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volroc

Volume rate of change

Syntax

vroc = volroc(tvolume nTimes)
vrocts = volroc(tsobj, nTimes)
vrocts = volroc(tsobj, nTimes, ParameterName, ParameterValue)

Arguments

tvolume

Volume traded.

nTimes

(Optional) Time difference. Default = 12.

tsobj

Financial time series object.

Description

vroc = volroc(tvolume nTimes) calculates the volume rate of change, vroc, from the volume traded data tvolume. If nTimes is specified, the volume rate of change is calculated between the current volume and the volume nTimes ago.

vrocts = volroc(tsobj, nTimes) calculates the volume rate of change, vrocts, from the financial time series object tsobj. The vrocts output is a financial time series object with similar dates as tsobj and a data series named VolumeROC. If nTimes is specified, the volume rate of change is calculated between the current volume and the volume nTimes ago.

vrocts = volroc(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

  • VolumeName: volume traded 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 Volume Rate of Change

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

load disney.mat
dis_VolRoc = volroc(dis)
plot(dis_VolRoc)
title('Volume Rate of Change for Disney')
 
dis_VolRoc = 
 
    desc:  VolROC: Walt Disney Company (DIS)					
    freq:  Unknown (0)

    'dates:  (782)'    'VolumeROC:  (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'      [          34.5367]
    '16-Apr-1996'      [          31.3764]
    '17-Apr-1996'      [         -15.0623]
    '18-Apr-1996'      [           1.6885]
    '19-Apr-1996'      [           8.6476]
    '22-Apr-1996'      [              NaN]
    '23-Apr-1996'      [          29.5988]
    '24-Apr-1996'      [         369.4247]
    '25-Apr-1996'      [         -13.6671]
    '26-Apr-1996'      [         -52.5474]
    '29-Apr-1996'      [         -58.9663]
    '30-Apr-1996'      [         -35.4197]
    '01-May-1996'      [          89.8976]
    '02-May-1996'      [          56.8838]
    '03-May-1996'      [         157.7661]
    '06-May-1996'      [          43.0730]
    '07-May-1996'      [         -12.0942]
    '08-May-1996'      [           3.4186]
    '09-May-1996'      [         -63.5080]
    '10-May-1996'      [         -42.7512]
    '13-May-1996'      [           6.1815]
    '14-May-1996'      [          14.1969]
    '15-May-1996'      [          97.6768]
    '16-May-1996'      [         -44.1805]
    '17-May-1996'      [         -17.4588]
    '20-May-1996'      [         -39.3110]
    '21-May-1996'      [         -29.6926]
    '22-May-1996'      [          -7.9504]
    '23-May-1996'      [         -42.6056]
    '24-May-1996'      [         -28.0094]
    '27-May-1996'      [              NaN]
    '28-May-1996'      [         -39.3989]
    '29-May-1996'      [          16.7959]
    '30-May-1996'      [         -28.0197]
    '31-May-1996'      [         -13.6442]
    '03-Jun-1996'      [         -33.4080]
    '04-Jun-1996'      [          33.9201]
    '05-Jun-1996'      [          23.3956]
    '06-Jun-1996'      [          87.7259]
    '07-Jun-1996'      [          56.2560]
    '10-Jun-1996'      [         -28.8118]
    '11-Jun-1996'      [              NaN]
    '12-Jun-1996'      [         -17.7625]
    '13-Jun-1996'      [         -49.8164]
    '14-Jun-1996'      [         -19.4850]
    '17-Jun-1996'      [         -34.4091]
    '18-Jun-1996'      [           9.0391]
    '19-Jun-1996'      [         -44.9614]
    '20-Jun-1996'      [         -23.9619]
    '21-Jun-1996'      [          19.2479]
    '24-Jun-1996'      [         -45.2996]
    '25-Jun-1996'      [          50.6788]
    '26-Jun-1996'      [         -20.8493]
    '27-Jun-1996'      [           9.8754]
    '28-Jun-1996'      [         117.6214]
    '01-Jul-1996'      [          -3.7163]
    '02-Jul-1996'      [         115.4816]
    '03-Jul-1996'      [          91.2559]
    '04-Jul-1996'      [              NaN]
    '05-Jul-1996'      [          -9.6536]
    '08-Jul-1996'      [         -26.9873]
    '09-Jul-1996'      [          85.5680]
    '10-Jul-1996'      [          28.5974]
    '11-Jul-1996'      [         113.1623]
    '12-Jul-1996'      [          85.2158]
    '15-Jul-1996'      [          83.5080]
    '16-Jul-1996'      [         303.8133]
    '17-Jul-1996'      [          44.1629]
