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# rsindex

Relative Strength Index (RSI)

## Syntax

```rsi = rsindex(closep, nperiods)
rsits = rsindex(tsobj, nperiods)
rsits = rsindex(tsobj, nperiods, ParameterName, ParameterValue)
```

## Arguments

 closep Vector of closing prices. nperiods (Optional) Number of periods. Default = 14. tsobj Financial time series object.

## Description

rsi = rsindex(closep, nperiods) calculates the Relative Strength Index (RSI) from the closing price vector closep.

rsits = rsindex(tsobj, nperiods) calculates the RSI from the closing price series in the financial time series object tsobj. The object tsobj must contain at least the series Close, representing the closing prices. The output rsits is a financial time series object whose dates are the same as tsobj and whose data series name is RSI.

rsits = rsindex(tsobj, nperiods, ParameterName, ParameterValue) accepts a parameter name/parameter value pair as input. This pair specifies the name for the required data series if it is different from the expected default name. The valid parameter name is

CloseName: closing prices series name

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

1. The relative strength factor is calculated by dividing the average of the gains by the average of the losses within a specified time period:
RS = (average gains)/(average losses).

2. The first value of RSI, RISI(1), is set as NaN to preserve the dimensions of CLOSEP.

## Examples

expand all

### Calculate the Relative Strength Index (RSI)

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

```load disney.mat
dis_RSI = rsindex(dis)
plot(dis_RSI)
title('Relative Strength Index for Disney')
```
```
dis_RSI =

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

'dates:  (782)'    'RSI:  (782)'
'29-Mar-1996'      [        NaN]
'01-Apr-1996'      [        NaN]
'02-Apr-1996'      [        NaN]
'03-Apr-1996'      [        NaN]
'04-Apr-1996'      [        NaN]
'05-Apr-1996'      [        NaN]
'08-Apr-1996'      [        NaN]
'09-Apr-1996'      [        NaN]
'10-Apr-1996'      [        NaN]
'11-Apr-1996'      [        NaN]
'12-Apr-1996'      [        NaN]
'15-Apr-1996'      [        NaN]
'16-Apr-1996'      [        NaN]
'17-Apr-1996'      [        NaN]
'18-Apr-1996'      [        NaN]
'19-Apr-1996'      [    46.1538]
'22-Apr-1996'      [    37.8405]
'23-Apr-1996'      [    30.2715]
'24-Apr-1996'      [    26.1925]
'25-Apr-1996'      [    32.1531]
'26-Apr-1996'      [    38.1034]
'29-Apr-1996'      [    41.0335]
'30-Apr-1996'      [    57.8881]
'01-May-1996'      [    50.7749]
'02-May-1996'      [    40.9984]
'03-May-1996'      [    32.3247]
'06-May-1996'      [    38.0405]
'07-May-1996'      [    34.2172]
'08-May-1996'      [    29.3572]
'09-May-1996'      [    25.3265]
'10-May-1996'      [    33.7381]
'13-May-1996'      [    45.4595]
'14-May-1996'      [    51.2597]
'15-May-1996'      [    45.5650]
'16-May-1996'      [    44.1571]
'17-May-1996'      [    46.9194]
'20-May-1996'      [    49.4071]
'21-May-1996'      [    59.7382]
'22-May-1996'      [    64.4774]
'23-May-1996'      [    66.2127]
'24-May-1996'      [    63.7565]
'27-May-1996'      [        NaN]
'28-May-1996'      [    66.6545]
'29-May-1996'      [    57.8964]
'30-May-1996'      [    65.7928]
'31-May-1996'      [    58.3333]
'03-Jun-1996'      [    47.6190]
'04-Jun-1996'      [    45.3113]
'05-Jun-1996'      [    50.8003]
'06-Jun-1996'      [    59.2101]
