,Stock Markets - Russell 1000 - quarterly , Notes : , ,, (1) Open for Quarter ,, (2) High for Quarter ,, (3) Low for Quarter ,, (4) Close for Quarter ,, (5) %Chg for Quarter ,, (6) Volume (thous of shares) - Average over days in Quarter ,, (7) StDev of dly rtns for Quarter ,, (8) Corr_dly[ Rus 1000 w SP500 ] for Quarter ,, (9) Corr_dly[ Rus 1000 w Nikkei ] for Quarter ,, (10) Corr_dly[ Rus 1000 w FTSE ] for Quarter ,, (11) Daily AutoCorr for Quarter ,, (12) Corr_dly[ Rus 1000 w SP500(d-1) ] for Quarter ,, (13) Corr_dly[ Rus 1000 w NIKKEI(d-1) ] for Quarter ,, (14) Corr_dly[ Rus 1000 w FTSE(d-1) ] for Quarter ;; EconStats does not guarantee the accuracy of this data. __________________________________________________________________________________________________Russell 1000__________________________________________________________________________________________________ ,,Open for Quarter,num of observations,High for Quarter,num of observations,Low for Quarter,num of observations,Close for Quarter,num of observations, %Chg for Quarter,num of observations,Volume (thous) for Quarter,num of observations,StDev of dly rtns for Quarter,num of observations,Corr_dly[ Rus 1000 w SP500 ] for Quarter,num of observations,Corr_dly[ Rus 1000 w Nikkei ] for Quarter,num of observations,Corr_dly[ Rus 1000 w FTSE ] for Quarter,num of observations,Daily AutoCorr for Quarter,num of observations,Corr_dly[ Rus 1000 w SP500(d-1) ] for Quarter,num of observations,Corr_dly[ Rus 1000 w NIKKEI(d-1) ] for Quarter,num of observations,Corr_dly[ Rus 1000 w FTSE(d-1) ] for Quarter,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008.4, , 634.010,___, 634.030,___, 396.210,___, 427.880,___, -32.439,___, ,, 4.811, 38, 1.000, 38, 0.207, 36, 0.525, 38, -0.148, 38, -0.155, 38, -0.268, 38, -0.128, 38, 2008.3, , 703.090,___, 716.790,___, 602.340,___, 633.320,___, -9.940,___, ,, 2.248, 62, 0.990, 62, -0.054, 53, 0.533, 59, -0.350, 61, -0.347, 62, -0.165, 56, -0.212, 61, 2008.2, , 720.320,___, 788.340,___, 699.260,___, 703.220,___, -2.374,___, ,, 1.134, 62, 0.998, 62, 0.085, 54, 0.584, 56, -0.095, 61, -0.076, 62, 0.012, 55, 0.164, 56, 2008.1, , 799.730,___, 803.250,___, 684.140,___, 720.320,___, -9.940,___, ,, 1.542, 61, 0.999, 61, 0.106, 56, 0.373, 60, -0.151, 61, -0.140, 61, 0.008, 58, -0.089, 60, 2007.4, , 830.710,___, 858.640,___, 765.900,___, 799.820,___, -3.705,___, ,, 1.220, 64, 0.999, 64, 0.205, 60, 0.616, 63, -0.209, 64, -0.203, 64, -0.041, 64, 0.010, 63, 2007.3, , 819.100,___, 