,Stock Markets - S&P 500 (large cap) - yearly , Notes : , Standard & Poor's index of large firms; value weighted. ;; ,, (1) Open for Year ,, (2) High for Year ,, (3) Low for Year ,, (4) Close for Year ,, (5) %Chg for Year ,, (6) Volume (thous of shares) - Average over days in Year ,, (7) StDev of dly rtns for Year ,, (8) Corr_dly[ SP500 w SP500 ] for Year ,, (9) Corr_dly[ SP500 w Nikkei ] for Year ,, (10) Corr_dly[ SP500 w FTSE ] for Year ,, (11) Daily AutoCorr for Year ,, (12) Corr_dly[ SP500 w SP500(d-1) ] for Year ,, (13) Corr_dly[ SP500 w NIKKEI(d-1) ] for Year ,, (14) Corr_dly[ SP500 w FTSE(d-1) ] for Year ;; EconStats does not guarantee the accuracy of this data. ______________________________________________________________________________________________S&P 500 (large cap)______________________________________________________________________________________________ ,,Open for Year,num of observations,High for Year,num of observations,Low for Year,num of observations,Close for Year,num of observations, %Chg for Year,num of observations,Volume (thous) for Year,num of observations,StDev of dly rtns for Year,num of observations,Corr_dly[ SP500 w SP500 ] for Year,num of observations,Corr_dly[ SP500 w Nikkei ] for Year,num of observations,Corr_dly[ SP500 w FTSE ] for Year,num of observations,Daily AutoCorr for Year,num of observations,Corr_dly[ SP500 w SP500(d-1) ] for Year,num of observations,Corr_dly[ SP500 w NIKKEI(d-1) ] for Year,num of observations,Corr_dly[ SP500 w FTSE(d-1) ] for Year,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008, end, 1467.97,___, 1471.77,___, 741.020,___, 851.810,___, -41.989,___, 4938656,214, 2.535,228, 1.000,228, 0.152,200, 0.530,216, -0.147,228, -0.147,228, -0.177,212, -0.130,220, 2007, end, 1418.03,___, 1576.09,___, 1363.98,___, 1468.36,___, 3.530,___, 3227422,251, 1.007,251, 1.000,251, 0.065,237, 0.553,247, -0.174,250, -0.174,250, -0.083,248, -0.121,249, 2006, end, 1248.29,___, 1431.81,___, 1219.29,___, 1418.30,___, 13.619,___, 2394513,251, 0.632,251, 1.000,251, 0.115,241, 0.524,247, 0.001,251, 0.001,251, -0.075,248, -0.022,249, 2005, end, 1211.92,___, 1275.80,___, 1136.15,___, 1248.29,___, 3.001,___, 1919903,252, 0.648,252, 1.000,252, 0.038,237, 0.322,247, -0.098,252, -0.098,252, 0.014,249, -0.034,250, 2004, end, 1111.92,___, 1217.33,___, 1060.72,___, 1211.92,___, 8.993,___, 1423204,252, 0.699,252, 1.000,252, 0.172,237, 0.403,247, 0.001,252, 0.001,252, 0.017,248, -0.027,250, 2003, end, 879.820,___, 1112.56,___, 788.900,___, 1111.92,___, 26.380,___, 1384451,252, 1.075,252, 1.000,252, 0.048,237, 0.479,248, -0.138,252, -0.138,252, 0.049,249, -0.030,250, 2002, end, 1148.08,___, 1176.97,___, 768.630,___, 879.820,___, -23.366,___, 1429027,252, 1.640,252, 1.000,252, 0.168,238, 