The Accumulation Swing Index is a cumulative total
of the Swing Index. The Accumulation Swing Index was developed by Welles
Wilder.
Interpretation
Mr. Wilder said, "Somewhere amidst the maze of Open,
High, Low and Close prices is a phantom line that is the real market."
The Accumulation Swing Index attempts to show this phantom line. Since
the Accumulation Swing Index attempts to show the "real market," it
closely resembles prices themselves. This allows you to use classic
support/resistance analysis on the Index itself. Typical analysis
involves looking for breakouts, new highs and lows, and divergences.
Wilder notes the following characteristics of
the Accumulation Swing Index:
It provides a numerical value that quantifies
price swings.
It defines short-term swing points.
It cuts through the maze of high, low, and close
prices and indicates the real strength and direction of the market.
Example
The following chart shows Corn and its Accumulation
Swing Index.
You can see that the breakouts of the price
trendlines labeled "A" and "B" were confirmed by breakouts of the
Accumulation Swing Index trendlines labeled "A'" and "B'."
Calculation
The Accumulation Swing Index is a cumulative total
of the Swing Index. The Swing Index and the Accumulation Swing Index
require opening prices.
Step-by-step instructions on calculating the Swing
Index are provided in Wilder's book, New Concepts In Technical Trading
Systems.