847.440,___, 742.840,___, 830.590,___, 1.517,___, ,, 1.217, 63, 0.999, 63, -0.079, 60, 0.565, 62, -0.163, 63, -0.162, 63, -0.079, 63, -0.273, 63, 2007.2, , 775.990,___, 840.590,___, 773.680,___, 818.180,___, 5.440,___, ,, 0.660, 63, 0.998, 63, -0.061, 60, 0.465, 61, -0.141, 63, -0.148, 63, -0.159, 62, 0.180, 62, 2007.1, , 770.520,___, 798.860,___, 744.550,___, 775.970,___, 0.765,___, ,, 0.760, 61, 0.999, 61, 0.312, 57, 0.510, 61, -0.026, 60, -0.033, 60, -0.123, 59, -0.111, 61, 2006.4, , 723.360,___, 777.810,___, 718.530,___, 770.080,___, 6.441,___, ,, 0.474, 63, 0.998, 63, 0.084, 61, 0.534, 62, 0.040, 63, 0.054, 63, -0.094, 63, 0.043, 62, 2006.3, , 692.430,___, 726.110,___, 664.770,___, 723.480,___, 4.578,___, ,, 0.644, 63, 0.998, 63, 0.087, 61, 0.588, 62, 0.019, 63, 0.016, 63, -0.031, 63, -0.010, 63, 2006.2, , 707.240,___, 723.250,___, 663.180,___, 691.810,___, -2.114,___, ,, 0.811, 63, 0.999, 63, 0.193, 60, 0.543, 61, 0.091, 63, 0.094, 63, -0.137, 61, -0.037, 62, 2006.1, , 679.960,___, 714.220,___, 677.510,___, 706.750,___, 4.023,___, ,, 0.589, 62, 0.998, 62, 0.053, 59, 0.420, 62, -0.187, 62, -0.180, 62, -0.078, 61, -0.075, 62, 2005.4, , 668.570,___, 693.720,___, 633.880,___, 679.420,___, 1.629,___, ,, 0.682, 63, 0.998, 63, -0.003, 59, 0.422, 62, -0.028, 63, -0.030, 63, 0.039, 63, -0.180, 62, 2005.3, , 646.130,___, 676.670,___, 642.490,___, 668.530,___, 3.500,___, 172.340, 15, 0.559, 64, 0.998, 64, 0.006, 61, 0.337, 63, -0.081, 64, -0.084, 64, 0.111, 64, 0.104, 64, 2005.2, , 636.160,___, 660.040,___, 612.690,___, 645.920,___, 1.595,___, 1616.75, 60, 0.706, 64, 0.997, 64, 0.053, 60, 0.304, 63, -0.193, 64, -0.187, 64, -0.095, 62, -0.034, 64, 2005.1, , 651.260,___, 660.630,___, 624.330,___, 635.780,___, -2.336,___, 2430.07, 41, 0.652, 61, 0.998, 61, 0.138, 57, 0.241, 59, -0.005, 61, -0.006, 61, 0.017, 60, 0.044, 60, 2004.4, , 596.560,___, 653.900,___, 583.540,___, 650.990,___, 9.289,___, ,, 0.646, 64, 0.999, 64, 0.100, 59, 0.456, 62, 0.101, 64, 0.107, 64, -0.041, 64, 0.036, 63, 2004.3, , 609.230,___, 609.230,___, 565.500,___, 595.660,___, -2.240,___, ,, 0.694, 64, 0.998, 64, 0.020, 61, 0.337, 63, -0.066, 64, -0.054, 64, 0.124, 64, 0.071, 64, 2004.2, , 603.460,___, 616.290,___, 574.880,___, 609.310,___, 0.976,___, ,, 0.707, 62, 0.998, 62, 0.303, 58, 0.417, 60, 0.070, 62, 0.057, 62, -0.069, 60, -0.037, 61, 2004.1, , 594.980,___, 622.760,___, 582.280,___, 603.420,___, 1.490,___, ,, 0.758, 62, 0.999, 62, 0.225, 59, 0.430, 62, -0.064, 62, -0.068, 62, 0.070, 60, -0.178, 