CALCULATING AN 11-PERIOD CCI by Thom Hartle, Editor
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 1 l-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.