Neural networks can discover patterns in data and successfully predict the future trend. A small Canadian company, Addaptron Software - the developer of decision support tools for stock investors and traders - has developed NNSTP-2, neural network computer tool, to help stock traders in predicting stock prices within 1-60 days. NNSTP-2 predicts future share prices using Fuzzy Neural Network (FNN). It operates automatically when creating the FNN, training it, and mapping to classify a new input vector. The input data transformed to characteristic matrices before training FNN. The forecasting is based on automatic scan of different inputs periods (historical price and volume data) to define accuracy of each one by back testing. Then the final forecast is built on weighted averaging of all forecasts. Each weight is proportional to the accuracy of a certain input period forecast.