,Stock Markets - Russell 2000 - 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 2000 w SP500 ] for Quarter ,, (9) Corr_dly[ Rus 2000 w Nikkei ] for Quarter ,, (10) Corr_dly[ Rus 2000 w FTSE ] for Quarter ,, (11) Daily AutoCorr for Quarter ,, (12) Corr_dly[ Rus 2000 w SP500(d-1) ] for Quarter ,, (13) Corr_dly[ Rus 2000 w NIKKEI(d-1) ] for Quarter ,, (14) Corr_dly[ Rus 2000 w FTSE(d-1) ] for Quarter ;; EconStats does not guarantee the accuracy of this data. __________________________________________________________________________________________________Russell 2000__________________________________________________________________________________________________ ,,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 2000 w SP500 ] for Quarter,num of observations,Corr_dly[ Rus 2000 w Nikkei ] for Quarter,num of observations,Corr_dly[ Rus 2000 w FTSE ] for Quarter,num of observations,Daily AutoCorr for Quarter,num of observations,Corr_dly[ Rus 2000 w SP500(d-1) ] for Quarter,num of observations,Corr_dly[ Rus 2000 w NIKKEI(d-1) ] for Quarter,num of observations,Corr_dly[ Rus 2000 w FTSE(d-1) ] for Quarter,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008.4, , 676.210,___, 676.210,___, 371.300,___, 406.540,___, -40.178,___, ,, 5.008, 38, 0.924, 38, 0.054, 36, 0.360, 38, -0.072, 38, -0.221, 38, -0.052, 38, -0.081, 38, 2008.3, , 686.770,___, 764.380,___, 647.370,___, 679.580,___, -1.462,___, ,, 2.384, 62, 0.906, 62, -0.088, 53, 0.412, 59, -0.309, 61, -0.345, 62, -0.107, 56, -0.200, 61, 2008.2, , 692.020,___, 763.270,___, 684.880,___, 689.660,___, 0.246,___, ,, 1.329, 62, 0.910, 62, 0.053, 54, 0.426, 56, -0.140, 61, -0.099, 62, -0.025, 55, 0.109, 56, 2008.1, , 765.900,___, 768.460,___, 643.280,___, 687.970,___, -10.190,___, ,, 1.909, 61, 0.949, 61, 0.085, 56, 0.329, 60, -0.154, 61, -0.107, 61, -0.024, 58, -0.041, 60, 2007.4, , 806.040,___, 852.060,___, 734.450,___, 766.030,___, -4.894,___, ,, 1.626, 64, 0.950, 64, 0.141, 60, 0.572, 63, -0.167, 64, -0.221, 64, -0.075, 64, 0.010, 63, 2007.3, , 836.080,___, 856.480,___, 736.000,___, 805.450,___, -3.389,___, ,, 1.473, 63, 0.923, 63, -0.068, 60, 0.465, 62, -0.108, 63, -0.118, 63, -0.099, 63, -0.228, 63, 2007.2, , 801.770,___, 856.390,___, 798.170,___, 833.700,___, 4.120,___, ,, 0.884, 63, 0.887, 63, 0.001, 60, 0.445, 61, -0.076, 63, -0.104, 63, -0.171, 62, 0.152, 62, 2007.1, , 788.310,___, 830.010,___, 760.060,___, 800.710,___, 1.657,___, ,, 1.024, 61, 0.918, 61, 0.377, 57, 0.529, 61, -0.032, 60, -0.017, 60, -0.164, 59, -0.103, 61, 2006.4, , 725.590,___, 801.010,___, 712.170,___, 787.660,___, 