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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.

See Also

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