'07-Jun-1996'      [    60.2525]
'10-Jun-1996'      [    52.5068]
'11-Jun-1996'      [         50]
'12-Jun-1996'      [    47.9434]
'13-Jun-1996'      [    48.5991]
'14-Jun-1996'      [    44.2882]
'17-Jun-1996'      [    49.3067]
'18-Jun-1996'      [    53.0182]
'19-Jun-1996'      [    49.1739]
'20-Jun-1996'      [    56.4460]
'21-Jun-1996'      [    65.2174]
'24-Jun-1996'      [    61.6371]
'25-Jun-1996'      [    64.0923]
'26-Jun-1996'      [    49.2870]
'27-Jun-1996'      [    49.2870]
'28-Jun-1996'      [    53.1109]
'01-Jul-1996'      [    49.2698]
'02-Jul-1996'      [    44.1571]
'03-Jul-1996'      [    45.9468]
'04-Jul-1996'      [        NaN]
'05-Jul-1996'      [    40.0056]
'08-Jul-1996'      [    35.7143]
'09-Jul-1996'      [    34.0971]
'10-Jul-1996'      [    36.9520]
'11-Jul-1996'      [    28.1519]
'12-Jul-1996'      [    25.2425]
'15-Jul-1996'      [    22.9295]
'16-Jul-1996'      [    23.6360]
'17-Jul-1996'      [    25.2389]
'18-Jul-1996'      [    28.0233]
'19-Jul-1996'      [    29.2412]
'22-Jul-1996'      [    27.6742]
'23-Jul-1996'      [    28.6953]
'24-Jul-1996'      [    26.9520]
'25-Jul-1996'      [    30.3836]
'26-Jul-1996'      [    30.6870]
'29-Jul-1996'      [    32.6257]
'30-Jul-1996'      [    39.0489]
'31-Jul-1996'      [    47.8340]
'01-Aug-1996'      [    52.0048]
'02-Aug-1996'      [    64.0410]
'05-Aug-1996'      [    61.4406]
'06-Aug-1996'      [    63.6388]
'07-Aug-1996'      [    55.4206]
'08-Aug-1996'      [    50.5663]
'09-Aug-1996'      [    55.5556]
'12-Aug-1996'      [    63.6388]
'13-Aug-1996'      [    67.4667]
'14-Aug-1996'      [    67.8571]
'15-Aug-1996'      [    67.8571]
'16-Aug-1996'      [    73.7474]
'19-Aug-1996'      [    66.6545]
'20-Aug-1996'      [    59.4087]
'21-Aug-1996'      [    53.3387]
'22-Aug-1996'      [    50.8838]
'23-Aug-1996'      [         50]
'26-Aug-1996'      [    52.5417]
'27-Aug-1996'      [    54.4000]
'28-Aug-1996'      [    55.3556]
'29-Aug-1996'      [    54.3771]
'30-Aug-1996'      [    38.4686]
'02-Sep-1996'      [        NaN]
'03-Sep-1996'      [    41.6792]
'04-Sep-1996'      [    38.7855]
'05-Sep-1996'      [    33.9332]
'06-Sep-1996'      [    43.0786]
'09-Sep-1996'      [    51.3619]
'10-Sep-1996'      [    53.5316]
'11-Sep-1996'      [    54.1667]
'12-Sep-1996'      [    61.1801]
'13-Sep-1996'      [    61.1801]
'16-Sep-1996'      [    54.3111]
'17-Sep-1996'      [    59.9944]
'18-Sep-1996'      [    64.9970]
'19-Sep-1996'      [    74.4703]
'20-Sep-1996'      [    76.9251]
'23-Sep-1996'      [    77.8929]
'24-Sep-1996'      [    74.0038]
'25-Sep-1996'      [    80.4331]
'26-Sep-1996'      [    73.2626]
'27-Sep-1996'      [    72.6207]
'30-Sep-1996'      [    75.9040]
'01-Oct-1996'      [    68.6723]
'02-Oct-1996'      [    63.3750]
'03-Oct-1996'      [    63.3874]
'04-Oct-1996'      [    70.6786]
'07-Oct-1996'      [    67.6554]
'08-Oct-1996'      [    63.3750]
'09-Oct-1996'      [         50]
'10-Oct-1996'      [    53.8355]
'11-Oct-1996'      [    52.9439]
'14-Oct-1996'      [    62.2199]
'15-Oct-1996'      [    65.2219]
'16-Oct-1996'      [    78.0019]
'17-Oct-1996'      [    65.9683]
'18-Oct-1996'      [    65.2401]
'21-Oct-1996'      [    77.8015]
'22-Oct-1996'      [    80.0192]
'23-Oct-1996'      [    73.1054]
'24-Oct-1996'      [    60.0192]
'25-Oct-1996'      [    64.9241]
'28-Oct-1996'      [    70.4050]
'29-Oct-1996'      [    65.5344]
'30-Oct-1996'      [    63.8095]
'31-Oct-1996'      [    63.1690]