8.554,___, ,, 0.883, 63, 0.873, 63, 0.048, 61, 0.471, 62, 0.050, 63, 0.056, 63, -0.091, 63, -0.015, 62, 2006.3, , 724.650,___, 738.160,___, 668.580,___, 725.590,___, 0.127,___, ,, 1.214, 63, 0.945, 63, 0.047, 61, 0.510, 62, 0.029, 63, 0.011, 63, -0.071, 63, 0.014, 63, 2006.2, , 765.240,___, 784.620,___, 669.880,___, 724.670,___, -5.289,___, ,, 1.356, 63, 0.926, 63, 0.230, 60, 0.520, 61, 0.174, 63, 0.175, 63, -0.137, 61, -0.031, 62, 2006.1, , 673.220,___, 767.160,___, 666.580,___, 765.140,___, 13.654,___, ,, 0.840, 62, 0.852, 62, 0.113, 59, 0.340, 62, -0.156, 62, -0.171, 62, -0.102, 61, -0.135, 62, 2005.4, , 667.800,___, 693.630,___, 614.760,___, 673.220,___, 0.812,___, ,, 1.094, 63, 0.910, 63, 0.019, 59, 0.407, 62, 0.030, 63, -0.028, 63, 0.013, 63, -0.210, 62, 2005.3, , 639.660,___, 688.510,___, 638.930,___, 667.800,___, 4.399,___, 172.694, 16, 0.955, 64, 0.888, 64, 0.007, 61, 0.342, 63, -0.083, 64, -0.055, 64, 0.120, 64, 0.114, 64, 2005.2, , 615.070,___, 648.190,___, 570.030,___, 639.660,___, 3.998,___, 171.784, 64, 1.062, 64, 0.928, 64, 0.072, 60, 0.305, 63, -0.148, 64, -0.157, 64, -0.132, 62, -0.054, 64, 2005.1, , 651.570,___, 654.270,___, 603.750,___, 615.070,___, -5.602,___, 257.436, 42, 0.967, 61, 0.861, 61, 0.278, 57, 0.313, 59, 0.030, 61, 0.092, 61, -0.071, 60, -0.019, 60, 2004.4, , 572.940,___, 656.110,___, 562.830,___, 651.570,___, 13.724,___, ,, 0.902, 64, 0.860, 64, 0.110, 59, 0.341, 62, -0.035, 64, -0.023, 64, -0.131, 64, 0.025, 63, 2004.3, , 591.520,___, 591.520,___, 515.900,___, 572.940,___, -3.141,___, ,, 1.196, 64, 0.911, 64, -0.029, 61, 0.329, 63, -0.161, 64, -0.105, 64, 0.084, 64, 0.025, 64, 2004.2, , 590.310,___, 606.420,___, 530.680,___, 591.520,___, 0.205,___, ,, 1.186, 62, 0.887, 62, 0.313, 58, 0.414, 60, 0.092, 62, 0.003, 62, -0.061, 60, -0.104, 61, 2004.1, , 556.910,___, 603.160,___, 556.130,___, 590.310,___, 5.997,___, ,, 1.224, 62, 0.853, 62, 0.222, 59, 0.375, 62, 0.013, 62, -0.031, 62, 0.090, 60, -0.190, 62, 2003.4, , 487.680,___, 566.740,___, 487.680,___, 556.910,___, 14.196,___, ,, 1.214, 64, 0.861, 64, 0.287, 59, 0.515, 63, 0.020, 64, 0.029, 64, 0.046, 64, 0.020, 63, 2003.3, , 448.350,___, 520.610,___, 441.220,___, 487.680,___, 8.767,___, ,, 1.249, 64, 0.839, 64, 0.420, 61, 0.435, 63, 0.046, 64, 0.094, 64, 0.162, 64, 0.107, 64, 2003.2, , 364.540,___, 465.730,___, 363.730,___, 448.370,___, 22.996,___, ,, 1.057, 63, 0.879, 63, 0.027, 61, 0.507, 61, 0.060, 63, -0.061, 63, -0.140, 63, -0.191, 62, 2003.1, , 383.090,___, 399.550,___, 343.060,___, 364.540,___, -4.842,___, ,, 1.221, 61, 0.949, 61, -0.135, 56, 0.443, 