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

Table 4

Summary statistics of technical indicators for Nikkei 225 index.

Indicator	Min value	Max. value	Mean	Standard deviation
%K	0.00	100	59.75	31.347
%D	0.2188	99.3967	59.746	29.0587
ROC	83.92	115.74	100.09	1.877
William %R	0.00	100.00	40.25	31.347
Disparity 14	5.948	7.840	7.160	0.1899
Disparity 5	86.91	111.31	100.07	1.4681
RSI	4.161	93.335	53.351	12.3618
Momentum	−1985.01	2658.85	10.91	313.129
OSCP	−1481	−1219	−1298	25.979
CCI	−387.11	362.56	17.04	106.684
Pivot point	8165	24312	16875	4828.938
S1	8075	24176	16780	4812.77
S2	7544	24081	16682	4795.813
R1	8195	24407	16972	4848.784
R2	8229	24543	17068	4867.672