8/10/2019 CFD calculation

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DateQQQQ

CloseChange Gain Loss Avg Gain

Avg

LossRS

1 14-Dec-09 44.34

2 15-Dec-09 44.09 -0.25 0.25

3 16-Dec-09 44.15 0.06 0.064 17-Dec-09 43.61 -0.54 0.54

5 18-Dec-09 44.33 0.72 0.72

6 21-Dec-09 44.83 0.50 0.50

7 22-Dec-09 45.10 0.27 0.27

8 23-Dec-09 45.42 0.33 0.33

9 24-Dec-09 45.84 0.42 0.42

10 28-Dec-09 46.08 0.24 0.24

11 29-Dec-09 45.89 -0.19 0.19

12 30-Dec-09 46.03 0.14 0.14

13 31-Dec-09 45.61 -0.42 0.42

14 4-Jan-10 46.28 0.67 0.67 RS

15 5-Jan-10 46.28 0.24 0.10 2.3916 6-Jan-10 46.00 -0.28 0.28 0.22 0.11 1.97

17 7-Jan-10 46.03 0.03 0.03 0.21 0.10 1.99

18 8-Jan-10 46.41 0.38 0.38 0.22 0.10 2.27

19 11-Jan-10 46.22 -0.19 0.19 0.20 0.10 1.97

20 12-Jan-10 45.64 -0.58 0.58 0.19 0.14 1.38

21 13-Jan-10 46.21 0.57 0.57 0.22 0.13 1.70

22 14-Jan-10 46.25 0.04 0.04 0.20 0.12 1.72

23 15-Jan-10 45.71 -0.54 0.54 0.19 0.15 1.28

24 19-Jan-10 46.45 0.74 0.74 0.23 0.14 1.66

25 20-Jan-10 45.78 -0.67 0.67 0.21 0.18 1.21

26 21-Jan-10 45.35 -0.43 0.43 0.20 0.19 1.02

27 22-Jan-10 44.03 -1.33 1.33 0.18 0.27 0.67

28 25-Jan-10 44.18 0.15 0.15 0.18 0.26 0.71

29 26-Jan-10 44.22 0.04 0.04 0.17 0.24 0.72

30 27-Jan-10 44.57 0.35 0.35 0.18 0.22 0.83

31 28-Jan-10 43.42 -1.15 1.15 0.17 0.29 0.59

32 29-Jan-10 42.66 -0.76 0.76 0.16 0.32 0.49

33 1-Feb-10 43.13 0.47 0.47 0.18 0.30 0.61

Note: The smoothing process affects RSI values. RS values are smoothed after the first calculation. A

Loss equals the sum of the losses divided by 14 for the first calculation. Subsequent calculations multi

prior value by 13, add the most recent value and then divide the total by 14. This creates a smoothing

The same applies to Average Gain. Because of this smoothing, RSI values may differ based on the tot

calculation period. 250 periods will allow for smoothing than 30 periods and this will slightly affect RSI

Stockcharts.com goes back 250-days when possible. If Average Loss equals zero, a "divide by zero" s

occurs for RS and RSI is set to 100 by definition. Similarly, RSI equals 0 when Average Gain equals ze

8/10/2019 CFD calculation

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14-day

RSI

RSI

70.5366.32

66.55

69.41

66.36

57.97

62.93

63.26

56.06

62.38

54.71

50.42

39.99

41.46

41.87

45.46

37.30

33.08

37.77

erage

ly the

ffect.

al

alues.ituation

ro.

0.20

0.40

0.60

0.80

1.00

1.20

1.40

1.60

1.80

2.00

2.20

1 3 5 7 9 11 13 15

RS (Avg Gain/Avg Loss)

30

35

40

45

50

55

60

65

70

1 3 5 7 9 11 13 15

RSI

8/10/2019 CFD calculation

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Date QQQQ Close Change Gain Loss Avg GainAvg

LossRS

1 30-Aug-13 487.22

2 488.58 1.36 1.36

3 498.69 10.11 10.114 495.27 -3.42 3.42

5 498.22 2.95 2.95

6 506.17 7.95 7.95

7 494.64 -11.53 11.53

8 467.71 -26.93 26.93

9 472.69 4.98 4.98

10 450.12 -22.57 22.57

11 455.32 5.20 5.20

12 464.68 9.36 9.36

13 467.41 2.73 2.73

14 490.64 23.23 23.23 RS

15 489.1 -1.54 1.54 4.85 4.71 1.0316 481.53 -7.57 7.57 4.50 4.92 0.92

17 486.22 4.69 4.69 4.52 4.57 0.99

18 482.75 -3.47 3.47 4.19 4.49 0.93

19 476.75 -6.00 6.00 3.89 4.60 0.85

20 487.96 11.21 11.21 4.42 4.27 1.03

21 489.56 1.60 1.60 4.21 3.96 1.06

22 483.41 -6.15 6.15 3.91 4.12 0.95

23 483.03 -0.38 0.38 3.63 3.85 0.94

24 487.75 4.72 4.72 3.71 3.58 1.04

25 480.94 -6.81 6.81 3.45 3.81 0.91

26 486.59 5.65 5.65 3.60 3.54 1.02

27 489.64 3.05 3.05 3.56 3.28 1.09

28 492.81 3.17 3.17 3.54 3.05 1.16

29 496.04 3.23 3.23 3.51 2.83 1.24

30 498.68 2.64 2.64 3.45 2.63 1.31

31 501.11 2.43 2.43 3.38 2.44 1.38

32 504.5 3.39 3.39 3.38 2.27 1.49

33 18-Oct-13 508.89 4.39 4.39 3.45 2.10 1.64

Note: The smoothing process affects RSI values. RS values are smoothed after the first calculation. Average

equals the sum of the losses divided by 14 for the first calculation. Subsequent calculations multiply the prior

