Bollinger Bands - Sample Computation

  • November 2019
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Bollinger Band Graphing Number of Periods: 20 --> loop the creation of formulas, until you reach (number of periods)th to the last entry SD Offset: 2

DATE

MOVING STANDARD AVERAGE DEVIATION OPEN HIGH LOW CLOSE AVERAGE VOLUME VALUE (1-cell formula) *OFFSET 11/7/2007 5.4 6.7 6.1 6.5 6.5 5,866,000 38,130,000.00 5.63 0.55 11/6/2007 5.9 6.1 5.9 6 5.97 1,241,000 7,410,000.00 5.59 0.38 11/5/2007 5.6 5.8 5.6 5.8 5.67 469,000 2,659,900.00 5.58 0.35 10/31/2007 5.6 5.6 5.4 5.6 5.54 792,000 4,385,200.00 5.58 0.36 10/30/2007 5.5 5.7 5.5 5.7 5.6 535,000 2,995,600.00 5.6 0.39 10/26/2007 5.5 5.5 5.3 5.3 5.49 965,000 5,296,600.00 5.6 0.39 10/25/2007 5.4 5.5 5.4 5.5 5.41 484,000 2,616,400.00 5.62 0.36 10/24/2007 5.3 5.3 5.3 5.3 5.3 228,000 1,208,400.00 5.64 0.38 10/23/2007 5.3 5.3 5.3 5.3 5.3 341,000 1,807,300.00 5.67 0.38 10/22/2007 5.5 5.5 5.3 5.3 5.35 129,000 690,300.00 5.69 0.35 10/19/2007 5.6 5.6 5.6 5.6 5.6 310,000 1,736,000.00 5.71 0.3 10/18/2007 5.5 5.7 5.5 5.5 5.52 3,910,000 21,580,200.00 5.72 0.31 10/17/2007 5.7 5.7 5.5 5.6 5.54 2,621,000 14,531,200.00 5.73 0.3 10/16/2007 5.8 6 5.7 5.7 5.77 2,699,000 15,582,100.00 5.74 0.3 10/15/2007 5.6 5.9 5.5 5.8 5.7 1,936,000 11,044,100.00 5.74 0.31 10/11/2007 5.6 5.6 5.5 5.5 5.5 630,000 3,466,000.00 5.74 0.32 10/10/2007 5.5 5.5 5.5 5.5 5.5 603,000 3,316,500.00 5.76 0.3 10/9/2007 5.6 5.6 5.5 5.5 5.55 470,000 2,606,300.00 5.78 0.27 10/8/2007 5.8 5.8 5.7 5.8 5.79 172,000 996,600.00 5.81 0.21 10/5/2007 5.7 5.8 5.6 5.7 5.66 110,000 622,800.00 5.81 0.22 10/4/2007 5.7 5.8 5.7 5.7 5.74 390,000 2,238,800.00 5.83 0.22 10/3/2007 5.8 5.9 5.8 5.8 5.82 159,000 924,700.00 5.84 0.21 10/2/2007 6.1 6.1 5.9 5.9 5.97 753,000 4,493,100.00 5.85 0.22 10/1/2007 5.8 5.9 5.8 5.9 5.87 201,000 1,179,500.00 5.84 0.24 9/28/2007 5.8 5.8 5.6 5.7 5.69 347,000 1,973,600.00 5.83 0.26 9/27/2007 5.9 5.9 5.7 5.7 5.77 488,000 2,817,600.00 5.87 0.25 9/26/2007 6 6 5.8 5.9 5.88 285,000 1,674,700.00 9/25/2007 6.1 6.1 5.9 6 5.98 323,000 1,930,900.00

6.2 6.18 6.15 6.13 6.1 6.08 6.05 6.03 6 5.98 5.95 5.93 5.9 5.88 5.85 5.83 5.8 5.78 5.75 5.73 5.7 5.68 5.65 5.63 5.6 5.58 5.55 5.53 5.5 5.48 5.45 5.43 5.4 5.38 5.35 5.33 5.3 5.28 5.25 5.23 5.2 5.18 5.15 5.13 5.1 5.08 5.05 5.03 5

9 9 9 9 9 9 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 /25 /26 /27 /28 /29 /30 0/1 0/2 0/3 0/4 0/5 0/6 0/7 0/8 0/9 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/3 0/3 1 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 0/2 1/2 2/2 3/2 4/2 5/2 6/2 7/2 8/2 9/2 0/2 1/2 2/2 3/2 4/2 5/2 6/2 7/2 8/2 9/2 0/2 1/2 /2

5.43 5.4 5.38 5.35 5.33 5.3 5.28 5.25 5.23 5.2 5.18 5.15 5.13 5.1 5.08 5.05 5.03 5

9 9 9 9 9 9 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 /25 /26 /27 /28 /29 /30 0/1 0/2 0/3 0/4 0/5 0/6 0/7 0/8 0/9 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/1 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/3 0/3 1 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 /20 0/2 1/2 2/2 3/2 4/2 5/2 6/2 7/2 8/2 9/2 0/2 1/2 2/2 3/2 4/2 5/2 6/2 7/2 8/2 9/2 0/2 1/2 /2

note the -1! --> the current cell is part of the count

BOLL UP BOLL DOWN 6.18 5.07 5.97 5.2 5.92 5.23 5.94 5.22 5.98 5.21 5.98 5.21 5.98 5.25 6.02 5.25 6.05 5.29 6.04 5.34 6.02 5.41 6.03 5.41 6.03 5.43 6.04 5.44 6.05 5.43 6.06 5.42 6.06 5.46 6.05 5.51 6.02 5.6 6.03 5.59 6.04 5.61 6.05 5.63 6.07 5.63 6.08 5.6 6.08 5.57 6.12 5.62

