,Stock Markets - S&P 1500 composite - monthly , Notes : , ,, (1) Open for Month ,, (2) High for Month ,, (3) Low for Month ,, (4) Close for Month ,, (5) %Chg for Month ,, (6) Volume (thous of shares) - Average over days in Month ,, (7) StDev of dly rtns for Month ,, (8) Corr_dly[ SP1500 s|m| w SP500 ] for Month ,, (9) Corr_dly[ SP1500 s|m| w Nikkei ] for Month ,, (10) Corr_dly[ SP1500 s|m| w FTSE ] for Month ,, (11) Daily AutoCorr for Month ,, (12) Corr_dly[ SP1500 s|m| w SP500(d-1) ] for Month ,, (13) Corr_dly[ SP1500 s|m| w NIKKEI(d-1) ] for Month ,, (14) Corr_dly[ SP1500 s|m| w FTSE(d-1) ] for Month ;; EconStats does not guarantee the accuracy of this data. _______________________________________________________________________________________________S&P 1500 composite_______________________________________________________________________________________________ ,,Open for Month,num of observations,High for Month,num of observations,Low for Month,num of observations,Close for Month,num of observations, %Chg for Month,num of observations,Volume (thous) for Month,num of observations,StDev of dly rtns for Month,num of observations,Corr_dly[ SP1500 s|m| w SP500 ] for Month,num of observations,Corr_dly[ SP1500 s|m| w Nikkei ] for Month,num of observations,Corr_dly[ SP1500 s|m| w FTSE ] for Month,num of observations,Daily AutoCorr for Month,num of observations,Corr_dly[ SP1500 s|m| w SP500(d-1) ] for Month,num of observations,Corr_dly[ SP1500 s|m| w NIKKEI(d-1) ] for Month,num of observations,Corr_dly[ SP1500 s|m| w FTSE(d-1) ] for Month,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008-11, , 219.520,___, 227.790,___, 166.470,___, 179.990,___, -18.007,___, ,, 4.522, 15, 1.000, 15, 0.130, 14, 0.523, 15, -0.347, 15, -0.358, 15, -0.445, 15, -0.185, 15, 2008-10, , 265.640,___, 265.740,___, 190.490,___, 219.520,___, -17.362,___, ,, 5.049, 23, 0.999, 23, 0.236, 22, 0.517, 23, -0.073, 23, -0.085, 23, -0.198, 23, -0.108, 23, 2008-09, , 293.970,___, 297.340,___, 252.800,___, 265.640,___, -9.251,___, ,, 3.366, 21, 1.000, 21, -0.117, 19, 0.640, 21, -0.424, 21, -0.432, 21, -0.161, 21, -0.369, 21, 2008-08, , 288.810,___, 299.360,___, 284.110,___, 292.720,___, 1.354,___, ,, 1.388, 18, 0.931, 18, 0.146, 13, 0.532, 17, -0.257, 17, -0.181, 18, -0.555, 12, -0.136, 18, 2008-07, , 291.610,___, 294.450,___, 273.170,___, 288.810,___, -0.960,___, ,, 1.465, 22, 0.999, 22, -0.044, 20, 0.017, 20, -0.243, 22, -0.251, 22, 0.014, 22, 0.214, 21, 2008-06, , 318.490,___, 319.890,___, 290.110,___, 291.610,___, -8.440,___, ,, 1.230, 21, 0.999, 21, -0.323, 14, 0.521, 14, -0.336, 21, -0.327, 21, 0.158, 15, 0.142, 15, 2008-05, , 313.750,___, 326.760,___, 311.950,___, 318.490,___, 1.511,___, ,, 0.886, 21, 0.999, 21, 0.316, 19, 0.287, 20, -0.174, 21, -0.177, 21, -0.057, 20, 0.126, 21, 2008-04, , 298.960,___, 318.190,___, 298.960,___, 313.750,___, 4.947,___, ,, 