Chapter08CorradoJordanRex - Chapter 8 Problems 1-15 Input...

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Unformatted text preview: Chapter 8 Problems 1-15 Input boxes in tan Output boxes in yellow Given data in blue Calculations in red Answers in green NOTE: Some functions used in these spreadsheets may require that the "Analysis ToolPak" or "Solver Add-in" be installed in Excel. To install these, click on "Tools|Add-Ins" and select "Analysis ToolPak and "Solver Add-In." k" Chapter 8 Question 1 Advancing/Declining Lines Input Area: Advancing Advancing Vol. Declining Monday 1,150 205,000 840 Tuesday 1,410 263,000 685 Wednesday 810 84,000 1,210 Thursday 780 68,000 1,360 Friday 1,050 174,000 920 Output Area: Adv.-Dec. Cumulative Monday 310 310 Tuesday 725 1,035 Wednesday (400) 635 Thursday (580) 55 Friday 130 185 Declining Vol. 92,000 61,000 218,000 256,000 168,000 1 2 3 4- 200 400 600 800 1,000 1,200 Cumulative 5 Chapter 8 Question 2 Calculating Arms Ratio Input Area: Advancing Advancing Vol. Declining Monday 1,150 205,000 840 Tuesday 1,410 263,000 685 Wednesday 810 84,000 1,210 Thursday 780 68,000 1,360 Friday 1,050 174,000 920 Output Area: Avg. Dec. Vol. Avg. Adv. Vol. Arms Ratio Monday 109.524 178.261 0.614 Tuesday 89.051 186.525 0.477 Wednesday 180.165 103.704 1.737 Thursday 188.235 87.179 2.159 Friday 182.609 165.714 1.102 Declining Vol. 92,000 61,000 218,000 256,000 168,000 1 2 3 4 0.000 0.500 1.000 1.500 2.000 2.500 Arms Ratio 5 Chapter 8 Question 3 Relative strength trends Input Area: Month Coca-cola Pepsi 1 $48 $37 2 46 44 3 45 42 4 44 42 5 40 41 6 39 38 Output Area: Month RSI 1 1.000 1 2 0.806 1 3 0.826 1 4 0.808 1 5 0.752 1 6 0.791 1 1 0.0 0.2 0.4 0.6 0.8 1.0 1.2 2 3 4 5 6 Chapter 8 Question 4 Moving Average Indicators Input Area: Month Coca-cola Pepsi 1 $48 $37 2 46 44 3 45 42 4 44 42 5 40 41 6 39 38 Output Area: Three-month MA Coca-cola Pepsi 1 #N/A #N/A 2 #N/A #N/A 3 46.33 41.00 4 45.00 42.67 5 43.00 41.67 6 41.00 40.33 36 38 40 42 44 46 48 1 2 3 4 5 6 6 8 0 2 4 6 8 Three-month MA Coca-cola Pepsi Chapter 8 Question 5 Candlesticks Input Area: S&P500 OPEN $818.68 HIGH $821.25 LOW $806.29 CLOSE $817.37 Output Area: Body box 0.95 818.68 =MAX(D8,D 1.05 818.68 1.05 817.37 =MIN(D8,D1 0.95 817.37 0.95 818.68 Shadow lines 1 821.25 1 818.68 1 817.37 1 806.29 800 805 810 815 820 825 821.25 818.68 817.37 806.29 D11) 11) Chapter 8 Question 6 H-L-C Chart Input Area: DJIA Date OPEN HIGH LOW CLOSE 24-Feb-03 8017.34 8017.34 7826.06 7858.24 25-Feb-03 7856.42 7931.14 7700.53 7909.50 26-Feb-03 7907.39 7944.93 7767.62 7806.98 Output Area: HIGH LOW CLOSE 24-Feb-03 8017.34 7826.06 7858.24 25-Feb-03 7931.14 7700.53 7909.50 26-Feb-03 7944.93 7767.62 7806.98 24-Feb-03 25-Feb-03 26-Feb-03 7500 7600 7700 7800 7900 8000 8100 Chapter 8 Question 7 Candlestick Chart Input Area: DJIA Date OPEN HIGH LOW CLOSE 24-Feb-03 8017.34 8017.34 7826.06 7858.24 25-Feb-03 7856.42 7931.14 7700.53 7909.50 26-Feb-03 7907.39 7944.93 7767.62 7806.98 Output Area: 24-Feb-03 25-Feb-03 26-Feb-03 7500 7600 7700 7800 7900 8000 8100 Chapter 8 Question 8 Moving Average Input Area: Daily Date Close 13-Feb-03 817.37 14-Feb-03...
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This note was uploaded on 04/17/2011 for the course FINANCE 1001 taught by Professor Lochengshu during the Spring '11 term at National Cheng Kung University.

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Chapter08CorradoJordanRex - Chapter 8 Problems 1-15 Input...

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