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

Table 3

Summary statistics of technical indicators for KOSPI index.

Indicator	Min value	Max. value	Mean	Standard deviation
%K	0.00	100	56.75	31.506
%D	1.014	100.00	56.785	29.343
ROC	87.16	115.00	100.02	1.477
William %R	0.00	100.00	43.25	31.506
Disparity 14	5.591	7.777	7.146	0.1535
Disparity 5	88.80	108.99	100.01	1.1707
RSI	12.15	86.25	51.80	12.040
Momentum	−214.799	222.300	0.2057	29.245
OSCP	−1515	−1237	−1300	21.455
CCI	−309.162	294.390	8.929	108.4
Pivot point	1486	2598	2068	176.696
S1	1389	2588	2058	177.400
S2	1321	2578	2047	178.285
R1	1513	2608	2079	176.264
R2	1544	2617	2089	176.080