    '18-Jul-1996'      [         -34.9305]
    '19-Jul-1996'      [              NaN]
    '22-Jul-1996'      [          28.9060]
    '23-Jul-1996'      [         -28.5206]
    '24-Jul-1996'      [         -25.8220]
    '25-Jul-1996'      [          -8.2712]
    '26-Jul-1996'      [          21.0962]
    '29-Jul-1996'      [           0.7370]
    '30-Jul-1996'      [         -35.8638]
    '31-Jul-1996'      [         -53.8543]
    '01-Aug-1996'      [         -18.2930]
    '02-Aug-1996'      [           2.8381]
    '05-Aug-1996'      [         -29.0490]
    '06-Aug-1996'      [          -4.1309]
    '07-Aug-1996'      [         -19.8781]
    '08-Aug-1996'      [         -18.1307]
    '09-Aug-1996'      [         -48.0521]
    '12-Aug-1996'      [         -68.2077]
    '13-Aug-1996'      [         -57.0222]
    '14-Aug-1996'      [         -49.7417]
    '15-Aug-1996'      [         -66.0625]
    '16-Aug-1996'      [         -52.2580]
    '19-Aug-1996'      [         -50.7469]
    '20-Aug-1996'      [         -16.3121]
    '21-Aug-1996'      [         -41.8400]
    '22-Aug-1996'      [          -7.1575]
    '23-Aug-1996'      [         -23.4593]
    '26-Aug-1996'      [          13.2113]
    '27-Aug-1996'      [         -10.4481]
    '28-Aug-1996'      [         -34.6799]
    '29-Aug-1996'      [           2.4382]
    '30-Aug-1996'      [         105.8539]
    '02-Sep-1996'      [              NaN]
    '03-Sep-1996'      [          11.6415]
    '04-Sep-1996'      [         -10.3148]
    '05-Sep-1996'      [          21.2498]
    '06-Sep-1996'      [          17.5947]
    '09-Sep-1996'      [          -8.4905]
    '10-Sep-1996'      [          24.0493]
    '11-Sep-1996'      [           7.9827]
    '12-Sep-1996'      [         308.0565]
    '13-Sep-1996'      [          93.2757]
    '16-Sep-1996'      [          -6.6852]
    '17-Sep-1996'      [              NaN]
    '18-Sep-1996'      [           9.7210]
    '19-Sep-1996'      [         207.9374]
    '20-Sep-1996'      [         166.6801]
    '23-Sep-1996'      [         -32.4118]
    '24-Sep-1996'      [          25.9376]
    '25-Sep-1996'      [         -26.3614]
    '26-Sep-1996'      [          11.0468]
    '27-Sep-1996'      [         -71.0546]
    '30-Sep-1996'      [         -34.4047]
    '01-Oct-1996'      [         -31.0242]
    '02-Oct-1996'      [         -19.9211]
    '03-Oct-1996'      [           6.1397]
    '04-Oct-1996'      [         -29.7913]
    '07-Oct-1996'      [         -73.5090]
    '08-Oct-1996'      [          -4.3232]
    '09-Oct-1996'      [         -15.5398]
    '10-Oct-1996'      [         -30.5308]
    '11-Oct-1996'      [         -50.9436]
    '14-Oct-1996'      [         -10.5500]
    '15-Oct-1996'      [         -25.9387]
    '16-Oct-1996'      [          45.1999]
    '17-Oct-1996'      [         -13.1823]
    '18-Oct-1996'      [           5.6904]
    '21-Oct-1996'      [         -35.9078]
    '22-Oct-1996'      [          78.1134]
    '23-Oct-1996'      [          70.9072]
    '24-Oct-1996'      [          -8.9688]
    '25-Oct-1996'      [          17.9181]
    '28-Oct-1996'      [         108.0031]
    '29-Oct-1996'      [          35.7478]
    '30-Oct-1996'      [         -35.8872]
    '31-Oct-1996'      [         -27.0114]
    '01-Nov-1996'      [           8.6126]
    '04-Nov-1996'      [          10.7482]
    '05-Nov-1996'      [          18.5290]
    '06-Nov-1996'      [         -14.6240]
    '07-Nov-1996'      [           5.0437]
    '08-Nov-1996'      [          40.2094]
    '11-Nov-1996'      [         110.1261]
    '12-Nov-1996'      [          82.1654]
    '13-Nov-1996'      [          57.8247]
    '14-Nov-1996'      [         110.5142]
    '15-Nov-1996'      [         236.4852]
    '18-Nov-1996'      [           8.3618]
    '19-Nov-1996'      [          18.2752]
    '20-Nov-1996'      [          32.1772]
    '21-Nov-1996'      [          -6.2125]
    '22-Nov-1996'      [         -10.2356]
    '25-Nov-1996'      [          24.6466]
    '26-Nov-1996'      [         186.1727]
    '27-Nov-1996'      [          13.9942]
    '28-Nov-1996'      [              NaN]
    '29-Nov-1996'      [         -44.1001]
    '02-Dec-1996'      [         -46.9741]
    '03-Dec-1996'      [          22.3150]
    '04-Dec-1996'      [          20.6498]
    '05-Dec-1996'      [         -31.4637]