'01-Nov-1996'      [    59.3241]
'04-Nov-1996'      [    64.7246]
'05-Nov-1996'      [    63.0957]
'06-Nov-1996'      [    68.8583]
'07-Nov-1996'      [    72.8645]
'08-Nov-1996'      [    66.6667]
'11-Nov-1996'      [    69.7410]
'12-Nov-1996'      [    74.9921]
'13-Nov-1996'      [    79.1667]
'14-Nov-1996'      [    76.9288]
'15-Nov-1996'      [    80.5175]
'18-Nov-1996'      [    78.4868]
'19-Nov-1996'      [    76.5560]
'20-Nov-1996'      [    77.6617]
'21-Nov-1996'      [    81.4070]
'22-Nov-1996'      [    77.6549]
'25-Nov-1996'      [    79.0332]
'26-Nov-1996'      [    83.0211]
'27-Nov-1996'      [    68.2379]
'28-Nov-1996'      [        NaN]
'29-Nov-1996'      [    70.8955]
'02-Dec-1996'      [    65.9296]
'03-Dec-1996'      [    53.9995]
'04-Dec-1996'      [    55.5556]
'05-Dec-1996'      [    54.9952]
'06-Dec-1996'      [    46.6649]
'09-Dec-1996'      [    57.2893]
'10-Dec-1996'      [    59.5761]
'11-Dec-1996'      [    51.5466]
'12-Dec-1996'      [    42.6000]
'13-Dec-1996'      [    42.9917]
'16-Dec-1996'      [    33.9856]
'17-Dec-1996'      [    28.4343]
'18-Dec-1996'      [    38.5549]
'19-Dec-1996'      [    43.3369]
'20-Dec-1996'      [    43.3369]
'23-Dec-1996'      [    51.3258]
'24-Dec-1996'      [    47.4963]
'25-Dec-1996'      [        NaN]
'26-Dec-1996'      [    47.5105]
'27-Dec-1996'      [    48.7235]
'30-Dec-1996'      [    33.3333]
'31-Dec-1996'      [    31.5756]
'01-Jan-1997'      [        NaN]
'02-Jan-1997'      [    27.9018]
'03-Jan-1997'      [    45.3404]
'06-Jan-1997'      [    44.3142]
'07-Jan-1997'      [    47.5563]
'08-Jan-1997'      [    34.6154]
'09-Jan-1997'      [    28.9548]
'10-Jan-1997'      [         25]
'13-Jan-1997'      [    26.0355]
'14-Jan-1997'      [    35.7926]
'15-Jan-1997'      [    37.6676]
'16-Jan-1997'      [    37.1692]
'17-Jan-1997'      [    44.1809]
'20-Jan-1997'      [    52.5053]
'21-Jan-1997'      [         50]
'22-Jan-1997'      [    68.4972]
'23-Jan-1997'      [    57.3790]
'24-Jan-1997'      [    63.6364]
'27-Jan-1997'      [    66.1843]
'28-Jan-1997'      [    77.9386]
'29-Jan-1997'      [    83.7820]
'30-Jan-1997'      [    71.9555]
'31-Jan-1997'      [    72.9455]
'03-Feb-1997'      [    69.3440]
'04-Feb-1997'      [    68.4028]
'05-Feb-1997'      [    70.6654]
'06-Feb-1997'      [    71.0543]
'07-Feb-1997'      [    72.4955]
'10-Feb-1997'      [    79.7388]
'11-Feb-1997'      [    72.3713]
'12-Feb-1997'      [    79.0737]
'13-Feb-1997'      [    78.8255]
'14-Feb-1997'      [    79.5473]
'17-Feb-1997'      [        NaN]
'18-Feb-1997'      [    72.9325]
'19-Feb-1997'      [    60.9211]
'20-Feb-1997'      [    60.9211]
'21-Feb-1997'      [    61.3581]
'24-Feb-1997'      [    62.2133]
'25-Feb-1997'      [    65.2231]
'26-Feb-1997'      [    61.4654]
'27-Feb-1997'      [    58.4300]
'28-Feb-1997'      [    46.8080]
'03-Mar-1997'      [    40.6250]
'04-Mar-1997'      [    40.6250]
'05-Mar-1997'      [    35.9493]
'06-Mar-1997'      [    40.6250]
'07-Mar-1997'      [    41.2274]
'10-Mar-1997'      [    46.9378]
'11-Mar-1997'      [    54.4412]
'12-Mar-1997'      [    52.6846]
'13-Mar-1997'      [    41.9067]
'14-Mar-1997'      [    46.9631]
'17-Mar-1997'      [    49.5833]
'18-Mar-1997'      [         50]
'19-Mar-1997'      [    47.1032]
'20-Mar-1997'      [    50.8896]
'21-Mar-1997'      [    52.3023]
'24-Mar-1997'      [    58.0403]
'25-Mar-1997'      [    54.6364]
'26-Mar-1997'      [    50.4975]
'27-Mar-1997'      [    45.7450]