1.163, 22, 0.999, 22, 0.088, 21, 0.781, 22, 0.042, 22, 0.051, 22, -0.158, 22, 0.009, 22, 2008-03, , 300.790,___, 306.730,___, 287.280,___, 298.960,___, -0.608,___, ,, 1.819, 18, 0.966, 18, 0.083, 17, 0.592, 18, -0.563, 17, -0.408, 18, -0.061, 18, -0.526, 17, 2008-02, , 311.210,___, 315.480,___, 297.660,___, 300.790,___, -3.348,___, ,, 1.308, 20, 0.999, 20, 0.032, 19, 0.374, 20, 0.251, 20, 0.260, 20, -0.039, 20, 0.401, 20, 2008-01, , 331.370,___, 332.110,___, 286.350,___, 311.210,___, -6.084,___, ,, 1.532, 21, 0.999, 21, 0.158, 18, 0.187, 21, -0.187, 21, -0.193, 21, 0.083, 18, -0.005, 21, 2007-12, , 334.120,___, 344.020,___, 323.680,___, 331.370,___, -0.823,___, ,, 1.135, 20, 1.000, 20, 0.346, 18, 0.446, 19, 0.024, 20, 0.013, 20, 0.151, 20, 0.313, 19, 2007-11, , 350.150,___, 350.150,___, 317.370,___, 334.120,___, -4.578,___, ,, 1.674, 20, 0.998, 20, 0.020, 19, 0.714, 20, -0.282, 20, -0.333, 20, -0.032, 20, -0.198, 20, 2007-10, , 344.710,___, 356.400,___, 336.680,___, 350.150,___, 1.578,___, ,, 0.884, 23, 0.999, 23, 0.330, 22, 0.584, 23, -0.163, 23, -0.154, 23, -0.340, 23, 0.116, 23, 2007-09, , 333.460,___, 347.670,___, 325.150,___, 344.710,___, 3.414,___, ,, 1.009, 19, 0.999, 19, 0.046, 17, 0.771, 19, -0.142, 19, -0.134, 19, -0.151, 19, -0.419, 19, 2007-08, , 329.160,___, 339.790,___, 309.710,___, 333.330,___, 1.267,___, ,, 1.518, 23, 0.999, 23, -0.264, 23, 0.457, 22, -0.248, 23, -0.240, 23, -0.086, 23, -0.362, 23, 2007-07, , 340.630,___, 352.450,___, 328.780,___, 329.160,___, -3.367,___, ,, 1.045, 21, 0.817, 21, 0.313, 20, 0.451, 21, 0.204, 21, 0.109, 21, -0.152, 21, 0.243, 21, 2007-06, , 346.940,___, 349.330,___, 336.140,___, 340.630,___, -1.819,___, ,, 0.857, 21, 1.000, 21, -0.160, 21, 0.401, 21, -0.145, 21, -0.152, 21, -0.002, 21, 0.301, 21, 2007-05, , 335.420,___, 348.020,___, 334.030,___, 346.940,___, 3.434,___, ,, 0.583, 22, 0.925, 22, -0.025, 20, 0.416, 21, -0.309, 22, -0.238, 22, -0.320, 21, 0.020, 22, 2007-04, , 323.020,___, 339.350,___, 323.020,___, 335.420,___, 4.132,___, ,, 0.555, 19, 0.993, 19, 0.130, 18, 0.530, 18, -0.231, 19, -0.170, 19, -0.328, 19, 0.054, 18, 2007-03, , 318.790,___, 326.080,___, 308.920,___, 322.110,___, 1.041,___, ,, 0.876, 22, 0.999, 22, 0.560, 21, 0.451, 22, -0.058, 22, -0.056, 22, -0.127, 22, -0.018, 22, 2007-02, , 324.970,___, 331.230,___, 315.180,___, 318.790,___, -1.902,___, ,, 0.895, 19, 0.999, 19, 0.072, 18, 0.586, 19, -0.009, 19, -0.020, 19, 0.024, 19, -0.224, 19, 2007-01, , 319.870,___, 325.740,___, 316.490,___, 324.970,___, 1.594,___, ,, 0.497, 20, 0.997, 20, 0.100, 18, 0.590, 20, -0.113, 19, -0.120, 19, -0.256, 18, -0.184, 20, 2006-12, , 316.520,___, 323.180,___, 313.140,___, 319.870,___, 1.058,___, ,, 0.435, 20, 0.953, 20, -0.002, 20, 0.500, 19, -0.070, 20, -0.003, 20, -0.167, 20, 0.118, 19, 2006-11, , 310.910,___, 317.770,___, 306.840,___, 316.520,___, 1.804,___, ,, 0.557, 21, 0.981, 