Quick help question from a newbie.

I have the script below where I am trying to collect the one day returns for
many stocks into a new variable. You can see below where I have to hand
enter the tickers into the column extraction function Cl() in quantmod. I'm
looking for a line that recognizes the tickers already. I've tried a variety
of things to create this code with no luck.

Questions:
1) Is there a search feature on the R-SIG archive because I imagine this one
has been addressed already? Going through the archive by hand is tedious.

2) What is the loop/function to recognize the length of the Tickers object
and then feed the closing prices into the variable "closepx."

3) If I plan to do this with hundreds of stocks, is this the most efficient
way to do it?

Thanks in advance.

Keith

Script:
#have an open excel sheet with QCOM,MSFT,ORCL,AAPL,IBM in column A#
#I plan to pull the list from a *.csv file because it seems easier to hand
enter the tickers in excel and save# Maybe there is a better way?

Tickers<-read.table("clipboard")
Tickers<-as.character(Tickers$V1)
getSymbols(Tickers,return.class='xts',from=Sys.Date()-60,to=Sys.Date())
*A function or loop (if best) that recognizes the length of Tickers and
feeds each of them into the Cl(() to closepx.

closepx<-cbind(Cl(QCOM),Cl(MSFT),Cl(ORCL),Cl(AAPL),Cl(IBM))
head(closepx)
clrtn<-log(closepx/lag(closepx,k=1))
head(clrtn)

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