    '06-Dec-1996'      [          46.9278]
    '09-Dec-1996'      [         -12.1216]
    '10-Dec-1996'      [         -34.0378]
    '11-Dec-1996'      [         -64.6159]
    '12-Dec-1996'      [         -22.7444]
    '13-Dec-1996'      [              NaN]
    '16-Dec-1996'      [          75.2750]
    '17-Dec-1996'      [          16.2909]
    '18-Dec-1996'      [           5.8614]
    '19-Dec-1996'      [         -24.1170]
    '20-Dec-1996'      [         188.5865]
    '23-Dec-1996'      [         -44.7300]
    '24-Dec-1996'      [         -69.0092]
    '25-Dec-1996'      [              NaN]
    '26-Dec-1996'      [         -65.7062]
    '27-Dec-1996'      [         -72.3844]
    '30-Dec-1996'      [         -45.9509]
    '31-Dec-1996'      [         -23.1583]
    '01-Jan-1997'      [              NaN]
    '02-Jan-1997'      [          91.0895]
    '03-Jan-1997'      [          26.1533]
    '06-Jan-1997'      [         -62.5534]
    '07-Jan-1997'      [          45.8538]
    '08-Jan-1997'      [         179.9102]
    '09-Jan-1997'      [              NaN]
    '10-Jan-1997'      [         196.9370]
    '13-Jan-1997'      [         220.8936]
    '14-Jan-1997'      [          65.3529]
    '15-Jan-1997'      [          99.0827]
    '16-Jan-1997'      [              NaN]
    '17-Jan-1997'      [         -31.3142]
    '20-Jan-1997'      [          -4.0953]
    '21-Jan-1997'      [          37.6711]
    '22-Jan-1997'      [          44.3610]
    '23-Jan-1997'      [         152.6172]
    '24-Jan-1997'      [           1.3339]
    '27-Jan-1997'      [          -6.3620]
    '28-Jan-1997'      [          74.7075]
    '29-Jan-1997'      [          30.6345]
    '30-Jan-1997'      [         -20.7743]
    '31-Jan-1997'      [         -37.7268]
    '03-Feb-1997'      [         -38.4741]
    '04-Feb-1997'      [         -48.7995]
    '05-Feb-1997'      [          -1.0367]
    '06-Feb-1997'      [           2.7288]
    '07-Feb-1997'      [         -44.8460]
    '10-Feb-1997'      [          27.1228]
    '11-Feb-1997'      [         -25.0785]
    '12-Feb-1997'      [         -58.7839]
    '13-Feb-1997'      [          -5.5520]
    '14-Feb-1997'      [          34.1372]
    '17-Feb-1997'      [              NaN]
    '18-Feb-1997'      [          21.8645]
    '19-Feb-1997'      [          58.8995]
    '20-Feb-1997'      [         -38.0700]
    '21-Feb-1997'      [         -29.1565]
    '24-Feb-1997'      [         -34.6307]
    '25-Feb-1997'      [         -46.4602]
    '26-Feb-1997'      [          20.2234]
    '27-Feb-1997'      [          -5.7376]
    '28-Feb-1997'      [         -46.0897]
    '03-Mar-1997'      [         -20.1724]
    '04-Mar-1997'      [              NaN]
    '05-Mar-1997'      [          11.6894]
    '06-Mar-1997'      [          28.5738]
    '07-Mar-1997'      [          57.1741]
    '10-Mar-1997'      [         -31.7222]
    '11-Mar-1997'      [           4.0075]
    '12-Mar-1997'      [          12.9261]
    '13-Mar-1997'      [         -29.2908]
    '14-Mar-1997'      [          37.8503]
    '17-Mar-1997'      [           8.3197]
    '18-Mar-1997'      [         -31.1850]
    '19-Mar-1997'      [         -31.3832]
    '20-Mar-1997'      [         -44.6139]
    '21-Mar-1997'      [         -10.1663]
    '24-Mar-1997'      [         -20.5179]
    '25-Mar-1997'      [          48.5654]
    '26-Mar-1997'      [           2.7380]
    '27-Mar-1997'      [          12.0570]
    '28-Mar-1997'      [              NaN]
    '31-Mar-1997'      [          17.1313]
    '01-Apr-1997'      [          26.0843]
    '02-Apr-1997'      [          34.3729]
    '03-Apr-1997'      [          17.0206]
    '04-Apr-1997'      [          38.5928]
    '07-Apr-1997'      [         -52.2285]
    '08-Apr-1997'      [         -43.2975]
    '09-Apr-1997'      [         -43.1138]
    '10-Apr-1997'      [          29.5087]
    '11-Apr-1997'      [          30.3496]
    '14-Apr-1997'      [              NaN]
    '15-Apr-1997'      [         -28.4044]
    '16-Apr-1997'      [          24.3669]
    '17-Apr-1997'      [         -20.1934]
    '18-Apr-1997'      [           0.5364]
    '21-Apr-1997'      [          19.7640]
    '22-Apr-1997'      [         226.9412]
    '23-Apr-1997'      [         215.2128]
    '24-Apr-1997'      [          93.1543]
    '25-Apr-1997'      [         -15.3622]
