Aim to reflect the trend of stock prices, the technical indexes are calculated by using a specific equation with the information of trading prices, volumes and time. And it is especially useful for judging the trading points and phenomena of overbuying and overselling. Listed in Table 1, are technical indexes, like KD, RSI, MACD, MA and BIAS and so on. A set of technical indices affecting the stock price movement have been identified by Chang, et al. [3]. These input factors will be further selected using Stepwise Regression Analysis (SRA) mode