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@Alexis-D
Created March 10, 2012 14:13
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arlm.csv
Date pos freq neg freq pos / neg volume volume prev volume epsilon close close prev close epsilon
2008-09-19 0.039590 0.012070 3.279924 531247600.000000 258805148.044150 272442451.955850 4324.870000 3958.491268 366.378732
2008-09-22 0.037251 0.011600 3.211174 207092300.000000 395270550.004924 -188178250.004924 4223.510000 4299.653714 -76.143714
2008-09-23 0.037311 0.011553 3.229680 191699800.000000 286195300.924077 -94495500.924077 4139.820000 4251.815375 -111.995375
2008-09-24 0.038399 0.011809 3.251762 162917400.000000 225243919.444924 -62326519.444924 4114.540000 4141.206707 -26.666707
2008-09-25 0.036034 0.010791 3.339216 179839400.000000 214763132.047345 -34923732.047345 4226.810000 4119.418730 107.391270
2008-09-26 0.036928 0.012301 3.002153 144137000.000000 231720249.900481 -87583249.900481 4163.380000 4200.401782 -37.021782
2008-09-29 0.035816 0.012034 2.976256 221762500.000000 182289770.045872 39472729.954128 3953.480000 4184.270765 -230.790765
2008-09-30 0.036751 0.011325 3.245167 250933100.000000 194202823.113987 56730276.886013 4032.100000 3974.371552 57.728448
2008-10-01 0.036141 0.011556 3.127422 166047600.000000 215822363.246466 -49774763.246466 4054.540000 4020.749291 33.790709
2008-10-02 0.034670 0.011998 2.889706 198487200.000000 180144551.871665 18342648.128335 3963.280000 4056.384590 -93.104590
2008-10-03 0.036553 0.012200 2.996209 208459400.000000 182113610.874020 26345789.125980 4080.750000 3977.513018 103.236982
2008-10-06 0.037930 0.012107 3.132986 277662200.000000 201417878.508803 76244321.491197 3711.980000 4077.003719 -365.023719
2008-10-07 0.036533 0.012387 2.949183 258330700.000000 240782406.523275 17548293.476725 3732.220000 3751.355350 -19.135350
2008-10-08 0.036501 0.012248 2.980232 372820900.000000 235580976.652628 137239923.347372 3496.890000 3716.534264 -219.644264
2008-10-09 0.033717 0.012049 2.798323 272566700.000000 290497083.086602 -17930383.086602 3442.700000 3536.895887 -94.195887
2008-10-10 0.036881 0.012933 2.851719 466142400.000000 268056587.276862 198085812.723138 3176.490000 3435.860077 -259.370077
2008-10-13 0.036060 0.011667 3.090724 301050400.000000 356978073.366972 -55927673.366972 3531.500000 3228.778020 302.721980
2008-10-14 0.035195 0.010944 3.215847 315267700.000000 315719791.945888 -452091.945888 3628.520000 3487.410917 141.109083
2008-10-15 0.029130 0.009836 2.961671 278057500.000000 307989840.842651 -29932340.842651 3381.070000 3652.833297 -271.763297
2008-10-16 0.033707 0.012675 2.659284 341221000.000000 291561881.831546 49659118.168454 3181.000000 3404.804056 -223.804056
2008-10-17 0.035396 0.011761 3.009704 298427100.000000 328919246.907727 -30492146.907727 3329.920000 3205.830512 124.089488
2008-10-20 0.036275 0.011714 3.096712 220540400.000000 305617856.136980 -85077456.136980 3448.510000 3298.079688 150.430312
2008-10-21 0.034085 0.010618 3.210198 186462500.000000 253586439.724972 -67123939.724972 3475.400000 3449.176410 26.223590
2008-10-22 0.032750 0.011062 2.960539 192203900.000000 220753328.163593 -28549428.163593 3298.180000 3490.110357 -191.930357
2008-10-23 0.031945 0.011670 2.737331 217437200.000000 220120795.364493 -2683595.364493 3310.870000 3325.079257 -14.209257