61, -0.196, 61, -0.162, 61, 0.192, 58, 0.003, 61, 2002.4, , 362.270,___, 413.640,___, 324.900,___, 383.090,___, 5.747,___, ,, 1.752, 64, 0.924, 64, 0.444, 60, 0.457, 63, -0.199, 64, -0.220, 64, -0.125, 64, -0.086, 63, 2002.3, , 462.630,___, 462.630,___, 354.110,___, 362.270,___, -21.695,___, ,, 2.054, 64, 0.884, 64, -0.077, 62, 0.366, 63, -0.069, 64, -0.025, 64, -0.134, 64, 0.018, 64, 2002.2, , 506.460,___, 523.790,___, 441.760,___, 462.640,___, -8.652,___, ,, 1.191, 64, 0.846, 64, -0.003, 61, 0.373, 60, -0.115, 64, -0.170, 64, -0.295, 63, -0.221, 62, 2002.1, , 488.500,___, 509.190,___, 457.050,___, 506.460,___, 3.677,___, ,, 1.106, 60, 0.869, 60, 0.279, 55, 0.389, 60, -0.140, 60, -0.109, 60, 0.102, 57, -0.051, 60, 2001.4, , 404.870,___, 494.710,___, 393.000,___, 488.500,___, 20.656,___, ,, 1.271, 64, 0.878, 64, 0.207, 59, 0.462, 63, 0.008, 64, -0.014, 64, -0.256, 64, -0.089, 63, 2001.3, , 513.280,___, 513.280,___, 373.620,___, 404.870,___, -21.023,___, ,, 1.533, 59, 0.886, 59, 0.346, 57, 0.444, 58, 0.065, 58, 0.150, 58, -0.273, 59, 0.234, 59, 2001.2, , 450.530,___, 519.890,___, 424.640,___, 512.640,___, 13.786,___, ,, 1.378, 63, 0.883, 63, 0.142, 60, 0.552, 61, 0.040, 63, -0.009, 63, -0.053, 62, 0.063, 62, 2001.1, , 483.550,___, 515.220,___, 419.700,___, 450.530,___, -6.825,___, ,, 1.624, 62, 0.901, 62, -0.013, 57, 0.230, 62, -0.042, 62, -0.109, 62, 0.012, 60, -0.180, 62, 2000.4, , 521.370,___, 523.410,___, 440.760,___, 483.530,___, -7.258,___, ,, 1.972, 63, 0.873, 63, 0.144, 61, 0.551, 62, 0.018, 63, 0.037, 63, -0.061, 63, -0.054, 62, 2000.3, , 517.240,___, 545.710,___, 487.390,___, 521.370,___, 0.800,___, ,, 1.155, 63, 0.770, 63, 0.217, 61, 0.460, 62, -0.044, 63, 0.024, 63, -0.087, 63, 0.253, 63, 2000.2, , 539.020,___, 545.900,___, 441.560,___, 517.230,___, -4.055,___, ,, 2.429, 63, 0.793, 63, -0.065, 60, 0.511, 61, 0.050, 63, 0.037, 63, 0.035, 61, -0.093, 62, 2000.1, , 504.760,___, 614.160,___, 467.560,___, 539.090,___, 6.803,___, ,, 1.791, 63, 0.566, 63, 0.035, 59, 0.435, 62, 0.216, 63, 0.307, 63, -0.146, 62, -0.105, 62, 1999.4, , 427.300,___, 504.750,___, 406.330,___, 504.750,___, 18.125,___, ,, 0.797, 64, 0.625, 64, 0.327, 59, 0.343, 61, 0.108, 64, 0.264, 64, 0.000, 64, 0.289, 63, 1999.3, , 457.680,___, 465.800,___, 414.200,___, 427.300,___, -6.638,___, ,, 0.836, 64, 0.762, 64, 0.077, 61, 0.470, 63, -0.003, 64, -0.011, 64, 0.120, 64, -0.105, 64, 1999.2, , 397.630,___, 460.210,___, 396.290,___, 457.680,___, 15.102,___, ,, 0.915, 63, 0.737, 63, -0.046, 59, 0.136, 61, 0.242, 63, 0.245, 63, -0.181, 61, -0.156, 62, 1999.1, , 421.960,___, 