diff --git a/src/MarketTechnicals.jl b/src/MarketTechnicals.jl
index 15e9848..5bf2d1d 100644
--- a/src/MarketTechnicals.jl
+++ b/src/MarketTechnicals.jl
@@ -5,10 +5,10 @@ module MarketTechnicals
 using TimeSeries
 
 export sma, ema,             
-       bollingerbands, truerange, atr, # keltnerbands, 
+       bollingerbands, truerange, atr, keltnerbands, 
        obv, vwap, 
        doji, 
-       rsi, macd, # cci, 
+       rsi, macd, cci, 
        floorpivots, woodiespivots,
        abs, µprice 
 
diff --git a/src/momentum.jl b/src/momentum.jl
index 0d85eb8..5b9d033 100644
--- a/src/momentum.jl
+++ b/src/momentum.jl
@@ -37,6 +37,18 @@ end
 
 macd{T}(ta::TimeArray{T,1}) = macd(ta, 12, 26, 9)
  
+function cci{T,N}(ohlc::TimeArray{T,N}, n::Int)
+	price = (ohlc["High"] + ohlc["Low"] + ohlc["Close"])/3
+	psma = sma(price, n)
+	avepdev = sma((price-psma), n)
+	
+	vals = (price - psma) / avepdev / 0.015
+
+	TimeArray(vals.timestamp, vals.values, ["cci"])
+end
+
+cci{T,N}(ohlc::TimeArray{T,N}, n::Int) = cci(ohlc, 20)
+
 # function cci(df::DataFrame, n::Int, c::Float64)
 # 
 #   df = copy(df)
diff --git a/src/volatility.jl b/src/volatility.jl
index 9f40710..6d093ca 100644
--- a/src/volatility.jl
+++ b/src/volatility.jl
@@ -24,6 +24,24 @@ end
   
 atr{T,N}(ta::TimeArray{T,N}) = atr(ta, 14)
 
+function keltnerbands{T,N}(ohlc::TimeArray{T,N}, n::Int)
+ 	hi = ohlc["High"]; lo = ohlc["Low"]; cl = ohlc["Close"]
+	typ = (hi + lo + cl)/3
+	rng = hi - lo
+	rma = sma(rng, n) 
+
+	kma = sma(typ, n) 
+	tstamps = kma.timestamp[1:end]
+	
+	kma = TimeArray(tstamps, kma.values, ["kma"])
+	kup = TimeArray(tstamps, (kma+rma).values, ["kup"])
+	kdn = TimeArray(tstamps, (kma-rma).values, ["kdn"])
+
+	merge(kma, merge(kup, kdn))
+end
+  
+keltnerbands{T,N}(ohlc::TimeArray{T,N}, n::Int) = keltnerbands(ohlc, 10)
+
 # function keltnerbands{T,N}(hi::Array{SeriesPair{T,N},1},
 #                            lo::Array{SeriesPair{T,N},1},
 #                            cl::Array{SeriesPair{T,N},1}, n::Int)