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Weekly summary from daily OHLC data

  1. #1
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    Weekly summary from daily OHLC data

    I have daily Open, High, Low, Close stock prices. Separately, I need the same data but in weekly format, so:

    1. The weekly open is the open of the first working day.
    2. The weekly high is the highest of each of the daily highs.
    3. The weekly low is the lowest of each of the daily lows.
    4. The weekly close is the close of the last working day.

    How can I do this using formulas?

    Thank you!
    OHLC sample.xlsx
    Last edited by macaonghus; 02-16-2014 at 01:14 PM.

  2. #2
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    Re: Weekly summary from daily OHLC data

    Try this for a start...
    O3=VLOOKUP($N3,$C$3:$I$46,4,0)
    P3=MAX(IF($C$3:$C$46>=$N3,IF($C$3:$C$46<=$N3+5,$G$3:$G$46,0)))......ARRAY formula
    R3=VLOOKUP($N3+5,$C$3:$I$46,7,1)
    Im still working on Q3

    ARRAY formula......confirmed by pressing CTRL+SHIFT+ENTER to activate the array, not just ENTER. You will know the array is active when you see curly braces { } appear around your formula. If you do not CTRL+SHIFT+ENTER you will get an error or a clearly incorrect answer. Press F2 on that cell and try again.
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    Regards
    Ford

  3. #3
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    Re: Weekly summary from daily OHLC data

    For Q3
    =MIN(IF($C$3:$C$46>=$N3,IF($C$3:$C$46<=$N3+5,IF($H$3:$H$46>0,$H$3:$H$46,0))))
    ARRAY entered

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    Re: Weekly summary from daily OHLC data

    I'm impressed. Thank you!

  5. #5
    Administrator FDibbins's Avatar
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    Re: Weekly summary from daily OHLC data

    Happy to help and thanks for the feedback

  6. #6
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    Re: Weekly summary from daily OHLC data

    Thanks a tonne for your answer.

    I just have a little more question. How can I get start of the week date in $N$3....to the end ?

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