'28-Mar-1997'      [        NaN]
'31-Mar-1997'      [    35.2322]
'01-Apr-1997'      [    32.0644]
'02-Apr-1997'      [    36.9452]
'03-Apr-1997'      [    46.7395]
'04-Apr-1997'      [    44.5779]
'07-Apr-1997'      [    35.9234]
'08-Apr-1997'      [    39.3307]
'09-Apr-1997'      [    41.3665]
'10-Apr-1997'      [    46.4408]
'11-Apr-1997'      [    39.9926]
'14-Apr-1997'      [    26.8625]
'15-Apr-1997'      [    45.9735]
'16-Apr-1997'      [    51.5459]
'17-Apr-1997'      [    53.1234]
'18-Apr-1997'      [    67.7971]
'21-Apr-1997'      [    71.4163]
'22-Apr-1997'      [    74.7222]
'23-Apr-1997'      [    75.9894]
'24-Apr-1997'      [    68.3554]
'25-Apr-1997'      [    63.8108]
'28-Apr-1997'      [    64.1467]
'29-Apr-1997'      [    71.5393]
'30-Apr-1997'      [    72.7898]
'01-May-1997'      [    76.7442]
'02-May-1997'      [    79.8490]
'05-May-1997'      [    78.4561]
'06-May-1997'      [    75.7399]
'07-May-1997'      [    66.3770]
'08-May-1997'      [    65.7895]
'09-May-1997'      [    67.7707]
'12-May-1997'      [    69.5351]
'13-May-1997'      [    64.0607]
'14-May-1997'      [    67.7707]
'15-May-1997'      [    68.3263]
'16-May-1997'      [    59.6956]
'19-May-1997'      [    57.8069]
'20-May-1997'      [    55.7325]
'21-May-1997'      [    53.5424]
'22-May-1997'      [    55.7325]
'23-May-1997'      [    53.8446]
'26-May-1997'      [        NaN]
'27-May-1997'      [    54.9980]
'28-May-1997'      [    62.6149]
'29-May-1997'      [    55.9665]
'30-May-1997'      [    48.6237]
'02-Jun-1997'      [    35.3455]
'03-Jun-1997'      [    37.2319]
'04-Jun-1997'      [    34.9976]
'05-Jun-1997'      [    41.5875]
'06-Jun-1997'      [    52.2273]
'09-Jun-1997'      [    37.8326]
'10-Jun-1997'      [    41.7806]
'11-Jun-1997'      [    45.8333]
'12-Jun-1997'      [    47.2916]
'13-Jun-1997'      [    51.2451]
'16-Jun-1997'      [    50.6229]
'17-Jun-1997'      [    50.6379]
'18-Jun-1997'      [    48.1931]
'19-Jun-1997'      [    57.3142]
'20-Jun-1997'      [    56.6349]
'23-Jun-1997'      [         50]
'24-Jun-1997'      [    60.1910]
'25-Jun-1997'      [    54.9904]
'26-Jun-1997'      [    50.7674]
'27-Jun-1997'      [    46.0858]
'30-Jun-1997'      [    43.7471]
'01-Jul-1997'      [    40.0930]
'02-Jul-1997'      [    34.8051]
'03-Jul-1997'      [    27.8828]
'04-Jul-1997'      [        NaN]
'07-Jul-1997'      [    23.7552]
'08-Jul-1997'      [    32.4774]
'09-Jul-1997'      [    33.4672]
'10-Jul-1997'      [    29.3658]
'11-Jul-1997'      [    30.7049]
'14-Jul-1997'      [    38.7023]
'15-Jul-1997'      [    32.5373]
'16-Jul-1997'      [    38.4359]
'17-Jul-1997'      [    36.5673]
'18-Jul-1997'      [    35.9369]
'21-Jul-1997'      [    32.9216]
'22-Jul-1997'      [    46.9840]
'23-Jul-1997'      [    53.7421]
'24-Jul-1997'      [    56.7930]
'25-Jul-1997'      [    60.5219]
'28-Jul-1997'      [    56.0964]
'29-Jul-1997'      [    62.4208]
'30-Jul-1997'      [    65.6931]
'31-Jul-1997'      [    67.3319]
'01-Aug-1997'      [    63.3417]
'04-Aug-1997'      [    62.7616]
'05-Aug-1997'      [    54.4947]
'06-Aug-1997'      [    63.2425]
'07-Aug-1997'      [    64.2763]
'08-Aug-1997'      [    68.5914]
'11-Aug-1997'      [    61.4251]
'12-Aug-1997'      [    52.2587]
'13-Aug-1997'      [    48.2388]
'14-Aug-1997'      [    49.2972]
'15-Aug-1997'      [    35.5408]
'18-Aug-1997'      [    43.6837]
'19-Aug-1997'      [    44.8540]
'20-Aug-1997'      [    48.2742]
'21-Aug-1997'      [    43.9518]
'22-Aug-1997'      [    40.1803]
