Sep-1997'      [ 5.0465e+06]
    '01-Oct-1997'      [ 5.1180e+06]
    '02-Oct-1997'      [ 5.2311e+06]
    '03-Oct-1997'      [ 5.2683e+06]
    '06-Oct-1997'      [ 5.2254e+06]
    '07-Oct-1997'      [ 5.3119e+06]
    '08-Oct-1997'      [ 5.2511e+06]
    '09-Oct-1997'      [ 5.2564e+06]
    '10-Oct-1997'      [ 5.2400e+06]
    '13-Oct-1997'      [ 5.2565e+06]
    '14-Oct-1997'      [ 5.3358e+06]
    '15-Oct-1997'      [ 5.3623e+06]
    '16-Oct-1997'      [ 5.2741e+06]
    '17-Oct-1997'      [ 5.1141e+06]
    '20-Oct-1997'      [ 5.1502e+06]
    '21-Oct-1997'      [ 5.1545e+06]
    '22-Oct-1997'      [ 5.1312e+06]
    '23-Oct-1997'      [ 5.0955e+06]
    '24-Oct-1997'      [ 5.1003e+06]
    '27-Oct-1997'      [ 4.8000e+06]
    '28-Oct-1997'      [ 5.3292e+06]
    '29-Oct-1997'      [ 5.3671e+06]
    '30-Oct-1997'      [ 5.2654e+06]
    '31-Oct-1997'      [ 5.3408e+06]
    '03-Nov-1997'      [ 5.4785e+06]
    '04-Nov-1997'      [ 5.5086e+06]
    '05-Nov-1997'      [ 5.4563e+06]
    '06-Nov-1997'      [ 5.5176e+06]
    '07-Nov-1997'      [ 5.5145e+06]
    '10-Nov-1997'      [ 5.4931e+06]
    '11-Nov-1997'      [ 5.5047e+06]
    '12-Nov-1997'      [ 5.3568e+06]
    '13-Nov-1997'      [ 5.4417e+06]
    '14-Nov-1997'      [ 5.5549e+06]
    '17-Nov-1997'      [ 5.6881e+06]
    '18-Nov-1997'      [ 5.7058e+06]
    '19-Nov-1997'      [ 5.8219e+06]
    '20-Nov-1997'      [ 5.7689e+06]
    '21-Nov-1997'      [ 6.1049e+06]
    '24-Nov-1997'      [ 6.0207e+06]
    '25-Nov-1997'      [ 6.0207e+06]
    '26-Nov-1997'      [ 6.0575e+06]
    '27-Nov-1997'      [        NaN]
    '28-Nov-1997'      [ 6.0651e+06]
    '01-Dec-1997'      [ 6.1701e+06]
    '02-Dec-1997'      [ 6.1219e+06]
    '03-Dec-1997'      [ 6.0719e+06]
    '04-Dec-1997'      [ 5.9516e+06]
    '05-Dec-1997'      [ 5.9768e+06]
    '08-Dec-1997'      [ 5.9899e+06]
    '09-Dec-1997'      [ 5.9875e+06]
    '10-Dec-1997'      [ 5.9725e+06]
    '11-Dec-1997'      [ 5.9361e+06]
    '12-Dec-1997'      [ 5.9695e+06]
    '15-Dec-1997'      [ 6.1817e+06]
    '16-Dec-1997'      [ 6.1324e+06]
    '17-Dec-1997'      [ 6.1560e+06]
    '18-Dec-1997'      [ 6.1774e+06]
    '19-Dec-1997'      [ 6.0568e+06]
    '22-Dec-1997'      [ 6.1105e+06]
    '23-Dec-1997'      [ 6.1159e+06]
    '24-Dec-1997'      [ 6.0738e+06]
    '25-Dec-1997'      [        NaN]
    '26-Dec-1997'      [ 6.0742e+06]
    '29-Dec-1997'      [ 6.1206e+06]
    '30-Dec-1997'      [ 6.2444e+06]
