Stock Price Envelopes

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.

(267 lines omitted)

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).
comments
 
Powered by Wolfram Mathematica
Give us your feedback
Give us your feedback

Source page:




 often  occasionally  never

Note: Please do not include anything you consider confidential or proprietary. Your message and contact information may be shared with the author of any specific Demonstration for which you give feedback, but will not otherwise be published or distributed.
Privacy Policy »

Note: To run this Demonstration you need the free
Mathematica Player
or Mathematica 7+
Download or upgrade to Mathematica Player 7
I already have Mathematica Player or Mathematica 7+