    '28-Apr-1997'      [         -40.8313]
    '29-Apr-1997'      [          55.5159]
    '30-Apr-1997'      [          93.8849]
    '01-May-1997'      [         -36.2274]
    '02-May-1997'      [           4.8829]
    '05-May-1997'      [          26.2138]
    '06-May-1997'      [           3.6223]
    '07-May-1997'      [         -46.6351]
    '08-May-1997'      [         -29.5276]
    '09-May-1997'      [         -16.5178]
    '12-May-1997'      [          38.0515]
    '13-May-1997'      [          15.2752]
    '14-May-1997'      [         -55.9624]
    '15-May-1997'      [         -63.1703]
    '16-May-1997'      [          63.3969]
    '19-May-1997'      [         -18.7420]
    '20-May-1997'      [          -6.7986]
    '21-May-1997'      [         -28.5812]
    '22-May-1997'      [         -20.4233]
    '23-May-1997'      [         -69.0085]
    '26-May-1997'      [              NaN]
    '27-May-1997'      [         -43.4966]
    '28-May-1997'      [         -28.4766]
    '29-May-1997'      [         -10.5822]
    '30-May-1997'      [          48.2324]
    '02-Jun-1997'      [         -54.3777]
    '03-Jun-1997'      [          -7.8884]
    '04-Jun-1997'      [         -32.8672]
    '05-Jun-1997'      [          -6.1015]
    '06-Jun-1997'      [          39.4331]
    '09-Jun-1997'      [         117.3842]
    '10-Jun-1997'      [              NaN]
    '11-Jun-1997'      [          51.2977]
    '12-Jun-1997'      [          97.0133]
    '13-Jun-1997'      [         116.5524]
    '16-Jun-1997'      [           3.4868]
    '17-Jun-1997'      [          74.7650]
    '18-Jun-1997'      [          24.7885]
    '19-Jun-1997'      [          80.8130]
    '20-Jun-1997'      [          83.9029]
    '23-Jun-1997'      [         -29.0424]
    '24-Jun-1997'      [          35.0197]
    '25-Jun-1997'      [          34.1973]
    '26-Jun-1997'      [           1.3709]
    '27-Jun-1997'      [           9.1683]
    '30-Jun-1997'      [          31.7139]
    '01-Jul-1997'      [          60.2449]
    '02-Jul-1997'      [         102.0696]
    '03-Jul-1997'      [          62.8825]
    '04-Jul-1997'      [              NaN]
    '07-Jul-1997'      [          88.1185]
    '08-Jul-1997'      [         217.9757]
    '09-Jul-1997'      [          50.9072]
    '10-Jul-1997'      [           2.7102]
    '11-Jul-1997'      [          36.7943]
    '14-Jul-1997'      [           7.5187]
    '15-Jul-1997'      [         -34.9914]
    '16-Jul-1997'      [          -1.3052]
    '17-Jul-1997'      [         -33.2895]
    '18-Jul-1997'      [          33.6052]
    '21-Jul-1997'      [              NaN]
    '22-Jul-1997'      [         -17.5326]
    '23-Jul-1997'      [         -26.3698]
    '24-Jul-1997'      [         -19.7485]
    '25-Jul-1997'      [         -16.8706]
    '28-Jul-1997'      [         -45.4649]
    '29-Jul-1997'      [         -22.8980]
    '30-Jul-1997'      [          -2.4211]
    '31-Jul-1997'      [         -39.7038]
    '01-Aug-1997'      [         -29.3268]
    '04-Aug-1997'      [         -47.2485]
    '05-Aug-1997'      [         -22.7566]
    '06-Aug-1997'      [         -58.8315]
    '07-Aug-1997'      [         -45.2445]
    '08-Aug-1997'      [         -25.4578]
    '11-Aug-1997'      [          -5.9749]
    '12-Aug-1997'      [          80.3368]
    '13-Aug-1997'      [          20.9490]
    '14-Aug-1997'      [          -2.9295]
    '15-Aug-1997'      [          33.4184]
    '18-Aug-1997'      [          38.1664]
    '19-Aug-1997'      [          95.1632]
    '20-Aug-1997'      [           8.0857]
    '21-Aug-1997'      [         -13.0710]
    '22-Aug-1997'      [           3.4688]
    '25-Aug-1997'      [         -31.4416]
    '26-Aug-1997'      [         -25.6015]
    '27-Aug-1997'      [         -37.3469]
    '28-Aug-1997'      [         -23.4343]
    '29-Aug-1997'      [         -39.9935]
    '01-Sep-1997'      [              NaN]
    '02-Sep-1997'      [         -53.4264]
    '03-Sep-1997'      [         -58.8091]
    '04-Sep-1997'      [          29.7281]
    '05-Sep-1997'      [          14.0873]
    '08-Sep-1997'      [         -37.1028]
    '09-Sep-1997'      [           3.5606]
    '10-Sep-1997'      [         -24.7100]
    '11-Sep-1997'      [         109.6703]
    '12-Sep-1997'      [          11.8334]
    '15-Sep-1997'      [         -14.6759]
