CALCULATING AN 11-PERIOD CCI
The commodity channel index (CCI) can be calculated using any lookback period chosen by the trader. The Excel
spreadsheet shown in sidebar Figure 1 is an 11-period CCI for the Dow Jones Industrial Average. The first step is to
calculate the daily typical price. This is the high, low and close added together and divided by three. This step is
performed in column E. The formula for cell E2 is: ...