Fractional Black-Scholes Model and Technical Analysis of Stock Price

Table 3

Ratio of DIA in 2008–2011.

Year	𝑆𝑡∈ B-B	RSI ∈[20,80]	ROC ∈[−5,5]	ROC ∈[−10,10]	ROC ∈[−20,20]
2008	96.57%	96.23%	76.35%	92.12%	98.76%
2009	97.42%	91.63%	69.71%	90.87%	100%
2010	98.56%	92.56%	87.10%	100%	100%
2011	94.83%	94.96%	84.17%	98.33%	100%