    '16-Sep-1997'      [              NaN]
    '17-Sep-1997'      [          35.1360]
    '18-Sep-1997'      [          74.1561]
    '19-Sep-1997'      [         -23.9521]
    '22-Sep-1997'      [         -15.7369]
    '23-Sep-1997'      [          18.6688]
    '24-Sep-1997'      [           8.8829]
    '25-Sep-1997'      [          40.5645]
    '26-Sep-1997'      [         -53.9996]
    '29-Sep-1997'      [         -32.4526]
    '30-Sep-1997'      [          57.3933]
    '01-Oct-1997'      [          14.8994]
    '02-Oct-1997'      [          39.9375]
    '03-Oct-1997'      [           5.7408]
    '06-Oct-1997'      [         -33.1252]
    '07-Oct-1997'      [          13.7705]
    '08-Oct-1997'      [          62.4804]
    '09-Oct-1997'      [         -21.5161]
    '10-Oct-1997'      [         -10.5345]
    '13-Oct-1997'      [         -55.0677]
    '14-Oct-1997'      [          17.5253]
    '15-Oct-1997'      [          41.4528]
    '16-Oct-1997'      [          -5.6759]
    '17-Oct-1997'      [          15.0097]
    '20-Oct-1997'      [         -42.7324]
    '21-Oct-1997'      [           7.7641]
    '22-Oct-1997'      [          -5.0242]
    '23-Oct-1997'      [          -9.3316]
    '24-Oct-1997'      [         177.4083]
    '27-Oct-1997'      [          93.3861]
    '28-Oct-1997'      [         508.1125]
    '29-Oct-1997'      [          35.3925]
    '30-Oct-1997'      [         -30.6459]
    '31-Oct-1997'      [         -12.2698]
    '03-Nov-1997'      [         -38.2487]
    '04-Nov-1997'      [           7.7575]
    '05-Nov-1997'      [          41.1050]
    '06-Nov-1997'      [          33.7405]
    '07-Nov-1997'      [           9.0482]
    '10-Nov-1997'      [         -67.9096]
    '11-Nov-1997'      [         -67.3357]
    '12-Nov-1997'      [         -52.0011]
    '13-Nov-1997'      [         -13.2262]
    '14-Nov-1997'      [          31.3863]
    '17-Nov-1997'      [          43.7630]
    '18-Nov-1997'      [          74.4832]
    '19-Nov-1997'      [          42.0933]
    '20-Nov-1997'      [          76.0575]
    '21-Nov-1997'      [          79.8202]
    '24-Nov-1997'      [          64.3205]
    '25-Nov-1997'      [          97.7331]
    '26-Nov-1997'      [         124.8198]
    '27-Nov-1997'      [              NaN]
    '28-Nov-1997'      [         -62.1640]
    '01-Dec-1997'      [         -22.6237]
    '02-Dec-1997'      [         -11.3508]
    '03-Dec-1997'      [         -44.5835]
    '04-Dec-1997'      [          44.5462]
    '05-Dec-1997'      [         -23.3968]
    '08-Dec-1997'      [         -56.0270]
    '09-Dec-1997'      [         -47.2149]
    '10-Dec-1997'      [         -31.7687]
    '11-Dec-1997'      [         -13.0325]
    '12-Dec-1997'      [              NaN]
    '15-Dec-1997'      [         245.4164]
    '16-Dec-1997'      [          14.9065]
    '17-Dec-1997'      [         -36.9823]
    '18-Dec-1997'      [          17.8468]
    '19-Dec-1997'      [          10.9533]
    '22-Dec-1997'      [         -38.9697]
    '23-Dec-1997'      [          26.1119]
    '24-Dec-1997'      [         -56.0901]
    '25-Dec-1997'      [              NaN]
    '26-Dec-1997'      [         -81.0903]
    '29-Dec-1997'      [         -40.6130]
    '30-Dec-1997'      [           5.8155]
    '31-Dec-1997'      [          -5.1482]
    '01-Jan-1998'      [              NaN]
    '02-Jan-1998'      [         -29.2577]
    '05-Jan-1998'      [          49.9080]
    '06-Jan-1998'      [          28.6793]
    '07-Jan-1998'      [           6.0219]
    '08-Jan-1998'      [          69.7042]
    '09-Jan-1998'      [              NaN]
    '12-Jan-1998'      [         838.1616]
    '13-Jan-1998'      [         119.4733]
    '14-Jan-1998'      [         -43.6972]
    '15-Jan-1998'      [         -25.9653]
    '16-Jan-1998'      [              NaN]
    '19-Jan-1998'      [              NaN]
    '20-Jan-1998'      [         -65.8278]
    '21-Jan-1998'      [         -17.2192]
    '22-Jan-1998'      [         -39.6980]
    '23-Jan-1998'      [          95.7925]
    '26-Jan-1998'      [         -42.9540]
    '27-Jan-1998'      [          60.0059]
    '28-Jan-1998'      [          76.7173]
    '29-Jan-1998'      [          62.3303]
    '30-Jan-1998'      [          42.7239]
    '02-Feb-1998'      [          24.4240]
    '03-Feb-1998'      [              NaN]