    '31-Dec-1997'      [ 6.2444e+06]
    '01-Jan-1998'      [        NaN]
    '02-Jan-1998'      [ 6.2629e+06]
    '05-Jan-1998'      [ 6.1675e+06]
    '06-Jan-1998'      [ 6.1514e+06]
    '07-Jan-1998'      [ 6.1541e+06]
    '08-Jan-1998'      [ 6.1312e+06]
    '09-Jan-1998'      [ 6.0386e+06]
    '12-Jan-1998'      [ 5.9399e+06]
    '13-Jan-1998'      [ 5.9698e+06]
    '14-Jan-1998'      [ 6.0231e+06]
    '15-Jan-1998'      [ 5.9979e+06]
    '16-Jan-1998'      [ 6.0182e+06]
    '19-Jan-1998'      [        NaN]
    '20-Jan-1998'      [ 6.1537e+06]
    '21-Jan-1998'      [ 6.1360e+06]
    '22-Jan-1998'      [ 6.0721e+06]
    '23-Jan-1998'      [ 6.1923e+06]
    '26-Jan-1998'      [ 6.1535e+06]
    '27-Jan-1998'      [ 6.6891e+06]
    '28-Jan-1998'      [ 6.8826e+06]
    '29-Jan-1998'      [ 6.9480e+06]
    '30-Jan-1998'      [ 6.9731e+06]
    '02-Feb-1998'      [ 7.0729e+06]
    '03-Feb-1998'      [ 7.0418e+06]
    '04-Feb-1998'      [ 7.0516e+06]
    '05-Feb-1998'      [ 7.0516e+06]
    '06-Feb-1998'      [ 7.0568e+06]
    '09-Feb-1998'      [ 7.0359e+06]
    '10-Feb-1998'      [ 7.0613e+06]
    '11-Feb-1998'      [ 7.1438e+06]
    '12-Feb-1998'      [ 7.1182e+06]
    '13-Feb-1998'      [ 7.1527e+06]
    '16-Feb-1998'      [        NaN]
    '17-Feb-1998'      [ 7.2147e+06]
    '18-Feb-1998'      [ 7.2743e+06]
    '19-Feb-1998'      [ 7.2523e+06]
    '20-Feb-1998'      [ 7.2591e+06]
    '23-Feb-1998'      [ 7.2468e+06]
    '24-Feb-1998'      [ 7.1535e+06]
    '25-Feb-1998'      [ 7.1280e+06]
    '26-Feb-1998'      [ 7.0790e+06]
    '27-Feb-1998'      [ 7.1585e+06]
    '02-Mar-1998'      [ 7.0740e+06]
    '03-Mar-1998'      [ 7.0919e+06]
    '04-Mar-1998'      [ 6.7650e+06]
    '05-Mar-1998'      [ 6.6619e+06]
    '06-Mar-1998'      [ 6.6783e+06]
    '09-Mar-1998'      [ 6.6843e+06]
    '10-Mar-1998'      [ 6.6861e+06]
    '11-Mar-1998'      [ 6.6510e+06]
    '12-Mar-1998'      [ 6.6859e+06]
    '13-Mar-1998'      [ 6.6876e+06]
    '16-Mar-1998'      [ 6.8171e+06]
    '17-Mar-1998'      [ 6.7589e+06]
    '18-Mar-1998'      [ 6.7484e+06]
    '19-Mar-1998'      [ 6.7183e+06]
    '20-Mar-1998'      [ 6.7509e+06]
    '23-Mar-1998'      [ 6.4629e+06]
    '24-Mar-1998'      [ 6.7658e+06]
    '25-Mar-1998'      [ 6.7637e+06]
    '26-Mar-1998'      [ 6.7880e+06]
    '27-Mar-1998'      [ 6.7752e+06]
    '30-Mar-1998'      [ 6.7319e+06]
    '31-Mar-1998'      [ 6.7735e+06]
    '01-Apr-1998'      [ 6.7418e+06]