1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/3 0/3 1/1 1/2 1/3 1/4 1/5 1/6 1/7 2 1/2 2/2 3/2 4/2 5/2 6/2 7/2 8/2 9/2 0/2 1/2 /20 /20 /20 /20 /20 /20 /20

1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/2 0/3 0/3 1/1 1/2 1/3 1/4 1/5 1/6 1/7 2 1/2 2/2 3/2 4/2 5/2 6/2 7/2 8/2 9/2 0/2 1/2 /20 /20 /20 /20 /20 /20 /20

Data

Simple Mean 109 112.3 103.06 112.3 102.75 112.3 108 112.3 107.56 112.3 105.25 112.3 107.69 112.3 108.63 112.3 107 112.3 109 112.3 110 112.3 112.75 112.3 113.5 112.3 114.25 112.3 115.25 112.3 121.5 112.3 126.88 112.3 122.5 112.3 119 112.3 122.5 112.3

Deviation Deviation Squared -3.3 10.91 -9.24 85.44 -9.55 91.27 -4.3 18.52 -4.74 22.5 -7.05 49.75 -4.61 21.28 -3.67 13.49 -5.3 28.13 -3.3 10.91 -2.3 5.31 0.45 0.2 1.2 1.43 1.95 3.79 2.95 8.68 9.2 84.58 14.58 212.47 10.2 103.97 6.7 44.84 10.2 103.97 Sum Deviation Squareds 921.45 Sum Divided by Number of Periods 46.07

SD

One-cell formula

6.79

1 Calculate the simple average (mean) of the closing price. i.e., Sum the last 20 closing prices and divide by 20. 2 For each period, subtract the average closing price from the actual closing price. This gives us the deviation for eac 3 Square each period's deviation. 4 Sum the squared deviations. 5 Divide the sum of the squared deviations by the number of periods (20 in our example below). 6 The standard deviation is then equal to the square root of that number.

Data mov ave (20) SD (20) 103.13 109 103.06 102.75 108 107.56 105.25 107.69 108.63 107 109 110 112.75 113.5 114.25 115.25 121.5

upper boll

lower boll

130 125 120 115 110 105 100 95 90 85 80 75 70 65 60 55 50 45 40 35 30

80 75 70 65 126.88 122.5 119 122.5 118 122 121.19 123.63 122.75 123.13 122.13 119 112.69 110.63

111.34 112.30 112.75 113.70 114.62 115.40 116.16 117.06 117.78 118.30 118.58 118.66

13.29 13.58 13.70 13.51 12.90 13.09 12.94 12.26 11.65 10.87 9.93 9.64

124.62 125.88 126.46 127.21 127.52 128.49 129.11 129.31 129.43 129.17 128.51 128.30

98.05 98.73 99.05 100.19 101.73 102.31 103.22 104.80 106.13 107.43 108.65 109.03

60 55 50 45 40 35 30 25 20 15 10 5 0

R R R R R R R R R R o o o o o o o o o o w w w w w w w w w w

6.79

ices and divide by 20. ves us the deviation for each period.

R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o w w w w w w w w w w w w w w w w w w w w w w w w w w w w w w

Data

Simple Mean 109 112.3 103.06 112.3 102.75 112.3 108 112.3 107.56 112.3 105.25 112.3 107.69 112.3 108.63 112.3 107 112.3 109 112.3 110 112.3 112.75 112.3 113.5 112.3 114.25 112.3 115.25 112.3 121.5 112.3 126.88 112.3 122.5 112.3 119 112.3 122.5 112.3

Deviation Deviation Squared -3.3 10.91 -9.24 85.44 -9.55 91.27 -4.3 18.52 -4.74 22.5 -7.05 49.75 -4.61 21.28 -3.67 13.49 -5.3 28.13 -3.3 10.91 -2.3 5.31 0.45 0.2 1.2 1.43 1.95 3.79 2.95 8.68 9.2 84.58 14.58 212.47 10.2 103.97 6.7 44.84 10.2 103.97 Sum Deviation Squareds 921.45 Sum Divided by Number of Periods 46.07

SD

One-cell formula

6.79

1 Calculate the simple average (mean) of the closing price. i.e., Sum the last 20 closing prices and divide by 20. 2 For each period, subtract the average closing price from the actual closing price. This gives us the deviation for eac 3 Square each period's deviation. 4 Sum the squared deviations. 5 Divide the sum of the squared deviations by the number of periods (20 in our example below). 6 The standard deviation is then equal to the square root of that number.

Data mov ave (20) SD (20) 110.63 118.66 112.69 118.58 119.00 118.30 122.13 117.78 123.13 117.06 122.75 116.16 123.63 115.40 121.19 114.62 122.00 113.70 118.00 112.75 122.50 112.30 119.00 111.34 122.50 126.88 121.50 115.25 114.25

upper boll 9.64 9.93 10.87 11.65 12.26 12.94 13.09 12.90 13.51 13.70 13.58 13.29

128.30 128.51 129.17 129.43 129.31 129.11 128.49 127.52 127.21 126.46 125.88 124.62

lower boll 109.03 108.65 107.43 106.13 104.80 103.22 102.31 101.73 100.19 99.05 98.73 98.05

130.00 127.50 125.00 122.50 120.00 117.50 115.00 112.50 110.00 107.50 105.00 102.50 100.00

115.00 112.50 110.00

113.50 112.75 110.00 109.00 107.00 108.63 107.69 105.25 107.56 108.00 102.75 103.06 109.00 103.13

107.50 105.00 102.50 100.00 97.50 95.00 92.50

R R R R R R R R R R o o o o o o o o o o w w w w w w w w w w

6.79

ices and divide by 20. ves us the deviation for each period.

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