Stock Price Envelopes

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This Demonstration shows how the moving minimum and moving maximum of two important stock market indices envelop the moving mean of that index. You can choose how many days backwards you wish to look to determine the various "moving" figures. You can also substitute user-selected multiples of the moving standard deviation of the stock prices in lieu of minimum and maximum figures. A checkbox lets you see the daily prices of the selected index.

Contributed by: Seth J. Chandler (March 2011)
Open content licensed under CC BY-NC-SA


Snapshots


Details

The moving mean of the Dow Jones Industrial index is enveloped by its moving minimum and maximum over the preceding 30 days (Snapshot 1), 90 days (Snapshot 2), and 90 days with daily prices (Snapshot 3).

The moving mean of the Dow Jones Industrial index is enveloped by its moving plus and minus standard deviations (Snapshot 4), and with daily prices shown in addition to standard deviations (Snapshot 5).



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