    '02-Apr-1998'      [ 6.8667e+06]
    '03-Apr-1998'      [ 6.9478e+06]
    '06-Apr-1998'      [ 6.8770e+06]
    '07-Apr-1998'      [ 6.8658e+06]
    '08-Apr-1998'      [ 6.8398e+06]
    '09-Apr-1998'      [ 6.9112e+06]
    '10-Apr-1998'      [        NaN]
    '13-Apr-1998'      [ 6.9513e+06]
    '14-Apr-1998'      [ 7.0794e+06]
    '15-Apr-1998'      [ 7.0993e+06]
    '16-Apr-1998'      [ 7.0451e+06]
    '17-Apr-1998'      [ 7.0941e+06]
    '20-Apr-1998'      [ 7.1877e+06]
    '21-Apr-1998'      [ 7.2439e+06]
    '22-Apr-1998'      [ 7.4139e+06]
    '23-Apr-1998'      [ 7.7885e+06]
    '24-Apr-1998'      [ 7.5926e+06]
    '27-Apr-1998'      [ 7.5218e+06]
    '28-Apr-1998'      [ 7.6813e+06]
    '29-Apr-1998'      [ 7.6946e+06]
    '30-Apr-1998'      [ 7.7226e+06]
    '01-May-1998'      [ 7.7561e+06]
    '04-May-1998'      [ 7.8064e+06]
    '05-May-1998'      [ 7.7930e+06]
    '06-May-1998'      [ 7.7329e+06]
    '07-May-1998'      [ 7.2904e+06]
    '08-May-1998'      [ 7.3063e+06]
    '11-May-1998'      [ 7.3509e+06]
    '12-May-1998'      [ 7.2887e+06]
    '13-May-1998'      [ 7.2777e+06]
    '14-May-1998'      [ 7.1305e+06]
    '15-May-1998'      [ 6.4240e+06]
    '18-May-1998'      [ 6.3473e+06]
    '19-May-1998'      [ 6.4269e+06]
    '20-May-1998'      [ 6.6504e+06]
    '21-May-1998'      [ 6.7150e+06]
    '22-May-1998'      [ 6.7276e+06]
    '25-May-1998'      [        NaN]
    '26-May-1998'      [ 6.4981e+06]
    '27-May-1998'      [ 6.6615e+06]
    '28-May-1998'      [ 6.6322e+06]
    '29-May-1998'      [ 6.6287e+06]
    '01-Jun-1998'      [ 6.5418e+06]
    '02-Jun-1998'      [ 6.5027e+06]
    '03-Jun-1998'      [ 6.4828e+06]
    '04-Jun-1998'      [ 6.4828e+06]
    '05-Jun-1998'      [ 6.8934e+06]
    '08-Jun-1998'      [ 6.9567e+06]
    '09-Jun-1998'      [ 6.9786e+06]
    '10-Jun-1998'      [ 7.0864e+06]
    '11-Jun-1998'      [ 7.0033e+06]
    '12-Jun-1998'      [ 6.9474e+06]
    '15-Jun-1998'      [ 6.8305e+06]
    '16-Jun-1998'      [ 6.8676e+06]
    '17-Jun-1998'      [ 6.9497e+06]
    '18-Jun-1998'      [ 6.8039e+06]
    '19-Jun-1998'      [ 5.9783e+06]
    '22-Jun-1998'      [ 6.1457e+06]
    '23-Jun-1998'      [ 6.2025e+06]
    '24-Jun-1998'      [ 6.3676e+06]
    '25-Jun-1998'      [ 6.3573e+06]
    '26-Jun-1998'      [ 6.2764e+06]
    '29-Jun-1998'      [ 6.4058e+06]
    '30-Jun-1998'      [ 4.8229e+06]
    '01-Jul-1998'      [ 4.9836e+06]