    '04-Feb-1998'      [         -15.0726]
    '05-Feb-1998'      [          -0.6490]
    '06-Feb-1998'      [         -16.6836]
    '09-Feb-1998'      [         -52.7233]
    '10-Feb-1998'      [           9.7731]
    '11-Feb-1998'      [         -60.0823]
    '12-Feb-1998'      [         -53.5085]
    '13-Feb-1998'      [         -47.3077]
    '16-Feb-1998'      [              NaN]
    '17-Feb-1998'      [         -19.7985]
    '18-Feb-1998'      [         -13.7832]
    '19-Feb-1998'      [           8.1688]
    '20-Feb-1998'      [          19.1147]
    '23-Feb-1998'      [         103.7774]
    '24-Feb-1998'      [          94.0595]
    '25-Feb-1998'      [          23.6847]
    '26-Feb-1998'      [          12.7373]
    '27-Feb-1998'      [           9.8284]
    '02-Mar-1998'      [          27.4406]
    '03-Mar-1998'      [              NaN]
    '04-Mar-1998'      [         160.3735]
    '05-Mar-1998'      [          81.8773]
    '06-Mar-1998'      [           7.7230]
    '09-Mar-1998'      [         -18.9119]
    '10-Mar-1998'      [         -32.2238]
    '11-Mar-1998'      [         -30.0545]
    '12-Mar-1998'      [         -21.5727]
    '13-Mar-1998'      [         -30.9326]
    '16-Mar-1998'      [         -16.1492]
    '17-Mar-1998'      [         -10.7050]
    '18-Mar-1998'      [          -3.4679]
    '19-Mar-1998'      [         -71.8597]
    '20-Mar-1998'      [         -22.7544]
    '23-Mar-1998'      [          94.1693]
    '24-Mar-1998'      [         134.9439]
    '25-Mar-1998'      [          17.6453]
    '26-Mar-1998'      [          -8.6160]
    '27-Mar-1998'      [          -2.8780]
    '30-Mar-1998'      [          -8.7264]
    '31-Mar-1998'      [          -2.1408]
    '01-Apr-1998'      [          37.0772]
    '02-Apr-1998'      [          53.1085]
    '03-Apr-1998'      [          32.4126]
    '06-Apr-1998'      [         -39.2802]
    '07-Apr-1998'      [         -68.5414]
    '08-Apr-1998'      [         -59.4478]
    '09-Apr-1998'      [           2.9664]
    '10-Apr-1998'      [              NaN]
    '13-Apr-1998'      [          16.4783]
    '14-Apr-1998'      [          74.7411]
    '15-Apr-1998'      [          62.2346]
    '16-Apr-1998'      [         -12.7095]
    '17-Apr-1998'      [         -13.3416]
    '20-Apr-1998'      [          23.9465]
    '21-Apr-1998'      [          53.4429]
    '22-Apr-1998'      [          55.9738]
    '23-Apr-1998'      [         744.0086]
    '24-Apr-1998'      [         318.2164]
    '27-Apr-1998'      [              NaN]
    '28-Apr-1998'      [         104.6559]
    '29-Apr-1998'      [          -9.0960]
    '30-Apr-1998'      [         -15.9217]
    '01-May-1998'      [          -5.8210]
    '04-May-1998'      [          10.3339]
    '05-May-1998'      [         -26.7408]
    '06-May-1998'      [         -35.3200]
    '07-May-1998'      [         190.7922]
    '08-May-1998'      [         -77.4942]
    '11-May-1998'      [         -75.0614]
    '12-May-1998'      [         -50.1274]
    '13-May-1998'      [         -44.3324]
    '14-May-1998'      [          63.8872]
    '15-May-1998'      [         198.4853]
    '18-May-1998'      [         144.5757]
    '19-May-1998'      [          58.9707]
    '20-May-1998'      [          72.8415]
    '21-May-1998'      [          85.1385]
    '22-May-1998'      [         -64.5439]
    '25-May-1998'      [              NaN]
    '26-May-1998'      [          51.3113]
    '27-May-1998'      [          95.8213]
    '28-May-1998'      [         -14.5147]
    '29-May-1998'      [         -56.3610]
    '01-Jun-1998'      [         -73.1801]
    '02-Jun-1998'      [         -30.8283]
    '03-Jun-1998'      [         -44.2177]
    '04-Jun-1998'      [         -42.9508]
    '05-Jun-1998'      [          55.7756]
    '08-Jun-1998'      [          56.8327]
    '09-Jun-1998'      [              NaN]
    '10-Jun-1998'      [          18.2811]
    '11-Jun-1998'      [         -35.1867]
    '12-Jun-1998'      [          61.2776]
    '15-Jun-1998'      [          49.6306]
    '16-Jun-1998'      [          49.5288]
    '17-Jun-1998'      [           2.7879]
    '18-Jun-1998'      [          84.5415]
    '19-Jun-1998'      [         443.0772]
    '22-Jun-1998'      [          72.5567]
    '23-Jun-1998'      [           1.2518]
    '24-Jun-1998'      [          51.6312]