13, add the most recent value and then divide the total by 14. This creates a smoothing affect. The same app

Average Gain. Because of this smoothing, RSI values may differ based on the total calculation period. 250 p

allow for smoothing than 30 periods and this will slightly affect RSI values. Stockcharts.com goes back 250-dpossible. If Average Loss equals zero, a "divide by zero" situation occurs for RS and RSI is set to 100 by defi

Similarly, RSI equals 0 when Average Gain equals zero.

8/10/2019 CFD calculation

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8/10/2019 CFD calculation

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14-day

RSI

RSI

50.7047.79

49.72

48.30

45.86

50.85

51.54

48.72

48.54

50.92

47.51

50.48

52.05

53.70

55.38

56.77

58.06

59.86

62.12

Loss

alue by

lies to

riods will

ys whenition.

0.20

0.400.60

0.80

1.00

1.20

1.40

1.60

1.80

1 3 5 7 9 11 13 15

RS (Avg Gain/Avg Loss)

30

35

40

45

50

55

60

65

1 3 5 7 9 11 13 15

RSI

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8/10/2019 CFD calculation

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29-Oct-13 536.27 539.25 514.54 516.68 ######## 516.6828-Oct-13 529.04 531 523.21 529.88 ######## 529.88

25-Oct-13 531.32 533.23 525.11 525.96 ######## 525.96

24-Oct-13 525 532.47 522.45 531.91 ######## 531.91

23-Oct-13 519 525.67 519 524.96 ######## 524.96

22-Oct-13 526.41 528.45 508.03 519.87 ######## 519.87

21-Oct-13 511.77 524.3 511.52 521.36 ######## 521.36

18-Oct-13 505.99 509.26 505.71 508.89 ######## 508.89

17-Oct-13 499.98 504.78 499.68 504.5 9,056,900 504.5

16-Oct-13 500.79 502.53 499.23 501.11 8,967,900 501.11

15-Oct-13 497.51 502 495.52 498.68 ######## 498.68

14-Oct-13 489.83 497.58 489.35 496.04 9,353,500 496.04

11-Oct-13 486.99 493.84 485.16 492.81 9,562,100 492.8110-Oct-13 491.32 492.38 487.04 489.64 9,950,100 489.64

9-Oct-13 484.64 487.79 478.28 486.59 ######## 486.59

8-Oct-13 489.94 490.64 480.54 480.94 ######## 480.94

7-Oct-13 486.56 492.65 485.35 487.75 ######## 487.75

4-Oct-13 483.86 484.6 478.6 483.03 9,245,300 483.03

3-Oct-13 490.51 492.35 480.74 483.41 ######## 483.41

2-Oct-13 485.63 491.8 483.75 489.56 ######## 489.56

1-Oct-13 478.45 489.14 478.38 487.96 ######## 487.96

30-Sep-13 477.25 481.66 474.41 476.75 9,291,300 476.75

27-Sep-13 483.78 484.67 480.72 482.75 8,144,300 482.75

26-Sep-13 486 488.56 483.9 486.22 8,472,200 486.22

25-Sep-13 489.2 489.64 481.43 481.53 ######## 481.53

24-Sep-13 494.88 495.47 487.82 489.1 ######## 489.1

23-Sep-13 496.1 496.91 482.6 490.64 ######## 490.64

20-Sep-13 478 478.55 466 467.41 ######## 467.41

19-Sep-13 470.7 475.83 469.25 472.3 ######## 472.3

18-Sep-13 463.18 466.35 460.66 464.68 ######## 464.68

17-Sep-13 447.96 459.71 447.5 455.32 ######## 455.32

16-Sep-13 461 461.61 447.22 450.12 ######## 450.12

13-Sep-13 469.34 471.83 464.7 464.9 ######## 464.9

12-Sep-13 468.5 475.4 466.01 472.69 ######## 472.69

11-Sep-13 467.01 473.69 464.81 467.71 ######## 467.71

10-Sep-13 506.2 507.45 489.5 494.64 ######## 494.64

9-Sep-13 505 507.92 503.48 506.17 ######## 506.17

6-Sep-13 498.44 499.38 489.95 498.22 ######## 498.22

5-Sep-13 500.25 500.68 493.64 495.27 8,441,700 495.27

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4-Sep-13 499.56 502.24 496.28 498.69 ######## 498.69

3-Sep-13 493.1 500.6 487.35 488.58 ######## 488.58

30-Aug-13 492 492.95 486.5 487.22 9,724,900 487.22