Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine

Table 2

Summary statistics of technical indicators for KSE-100 index.

Indicator	Min value	Max. value	Mean	Standard deviation
%K	0.00	99.40	45.11	30.72
%D	2.86	96.81	45.12	29.04
ROC	93.99	109.74	99.89	1.48
William %R	0.59	100.00	54.88	30.72
Disparity 14	6.53	7.700	7.11	0.16
Disparity 5	94.87	107.67	99.88	1.16
RSI	2.31	77.27	44.23	14.77
Momentum	2139.00	2919.00	−26.34	473.98
OSCP	1371.46	10.45	−1303.52	34.24
CCI	−336.38	258.24	−24.93	108.41
Pivot point	10.45	52908.33	28257.70	12552.10
S1	10.45	52692.67	28077.18	12469.93
S2	10.45	52516.33	27898.19	12387.43
R1	10.45	53271.00	28436.69	12636.59
R2	10.45	53665.00	28617.21	12720.73