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

Table 5

Summary statistics of technical indicators for SZSE composite index.

Indicator	Min value	Max. value	Mean	Standard deviation
%K	0.00	100	55.83	32.222
%D	0.5526	99.7326	55.818	30.044
ROC	85.68	109.59	100.04	2.34079
William %R	0.00	100.00	44.17	32.222
Disparity 14	5.618	8.283	7.147	0.249
Disparity 5	86.99	107.67	100.01	1.822
RSI	4.967	92.241	50.859	12.723
Momentum	−2126.17	1385.130	1.139	257.862
OSCP	−1544	−1183	−1301	34.815
CCI	−386.890	286.254	6.046	109.506
Pivot point	7061	18073	10095	1765.377
S1	6935	17947	10002	1739.134
S2	6838	17797	9905	1710.895
R1	7124	18224	10192	1798.719
R2	7235	18404	10286	1830.061