    '02-Jul-1998'      [ 4.9978e+06]
    '03-Jul-1998'      [        NaN]
    '06-Jul-1998'      [ 4.9523e+06]
    '07-Jul-1998'      [ 5.0152e+06]
    '08-Jul-1998'      [ 5.1713e+06]
    '09-Jul-1998'      [ 5.4897e+06]
    '10-Jul-1998'      [ 5.9651e+06]
    '13-Jul-1998'      [ 6.4600e+06]
    '14-Jul-1998'      [ 6.6198e+06]
    '15-Jul-1998'      [ 6.5121e+06]
    '16-Jul-1998'      [ 6.4963e+06]
    '17-Jul-1998'      [ 6.5054e+06]
    '20-Jul-1998'      [ 6.3752e+06]
    '21-Jul-1998'      [ 6.2409e+06]
    '22-Jul-1998'      [ 6.1144e+06]
    '23-Jul-1998'      [ 5.9980e+06]
    '24-Jul-1998'      [ 6.0636e+06]
    '27-Jul-1998'      [ 6.0439e+06]
    '28-Jul-1998'      [ 5.8319e+06]
    '29-Jul-1998'      [ 5.8319e+06]
    '30-Jul-1998'      [ 5.8222e+06]
    '31-Jul-1998'      [ 5.7278e+06]
    '03-Aug-1998'      [ 5.7581e+06]
    '04-Aug-1998'      [ 5.3450e+06]
    '05-Aug-1998'      [ 5.5216e+06]
    '06-Aug-1998'      [ 5.4810e+06]
    '07-Aug-1998'      [ 5.4901e+06]
    '10-Aug-1998'      [ 5.4232e+06]
    '11-Aug-1998'      [ 5.2294e+06]
    '12-Aug-1998'      [ 5.2973e+06]
    '13-Aug-1998'      [ 5.2040e+06]
    '14-Aug-1998'      [ 5.1952e+06]
    '17-Aug-1998'      [ 5.2555e+06]
    '18-Aug-1998'      [ 5.4928e+06]
    '19-Aug-1998'      [ 5.4420e+06]
    '20-Aug-1998'      [ 5.4993e+06]
    '21-Aug-1998'      [ 5.4406e+06]
    '24-Aug-1998'      [ 5.4531e+06]
    '25-Aug-1998'      [ 5.5409e+06]
    '26-Aug-1998'      [ 5.3708e+06]
    '27-Aug-1998'      [ 5.0929e+06]
    '28-Aug-1998'      [ 4.8458e+06]
    '31-Aug-1998'      [ 3.6638e+06]
    '01-Sep-1998'      [ 5.2911e+06]
    '02-Sep-1998'      [ 5.1565e+06]
    '03-Sep-1998'      [ 4.7776e+06]
    '04-Sep-1998'      [ 4.7606e+06]
    '07-Sep-1998'      [        NaN]
    '08-Sep-1998'      [ 5.0339e+06]
    '09-Sep-1998'      [ 4.6565e+06]
    '10-Sep-1998'      [ 4.4340e+06]
    '11-Sep-1998'      [ 4.1020e+06]
    '14-Sep-1998'      [ 2.8399e+06]
    '15-Sep-1998'      [ 3.3142e+06]
    '16-Sep-1998'      [ 3.4092e+06]
    '17-Sep-1998'      [ 3.3943e+06]
    '18-Sep-1998'      [ 3.3558e+06]
    '21-Sep-1998'      [ 3.2712e+06]
    '22-Sep-1998'      [ 3.2866e+06]
    '23-Sep-1998'      [ 3.8359e+06]
    '24-Sep-1998'      [ 3.6177e+06]
    '25-Sep-1998'      [ 3.5756e+06]
    '28-Sep-1998'      [ 3.6802e+06]
    '29-Sep-1998'      [ 3.6381e+06]
    '30-Sep-1998'      [ 3.5155e+06]
    '01-Oct-1998'      [ 3.3963e+06]