2008-10-24 0.036255 0.011975 3.027460 324799500.000000 225148831.616772 99650668.383228 3193.790000 3297.497332 -103.707332
2008-10-27 0.033587 0.012720 2.640487 222370700.000000 267067190.274726 -44696490.274726 3067.350000 3209.573829 -142.223829
2008-10-28 0.033732 0.012927 2.609337 258384000.000000 227771063.771444 30612936.228556 3114.920000 3079.381834 35.538166
2008-10-29 0.035797 0.012588 2.843771 303661200.000000 230153369.115681 73507830.884319 3402.570000 3121.546664 281.023336
2008-10-30 0.034455 0.011911 2.892800 257785100.000000 266068277.354587 -8283177.354587 3407.820000 3380.716812 27.103188
2008-10-31 0.033410 0.012055 2.771445 218914700.000000 262995709.385577 -44081009.385577 3487.070000 3426.284123 60.785877
2008-11-03 0.035198 0.011276 3.121501 144416100.000000 230621695.145783 -86205595.145783 3527.970000 3481.636369 46.333631
2008-11-04 0.036782 0.012050 3.052590 208249400.000000 189133486.884722 19115913.115278 3691.090000 3526.846913 164.243087
2008-11-05 0.032789 0.011700 2.802503 189891200.000000 211368067.109001 -21476867.109001 3618.110000 3664.592177 -46.482177
2008-11-06 0.034244 0.011135 3.075438 219323700.000000 205577792.063472 13745907.936528 3387.250000 3635.907969 -248.657969
2008-11-07 0.035701 0.011594 3.079322 159761600.000000 206162659.592616 -46401059.592616 3469.120000 3403.316888 65.803112
2008-11-10 0.035540 0.011529 3.082594 129569200.000000 172815900.269270 -43246700.269270 3505.750000 3456.699150 49.050850
2008-11-11 0.030950 0.011780 2.627329 139342500.000000 152157252.139593 -12814752.139593 3336.410000 3506.396665 -169.986665
2008-11-12 0.034581 0.012576 2.749871 169349700.000000 152369557.593390 16980142.406610 3233.960000 3361.216563 -127.256563
2008-11-13 0.034205 0.012405 2.757451 161551800.000000 167912758.103165 -6360958.103165 3269.460000 3251.465140 17.994860
2008-11-14 0.035856 0.012125 2.957206 166657000.000000 160913526.007382 5743473.992618 3291.470000 3264.068547 27.401453
2008-11-17 0.036195 0.011414 3.171002 151743400.000000 156055141.074983 -4311741.074983 3182.030000 3295.927718 -113.897718
2008-11-18 0.035374 0.012777 2.768573 176681000.000000 150762864.605619 25918135.394381 3217.400000 3205.429299 11.970701
2008-11-19 0.035086 0.011930 2.940926 182591400.000000 164589495.314423 18001904.685577 3087.890000 3217.029624 -129.139624
2008-11-20 0.033122 0.012264 2.700798 236556200.000000 172318893.106586 64237306.893414 2980.420000 3106.126431 -125.706431
2008-11-21 0.036268 0.011570 3.134578 230950600.000000 199841037.924804 31109562.075196 2881.260000 2989.351734 -108.091734
2008-11-24 0.036152 0.011888 3.041165 219127700.000000 206322863.029627 12804836.970373 3172.110000 2900.406030 271.703970
2008-11-25 0.033896 0.010970 3.089944 222082500.000000 204003165.514700 18079334.485300 3209.560000 3144.243114 65.316886
2008-11-26 0.029947 0.010257 2.919503 157880800.000000 208512965.680425 -50632165.680425 3169.850000 3229.647966 -59.797966
2008-11-27 0.034177 0.011091 3.081448 110609700.000000 185145251.836133 -74535551.836133 3250.390000 3176.821691 73.568309
2008-11-28 0.035717 0.011938 2.991861 144639700.000000 152322076.572709 -7682376.572709 3262.680000 3248.266736 14.413264
2008-12-01 0.036504 0.012443 2.933837 137255200.000000 157489985.072376 -20234785.072376 3080.430000 3254.555314 -174.125314
2008-12-02 0.035738 0.012067 2.961760 162809200.000000 154662012.130964 8147187.869036 3152.900000 3102.215427 50.684573