0.468,246, -0.028,252, -0.028,252, -0.106,248, -0.043,249, 2001, end, 1320.28,___, 1383.37,___, 944.750,___, 1148.08,___, -13.043,___, 1232068,248, 1.358,248, 1.000,248, 0.216,233, 0.451,244, 0.026,247, 0.026,247, -0.042,245, 0.066,246, 2000, end, 1469.25,___, 1552.87,___, 1254.07,___, 1320.28,___, -10.139,___, 1034489,252, 1.400,252, 1.000,252, 0.011,241, 0.421,247, 0.003,252, 0.003,252, 0.011,249, -0.063,249, 1999, end, 1229.23,___, 1473.10,___, 1205.46,___, 1469.25,___, 19.526,___, 808342,252, 1.138,252, 1.000,252, 0.081,237, 0.383,246, 0.000,252, 0.000,252, -0.082,249, 0.039,249, 1998, end, 970.430,___, 1244.93,___, 912.830,___, 1229.23,___, 26.669,___, 672262,252, 1.278,252, 1.000,252, 0.158,239, 0.439,247, -0.034,252, -0.034,252, 0.046,249, 0.130,250, 1997, end, 740.740,___, 986.250,___, 729.550,___, 970.430,___, 31.008,___, 525648,253, 1.142,253, 1.000,253, 0.065,239, 0.414,249, -0.036,253, -0.036,253, -0.142,250, 0.024,251, 1996, end, 615.930,___, 762.120,___, 597.290,___, 740.740,___, 20.264,___, 411420,254, 0.742,254, 1.000,254, 0.039,240, 0.353,250, 0.146,254, 0.146,254, 0.014,251, -0.008,252, 1995, end, 459.210,___, 622.880,___, 457.200,___, 615.930,___, 34.111,___, 346204,252, 0.492,252, 1.000,252, 0.026,243, 0.317,248, -0.001,252, -0.001,252, 0.075,249, 0.124,250, 1994, end, 466.510,___, 482.850,___, 435.860,___, 459.270,___, -1.539,___, 291462,252, 0.620,252, 1.000,252, 0.057,239, 0.382,247, -0.003,252, -0.003,252, 0.026,249, -0.011,250, 1993, end, 435.700,___, 471.290,___, 426.880,___, 466.450,___, 7.055,___, 264712,253, 0.542,253, 1.000,253, 0.184,239, 0.250,248, 0.039,253, 0.039,253, -0.116,250, -0.062,251, 1992, end, 417.030,___, 442.650,___, 392.410,___, 435.710,___, 4.464,___, 202026,254, 0.610,254, 1.000,254, 0.199,240, 0.290,250, -0.039,254, -0.039,254, -0.099,250, -0.013,252, 1991, end, 330.200,___, 418.320,___, 309.350,___, 417.090,___, 26.307,___, 179204,253, 0.901,253, 1.000,253, 0.253,239, 0.368,249, 0.034,253, 0.034,253, 0.020,249, 0.007,251, 1990, end, 353.400,___, 369.780,___, 294.510,___, 330.220,___, -6.559,___, 156849,253, 1.005,253, 1.000,253, 0.183,239, 0.390,249, 0.115,253, 0.115,253, -0.049,250, -0.002,251, 1989, end, 277.720,___, 360.440,___, 273.810,___, 353.400,___, 27.250,___, 165459,252, 0.823,252, 1.000,252, -0.013,242, 0.293,248, -0.066,252, -0.066,252, 0.116,248, 0.071,250, 1988, end, 247.100,___, 283.950,___, 240.170,___, 277.720,___, 12.401,___, 161455,253, 1.076,253, 1.000,253, 0.094,240, 0.448,249, -0.038,253, -0.038,253, -0.032,250, -0.064,251, 1987, end, 242.170,___, 337.890,___, 216.460,___, 247.080,___, 2.028,___, 188927,253, 2.025,253, 1.000,253, 0.013,239, 0.449,249, 0.039,253, 0.039,253, -0.069,249, -0.064,251, 1986, end, 211.280,___, 254.870,___, 202.600,___, 