'25-Aug-1997'      [    43.9778]
'26-Aug-1997'      [    37.6647]
'27-Aug-1997'      [    47.5529]
'28-Aug-1997'      [    44.6528]
'29-Aug-1997'      [    39.9053]
'01-Sep-1997'      [        NaN]
'02-Sep-1997'      [    52.0976]
'03-Sep-1997'      [    51.9036]
'04-Sep-1997'      [    46.4143]
'05-Sep-1997'      [    55.2743]
'08-Sep-1997'      [    47.1448]
'09-Sep-1997'      [    45.3214]
'10-Sep-1997'      [    39.7131]
'11-Sep-1997'      [    38.2127]
'12-Sep-1997'      [    46.3915]
'15-Sep-1997'      [    45.9124]
'16-Sep-1997'      [    55.2722]
'17-Sep-1997'      [    51.3386]
'18-Sep-1997'      [    55.7065]
'19-Sep-1997'      [    61.6816]
'22-Sep-1997'      [    52.4378]
'23-Sep-1997'      [    47.5622]
'24-Sep-1997'      [    54.9925]
'25-Sep-1997'      [    56.8802]
'26-Sep-1997'      [    57.9286]
'29-Sep-1997'      [    57.4052]
'30-Sep-1997'      [    64.3671]
'01-Oct-1997'      [    83.3280]
'02-Oct-1997'      [    84.0770]
'03-Oct-1997'      [    84.8458]
'06-Oct-1997'      [    70.0703]
'07-Oct-1997'      [    76.7141]
'08-Oct-1997'      [    68.6485]
'09-Oct-1997'      [    67.5241]
'10-Oct-1997'      [    66.8299]
'13-Oct-1997'      [    72.2737]
'14-Oct-1997'      [    77.4310]
'15-Oct-1997'      [    76.5962]
'16-Oct-1997'      [    67.6190]
'17-Oct-1997'      [    57.6100]
'20-Oct-1997'      [    58.3632]
'21-Oct-1997'      [    55.1775]
'22-Oct-1997'      [    47.5198]
'23-Oct-1997'      [    43.2687]
'24-Oct-1997'      [    47.7599]
'27-Oct-1997'      [    27.3690]
'28-Oct-1997'      [    45.7437]
'29-Oct-1997'      [    46.9097]
'30-Oct-1997'      [    43.0554]
'31-Oct-1997'      [    45.0800]
'03-Nov-1997'      [    48.0581]
'04-Nov-1997'      [    48.7261]
'05-Nov-1997'      [    50.3927]
'06-Nov-1997'      [    58.2891]
'07-Nov-1997'      [    56.3250]
'10-Nov-1997'      [    53.8872]
'11-Nov-1997'      [    56.5450]
'12-Nov-1997'      [    51.5229]
'13-Nov-1997'      [    54.4163]
'14-Nov-1997'      [    68.9624]
'17-Nov-1997'      [    65.6861]
'18-Nov-1997'      [    65.0716]
'19-Nov-1997'      [    75.9000]
'20-Nov-1997'      [    71.1108]
'21-Nov-1997'      [    72.4218]
'24-Nov-1997'      [    67.5571]
'25-Nov-1997'      [    71.3811]
'26-Nov-1997'      [    70.8308]
'27-Nov-1997'      [        NaN]
'28-Nov-1997'      [    71.6981]
'01-Dec-1997'      [    78.1021]
'02-Dec-1997'      [    73.8066]
'03-Dec-1997'      [    79.3891]
'04-Dec-1997'      [    71.5200]
'05-Dec-1997'      [    69.1799]
'08-Dec-1997'      [    65.6913]
'09-Dec-1997'      [    64.9539]
'10-Dec-1997'      [    57.9659]
'11-Dec-1997'      [    56.8081]
'12-Dec-1997'      [    45.4523]
'15-Dec-1997'      [    61.8718]
'16-Dec-1997'      [    57.4858]
'17-Dec-1997'      [    57.3164]
'18-Dec-1997'      [    57.4858]
'19-Dec-1997'      [    43.8292]
'22-Dec-1997'      [    52.6680]
'23-Dec-1997'      [    58.3028]
'24-Dec-1997'      [    54.8531]
'25-Dec-1997'      [        NaN]
'26-Dec-1997'      [    53.6895]
'29-Dec-1997'      [    58.2067]
'30-Dec-1997'      [    63.0646]
'31-Dec-1997'      [    64.8770]
'01-Jan-1998'      [        NaN]
'02-Jan-1998'      [    69.9613]
'05-Jan-1998'      [    65.2128]
'06-Jan-1998'      [    54.7158]
'07-Jan-1998'      [    59.7109]
'08-Jan-1998'      [    53.4049]
'09-Jan-1998'      [    45.3245]
'12-Jan-1998'      [    45.1222]
'13-Jan-1998'      [    40.9559]
'14-Jan-1998'      [    46.5535]
'15-Jan-1998'      [    52.6821]
'16-Jan-1998'      [    54.0282]
