FINANCIAL FUTURES AND OPTIONS Justina Bikorimana Dakota State University 14/04/2017 Report This is the raw data with the moving averages. This Data helps to know the settlement prices including the 3-day moving averages, 6-day moving averages, 8-day moving averages and 10- day moving averages. The data ranges from 1 st Feb 2017 to 25 th march 2017. Findings The findings from the data shows there is an opening and closing prices for the product. The moving averages (MA) depends on the settlement prices. Settlement prices are the agreeable prices for the product at a market price. The moving averages misses some settlement prices. For example in the column of 3-day MA, it misses two previous prices while 6-day MA misses 5 previous prices. The line chart below shows the trend of raw data and the period on how the moving averages moves. It consists of date, and the moving averages from day 3, 6, 8, and 10. 3-day MA shows how high is the price for the product up to 10-day MA which is a bit lower than the rest. This means that there is a decline of prices when calculation is being done from the settlement prices (opening and closing prices of the product) This is the data for Dow Jones Industrial (DJI): Date Open Close Settlemen t prices 3-DAY MA 6-DAY MA 8-DAY MA 10-DAY MA FINANCIAL FUTURES AND OPTIONS 2 24-03- 2017 20674.4 5 20596.7 2 30972.81 10324.27 5162.134 9 3871.601 2 3097.28 1 23-03- 2017 20645.0 7 20656.5 8 30973.36 10324.45 3 5162.226 7 3871.67 3097.33 6 22-03- 2017 20640.4 2 20661.3 30971.07 10323.69 5161.845 1 3871.383 8 3097.10 7 21-03- 2017 20956.3 3 20668.0 1 31290.33 10430.11 2 5215.055 8 3911.291 9 3129.03 3 20-03- 2017 20916.2 7 20905.8 6 31369.2 10456.4 5228.199 9 3921.149 9 3136.92 17-03- 2017 20965.3 7 20914.6 2 31422.68 10474.22 6 5237.113 1 3927.834 8 3142.26 8 16-03- 2017 20969.2 7 20934.5 5 31436.54 10478.84 8 5239.424 2 3929.568 1 3143.65 4 15-03- 2017 20874.7 8 20950.1 31349.83 10449.94 3 5224.971 5 3918.728 6 3134.98 3 14-03- 2017 20848.6 20837.3 7 31267.28 10422.42 8 5211.214 3908.410 5 3126.72 8 13-03- 2017 20899.2 8 20881.4 8 31340.02 10446.67 3 5223.336 6 3917.502 4 3134.00 2 10-03- 2017 20919.0 1 20902.9 8 31370.5 10456.83 3 5228.416 7 3921.312 5 3137.05 09-03- 2017 20864.3 2 20858.1 9 31293.42 10431.13 8 5215.569 2 3911.676 9 3129.34 2 08-03- 2017 20940.4 4 20855.7 3 31368.3 10456.10 2 5228.050 8 3921.038 1 3136.83 07-03- 2017 20934.8 9 20924.7 6 31397.27 10465.75 7 5232.878 4 3924.658 8 3139.72 7 06-03- 2017 20955.7 1 20954.3 4 31432.88 10477.62 7 5238.813 5 3929.110 1 3143.28 8 03-03- 2017 21008.7 5 21005.7 1 31511.61 10503.86 8 5251.934 2 3938.950 7 3151.16 1 02-03- 2017 21128.9 1 21002.9 7 31630.4 10543.46 5 5271.732 6 3953.799 4 3163.04 01-03- 2017 20957.2 9 21115.5 5 31515.06 10505.02 1 5252.510 7 3939.383 1 3151.50 6 28-02- 2017 20833.8 8 20812.2 4 31240 10413.33 4 5206.666 8 3905.000 1 3124 27-02- 2017 20808.7 1 20837.4 4 31227.43 10409.14 4 5204.571 8 3903.428 8 3122.74 3 24-02- 2017 20751.9 1 20821.7 6 31162.79 10387.59 7 5193.798 3 3895.348 8 3116.27 9 23-02- 2017 20817.2 1 20810.3 2 31222.37 10407.45 7 5203.728 5 3902.796 4 3122.23 7 22-02- 2017 20715.4 1 20775.6 31103.21 10367.73 7 5183.868 3 3887.901 2 3110.32 1 21-02- 2017 20663.4 3 20743 31034.93 10344.97 7 5172.488 3 3879.366 2 3103.49 3 FINANCIAL FUTURES AND OPTIONS 3 17-02- 2017 20564.1 3 20624.0 5 30876.16 10292.05 2 5146.026 3859.519 5 3087.61 6 16-02- 2017 20627.3 1 20619.7 7 30937.2 10312.39 8 5156.199 2 3867.149 4 3093.72 15-02- 2017 20504.2 7 20611.8 6 30810.2 10270.06 6 5135.033 2 3851.274 9