    '25-Jun-1998'      [         -10.8948]
    '26-Jun-1998'      [          -1.6560]
    '29-Jun-1998'      [          -7.9738]
    '30-Jun-1998'      [         371.4423]
    '01-Jul-1998'      [         135.0784]
    '02-Jul-1998'      [          25.5176]
    '03-Jul-1998'      [              NaN]
    '06-Jul-1998'      [         -62.7438]
    '07-Jul-1998'      [         -41.4401]
    '08-Jul-1998'      [          53.7332]
    '09-Jul-1998'      [         108.2072]
    '10-Jul-1998'      [         153.5802]
    '13-Jul-1998'      [         232.2548]
    '14-Jul-1998'      [         136.5600]
    '15-Jul-1998'      [         -61.0363]
    '16-Jul-1998'      [         -29.5837]
    '17-Jul-1998'      [         -28.3753]
    '20-Jul-1998'      [              NaN]
    '21-Jul-1998'      [         -17.9778]
    '22-Jul-1998'      [          -4.2023]
    '23-Jul-1998'      [         -51.4922]
    '24-Jul-1998'      [         -67.0782]
    '27-Jul-1998'      [         -75.3586]
    '28-Jul-1998'      [         -58.8354]
    '29-Jul-1998'      [         -67.3264]
    '30-Jul-1998'      [         -35.7097]
    '31-Jul-1998'      [         -61.9565]
    '03-Aug-1998'      [         -28.0286]
    '04-Aug-1998'      [          20.9986]
    '05-Aug-1998'      [          21.3420]
    '06-Aug-1998'      [         -35.8346]
    '07-Aug-1998'      [           5.3398]
    '10-Aug-1998'      [           5.6955]
    '11-Aug-1998'      [         120.4189]
    '12-Aug-1998'      [          12.0538]
    '13-Aug-1998'      [          17.7862]
    '14-Aug-1998'      [         -19.5641]
    '17-Aug-1998'      [          14.9401]
    '18-Aug-1998'      [          39.4953]
    '19-Aug-1998'      [         -40.6215]
    '20-Aug-1998'      [         -50.8781]
    '21-Aug-1998'      [          -3.4788]
    '24-Aug-1998'      [         -31.2438]
    '25-Aug-1998'      [          -4.6428]
    '26-Aug-1998'      [         -35.8160]
    '27-Aug-1998'      [           5.3613]
    '28-Aug-1998'      [          44.0784]
    '31-Aug-1998'      [         155.5923]
    '01-Sep-1998'      [         247.3995]
    '02-Sep-1998'      [          40.5117]
    '03-Sep-1998'      [          59.6875]
    '04-Sep-1998'      [         100.9695]
    '07-Sep-1998'      [              NaN]
    '08-Sep-1998'      [         164.0107]
    '09-Sep-1998'      [          96.7565]
    '10-Sep-1998'      [          51.3622]
    '11-Sep-1998'      [          -2.0106]
    '14-Sep-1998'      [         239.6534]
    '15-Sep-1998'      [          -3.9058]
    '16-Sep-1998'      [         -36.2467]
    '17-Sep-1998'      [         -24.0297]
    '18-Sep-1998'      [           9.1775]
    '21-Sep-1998'      [         -35.3023]
    '22-Sep-1998'      [              NaN]
    '23-Sep-1998'      [          -3.4929]
    '24-Sep-1998'      [         -25.5393]
    '25-Sep-1998'      [         -47.2104]
    '28-Sep-1998'      [         -40.3639]
    '29-Sep-1998'      [         -81.3259]
    '30-Sep-1998'      [         -53.2807]
    '01-Oct-1998'      [         -28.5641]
    '02-Oct-1998'      [         -15.8860]
    '05-Oct-1998'      [         -46.7000]
    '06-Oct-1998'      [          -5.5801]
    '07-Oct-1998'      [         -24.3088]
    '08-Oct-1998'      [          14.0277]
    '09-Oct-1998'      [          -1.6769]
    '12-Oct-1998'      [           3.7563]
    '13-Oct-1998'      [          13.3030]
    '14-Oct-1998'      [          18.4247]
    '15-Oct-1998'      [           2.1730]
    '16-Oct-1998'      [          -7.6190]
    '19-Oct-1998'      [          -2.8205]
    '20-Oct-1998'      [          86.0524]
    '21-Oct-1998'      [           9.2468]
    '22-Oct-1998'      [         -22.1511]
    '23-Oct-1998'      [         -60.1907]
    '26-Oct-1998'      [         -45.0385]
    '27-Oct-1998'      [          32.1959]
    '28-Oct-1998'      [          16.5442]
    '29-Oct-1998'      [         -27.9902]
    '30-Oct-1998'      [          -6.8526]
    '02-Nov-1998'      [          13.2817]
    '03-Nov-1998'      [          65.8784]
    '04-Nov-1998'      [          11.3571]
    '05-Nov-1998'      [          38.5374]
    '06-Nov-1998'      [          66.0346]
    '09-Nov-1998'      [          26.6260]
    '10-Nov-1998'      [          89.8959]
    '11-Nov-1998'      [         -27.5085]
    '12-Nov-1998'      [         -26.3474]