62, 2003.4, , 532.150,___, 595.260,___, 532.150,___, 594.560,___, 11.728,___, ,, 0.694, 64, 0.998, 64, 0.124, 59, 0.493, 63, -0.174, 64, -0.183, 64, 0.115, 64, -0.024, 63, 2003.3, , 518.930,___, 555.460,___, 512.410,___, 532.150,___, 2.546,___, ,, 0.868, 64, 0.999, 64, 0.292, 61, 0.371, 63, -0.209, 64, -0.205, 64, 0.070, 64, 0.041, 64, 2003.2, , 450.350,___, 539.980,___, 450.180,___, 518.940,___, 15.230,___, ,, 1.043, 63, 0.999, 63, -0.060, 61, 0.554, 61, -0.101, 63, -0.107, 63, -0.136, 63, -0.158, 62, 2003.1, , 466.180,___, 494.950,___, 419.020,___, 450.350,___, -3.396,___, ,, 1.490, 61, 1.000, 61, -0.078, 56, 0.476, 61, -0.119, 61, -0.115, 61, 0.114, 58, -0.002, 61, 2002.4, , 433.220,___, 504.270,___, 406.530,___, 466.180,___, 7.608,___, ,, 1.709, 64, 0.999, 64, 0.370, 60, 0.542, 63, -0.183, 64, -0.191, 64, -0.165, 64, -0.140, 63, 2002.3, , 523.710,___, 525.590,___, 412.480,___, 433.220,___, -17.280,___, ,, 2.206, 64, 0.999, 64, -0.007, 62, 0.454, 63, 0.076, 64, 0.078, 64, -0.078, 64, 0.041, 64, 2002.2, , 607.350,___, 607.840,___, 503.660,___, 523.720,___, -13.770,___, ,, 1.234, 64, 0.999, 64, 0.112, 61, 0.345, 60, -0.092, 64, -0.095, 64, -0.322, 63, -0.156, 62, 2002.1, , 604.940,___, 620.630,___, 567.110,___, 607.350,___, 0.398,___, ,, 1.098, 59, 0.996, 59, 0.360, 54, 0.508, 59, -0.113, 59, -0.024, 59, 0.110, 56, -0.159, 59, 2001.4, , 546.460,___, 617.910,___, 538.970,___, 604.940,___, 10.702,___, ,, 1.071, 64, 0.999, 64, 0.338, 59, 0.472, 63, 0.118, 64, 0.122, 64, -0.183, 64, -0.013, 63, 2001.3, , 646.930,___, 654.420,___, 497.210,___, 546.460,___, -15.492,___, ,, 1.417, 59, 0.999, 59, 0.321, 57, 0.499, 58, 0.129, 58, 0.126, 58, -0.214, 59, 0.218, 59, 2001.2, , 610.360,___, 695.720,___, 572.480,___, 646.640,___, 5.944,___, ,, 1.412, 63, 0.999, 63, 0.150, 60, 0.567, 61, 0.044, 63, 0.042, 63, 0.035, 62, 0.139, 62, 2001.1, , 700.090,___, 732.130,___, 568.770,___, 610.360,___, -12.817,___, ,, 1.598, 62, 0.997, 62, 0.034, 57, 0.287, 62, -0.143, 62, -0.146, 62, 0.118, 60, -0.135, 62, 2000.4, , 772.600,___, 778.550,___, 662.220,___, 700.090,___, -9.385,___, ,, 1.634, 63, 0.993, 63, 0.169, 61, 0.618, 62, 0.044, 63, 0.049, 63, -0.029, 63, -0.096, 62, 2000.3, , 769.680,___, 818.260,___, 745.190,___, 772.600,___, 0.379,___, ,, 0.942, 61, 0.988, 61, 0.147, 59, 0.348, 61, -0.070, 60, -0.091, 61, -0.060, 61, 0.264, 61, 2000.2, , 797.990,___, 810.620,___, 706.270,___, 769.680,___, -3.548,___, ,, 1.650, 62, 0.995, 62, -0.132, 59, 0.415, 60, -0.026, 62, -0.042, 62, 