2008-12-03 0.035954 0.012662 2.839444 136411800.000000 154922221.776568 -18510421.776568 3166.650000 3145.548023 21.101977
2008-12-04 0.034656 0.012122 2.858878 169385300.000000 138287686.643530 31097613.356470 3161.160000 3172.203681 -11.043681
2008-12-05 0.036309 0.013093 2.773059 170763500.000000 151925910.625007 18837589.374993 2988.010000 3165.039822 -177.029822
2008-12-08 0.034448 0.012386 2.781290 191470600.000000 159795393.859299 31675206.140701 3247.480000 3018.015234 229.464766
2008-12-09 0.036091 0.012742 2.832496 199281200.000000 172752512.831324 26528687.168676 3297.800000 3215.022052 82.777948
2008-12-10 0.034477 0.011735 2.937998 141428000.000000 179776330.370540 -38348330.370540 3320.310000 3310.402724 9.907276
2008-12-11 0.034608 0.012170 2.843659 129274700.000000 156892446.173235 -27617746.173235 3306.130000 3318.438946 -12.308946
2008-12-12 0.034747 0.012867 2.700518 0.000000 144068186.031921 -144068186.031921 3213.600000 3319.551288 -105.951288
2008-12-15 0.038039 0.012659 3.004992 121986800.000000 81083414.247678 40903385.752322 3185.660000 3211.706161 -26.046161
2008-12-16 0.035104 0.012211 2.874730 131834400.000000 116383314.783203 15451085.216797 3251.660000 3189.579534 62.080466
2008-12-17 0.035620 0.013250 2.688355 173590500.000000 131016360.128604 42574139.871396 3241.920000 3249.824351 -7.904351
2008-12-18 0.034032 0.012615 2.697712 157125600.000000 143720078.015034 13405521.984966 3234.150000 3250.949389 -16.799389
2008-12-19 0.034390 0.013038 2.637681 213878600.000000 131318256.695378 82560343.304622 3225.900000 3241.550378 -15.650378
2008-12-22 0.036541 0.012451 2.934838 121440900.000000 167985835.300371 -46544935.300371 3151.360000 3231.338814 -79.978814
2008-12-23 0.034318 0.011955 2.870695 89696200.000000 142231262.086129 -52535062.086129 3128.410000 3159.418978 -31.008978
2008-12-24 0.033234 0.011361 2.925215 30572600.000000 117933662.969824 -87361062.969824 3116.210000 3133.607337 -17.397337
2008-12-29 0.032144 0.012788 2.513575 58312200.000000 84554478.923316 -26242278.923316 3130.720000 3122.991203 7.728797
2008-12-30 0.031414 0.011514 2.728288 65048600.000000 88786155.609609 -23737555.609609 3217.130000 3134.129469 83.000531
2008-12-31 0.033527 0.011796 2.842313 39347200.000000 83508768.522022 -44161568.522022 3217.970000 3217.282803 0.687197
2009-01-02 0.033744 0.011894 2.837179 76923000.000000 60208497.530209 16714502.469791 3349.690000 3225.376776 124.313224
2009-01-05 0.034273 0.012215 2.805734 121291200.000000 65381190.546897 55910009.453103 3359.920000 3339.256922 20.663078
2009-01-06 0.034762 0.011111 3.128557 131786400.000000 93989918.545417 37796481.454583 3396.220000 3366.831793 29.388207
2009-01-07 0.033716 0.013220 2.550338 143934600.000000 108458977.772696 35475622.227304 3346.090000 3389.849730 -43.759730
2009-01-08 0.032468 0.013440 2.415838 117238100.000000 116393622.603652 844477.396348 3324.330000 3356.751430 -32.421430
2009-01-09 0.034172 0.011468 2.979837 110150500.000000 112349519.156558 -2199019.156558 3299.500000 3321.397225 -21.897225
2009-01-12 0.036066 0.011833 3.048004 103393400.000000 113275541.648427 -9882141.648427 3246.120000 3306.986814 -60.866814
2009-01-13 0.035402 0.012242 2.891727 140367100.000000 112807459.046321 27559640.953679 3197.890000 3253.355556 -55.465556