    '02-Oct-1998'      [ 3.4616e+06]
    '05-Oct-1998'      [ 3.4304e+06]
    '06-Oct-1998'      [ 3.4884e+06]
    '07-Oct-1998'      [ 3.4085e+06]
    '08-Oct-1998'      [ 2.8486e+06]
    '09-Oct-1998'      [ 2.8977e+06]
    '12-Oct-1998'      [ 3.0764e+06]
    '13-Oct-1998'      [ 3.2490e+06]
    '14-Oct-1998'      [ 3.0179e+06]
    '15-Oct-1998'      [ 3.3385e+06]
    '16-Oct-1998'      [ 3.2458e+06]
    '19-Oct-1998'      [ 3.3579e+06]
    '20-Oct-1998'      [ 3.6589e+06]
    '21-Oct-1998'      [ 3.7530e+06]
    '22-Oct-1998'      [ 3.8103e+06]
    '23-Oct-1998'      [ 3.7758e+06]
    '26-Oct-1998'      [ 3.7986e+06]
    '27-Oct-1998'      [ 3.5580e+06]
    '28-Oct-1998'      [ 3.4789e+06]
    '29-Oct-1998'      [ 3.5056e+06]
    '30-Oct-1998'      [ 3.5626e+06]
    '02-Nov-1998'      [ 4.0669e+06]
    '03-Nov-1998'      [ 4.2862e+06]
    '04-Nov-1998'      [ 4.0090e+06]
    '05-Nov-1998'      [ 4.3941e+06]
    '06-Nov-1998'      [ 4.4064e+06]
    '09-Nov-1998'      [ 4.2952e+06]
    '10-Nov-1998'      [ 4.1463e+06]
    '11-Nov-1998'      [ 4.1463e+06]
    '12-Nov-1998'      [ 4.1012e+06]
    '13-Nov-1998'      [ 4.1855e+06]
    '16-Nov-1998'      [ 4.1748e+06]
    '17-Nov-1998'      [ 4.1748e+06]
    '18-Nov-1998'      [ 4.1631e+06]
    '19-Nov-1998'      [ 3.9979e+06]
    '20-Nov-1998'      [ 4.0380e+06]
    '23-Nov-1998'      [ 4.2780e+06]
    '24-Nov-1998'      [ 4.3860e+06]
    '25-Nov-1998'      [ 4.6248e+06]
    '26-Nov-1998'      [        NaN]
    '27-Nov-1998'      [ 4.7564e+06]
    '30-Nov-1998'      [ 4.8473e+06]
    '01-Dec-1998'      [ 4.7124e+06]
    '02-Dec-1998'      [ 4.6671e+06]
    '03-Dec-1998'      [ 4.6217e+06]
    '04-Dec-1998'      [ 4.6848e+06]
    '07-Dec-1998'      [ 4.6492e+06]
    '08-Dec-1998'      [ 4.8177e+06]
    '09-Dec-1998'      [ 5.1608e+06]
    '10-Dec-1998'      [ 4.9751e+06]
    '11-Dec-1998'      [ 4.9127e+06]
    '14-Dec-1998'      [ 4.6815e+06]
    '15-Dec-1998'      [ 4.7034e+06]
    '16-Dec-1998'      [ 4.7034e+06]
    '17-Dec-1998'      [ 4.7180e+06]
    '18-Dec-1998'      [ 4.7056e+06]
    '21-Dec-1998'      [ 4.7408e+06]
    '22-Dec-1998'      [ 4.5106e+06]
    '23-Dec-1998'      [ 4.7061e+06]
    '24-Dec-1998'      [ 4.6842e+06]
    '25-Dec-1998'      [        NaN]
    '28-Dec-1998'      [ 4.6654e+06]
    '29-Dec-1998'      [ 4.6654e+06]
    '30-Dec-1998'      [ 4.5713e+06]
    '31-Dec-1998'      [ 4.5946e+06]
    '01-Jan-1999'      [        NaN]