0.042, 60, -0.027, 61, 2000.1, , 767.970,___, 826.760,___, 708.330,___, 797.990,___, 3.909,___, ,, 1.546, 63, 0.994, 63, -0.095, 59, 0.362, 62, 0.045, 63, 0.081, 63, -0.004, 62, -0.181, 62, 1999.4, , 663.830,___, 769.750,___, 639.160,___, 767.970,___, 15.688,___, ,, 1.049, 64, 0.996, 64, 0.217, 59, 0.481, 61, 0.065, 64, 0.064, 64, -0.138, 64, 0.156, 63, 1999.3, , 713.600,___, 737.530,___, 650.530,___, 663.830,___, -6.976,___, ,, 1.045, 64, 0.998, 64, 0.041, 61, 0.494, 63, -0.025, 64, -0.027, 64, -0.012, 64, 0.095, 64, 1999.2, , 667.490,___, 717.570,___, 665.370,___, 713.610,___, 6.909,___, ,, 1.119, 63, 0.999, 63, -0.119, 59, 0.079, 61, 0.036, 63, 0.039, 63, -0.097, 61, -0.071, 62, 1999.1, , 642.870,___, 685.320,___, 630.320,___, 667.490,___, 3.830,___, ,, 1.255, 61, 0.999, 61, 0.176, 58, 0.441, 61, -0.076, 61, -0.065, 61, -0.121, 60, -0.029, 60, 1998.4, , 529.110,___, 647.220,___, 476.520,___, 642.870,___, 21.500,___, ,, 1.255, 64, 0.996, 64, 0.207, 60, 0.363, 62, 0.080, 64, 0.078, 64, -0.143, 64, 0.067, 63, 1998.3, , 592.570,___, 621.920,___, 487.270,___, 529.110,___, -10.709,___, ,, 1.802, 64, 0.998, 64, 0.143, 61, 0.496, 63, -0.110, 64, -0.112, 64, 0.314, 64, 0.147, 64, 1998.2, , 580.310,___, 598.190,___, 562.950,___, 592.570,___, 2.113,___, ,, 0.838, 63, 0.997, 63, 0.098, 60, 0.532, 61, 0.201, 63, 0.183, 63, -0.259, 62, 0.126, 62, 1998.1, , 513.790,___, 585.880,___, 482.290,___, 580.310,___, 12.947,___, ,, 0.837, 61, 0.997, 61, 0.184, 58, 0.513, 61, -0.051, 61, -0.038, 61, -0.088, 59, 0.105, 61, 1997.4, , 502.890,___, 520.670,___, 453.010,___, 513.790,___, 2.598,___, ,, 1.434, 64, 0.999, 64, 0.165, 59, 0.482, 63, -0.089, 64, -0.088, 64, -0.240, 64, -0.061, 63, 1997.3, , 462.950,___, 507.290,___, 462.950,___, 500.780,___, 8.172,___, ,, 0.965, 64, 0.998, 64, 0.076, 61, 0.560, 63, -0.004, 64, -0.006, 64, -0.288, 64, 0.145, 64, 1997.2, , 398.190,___, 472.160,___, 386.730,___, 462.950,___, 16.264,___, ,, 0.989, 64, 0.997, 64, -0.089, 62, 0.273, 63, -0.003, 64, -0.016, 64, 0.006, 64, 0.104, 63, 1997.1, , 393.750,___, 431.990,___, 387.490,___, 398.190,___, 1.128,___, ,, 0.876, 61, 0.996, 61, -0.037, 57, 0.187, 60, 0.232, 61, 0.233, 61, 0.046, 58, -0.029, 61, 1996.4, , 366.770,___, 404.070,___, 365.250,___, 393.750,___, 7.356,___, ,, 0.653, 64, 0.995, 64, 0.087, 60, 0.374, 63, 0.259, 64, 0.261, 64, -0.082, 64, -0.017, 63, 1996.3, , 357.100,___, 368.290,___, 321.060,___, 366.770,___, 2.708,___, ,, 0.837, 64, 0.995, 64, 0.173, 62, 0.466, 63, 0.217, 64, 0.208, 64, 