Data Table

A
B
C
D
E
F
G
H
1 Moving Average Spreadsheet
2 Computerized Investing , Third Quarter 2010
3
4
5
S&P 500 Total Return Index (Monthly)
6 Period
Date
Open
High
Low
Close
Average
7
1 1950-01
16.66
17.09
16.66
17.05
16.87
8
2 1950-02
17.05
17.32
16.99
17.22
17.15
9
3 1950-03
17.24
17.56
17.07
17.29
17.29
10
4 1950-04
17.53
18.05
17.53
17.96
17.77
11
5 1950-05
18.22
18.78
18.11
18.78
18.47
12
6 1950-06
18.77
19.40
17.44
17.69
18.33
13
7 1950-07
17.64
17.91
16.68
17.84
17.52
14
8 1950-08
18.02
18.82
17.95
18.42
18.30
15
9 1950-09
18.55
19.45
18.54
19.45
19.00
16
10 1950-10
19.69
20.12
19.53
19.53
19.72
17
11 1950-11
19.56
20.32
19.36
19.51
19.69
18
12 1950-12
19.66
20.43
19.00
20.43
19.88

SMA

17.64
17.75
17.95
18.23
18.56
18.76

Six-Month Moving Averages

SMA
WMA
Buy/Sell
Buy/Sell
Rule
WMA
Rule
EMA

BUY
SELL
BUY
BUY
BUY
BUY

17.92
17.89
18.05
18.35
18.77
19.09

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BUY
SELL
BUY
BUY
BUY
BUY

17.51
17.74
17.68
17.86
18.18
18.62
18.93

EMA
Buy/Sell
Rule

BUY
SELL
BUY
BUY
BUY
BUY

1,600

1,500

1,400

1,300

S&P 500 TR Index

1,200

1,100

1,000
S&P 500 TR Monthly Avg
900

800

700

600

S&P 500 TR 6-Mo EMA

S&P 500 TR Monthly Close