    '13-Nov-1998'      [          13.5591]
    '16-Nov-1998'      [           3.6062]
    '17-Nov-1998'      [         -32.3580]
    '18-Nov-1998'      [         -35.6125]
    '19-Nov-1998'      [         -20.2156]
    '20-Nov-1998'      [         -14.0100]
    '23-Nov-1998'      [          14.0447]
    '24-Nov-1998'      [         107.9945]
    '25-Nov-1998'      [          -1.1435]
    '26-Nov-1998'      [              NaN]
    '27-Nov-1998'      [           4.2548]
    '30-Nov-1998'      [         116.0221]
    '01-Dec-1998'      [          25.5982]
    '02-Dec-1998'      [          -6.6905]
    '03-Dec-1998'      [         -16.6218]
    '04-Dec-1998'      [         -44.0912]
    '07-Dec-1998'      [         -26.4382]
    '08-Dec-1998'      [         -12.4101]
    '09-Dec-1998'      [         -31.0063]
    '10-Dec-1998'      [         -12.4826]
    '11-Dec-1998'      [              NaN]
    '14-Dec-1998'      [          23.7577]
    '15-Dec-1998'      [         -42.1634]
    '16-Dec-1998'      [         -32.6049]
    '17-Dec-1998'      [         -21.3575]
    '18-Dec-1998'      [          36.6515]
    '21-Dec-1998'      [          48.7864]
    '22-Dec-1998'      [          50.6287]
    '23-Dec-1998'      [          -2.3099]
    '24-Dec-1998'      [         -74.3433]
    '25-Dec-1998'      [              NaN]
    '28-Dec-1998'      [          -0.4692]
    '29-Dec-1998'      [         -16.6726]
    '30-Dec-1998'      [          -4.9259]
    '31-Dec-1998'      [          31.0259]
    '01-Jan-1999'      [              NaN]
    '04-Jan-1999'      [          14.9655]
    '05-Jan-1999'      [           7.2463]
    '06-Jan-1999'      [          55.8021]
    '07-Jan-1999'      [          87.3554]
    '08-Jan-1999'      [         492.5531]
    '11-Jan-1999'      [              NaN]
    '12-Jan-1999'      [         362.0289]
    '13-Jan-1999'      [         247.7803]
    '14-Jan-1999'      [          47.6069]
    '15-Jan-1999'      [          16.9650]
    '18-Jan-1999'      [              NaN]
    '19-Jan-1999'      [          -1.0880]
    '20-Jan-1999'      [          19.3986]
    '21-Jan-1999'      [         -28.7987]
    '22-Jan-1999'      [         -53.9244]
    '25-Jan-1999'      [         -61.4558]
    '26-Jan-1999'      [         -67.1947]
    '27-Jan-1999'      [         -45.3447]
    '28-Jan-1999'      [         -22.2899]
    '29-Jan-1999'      [          17.9831]
    '01-Feb-1999'      [          -5.0612]
    '02-Feb-1999'      [              NaN]
    '03-Feb-1999'      [          -6.2196]
    '04-Feb-1999'      [         -21.6298]
    '05-Feb-1999'      [          -1.2703]
    '08-Feb-1999'      [          -4.6708]
    '09-Feb-1999'      [          40.2075]
    '10-Feb-1999'      [           6.8473]
    '11-Feb-1999'      [         -43.7415]
    '12-Feb-1999'      [         -45.1220]
    '15-Feb-1999'      [              NaN]
    '16-Feb-1999'      [         -19.3262]
    '17-Feb-1999'      [         -25.3108]
    '18-Feb-1999'      [         -26.7574]
    '19-Feb-1999'      [         -45.4470]
    '22-Feb-1999'      [         -26.0340]
    '23-Feb-1999'      [           3.0124]
    '24-Feb-1999'      [           6.7252]
    '25-Feb-1999'      [         -11.9542]
    '26-Feb-1999'      [         -11.8716]
    '01-Mar-1999'      [         -30.6575]
    '02-Mar-1999'      [              NaN]
    '03-Mar-1999'      [          -1.1571]
    '04-Mar-1999'      [          14.3925]
    '05-Mar-1999'      [           8.3755]
    '08-Mar-1999'      [          90.6224]
    '09-Mar-1999'      [          52.3981]
    '10-Mar-1999'      [          12.3846]
    '11-Mar-1999'      [         -13.0445]
    '12-Mar-1999'      [          63.6503]
    '15-Mar-1999'      [          -3.4874]
    '16-Mar-1999'      [          -8.9174]
    '17-Mar-1999'      [          -2.6610]
    '18-Mar-1999'      [           7.5482]
    '19-Mar-1999'      [           8.8402]
    '22-Mar-1999'      [         -17.0525]
    '23-Mar-1999'      [          61.8062]
    '24-Mar-1999'      [         -27.3733]
    '25-Mar-1999'      [          42.3166]
    '26-Mar-1999'      [           3.6841]
    '29-Mar-1999'      [         -27.6417]

References

Achelis, Steven B., Technical Analysis from A to Z, Second printing, McGraw-Hill, 1995, pp. 310 - 311.

See Also

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