435.300,___, 381.960,___, 397.630,___, -5.766,___, ,, 0.984, 61, 0.859, 61, 0.188, 58, 0.391, 61, 0.053, 61, 0.097, 61, -0.161, 60, -0.024, 60, 1998.4, , 363.590,___, 421.980,___, 303.870,___, 421.960,___, 16.054,___, ,, 1.446, 64, 0.728, 64, 0.301, 60, 0.468, 62, 0.337, 64, 0.276, 64, -0.111, 64, 0.052, 63, 1998.3, , 457.390,___, 464.330,___, 335.870,___, 363.590,___, -20.508,___, ,, 1.678, 64, 0.842, 64, 0.165, 61, 0.540, 63, 0.087, 64, -0.043, 64, 0.234, 64, 0.031, 64, 1998.2, , 480.680,___, 492.280,___, 433.660,___, 457.390,___, -4.845,___, ,, 0.874, 63, 0.791, 63, 0.116, 60, 0.580, 61, 0.287, 63, 0.152, 63, -0.173, 62, -0.036, 62, 1998.1, , 437.020,___, 480.680,___, 404.860,___, 480.680,___, 9.990,___, ,, 0.754, 61, 0.818, 61, 0.248, 58, 0.452, 61, 0.207, 61, 0.265, 61, -0.124, 59, 0.128, 61, 1997.4, , 454.420,___, 466.210,___, 405.370,___, 437.020,___, -3.702,___, ,, 1.250, 64, 0.893, 64, 0.273, 59, 0.568, 63, 0.038, 64, 0.124, 64, -0.351, 64, -0.019, 63, 1997.3, , 396.370,___, 453.820,___, 392.990,___, 453.820,___, 14.494,___, ,, 0.511, 64, 0.729, 64, 0.171, 61, 0.448, 63, 0.175, 64, 0.202, 64, -0.267, 64, 0.128, 64, 1997.2, , 342.570,___, 396.990,___, 335.180,___, 396.370,___, 15.708,___, ,, 0.698, 64, 0.701, 64, -0.077, 62, 0.221, 63, 0.369, 64, 0.140, 64, 0.014, 64, 0.019, 63, 1997.1, , 362.610,___, 373.170,___, 342.490,___, 342.560,___, -5.529,___, ,, 0.559, 61, 0.755, 61, 0.018, 57, 0.471, 60, 0.231, 61, 0.391, 61, -0.068, 58, 0.010, 61, 1996.4, , 346.390,___, 362.610,___, 337.710,___, 362.610,___, 4.683,___, ,, 0.503, 64, 0.531, 64, 0.170, 60, 0.508, 63, 0.148, 64, 0.188, 64, -0.209, 64, -0.160, 63, 1996.3, , 346.610,___, 347.830,___, 303.040,___, 346.390,___, -0.063,___, ,, 0.886, 64, 0.814, 64, 0.192, 62, 0.553, 63, 0.361, 64, 0.327, 64, 0.061, 64, -0.021, 64, 1996.2, , 330.770,___, 364.960,___, 328.330,___, 346.610,___, 4.789,___, ,, 0.612, 63, 0.720, 63, 0.032, 60, 0.332, 61, 0.286, 63, 0.248, 63, -0.135, 62, 0.067, 62, 1996.1, , 315.970,___, 331.520,___, 299.450,___, 330.770,___, 4.684,___, ,, 0.643, 63, 0.748, 63, -0.309, 58, 0.331, 63, 0.012, 63, -0.010, 63, 0.175, 61, -0.176, 63, 1995.4, , 310.380,___, 316.010,___, 291.260,___, 315.970,___, 1.801,___, ,, 0.651, 63, 0.651, 63, 0.211, 61, 0.451, 62, 0.339, 63, 0.264, 63, -0.094, 63, 0.042, 62, 1995.3, , 283.630,___, 316.980,___, 283.190,___, 310.380,___, 9.431,___, ,, 0.549, 63, 0.655, 63, 0.219, 62, 0.406, 62, 0.273, 63, 0.242, 63, 0.231, 63, 0.105, 63, 1995.2, , 260.600,___, 284.400,___, 259.620,___, 283.630,___, 8.766,___, ,, 0.386, 63, 0.609, 63, 0.083, 60, 0.532, 