Académique Documents
Professionnel Documents
Culture Documents
C C Index
200
150
100
50
0
39.78
-50
130.30
164.96 -100
155.28 -150
124.58 -200
98.79 20 20 20 20 20 20 20 20 20 20 20 20 20 21 21 21 21 21 21 21 21
ov- ov- ec- ec- ec- ec- ec- ec- ec- ec- ec- ec- ec- an- an- an- an- an- an- an- an- a
71.61 -N 6-N 1-D 3-D 7-D 9-D 1-D 5-D 7-D 1-D 3-D 8-D 0-D 1-J 5-
J J J J J J
7- 11- 13- 15- 19- 21- 25-
J J
24 2 1 1 1 2 2 2 3
99.14
101.06
113.23
86.10
71.99
89.90
153.80
152.51
119.82
81.83
15.61
-78.09
-130.60
-76.95
-39.01
-93.34
-166.50
-152.55
-172.72
-166.31
-91.66
-67.23
-47.93
-35.02
4.44
29.85
45.28
63.01
121.40
119.60
161.74
173.39
176.39
132.95
78.53
71.41
91.93
(1) Typical Price (TP) = (High + Low + Close)/3
(2) 20 day SMA of the TP
(3) Mean deviation = ABS(TP1 – its 20SMA) + ABS(TP2 – its 20d SMA)… …(ABS(TP20 – its 20dSMA) / 20
(4) Compute the CCI
1 1 1 1 1 1 1 1 1
- 2 - 2 - 2 - 2 -2 -2 -2 - 2 -2
eb Feb F eb F eb Feb Feb Feb F eb Feb
3- 5- 9- 11- 15- 17- 19- 23-
C Index
21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21
a n- an- an- an- an- an- an- an- eb- eb- eb- eb- eb- eb- eb- eb- eb-
J -J 3-J -J 9-J 1-J -J 8-J 1-F 3-F 5-F 9-F 1-F 5-F 7-F 9-F 3-F
11 1 15 1 2 25 2 1 1 1 1 2
BS(TP20 – its 20dSMA) / 20