2009-01-14 0.035515 0.011867 2.992627 170760500.000000 130369567.624849 40390932.375151 3052.000000 3208.175745 -156.175745
2009-01-15 0.033411 0.012969 2.576176 171376700.000000 148014594.674637 23362105.325363 2995.880000 3070.801894 -74.921894
2009-01-16 0.033448 0.012307 2.717796 168809900.000000 151792066.059487 17017833.940513 3016.750000 3002.806011 13.943989
2009-01-19 0.037397 0.012148 3.078316 122394500.000000 152131714.671152 -29737214.671152 2989.690000 3023.005856 -33.315856
2009-01-20 0.035296 0.012402 2.845933 149771200.000000 135685412.322934 14085787.677066 2925.280000 3000.941337 -75.661337
2009-01-21 0.034436 0.011712 2.940101 228844300.000000 147091938.396648 81752361.603352 2905.570000 2941.594661 -36.024661
2009-01-22 0.033283 0.011893 2.798555 163124100.000000 191019443.334026 -27895343.334026 2869.620000 2912.099339 -42.479339
2009-01-23 0.032884 0.012623 2.605118 169838300.000000 170585473.608526 -747173.608526 2849.140000 2877.421596 -28.281596
2009-01-26 0.036315 0.012439 2.919562 170960700.000000 159220446.547534 11740253.452466 2955.370000 2856.898738 98.471262
2009-01-27 0.036343 0.011677 3.112400 155556600.000000 165372036.678456 -9815436.678456 2954.530000 2952.862063 1.667937
2009-01-28 0.036917 0.011876 3.108511 188188100.000000 166747132.387035 21440967.612965 3076.010000 2964.231236 111.778764
2009-01-29 0.035800 0.013196 2.712838 153131800.000000 175440779.045238 -22308979.045238 3009.750000 3067.933499 -58.183499
2009-01-30 0.035166 0.012647 2.780488 178904700.000000 161560806.022240 17343893.977760 2973.920000 3026.118098 -52.198098
2009-02-02 0.036459 0.011870 3.071515 125600900.000000 168095635.134621 -42494735.134621 2930.050000 2971.773526 -41.723526
2009-02-03 0.035663 0.011739 3.038095 138869300.000000 145604978.654371 -6735678.654371 2982.390000 2940.506498 41.883502
2009-02-04 0.033625 0.011911 2.823090 174172400.000000 145080825.319443 29091574.680557 3068.990000 2975.462801 93.527199
2009-02-05 0.033444 0.012123 2.758752 147302400.000000 161549016.939399 -14246616.939399 3066.290000 3072.417370 -6.127370
2009-02-06 0.035100 0.013080 2.683500 186071000.000000 153735185.565354 32335814.434646 3122.790000 3074.275875 48.514125
2009-02-09 0.037752 0.012180 3.099448 131155900.000000 163275128.171618 -32119228.171618 3134.870000 3121.522102 13.347898
2009-02-10 0.035513 0.011575 3.068151 144477500.000000 143870746.906062 606753.093938 3020.750000 3137.378920 -116.628920
2009-02-11 0.034769 0.012925 2.690131 147214700.000000 145553035.988236 1661664.011764 3027.720000 3032.046447 -4.326447
2009-02-12 0.034132 0.011659 2.927413 155609300.000000 148305957.926576 7303342.073424 2964.340000 3028.231057 -63.891057
2009-02-13 0.035804 0.012444 2.877251 123697400.000000 154162022.327615 -30464622.327615 2997.860000 2975.452791 22.407209
2009-02-16 0.036526 0.011968 3.052098 85249400.000000 135125733.142947 -49876333.142947 2962.220000 2996.816863 -34.596863
2009-02-17 0.034458 0.012590 2.736984 154159900.000000 110282529.405276 43877370.594724 2875.230000 2978.827065 -103.597065
2009-02-18 0.034368 0.013032 2.637193 157285200.000000 137695169.554279 19590030.445721 2874.070000 2885.296957 -11.226957
2009-02-19 0.034669 0.011996 2.890096 143819400.000000 149859935.562272 -6040535.562272 2872.600000 2880.014376 -7.414376
2009-02-20 0.034728 0.011948 2.906601 218619900.000000 139230384.313440 79389515.686560 2750.550000 2877.562353 -127.012353