    '04-Jan-1999'      [ 4.4911e+06]
    '05-Jan-1999'      [ 4.7015e+06]
    '06-Jan-1999'      [ 4.8299e+06]
    '07-Jan-1999'      [ 5.1177e+06]
    '08-Jan-1999'      [ 5.3912e+06]
    '11-Jan-1999'      [ 6.8183e+06]
    '12-Jan-1999'      [ 8.4777e+06]
    '13-Jan-1999'      [ 7.7084e+06]
    '14-Jan-1999'      [ 7.6955e+06]
    '15-Jan-1999'      [ 7.6841e+06]
    '18-Jan-1999'      [        NaN]
    '19-Jan-1999'      [ 7.7817e+06]
    '20-Jan-1999'      [ 7.6800e+06]
    '21-Jan-1999'      [ 7.3825e+06]
    '22-Jan-1999'      [ 7.3184e+06]
    '25-Jan-1999'      [ 7.4165e+06]
    '26-Jan-1999'      [ 7.3556e+06]
    '27-Jan-1999'      [ 6.8090e+06]
    '28-Jan-1999'      [ 7.0157e+06]
    '29-Jan-1999'      [ 6.8835e+06]
    '01-Feb-1999'      [ 7.0125e+06]
    '02-Feb-1999'      [ 6.9569e+06]
    '03-Feb-1999'      [ 7.0063e+06]
    '04-Feb-1999'      [ 6.9198e+06]
    '05-Feb-1999'      [ 7.1697e+06]
    '08-Feb-1999'      [ 7.1346e+06]
    '09-Feb-1999'      [ 7.0497e+06]
    '10-Feb-1999'      [ 7.1516e+06]
    '11-Feb-1999'      [ 7.3676e+06]
    '12-Feb-1999'      [ 7.4148e+06]
    '15-Feb-1999'      [        NaN]
    '16-Feb-1999'      [ 7.3620e+06]
    '17-Feb-1999'      [ 7.3380e+06]
    '18-Feb-1999'      [ 7.2861e+06]
    '19-Feb-1999'      [ 7.2516e+06]
    '22-Feb-1999'      [ 7.3712e+06]
    '23-Feb-1999'      [ 7.3712e+06]
    '24-Feb-1999'      [ 7.4044e+06]
    '25-Feb-1999'      [ 7.3187e+06]
    '26-Feb-1999'      [ 7.4337e+06]
    '01-Mar-1999'      [ 7.3845e+06]
    '02-Mar-1999'      [ 7.3068e+06]
    '03-Mar-1999'      [ 7.3518e+06]
    '04-Mar-1999'      [ 7.4538e+06]
    '05-Mar-1999'      [ 7.5467e+06]
    '08-Mar-1999'      [ 7.6523e+06]
    '09-Mar-1999'      [ 7.2539e+06]
    '10-Mar-1999'      [ 7.2236e+06]
    '11-Mar-1999'      [ 7.2528e+06]
    '12-Mar-1999'      [ 7.5991e+06]
    '15-Mar-1999'      [ 7.5701e+06]
    '16-Mar-1999'      [ 7.4750e+06]
    '17-Mar-1999'      [ 7.4073e+06]
    '18-Mar-1999'      [ 7.5517e+06]
    '19-Mar-1999'      [ 7.4928e+06]
    '22-Mar-1999'      [ 7.4077e+06]
    '23-Mar-1999'      [ 7.0695e+06]
    '24-Mar-1999'      [ 7.0695e+06]
    '25-Mar-1999'      [ 7.1143e+06]
    '26-Mar-1999'      [ 7.0415e+06]
    '29-Mar-1999'      [ 7.0655e+06]

References

Achelis, Steven B., Technical Analysis from A to Z, Second printing, McGraw-Hill, 1995, pp. 239 - 240.

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