61, 0.276, 63, 0.186, 63, 0.007, 61, 0.197, 62, 1995.1, , 250.360,___, 261.550,___, 246.380,___, 260.770,___, 4.158,___, ,, 0.437, 63, 0.683, 63, 0.124, 60, 0.425, 63, -0.063, 63, 0.137, 63, -0.098, 62, 0.151, 63, 1994.4, , 256.120,___, 256.440,___, 233.890,___, 250.360,___, -2.249,___, ,, 0.636, 63, 0.744, 63, 0.299, 59, 0.429, 62, 0.430, 63, 0.388, 63, 0.212, 63, 0.146, 62, 1994.3, , 240.300,___, 260.290,___, 239.910,___, 256.120,___, 6.588,___, ,, 0.400, 64, 0.759, 64, 0.071, 62, 0.498, 63, 0.268, 64, 0.222, 64, 0.004, 64, -0.033, 64, 1994.2, , 251.060,___, 256.010,___, 238.220,___, 240.290,___, -4.290,___, ,, 0.779, 62, 0.798, 62, 0.073, 58, 0.376, 60, 0.106, 62, 0.016, 62, -0.144, 60, -0.127, 61, 1994.1, , 258.580,___, 271.080,___, 247.880,___, 251.060,___, -2.912,___, ,, 0.653, 63, 0.792, 63, 0.120, 60, 0.406, 62, 0.336, 63, 0.332, 63, 0.124, 62, 0.163, 63, 1993.4, , 252.950,___, 260.410,___, 246.660,___, 258.590,___, 2.230,___, ,, 0.560, 64, 0.577, 64, 0.254, 59, 0.350, 62, 0.368, 64, 0.299, 64, 0.025, 64, -0.039, 63, 1993.3, , 233.350,___, 252.950,___, 233.020,___, 252.950,___, 8.399,___, ,, 0.430, 64, 0.568, 64, -0.011, 62, 0.111, 63, 0.163, 64, 0.203, 64, -0.120, 64, 0.090, 64, 1993.2, , 229.210,___, 234.330,___, 218.400,___, 233.350,___, 1.806,___, ,, 0.498, 63, 0.676, 63, 0.206, 58, 0.180, 61, 0.404, 63, 0.374, 63, 0.021, 61, 0.180, 62, 1993.1, , 221.020,___, 232.450,___, 216.430,___, 229.210,___, 3.710,___, ,, 0.701, 62, 0.706, 62, 0.138, 60, 0.466, 62, 0.258, 62, 0.291, 62, -0.076, 61, -0.087, 62, 1992.4, , 192.910,___, 221.010,___, 183.400,___, 221.010,___, 14.566,___, ,, 0.545, 64, 0.625, 64, 0.097, 60, 0.422, 63, 0.177, 64, 0.076, 64, -0.061, 64, -0.001, 63, 1992.3, , 188.570,___, 195.860,___, 185.320,___, 192.910,___, 2.296,___, ,, 0.519, 64, 0.787, 64, 0.099, 62, 0.493, 63, 0.324, 64, 0.279, 64, -0.173, 64, 0.050, 64, 1992.2, , 203.700,___, 203.700,___, 185.730,___, 188.580,___, -7.423,___, ,, 0.691, 63, 0.744, 63, 0.364, 60, 0.391, 61, 0.266, 63, 0.241, 63, -0.020, 62, -0.068, 62, 1992.1, , 189.950,___, 213.000,___, 187.920,___, 203.700,___, 7.244,___, ,, 0.703, 63, 0.671, 63, 0.312, 58, 0.240, 63, 0.145, 63, 0.182, 63, -0.066, 60, -0.153, 63, 1991.4, , 180.150,___, 189.940,___, 174.430,___, 189.940,___, 5.429,___, ,, 0.814, 64, 0.799, 64, 0.281, 60, 0.492, 63, 0.351, 64, 0.329, 64, 0.235, 64, 0.281, 63, 1991.3, , 167.620,___, 180.160,___, 166.180,___, 180.160,___, 7.488,___, ,, 0.618, 64, 0.822, 64, 0.473, 62, 0.628, 63, 0.130, 64, 0.218, 64, -0.020, 64, -0.182, 64, 1991.2, , 171.020,___, 178.940,___, 166.660,___, 