21, 0.096, 20, 0.533, 21, 0.046, 21, 0.109, 21, 0.170, 21, -0.009, 21, 2006-10, , 301.000,___, 313.720,___, 298.710,___, 310.910,___, 3.292,___, ,, 0.476, 21, 0.989, 21, 0.094, 20, 0.550, 21, -0.023, 21, -0.038, 21, -0.312, 21, 0.069, 21, 2006-09, , 294.410,___, 302.220,___, 290.930,___, 301.000,___, 2.238,___, ,, 0.537, 20, 0.997, 20, 0.005, 19, 0.585, 20, 0.091, 20, 0.086, 20, -0.155, 20, -0.365, 20, 2006-08, , 288.590,___, 294.960,___, 284.550,___, 294.410,___, 2.017,___, ,, 0.490, 23, 0.996, 23, 0.040, 23, 0.211, 22, 0.159, 23, 0.159, 23, 0.096, 23, 0.417, 23, 2006-07, , 288.430,___, 290.710,___, 276.890,___, 288.590,___, 0.055,___, ,, 0.930, 20, 0.999, 20, 0.136, 19, 0.751, 20, -0.065, 20, -0.066, 20, -0.035, 20, -0.021, 20, 2006-06, , 288.440,___, 293.370,___, 275.910,___, 288.430,___, -0.003,___, ,, 1.040, 21, 0.881, 21, 0.330, 21, 0.281, 21, 0.064, 21, 0.299, 21, -0.375, 21, 0.262, 21, 2006-05, , 297.100,___, 302.290,___, 282.390,___, 288.440,___, -3.286,___, ,, 0.913, 19, 0.879, 19, 0.059, 16, 0.567, 19, -0.033, 19, 0.258, 19, 0.105, 17, -0.033, 19, 2006-04, , 294.780,___, 300.280,___, 291.300,___, 298.240,___, 1.174,___, ,, 0.586, 19, 0.997, 19, 0.256, 19, 0.317, 18, 0.059, 19, 0.048, 19, -0.075, 19, -0.117, 18, 2006-03, , 290.790,___, 297.950,___, 287.510,___, 294.780,___, 1.372,___, ,, 0.588, 18, 0.925, 18, -0.148, 17, 0.167, 18, -0.098, 17, 0.025, 18, 0.037, 18, 0.023, 18, 2006-02, , 291.010,___, 294.640,___, 284.840,___, 290.790,___, -0.076,___, ,, 0.598, 18, 0.992, 18, -0.104, 18, 0.395, 18, -0.236, 17, -0.256, 18, -0.046, 18, -0.006, 18, 2006-01, , 282.370,___, 293.310,___, 281.560,___, 291.010,___, 3.060,___, ,, 0.848, 15, 0.854, 15, 0.088, 13, 0.328, 15, -0.214, 13, -0.045, 15, -0.148, 14, -0.017, 15, 2005-12, , 282.580,___, 288.650,___, 281.990,___, 282.370,___, -0.074,___, ,, 0.636, 16, 0.909, 16, 0.207, 16, 0.545, 16, -0.106, 15, 0.077, 16, 0.044, 16, -0.425, 16, 2005-11, , 272.590,___, 287.270,___, 271.340,___, 282.580,___, 3.665,___, ,, 0.525, 19, 0.974, 19, -0.031, 17, 0.506, 19, 0.069, 19, 0.040, 19, 0.359, 19, -0.254, 19, 2005-10, , 277.790,___, 278.940,___, 263.970,___, 272.590,___, -1.872,___, ,, 1.058, 17, 0.993, 17, -0.305, 16, 0.339, 17, -0.159, 16, -0.139, 17, -0.045, 17, -0.089, 17, 2005-09, , 275.870,___, 280.810,___, 271.950,___, 277.790,___, 0.696,___, ,, 0.598, 20, 0.998, 20, -0.026, 18, 0.487, 20, 0.069, 20, 0.083, 20, -0.105, 20, 0.083, 20, 2005-08, , 279.080,___, 281.650,___, 271.230,___, 275.870,___, -1.150,___, ,, 0.630, 21, 0.963, 21, 0.164, 21, 0.548, 20, -0.176, 21, -0.187, 21, 0.433, 21, 0.429, 21, 2005-07, , 268.780,___, 281.420,___, 267.380,___, 279.080,___, 3.832,___, ,, 0.622, 19, 0.956, 19, -0.079, 18, 0.131, 19, -0.422, 19, -0.133, 19, 0.127, 19, -0.122, 19, 2005-06, , 267.970,___, 274.900,___, 267.580,___, 268.780,___, 0.302,___, ,, 0.549, 19, 0.998, 19, 0.146, 19, 0.502, 19, 