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Conveniently Compute Moving Averages
Mathematica 6 adds convenient computation of several forms of moving average.
In[1]:=

Click for copyable input
Table[ListLinePlot[

  MovingAverage[FinancialData["GE", "Jan. 1, 2000", "Value"], p], 

  Filling -> Axis], {p, {1, 10, 30, 100}}]
Out[1]=