'19-Jan-1998'      [        NaN]
'20-Jan-1998'      [    58.1954]
'21-Jan-1998'      [    49.5152]
'22-Jan-1998'      [    41.8700]
'23-Jan-1998'      [    47.0389]
'26-Jan-1998'      [    45.8406]
'27-Jan-1998'      [    59.6612]
'28-Jan-1998'      [    63.2668]
'29-Jan-1998'      [    67.1638]
'30-Jan-1998'      [    72.7730]
'02-Feb-1998'      [    79.6388]
'03-Feb-1998'      [    76.5275]
'04-Feb-1998'      [    75.3314]
'05-Feb-1998'      [    78.0533]
'06-Feb-1998'      [    77.8704]
'09-Feb-1998'      [    70.8440]
'10-Feb-1998'      [    73.7668]
'11-Feb-1998'      [    85.4405]
'12-Feb-1998'      [    80.6493]
'13-Feb-1998'      [    87.3605]
'16-Feb-1998'      [        NaN]
'17-Feb-1998'      [    84.1495]
'18-Feb-1998'      [    83.7433]
'19-Feb-1998'      [    78.2090]
'20-Feb-1998'      [    77.5088]
'23-Feb-1998'      [    71.8641]
'24-Feb-1998'      [    64.7894]
'25-Feb-1998'      [    60.7229]
'26-Feb-1998'      [    55.6515]
'27-Feb-1998'      [    60.1479]
'02-Mar-1998'      [    54.6020]
'03-Mar-1998'      [    54.1363]
'04-Mar-1998'      [    39.6041]
'05-Mar-1998'      [    37.6260]
'06-Mar-1998'      [    34.7498]
'09-Mar-1998'      [    29.6811]
'10-Mar-1998'      [    21.6553]
'11-Mar-1998'      [    21.1556]
'12-Mar-1998'      [    25.4625]
'13-Mar-1998'      [    26.1955]
'16-Mar-1998'      [    43.7286]
'17-Mar-1998'      [    40.9569]
'18-Mar-1998'      [    42.8571]
'19-Mar-1998'      [    34.2675]
'20-Mar-1998'      [    42.5839]
'23-Mar-1998'      [    31.9294]
'24-Mar-1998'      [    50.1560]
'25-Mar-1998'      [    54.5410]
'26-Mar-1998'      [    55.4482]
'27-Mar-1998'      [    53.7439]
'30-Mar-1998'      [    49.2505]
'31-Mar-1998'      [    54.6210]
'01-Apr-1998'      [    50.1459]
'02-Apr-1998'      [    56.1530]
'03-Apr-1998'      [    53.0051]
'06-Apr-1998'      [    51.5310]
'07-Apr-1998'      [    51.2432]
'08-Apr-1998'      [    51.5310]
'09-Apr-1998'      [    54.3278]
'10-Apr-1998'      [        NaN]
'13-Apr-1998'      [    67.2668]
'14-Apr-1998'      [    65.6264]
'15-Apr-1998'      [    66.4648]
'16-Apr-1998'      [    60.2365]
'17-Apr-1998'      [    63.9253]
'20-Apr-1998'      [    71.9876]
'21-Apr-1998'      [    72.2267]
'22-Apr-1998'      [    79.6333]
'23-Apr-1998'      [    78.6935]
'24-Apr-1998'      [    72.0991]
'27-Apr-1998'      [    76.2472]
'28-Apr-1998'      [    80.0577]
'29-Apr-1998'      [    83.0921]
'30-Apr-1998'      [    82.1291]
'01-May-1998'      [    82.0823]
'04-May-1998'      [    80.8910]
'05-May-1998'      [    79.0081]
'06-May-1998'      [    75.8691]
'07-May-1998'      [    60.6887]
'08-May-1998'      [    58.0892]
'11-May-1998'      [    58.0892]
'12-May-1998'      [    42.8533]
'13-May-1998'      [    37.6128]
'14-May-1998'      [    36.1073]
'15-May-1998'      [    30.2141]
'18-May-1998'      [    21.7407]
'19-May-1998'      [    24.4400]
'20-May-1998'      [    32.4468]
'21-May-1998'      [    32.8947]
'22-May-1998'      [    30.2974]
'25-May-1998'      [        NaN]
'26-May-1998'      [    26.3378]
'27-May-1998'      [    34.3863]
'28-May-1998'      [    39.4579]
'29-May-1998'      [    38.5863]
'01-Jun-1998'      [    32.3064]
'02-Jun-1998'      [    33.9468]
'03-Jun-1998'      [    33.6373]
'04-Jun-1998'      [    36.9316]
'05-Jun-1998'      [    58.2702]
'08-Jun-1998'      [    62.4667]
'09-Jun-1998'      [    61.4984]
'10-Jun-1998'      [    58.2684]
'11-Jun-1998'      [    50.5383]
'12-Jun-1998'      [    47.3803]