242.170,___, 14.620,___, 141026,253, 0.926,253, 1.000,253, 0.136,238, 0.357,249, 0.102,253, 0.102,253, -0.059,248, 0.016,251, 1985, end, 167.200,___, 213.080,___, 163.360,___, 211.280,___, 26.333,___, 109167,252, 0.640,252, 1.000,252, 0.026,237, 0.028,248, 0.062,252, 0.062,252, -0.063,250, -0.022,250, 1984, end, 164.930,___, 170.410,___, 147.260,___, 167.240,___, 1.401,___, 91223.9,253, 0.803,253, 1.000,253, 0.123,243, 0.214,246, 0.113,253, 0.113,253, 0.074,252, 0.137,251, 1983, end, 140.650,___, 172.650,___, 138.080,___, 164.930,___, 17.271,___, 85309.6,253, 0.839,253, 1.000,253, na,, na,, 0.002,253, 0.002,253, na,, na,, 1982, end, 122.550,___, 144.360,___, 102.200,___, 140.640,___, 14.761,___, 65045.0,253, 1.150,253, 1.000,253, na,, na,, 0.111,253, 0.111,253, na,, na,, 1981, end, 135.760,___, 140.320,___, 110.190,___, 122.550,___, -9.730,___, 46857.1,253, 0.847,253, 1.000,253, na,, na,, 0.100,253, 0.100,253, na,, na,, 1980, end, 107.940,___, 141.960,___, 94.230,___, 135.760,___, 25.774,___, 44864.2,253, 1.037,253, 1.000,253, na,, na,, 0.113,253, 0.113,253, na,, na,, 1979, end, 96.110,___, 112.160,___, 95.220,___, 107.940,___, 12.309,___, 32264.3,253, 0.683,253, 1.000,253, na,, na,, 0.160,253, 0.160,253, na,, na,, 1978, end, 95.100,___, 108.050,___, 86.450,___, 96.110,___, 1.062,___, 28571.7,252, 0.793,252, 1.000,252, na,, na,, 0.125,252, 0.125,252, na,, na,, 1977, end, 107.460,___, 107.970,___, 90.010,___, 95.100,___, -11.502,___, 20943.3,252, 0.572,252, 1.000,252, na,, na,, 0.204,252, 0.204,252, na,, na,, 1976, end, 90.190,___, 108.720,___, 89.810,___, 107.460,___, 19.148,___, 21182.3,253, 0.700,253, 1.000,253, na,, na,, 0.149,253, 0.149,253, na,, na,, 1975, end, 68.650,___, 96.580,___, 68.650,___, 90.190,___, 31.549,___, 18566.1,253, 0.972,253, 1.000,253, na,, na,, 0.255,253, 0.255,253, na,, na,, 1974, end, 97.550,___, 101.050,___, 60.960,___, 68.560,___, -29.718,___, 13903.6,253, 1.375,253, 1.000,253, na,, na,, 0.256,253, 0.256,253, na,, na,, 1973, end, 118.060,___, 121.740,___, 91.050,___, 97.550,___, -17.366,___, 16102.3,252, 0.997,252, 1.000,252, na,, na,, 0.240,252, 0.240,252, na,, na,, 1972, end, 102.090,___, 119.790,___, 100.870,___, 118.050,___, 15.633,___, 16483.5,251, 0.501,251, 1.000,251, na,, na,, 0.298,251, 0.298,251, na,, na,, 1971, end, 92.150,___, 105.600,___, 89.340,___, 102.090,___, 10.787,___, 15394.2,253, 0.643,253, 1.000,253, na,, na,, 0.289,253, 0.289,253, na,, na,, 1970, end, 92.060,___, 94.250,___, 68.610,___, 92.150,___, 0.098,___, 11601.3,254, 0.955,254, 1.000,254, na,, na,, 0.366,254, 0.366,254, na,, na,, 1969, end, 103.860,___, 106.740,___, 88.040,___, 92.060,___, -11.361,___, 11387.9,250, 0.632,250, 1.000,250, na,, na,, 0.360,250, 0.360,250, na,, na,, 1968, end, 96.470,___, 109.370,___, 