SELECT STOCKS.SYMBOL, STOCKS.DATE, (SUM(TMP.CLOSE)/2) AS SMA_2 
FROM STOCKS, (
     SELECT SYMBOL, DATE, CLOSE 
     FROM STOCKS AS TPM 
     WHERE TPM.SYMBOL = STOCKS.SYMBOL 
          AND TPM.DATE <= STOCKS.DATE 
     ORDER BY TPM.DATE DESC LIMIT 0,2) AS TMP 
GROUP BY STOCKS.SYMBOL, STOCKS.DATE