DMI COF Jul-Sep 2013

CALCULATING +DM and -DM
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Up Move = today's high – yesterday's high
Down Move = yesterday's low – today's low

if Up Move > Down Move and Up Move > 0,
then +DM = Up Move, else +DM = 0

if Down Move > Up Move and Down Move > 0,
then −DM = Down Move, else −DM = 0


CALCULATING +DI and -DI
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+DI = 100 times the exponential moving average of +DM divided by average true range

-DI = 100 times the exponential moving average of -DM divided by average true range