86.730,___, 103.860,___, 7.660,___, 12967.7,226, 0.591,226, 1.000,226, na,, na,, 0.182,225, 0.182,225, na,, na,, 1967, end, 80.330,___, 98.310,___, 79.430,___, 96.470,___, 20.092,___, 10075.0,251, 0.529,251, 1.000,251, na,, na,, 0.127,251, 0.127,251, na,, na,, 1966, end, 92.430,___, 94.720,___, 72.280,___, 80.330,___, -13.091,___, 7528.93,252, 0.743,252, 1.000,252, na,, na,, 0.259,252, 0.259,252, na,, na,, 1965, end, 84.750,___, 93.300,___, 80.730,___, 92.430,___, 9.062,___, 6172.06,252, 0.437,252, 1.000,252, na,, na,, 0.173,252, 0.173,252, na,, na,, 1964, end, 75.020,___, 86.800,___, 74.820,___, 84.750,___, 12.970,___, 4885.85,253, 0.331,253, 1.000,253, na,, na,, 0.146,253, 0.146,253, na,, na,, 1963, end, 63.100,___, 75.360,___, 62.320,___, 75.020,___, 18.891,___, 4571.24,251, 0.543,251, 1.000,251, na,, na,, -0.064,251, -0.064,251, na,, na,, 1962, end, 71.550,___, 71.960,___, 51.350,___, 63.100,___, -11.810,___, 3828.65,252, 1.042,252, 1.000,252, na,, na,, 0.133,252, 0.133,252, na,, na,, 1961, end, 57.570,___, 72.640,___, 57.570,___, 71.550,___, 23.129,___, 4071.44,250, 0.637,250, 1.000,250, na,, na,, -0.113,249, -0.113,249, na,, na,, 1960, end, 59.910,___, 60.390,___, 52.200,___, 58.110,___, -2.972,___, 3041.43,252, 0.654,252, 1.000,252, na,, na,, 0.201,252, 0.201,252, na,, na,, 1959, end, 55.440,___, 60.710,___, 53.580,___, 59.890,___, 8.477,___, 3241.31,253, 0.592,253, 1.000,253, na,, na,, 0.079,253, 0.079,253, na,, na,, 1958, end, 40.330,___, 55.210,___, 40.330,___, 55.210,___, 38.060,___, 2962.94,252, 0.566,252, 1.000,252, na,, na,, 0.114,251, 0.114,251, na,, na,, 1957, end, 46.200,___, 49.130,___, 38.980,___, 39.990,___, -14.313,___, 2217.14,252, 0.818,252, 1.000,252, na,, na,, 0.078,252, 0.078,252, na,, na,, 1956, end, 45.160,___, 49.640,___, 43.110,___, 46.670,___, 2.617,___, 2214.46,251, 0.783,251, 1.000,251, na,, na,, 0.056,250, 0.056,250, na,, na,, 1955, end, 36.750,___, 46.410,___, 34.580,___, 45.480,___, 26.404,___, 2573.22,252, 0.967,252, 1.000,252, na,, na,, 0.057,252, 0.057,252, na,, na,, 1954, end, 24.950,___, 35.980,___, 24.800,___, 35.980,___, 45.022,___, 2269.76,252, 0.593,252, 1.000,252, na,, na,, 0.196,252, 0.196,252, na,, na,, 1953, end, 26.540,___, 26.660,___, 22.710,___, 24.810,___, -6.624,___, 1413.15,251, 0.603,251, 1.000,251, na,, na,, 0.072,251, 0.072,251, na,, na,, 1952, end, 23.800,___, 26.590,___, 23.090,___, 26.570,___, 11.780,___, 1308.16,250, 0.498,250, 1.000,250, na,, na,, 0.217,250, 0.217,250, na,, na,, 1951, end, 20.770,___, 23.850,___, 20.690,___, 23.770,___, 16.349,___, 1717.59,249, 0.679,249, 1.000,249, na,, na,, 0.153,249, 0.153,249, na,, na,, 1950, end, 16.930,___, 20.430,___, 16.670,___, 20.430,___, ,, 2012.75,247, 0.942,246, 1.000,246, na,, na,, 0.018,246, 0.018,246, na,, na,,