167.610,___, -1.988,___, ,, 0.685, 64, 0.809, 64, 0.551, 61, 0.510, 62, 0.255, 64, 0.239, 64, 0.176, 63, 0.153, 63, 1991.1, , 132.190,___, 171.010,___, 124.520,___, 171.010,___, 29.357,___, ,, 0.927, 61, 0.801, 61, 0.128, 56, 0.401, 61, 0.316, 61, 0.062, 61, -0.221, 58, -0.005, 61, 1990.4, , 126.740,___, 132.770,___, 118.450,___, 132.200,___, 4.341,___, ,, 0.780, 64, 0.791, 64, 0.158, 59, 0.347, 63, 0.345, 64, 0.413, 64, -0.267, 64, -0.126, 63, 1990.3, , 169.120,___, 170.470,___, 124.450,___, 126.700,___, -25.083,___, ,, 1.181, 63, 0.870, 63, 0.533, 62, 0.667, 62, 0.279, 63, 0.306, 63, 0.203, 63, 0.116, 63, 1990.2, , 163.630,___, 171.080,___, 157.410,___, 169.120,___, 3.355,___, ,, 0.430, 63, 0.809, 63, 0.129, 60, 0.508, 61, 0.283, 63, 0.332, 63, -0.022, 62, 0.092, 62, 1990.1, , 168.310,___, 170.800,___, 152.440,___, 163.630,___, -2.781,___, ,, 0.648, 63, 0.687, 63, 0.260, 58, 0.427, 63, 0.310, 63, 0.277, 63, -0.097, 61, 0.044, 63, 1989.4, , 178.210,___, 180.950,___, 162.500,___, 168.310,___, -5.555,___, ,, 0.728, 63, 0.742, 63, 0.048, 61, 0.476, 62, 0.329, 63, 0.360, 63, 0.141, 63, 0.092, 62, 1989.3, , 167.440,___, 179.470,___, 167.160,___, 178.210,___, 6.445,___, ,, 0.358, 63, 0.751, 63, -0.005, 62, 0.387, 62, 0.156, 63, 0.111, 63, -0.122, 63, 0.113, 63, 1989.2, , 157.890,___, 173.500,___, 157.740,___, 167.420,___, 6.029,___, ,, 0.403, 64, 0.829, 64, 0.323, 61, 0.413, 63, 0.151, 64, -0.006, 64, 0.124, 62, -0.108, 64, 1989.1, , 147.360,___, 159.280,___, 146.330,___, 157.900,___, 7.145,___, ,, 0.467, 62, 0.863, 62, 0.095, 58, 0.594, 61, 0.101, 62, 0.148, 62, 0.022, 60, 0.116, 61, 1988.4, , 149.090,___, 149.190,___, 139.490,___, 147.370,___, -1.154,___, ,, 0.436, 63, 0.651, 63, 0.033, 59, 0.363, 62, 0.150, 63, 0.174, 63, -0.163, 63, 0.139, 62, 1988.3, , 151.290,___, 151.700,___, 143.800,___, 149.090,___, -1.461,___, ,, 0.416, 64, 0.781, 64, 0.358, 62, 0.490, 63, 0.076, 64, 0.219, 64, 0.040, 64, -0.108, 64, 1988.2, , 142.140,___, 151.300,___, 136.290,___, 151.300,___, 6.437,___, ,, 0.636, 63, 0.793, 63, 0.198, 59, 0.639, 61, 0.138, 63, 0.230, 63, 0.004, 61, 0.048, 62, 1988.1, , 120.430,___, 143.380,___, 120.430,___, 142.150,___, 18.045,___, ,, 0.892, 63, 0.815, 63, 0.170, 60, 0.525, 63, 0.291, 63, 0.263, 63, 0.117, 62, 0.146, 63, 1987.4, , 170.820,___, 172.620,___, 105.460,___, 120.420,___, -29.501,___, ,, 3.020, 64, 0.747, 64, 0.382, 58, 0.818, 63, 0.281, 64, 0.496, 64, -0.081, 63, 0.104, 63, 1987.3, , 170.530,___, 170.950,___, 166.690,___, 170.810,___, ,, ,, 0.516, 12, 0.537, 12, 0.192, 10, 0.102, 12, -0.070, 12, 0.170, 12, -0.100, 12, -0.242, 12,