index = ['1/2/2013', '1/3/2013', '1/4/2013', '1/7/2013', '1/8/2013',
    '1/9/2013', '1/10/2013', '1/11/2013', '1/14/2013', '1/15/2013',
    '1/16/2013', '1/17/2013', '1/18/2013', '1/22/2013', '1/23/2013',
    '1/24/2013', '1/25/2013', '1/28/2013', '1/29/2013', '1/30/2013']
data = [42.42, 43.27, 43.66, 43.4, 43.4, 44.27, 45.01, 44.48, 44.34, 44.44,
    44.08, 44.16, 44.04, 43.74, 44.27, 44.11, 43.93, 44.35, 45.21, 44.92]
df = pd.DataFrame(dict(Close=data), index)
df.index = pd.to_datetime(df.index)
Adding a column (EMA) thats result of previous new column value in pandas