'15-Jun-1998'      [    50.9870]
'16-Jun-1998'      [    46.4629]
'17-Jun-1998'      [    52.2485]
'18-Jun-1998'      [    47.2806]
'19-Jun-1998'      [    43.4965]
'22-Jun-1998'      [    47.3059]
'23-Jun-1998'      [    50.3585]
'24-Jun-1998'      [    55.4124]
'25-Jun-1998'      [    45.4329]
'26-Jun-1998'      [    39.1420]
'29-Jun-1998'      [    43.8255]
'30-Jun-1998'      [    30.0009]
'01-Jul-1998'      [    34.5666]
'02-Jul-1998'      [    36.2004]
'03-Jul-1998'      [        NaN]
'06-Jul-1998'      [    39.0090]
'07-Jul-1998'      [    39.1412]
'08-Jul-1998'      [    39.7876]
'09-Jul-1998'      [    48.3211]
'10-Jul-1998'      [    61.8739]
'13-Jul-1998'      [    64.9995]
'14-Jul-1998'      [    65.5518]
'15-Jul-1998'      [    58.9667]
'16-Jul-1998'      [    58.9726]
'17-Jul-1998'      [    63.3818]
'20-Jul-1998'      [    54.4296]
'21-Jul-1998'      [    68.1474]
'22-Jul-1998'      [    61.5224]
'23-Jul-1998'      [    54.5030]
'24-Jul-1998'      [    58.6474]
'27-Jul-1998'      [    56.2345]
'28-Jul-1998'      [    46.1716]
'29-Jul-1998'      [    40.5797]
'30-Jul-1998'      [    31.4070]
'31-Jul-1998'      [    15.6533]
'03-Aug-1998'      [    12.6135]
'04-Aug-1998'      [    10.5269]
'05-Aug-1998'      [    18.0556]
'06-Aug-1998'      [    17.0113]
'07-Aug-1998'      [    19.2581]
'10-Aug-1998'      [         20]
'11-Aug-1998'      [    19.5477]
'12-Aug-1998'      [    25.2081]
'13-Aug-1998'      [    17.7419]
'14-Aug-1998'      [    18.0328]
'17-Aug-1998'      [    26.6109]
'18-Aug-1998'      [    38.4615]
'19-Aug-1998'      [    37.0348]
'20-Aug-1998'      [    44.9585]
'21-Aug-1998'      [    41.2189]
'24-Aug-1998'      [    54.3647]
'25-Aug-1998'      [    53.9210]
'26-Aug-1998'      [    47.8231]
'27-Aug-1998'      [    40.3008]
'28-Aug-1998'      [    37.5028]
'31-Aug-1998'      [    29.5131]
'01-Sep-1998'      [    42.6651]
'02-Sep-1998'      [    43.0478]
'03-Sep-1998'      [    38.8677]
'04-Sep-1998'      [    36.9274]
'07-Sep-1998'      [        NaN]
'08-Sep-1998'      [    35.0427]
'09-Sep-1998'      [    32.9328]
'10-Sep-1998'      [    29.2499]
'11-Sep-1998'      [    27.7162]
'14-Sep-1998'      [    25.0878]
'15-Sep-1998'      [    26.6179]
'16-Sep-1998'      [    29.2833]
'17-Sep-1998'      [    31.4163]
'18-Sep-1998'      [    33.4683]
'21-Sep-1998'      [    40.7929]
'22-Sep-1998'      [    23.2270]
'23-Sep-1998'      [    35.8398]
'24-Sep-1998'      [    38.0349]
'25-Sep-1998'      [    37.3494]
'28-Sep-1998'      [    35.8025]
'29-Sep-1998'      [    39.9978]
'30-Sep-1998'      [    40.5572]
'01-Oct-1998'      [    44.6154]
'02-Oct-1998'      [    55.7491]
'05-Oct-1998'      [    46.4684]
'06-Oct-1998'      [    46.9995]
'07-Oct-1998'      [    44.3388]
'08-Oct-1998'      [    37.0039]
'09-Oct-1998'      [    40.6531]
'12-Oct-1998'      [    46.7118]
'13-Oct-1998'      [    41.5952]
'14-Oct-1998'      [    40.6227]
'15-Oct-1998'      [    51.3516]
'16-Oct-1998'      [    45.8324]
'19-Oct-1998'      [    50.3383]
'20-Oct-1998'      [    58.7136]
'21-Oct-1998'      [    63.4629]
'22-Oct-1998'      [    63.9255]
'23-Oct-1998'      [    63.5202]
'26-Oct-1998'      [    63.0592]
'27-Oct-1998'      [    58.9277]
'28-Oct-1998'      [    65.5647]
'29-Oct-1998'      [    65.5611]
'30-Oct-1998'      [    63.1227]
'02-Nov-1998'      [    66.8807]
'03-Nov-1998'      [    77.4846]
'04-Nov-1998'      [    65.4912]
'05-Nov-1998'      [    73.2909]
'06-Nov-1998'      [    71.8917]
