% LMcs010201_2010.m 
% Opening and closing prices of the S&P 500 from 3 March 2010
% to 3 September 2010; 130 trading days
% Last Revised 9/16/2010
% Written by Eugene Gallagher, Eugene.Gallagher@umb.edu
% Data obtained from
% http://finance.yahoo.com/q/hp?s=^GSPC&a=02&b=3&c=2010&d=08&e=3&f=2010&g=d
% Note that Yahoo produces a column of closing prices with the most
% recent closing price first, so the data will have to be flipped using
% the built-in function flipud(DATA)
SandP500Close=[1104.51
1090.1
1080.29
1049.33
1048.92
1064.59
1047.22
1055.33
1051.87
1067.36
1071.69
1075.63
1094.16
1092.54
1079.38
1079.25
1083.61
1089.47
1121.06
1127.79
1121.64
1125.81
1127.24
1120.46
1125.86
1101.6
1101.53
1106.13
1113.84
1115.01
1102.66
1093.67
1069.59
1083.48
1071.25
1064.88
1096.48
1095.17
1095.34
1078.75
1077.96
1070.25
1060.27
1028.06
1022.58
1027.37
1030.71
1041.24
1074.57
1076.76
1073.69
1092.04
1095.31
1113.2
1117.51
1116.04
1114.61
1115.23
1089.63
1091.6
1086.84
1055.69
1062
1050.47
1064.88
1102.83
1098.38
1070.71
1089.41
1103.06
1067.95
1074.03
1073.65
1087.69
1071.59
1115.05
1120.8
1136.94
1135.68
1157.44
1171.67
1155.79
1159.73
1110.88
1128.15
1165.87
1173.6
1202.26
1186.69
1206.78
1191.36
1183.71
1212.05
1217.28
1208.67
1205.94
1207.17
1197.52
1192.13
1211.67
1210.65
1197.3
1196.48
1194.37
1186.44
1182.45
1189.44
1187.44
1178.1
1169.43
1173.27
1173.22
1166.59
1165.73
1167.72
1174.17
1165.81
1159.9
1165.83
1166.21
1159.46
1150.51
1149.99
1150.24
1145.61
1140.45
1138.5
1138.7
1122.97
1118.79]
% This is calendar day with 3 March 2010 being day 0.
cday=[184
183
182
181
180
177
176
175
174
173
170
169
168
167
166
163
162
161
160
159
156
155
154
153
152
149
148
147
146
145
142
141
140
139
138
135
134
133
132
131
128
127
126
125
121
120
119
118
117
114
113
112
111
110
107
106
105
104
103
100
99
98
97
96
93
92
91
90
86
85
84
83
82
79
78
77
76
75
72
71
70
69
68
65
64
63
62
61
58
57
56
55
54
51
50
49
48
47
44
43
42
41
40
37
36
35
34
33
29
28
27
26
23
22
21
20
19
16
15
14
13
12
9
8
7
6
5
2
1
0];
cday=cday+1; %make day 1 3/3/2010; % Calendarday
[r,c]=size(SandP500Close);tradingday=[1:r]';5
SandP500Close=flipud(SandP500Close);
cday=flipud(cday)
SandP=[tradingday cday SandP500Close]
% Create labeling string of calendar dates using built-in functions.
% Note since 3/3/2010 is day 0, the datenum for 0 is 3/3/2010
callabel=datestr(SandP(:,2)+datenum('02.03.2010','dd.mm.yyyy'),2)


