"StochasticMomentumIndex" (Financial Indicator)
Commonly abbreviated as SMI.
Is a statistical indicator.
Was developed by William Blau.
Is computed using the high, low, and close prices.
Returns one time series, which compares the distance from the close price to the midpoint of the highest high and lowest low with the distance from the highest high to the lowest low over the past 5 periods. Both values are smoothed by 3-period exponential moving averages, and the final result is scaled to be between 0 and 100.
FinancialIndicator["StochasticMomentumIndex",n1,n2] uses extremes over the previous n1 periods and period-n2 moving averages.