0.121, 18, 0.076, 19, -0.106, 19, -0.363, 19, 2005-05, , 260.570,___, 269.580,___, 257.070,___, 267.970,___, 4.541,___, ,, 0.734, 20, 0.871, 20, 0.058, 17, 0.576, 20, 0.108, 19, -0.056, 20, -0.185, 18, 0.353, 20, 2005-04, , 265.390,___, 267.820,___, 255.130,___, 256.330,___, -3.414,___, ,, 0.948, 20, 0.999, 20, -0.029, 20, 0.179, 20, -0.360, 20, -0.357, 20, -0.127, 20, -0.156, 20, 2005-03, , 270.480,___, 276.310,___, 261.520,___, 265.390,___, -1.882,___, ,, 0.614, 23, 0.997, 22, 0.004, 22, 0.114, 21, -0.155, 23, -0.160, 23, -0.112, 23, 0.055, 22, 2005-02, , 265.080,___, 272.290,___, 265.020,___, 270.480,___, 2.037,___, ,, 0.676, 20, 0.999, 19, 0.172, 19, 0.497, 20, -0.038, 20, -0.044, 20, -0.036, 20, -0.299, 20, 2005-01, , 271.950,___, 273.200,___, 260.700,___, 265.080,___, -2.526,___, ,, 0.655, 21, 0.997, 20, 0.275, 19, 0.029, 20, 0.012, 21, 0.090, 21, 0.143, 20, 0.315, 21, 2004-12, , 263.340,___, 273.210,___, 262.940,___, 271.950,___, 3.270,___, ,, 0.566, 23, 0.997, 22, -0.075, 21, 0.319, 21, -0.131, 23, -0.138, 23, -0.085, 23, -0.024, 22, 2004-11, , 252.720,___, 266.140,___, 252.120,___, 263.340,___, 4.202,___, ,, 0.616, 22, 0.999, 21, 0.007, 20, 0.483, 22, 0.155, 22, 0.143, 22, 0.019, 22, 0.133, 22, 2004-10, , 249.170,___, 255.320,___, 243.940,___, 252.720,___, 1.425,___, ,, 0.782, 21, 0.999, 21, 0.232, 20, 0.469, 21, 0.178, 21, 0.173, 21, -0.081, 21, 0.010, 21, 2004-09, , 246.580,___, 252.590,___, 245.160,___, 249.170,___, 1.256,___, ,, 0.587, 22, 0.997, 21, 0.242, 20, 0.513, 22, -0.251, 22, -0.308, 22, 0.085, 22, -0.143, 22, 2004-08, , 245.760,___, 247.320,___, 236.080,___, 246.080,___, 0.130,___, ,, 0.860, 22, 0.999, 22, 0.058, 22, 0.376, 21, 0.109, 22, 0.113, 22, -0.133, 22, 0.020, 22, 2004-07, , 254.990,___, 254.990,___, 240.420,___, 245.760,___, -3.620,___, ,, 0.618, 22, 0.997, 21, -0.207, 21, 0.154, 22, -0.345, 22, -0.273, 22, 0.436, 22, 0.205, 22, 2004-06, , 250.060,___, 255.800,___, 248.530,___, 254.990,___, 1.972,___, ,, 0.627, 22, 0.987, 21, 0.339, 22, 0.371, 22, -0.111, 22, -0.160, 22, 0.014, 22, -0.246, 22, 2004-05, , 246.900,___, 251.490,___, 239.570,___, 250.060,___, 1.280,___, ,, 0.721, 21, 0.949, 20, 0.491, 18, 0.544, 19, 0.241, 21, 0.242, 21, 0.009, 19, -0.009, 21, 2004-04, , 251.640,___, 257.120,___, 246.880,___, 246.900,___, -1.884,___, ,, 0.777, 22, 0.999, 21, 0.031, 21, 0.403, 20, 0.134, 22, 0.114, 22, -0.046, 22, 0.194, 21, 2004-03, , 255.120,___, 259.540,___, 242.630,___, 251.640,___, -1.364,___, ,, 0.965, 23, 0.999, 23, 0.318, 23, 0.725, 23, 0.015, 23, 0.021, 23, 0.245, 23, -0.210, 23, 2004-02, , 251.760,___, 258.210,___, 250.090,___, 255.120,___, 1.335,___, ,, 0.569, 20, 0.877, 19, 0.011, 19, 0.048, 20, -0.152, 20, 0.022, 20, -0.117, 20, -0.315, 20, 2004-01, , 253.740,___, 257.330,___, 249.720,___, 251.760,___, ,, ,, 0.839, 8, 0.998, 8, -0.298, 8, -0.369, 8, -0.164, 8, -0.202, 8, 0.680, 8, -0.055, 8,