Stock market prediction is one of the most trending topics in finance and business. However, the unpredictable nature of the stock market creates a problem for investors to do profitable investments. Several research efforts have been carried out to predict the market in order to make profit using different techniques ranging from statistical analysis, technical analysis and fundamental analysis among others, with different results. These techniques however cannot provide deeper analysis that is required and therefore not effective in predicting stock market trends. However, finding patterns in stock market can provide insight into market behavior, buying or selling habits and co-movement of stock shares.This research aims at creating an approach to discover inference knowledge from the relationships among stock index indicators to provide useful information about market trends for investment decisions Ehsan et al. [1] defined stock market as a private or public market for the trading of company stock and derivatives of company stock at an agreed price; these are securities listed on a stock exchange as well as those only traded privately. Stock market is very volatile in nature and prices of stocks change almost instantly. It strongly depends on demand and supply. The prices will be high when the demand is high, and the prices will be low when the demand is low [2]. Uncertainty is the main characteristic of all stock markets, which is related to their future state. This feature is undesirable and unavoidable for the investor whenever stock market is selected as the investment tool. Predicting the stock market is the best option to reduce uncertainty. Stock market prediction includes uncovering market trends, planning investment, investment strategies, determining the perfect time to purchase the stocks and what stocks to purchase [1]. Many factors may influence the stock market including political events, general economic conditions and traders' expectations [3]. Therefore,predicting price movement on stock data seems to be quite difficult.