'09-Nov-1998'      [    63.5135]
'10-Nov-1998'      [    56.9506]
'11-Nov-1998'      [    54.8606]
'12-Nov-1998'      [    54.4853]
'13-Nov-1998'      [    56.2891]
'16-Nov-1998'      [    63.4344]
'17-Nov-1998'      [    66.4083]
'18-Nov-1998'      [    65.0794]
'19-Nov-1998'      [    58.3343]
'20-Nov-1998'      [    47.6147]
'23-Nov-1998'      [    49.5375]
'24-Nov-1998'      [    59.6023]
'25-Nov-1998'      [    56.5240]
'26-Nov-1998'      [        NaN]
'27-Nov-1998'      [    62.2679]
'30-Nov-1998'      [    71.0034]
'01-Dec-1998'      [    71.0034]
'02-Dec-1998'      [    67.6269]
'03-Dec-1998'      [    67.6166]
'04-Dec-1998'      [    67.3077]
'07-Dec-1998'      [    65.4157]
'08-Dec-1998'      [    69.4169]
'09-Dec-1998'      [    75.1738]
'10-Dec-1998'      [    71.7082]
'11-Dec-1998'      [    67.9450]
'14-Dec-1998'      [    55.5545]
'15-Dec-1998'      [    54.7138]
'16-Dec-1998'      [    48.9335]
'17-Dec-1998'      [    43.7516]
'18-Dec-1998'      [    41.1302]
'21-Dec-1998'      [    46.5517]
'22-Dec-1998'      [    42.1875]
'23-Dec-1998'      [    50.3626]
'24-Dec-1998'      [    45.2581]
'25-Dec-1998'      [        NaN]
'28-Dec-1998'      [    45.9286]
'29-Dec-1998'      [    39.6720]
'30-Dec-1998'      [    21.8988]
'31-Dec-1998'      [    28.0834]
'01-Jan-1999'      [        NaN]
'04-Jan-1999'      [    28.0885]
'05-Jan-1999'      [    49.4022]
'06-Jan-1999'      [    51.7292]
'07-Jan-1999'      [    58.0026]
'08-Jan-1999'      [    62.1684]
'11-Jan-1999'      [    73.2036]
'12-Jan-1999'      [    78.8684]
'13-Jan-1999'      [    73.9120]
'14-Jan-1999'      [    71.3559]
'15-Jan-1999'      [    73.2609]
'18-Jan-1999'      [        NaN]
'19-Jan-1999'      [    75.1285]
'20-Jan-1999'      [    72.1382]
'21-Jan-1999'      [    67.4457]
'22-Jan-1999'      [    65.0011]
'25-Jan-1999'      [    69.0265]
'26-Jan-1999'      [    64.8148]
'27-Jan-1999'      [    56.7797]
'28-Jan-1999'      [    56.0345]
'29-Jan-1999'      [    51.5401]
'01-Feb-1999'      [    43.5921]
'02-Feb-1999'      [    26.2845]
'03-Feb-1999'      [    34.6173]
'04-Feb-1999'      [    32.8468]
'05-Feb-1999'      [    40.9100]
'08-Feb-1999'      [    36.6681]
'09-Feb-1999'      [    36.6681]
'10-Feb-1999'      [    47.0595]
'11-Feb-1999'      [    55.7841]
'12-Feb-1999'      [    52.8982]
'15-Feb-1999'      [        NaN]
'16-Feb-1999'      [    52.8982]
'17-Feb-1999'      [    63.4720]
'18-Feb-1999'      [    57.1408]
'19-Feb-1999'      [    58.1794]
'22-Feb-1999'      [    58.5531]
'23-Feb-1999'      [    61.3190]
'24-Feb-1999'      [    60.9537]
'25-Feb-1999'      [    60.3742]
'26-Feb-1999'      [    57.5767]
'01-Mar-1999'      [    56.4371]
'02-Mar-1999'      [    55.3416]
'03-Mar-1999'      [    53.5305]
'04-Mar-1999'      [         50]
'05-Mar-1999'      [    53.0602]
'08-Mar-1999'      [    60.7809]
'09-Mar-1999'      [    48.8223]
'10-Mar-1999'      [         50]
'11-Mar-1999'      [    53.7211]
'12-Mar-1999'      [    57.2527]
'15-Mar-1999'      [    55.9680]
'16-Mar-1999'      [         50]
'17-Mar-1999'      [         50]
'18-Mar-1999'      [    51.3511]
'19-Mar-1999'      [    51.3511]
'22-Mar-1999'      [    51.0038]
'23-Mar-1999'      [    43.5623]
'24-Mar-1999'      [    39.4759]
'25-Mar-1999'      [    36.5512]
'26-Mar-1999'      [    30.2839]
'29-Mar-1999'      [    38.7946]

```

## References

Murphy, John J., Technical Analysis of the Futures Market, New York Institute of Finance, 1986, pp. 295-302.