2009-02-23 0.037449 0.012945 2.892927 155360100.000000 170400150.017812 -15040050.017812 2727.870000 2769.794235 -41.924235
2009-02-24 0.035362 0.012917 2.737615 187506900.000000 160057997.473927 27448902.526073 2708.050000 2734.949472 -26.899472
2009-02-25 0.034433 0.011440 3.009829 165198500.000000 169625367.693149 -4426867.693149 2696.920000 2716.673730 -19.753730
2009-02-26 0.035254 0.011413 3.088889 190428800.000000 165817664.810467 24611135.189533 2744.840000 2703.374775 41.465225
2009-02-27 0.035658 0.012557 2.839789 183103300.000000 181113950.607074 1989349.392926 2702.480000 2751.525071 -49.045071
2009-03-02 0.036179 0.011552 3.131779 167976700.000000 178311901.858257 -10335201.858257 2581.460000 2714.115033 -132.655033
2009-03-03 0.034912 0.012116 2.881404 179845900.000000 170460576.706656 9385323.293344 2554.550000 2597.170599 -42.620599
2009-03-04 0.035841 0.011621 3.084139 223360900.000000 173184285.445459 50176614.554541 2675.680000 2559.959253 115.720747
2009-03-05 0.033940 0.011434 2.968343 188173600.000000 198191979.081459 -10018379.081459 2569.630000 2668.866254 -99.236254
2009-03-06 0.034137 0.012583 2.712985 212593000.000000 188276331.252963 24316668.747037 2534.450000 2593.335700 -58.885700
2009-03-09 0.038346 0.012956 2.959784 201029100.000000 193375792.691412 7653307.308588 2519.290000 2542.640903 -23.350903
2009-03-10 0.036645 0.012348 2.967781 219862000.000000 194557381.817968 25304618.182032 2663.680000 2528.089022 135.590978
2009-03-11 0.030131 0.010597 2.843465 222468300.000000 206939045.664870 15529254.335130 2674.200000 2649.455253 24.744747
2009-03-12 0.032811 0.011545 2.842085 183179000.000000 210074764.632434 -26895764.632434 2694.250000 2690.688142 3.561858
2009-03-13 0.036662 0.011724 3.126984 219402300.000000 192924784.512551 26477515.487449 2705.630000 2695.725082 9.904918
2009-03-16 0.034422 0.011609 2.965035 172676000.000000 204382956.600312 -31706956.600312 2791.660000 2711.022683 80.637317
2009-03-17 0.036309 0.011496 3.158398 167813500.000000 189288316.757475 -21474816.757475 2767.280000 2781.525308 -14.245308
2009-03-18 0.036560 0.012094 3.022904 146609000.000000 178615643.051521 -32006643.051521 2760.340000 2778.789377 -18.449377
2009-03-19 0.034982 0.011248 3.110073 205364900.000000 163090991.034285 42273908.965715 2776.990000 2762.722482 14.267518
2009-03-20 0.036745 0.013339 2.754702 209553100.000000 188170652.357924 21382447.642076 2791.140000 2780.695939 10.444061
2009-03-23 0.038578 0.012038 3.204745 154316600.000000 194866370.537378 -40549770.537378 2869.570000 2791.824627 77.745373
2009-03-24 0.036693 0.011430 3.210093 210591100.000000 165856917.098048 44734182.901952 2874.390000 2869.201995 5.188005
2009-03-25 0.036077 0.011881 3.036597 173578100.000000 183720669.733847 -10142569.733847 2893.450000 2881.718832 11.731168
2009-03-26 0.035593 0.011299 3.150127 127862300.000000 181565269.293311 -53702969.293311 2892.070000 2894.214927 -2.144927
2009-03-27 0.035677 0.011475 3.109244 144099900.000000 154535719.969946 -10435819.969946 2840.620000 2897.361012 -56.741012
2009-03-30 0.036713 0.012041 3.049004 148246900.000000 149539509.851259 -1292609.851259 2719.340000 2846.690621 -127.350621
2009-03-31 0.036797 0.011555 3.184424 133347200.000000 156112154.872445 -22764954.872445 2807.340000 2735.255392 72.084608
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