0.099, 64, 0.081, 64, 1996.2, , 345.010,___, 363.420,___, 333.590,___, 357.100,___, 3.504,___, ,, 0.626, 63, 0.995, 63, 0.095, 60, 0.186, 61, 0.169, 63, 0.169, 63, -0.112, 62, 0.102, 62, 1996.1, , 328.890,___, 353.510,___, 317.600,___, 345.010,___, 4.901,___, ,, 0.806, 63, 0.996, 63, -0.156, 58, 0.401, 63, 0.029, 63, 0.025, 63, 0.087, 61, -0.176, 63, 1995.4, , 313.280,___, 331.930,___, 305.130,___, 328.890,___, 4.983,___, ,, 0.560, 63, 0.987, 63, 0.014, 61, 0.253, 62, -0.062, 63, -0.074, 63, -0.043, 63, 0.123, 62, 1995.3, , 289.290,___, 314.910,___, 288.340,___, 313.280,___, 8.293,___, ,, 0.477, 63, 0.978, 63, 0.269, 62, 0.203, 62, 0.069, 63, 0.067, 63, 0.154, 63, 0.082, 63, 1995.2, , 266.140,___, 292.910,___, 265.790,___, 289.290,___, 8.711,___, ,, 0.528, 63, 0.995, 63, -0.057, 60, 0.533, 61, 0.106, 63, 0.089, 63, 0.067, 61, 0.135, 62, 1995.1, , 244.640,___, 269.850,___, 243.540,___, 266.110,___, 8.776,___, ,, 0.436, 63, 0.993, 63, -0.001, 60, 0.450, 63, 0.079, 63, 0.055, 63, 0.060, 62, 0.083, 63, 1994.4, , 247.490,___, 252.780,___, 235.440,___, 244.640,___, -1.152,___, ,, 0.642, 63, 0.995, 63, 0.161, 59, 0.371, 62, 0.211, 63, 0.187, 63, 0.107, 63, 0.091, 62, 1994.3, , 237.110,___, 255.040,___, 236.880,___, 247.490,___, 4.378,___, ,, 0.498, 64, 0.994, 64, 0.011, 62, 0.509, 63, 0.067, 64, 0.040, 64, 0.028, 64, -0.012, 64, 1994.2, , 239.190,___, 247.700,___, 234.100,___, 237.110,___, -0.870,___, ,, 0.703, 62, 0.994, 62, -0.004, 58, 0.346, 60, -0.162, 62, -0.183, 62, -0.214, 60, -0.194, 61, 1994.1, , 250.850,___, 258.680,___, 234.380,___, 239.190,___, -4.595,___, ,, 0.597, 63, 0.994, 63, 0.111, 60, 0.354, 62, 0.124, 63, 0.098, 63, 0.167, 62, 0.066, 63, 1993.4, , 247.950,___, 253.520,___, 242.810,___, 250.710,___, 1.113,___, ,, 0.447, 64, 0.976, 64, 0.166, 59, 0.146, 62, 0.196, 64, 0.146, 64, -0.068, 64, -0.101, 63, 1993.3, , 241.780,___, 249.600,___, 237.480,___, 247.950,___, 2.552,___, ,, 0.438, 64, 0.990, 64, -0.004, 62, 0.232, 63, 0.076, 64, 0.077, 64, -0.180, 64, 0.148, 64, 1993.2, , 241.800,___, 243.430,___, 230.840,___, 241.780,___, -0.008,___, ,, 0.628, 63, 0.994, 63, 0.183, 58, 0.170, 61, 0.062, 63, 0.049, 63, -0.077, 61, -0.087, 62, 1993.1, , 233.580,___, 244.040,___, 228.740,___, 241.800,___, 3.515,___, ,, 0.627, 62, 0.992, 62, 0.354, 60, 0.416, 62, 0.116, 62, 0.099, 62, -0.163, 61, -0.105, 62, 1992.4, , 231.520,___, 236.320,___, 229.850,___, 233.590,___, ,, ,, 0.488, 12, 0.990, 12, 0.494, 10, 0.413, 11, 0.206, 12, 0.220, 12, 0.211, 12, 0.079, 11,