,Stock Markets - Russell 3000 - 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 3000 w SP500 ] for Quarter ,, (9) Corr_dly[ Rus 3000 w Nikkei ] for Quarter ,, (10) Corr_dly[ Rus 3000 w FTSE ] for Quarter ,, (11) Daily AutoCorr for Quarter ,, (12) Corr_dly[ Rus 3000 w SP500(d-1) ] for Quarter ,, (13) Corr_dly[ Rus 3000 w NIKKEI(d-1) ] for Quarter ,, (14) Corr_dly[ Rus 3000 w FTSE(d-1) ] for Quarter ;; EconStats does not guarantee the accuracy of this data. __________________________________________________________________________________________________Russell 3000__________________________________________________________________________________________________ ,,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 3000 w SP500 ] for Quarter,num of observations,Corr_dly[ Rus 3000 w Nikkei ] for Quarter,num of observations,Corr_dly[ Rus 3000 w FTSE ] for Quarter,num of observations,Daily AutoCorr for Quarter,num of observations,Corr_dly[ Rus 3000 w SP500(d-1) ] for Quarter,num of observations,Corr_dly[ Rus 3000 w NIKKEI(d-1) ] for Quarter,num of observations,Corr_dly[ Rus 3000 w FTSE(d-1) ] for Quarter,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008.4, , 679.180,___, 679.180,___, 420.310,___, 454.120,___, -33.070,___, ,, 4.800, 38, 0.999, 38, 0.196, 36, 0.514, 38, -0.142, 38, -0.161, 38, -0.252, 38, -0.125, 38, 2008.3, , 747.970,___, 766.820,___, 646.230,___, 678.500,___, -9.304,___, ,, 2.223, 62, 0.982, 62, -0.070, 53, 0.541, 59, -0.358, 61, -0.351, 62, -0.149, 56, -0.224, 61, 2008.2, , 764.600,___, 836.410,___, 744.400,___, 748.100,___, -2.162,___, ,, 1.141, 62, 0.997, 62, 0.082, 54, 0.573, 56, -0.102, 61, -0.078, 62, 0.009, 55, 0.160, 56, 2008.1, , 849.090,___, 851.140,___, 725.760,___, 764.630,___, -9.961,___, ,, 1.564, 61, 0.998, 61, 0.105, 56, 0.370, 60, -0.152, 61, -0.137, 61, 0.005, 58, -0.085, 60, 2007.4, , 882.780,___, 914.300,___, 813.490,___, 849.220,___, -3.803,___, ,, 1.246, 64, 0.999, 64, 0.200, 60, 0.614, 63, -0.207, 64, -0.205, 64, -0.045, 64, 0.010, 63, 2007.3, , 873.180,___, 903.670,___, 790.980,___, 882.790,___, 1.099,___, ,, 1.226, 63, 0.998, 63, -0.082, 60, 0.566, 62, -0.160, 63, -0.153, 63, -0.083, 63, -0.277, 63, 2007.2, , 829.040,___, 897.000,___, 826.740,___, 873.190,___, 5.324,___, ,, 0.673, 63, 0.996, 63, -0.056, 60, 0.467, 61, -0.138, 63, -0.145, 63, -0.161, 62, 0.179, 62, 2007.1, , 822.000,___, 853.980,___, 794.880,___, 829.050,___, 0.842,___, ,, 0.782, 61, 0.997, 61, 0.318, 57, 0.516, 61, -0.036, 60, -0.036, 60, -0.126, 59, -0.111, 61, 2006.4, , 771.050,___, 830.420,___, 765.060,___, 822.130,___, 6.622,___, ,, 0.502, 63, 0.993, 63, 0.079, 61, 0.531, 62, 0.039, 63, 0.055, 63, -0.095, 63, 0.036, 62, 2006.3, , 740.070,___, 774.530,___, 708.880,___, 771.070,___, 4.179,___, ,, 0.691, 63, 0.997, 63, 0.077, 61, 0.583, 62, 0.018, 63, 0.015, 63, -0.036, 63, -0.010, 63, 2006.2, , 762.310,___, 776.130,___, 707.220,___, 740.140,___, -2.414,___, ,, 0.853, 63, 0.996, 63, 0.200, 60, 0.544, 61, 0.105, 63, 0.106, 63, -0.138, 61, -0.037, 62, 2006.1, , 723.310,___, 765.910,___, 720.850,___, 758.450,___, 4.858,___, ,, 0.604, 62, 0.993, 62, 0.061, 59, 0.416, 62, -0.194, 62, -0.182, 62, -0.082, 61, -0.084, 62, 2005.4, , 712.210,___, 739.100,___, 673.650,___, 723.310,___, 1.559,___, ,, 0.712, 63, 0.995, 63, 0.000, 59, 0.424, 62, -0.022, 63, -0.030, 63, 0.036, 63, -0.186, 62, 2005.3, , 687.610,___, 721.810,___, 684.490,___, 712.210,___, 3.578,___, 172.681, 16, 0.587, 64, 0.994, 64, 0.007, 61, 0.342, 63, -0.085, 64, -0.081, 64, 0.114, 64, 0.107, 64, 2005.2, , 675.450,___, 702.110,___, 650.020,___, 687.610,___, 1.800,___, 171.757, 63, 0.730, 64, 0.997, 64, 0.053, 60, 0.311, 63, -0.191, 64, -0.186, 64, -0.102, 62, -0.033, 64, 2005.1, , 693.630,___, 702.590,___, 663.340,___, 675.450,___, -2.621,___, 632.881, 41, 0.670, 61, 0.995, 61, 0.157, 57, 0.253, 59, 0.006, 61, 0.006, 61, 0.007, 60, 0.037, 60, 2004.4, , 632.530,___, 696.880,___, 620.110,___, 693.630,___, 9.660,___, ,, 0.659, 64, 0.996, 64, 0.103, 59, 0.449, 62, 0.093, 64, 0.093, 64, -0.052, 64, 0.036, 63, 2004.3, , 647.540,___, 647.540,___, 597.250,___, 632.530,___, -2.318,___, ,, 0.724, 64, 0.995, 64, 0.007, 61, 0.333, 63, -0.077, 64, -0.068, 64, 0.127, 64, 0.071, 64, 2004.2, , 641.680,___, 655.660,___, 608.980,___, 647.540,___, 0.913,___, ,, 0.735, 62, 0.995, 62, 0.306, 58, 0.419, 60, 0.075, 62, 0.049, 62, -0.067, 60, -0.046, 61, 2004.1, , 630.130,___, 661.720,___, 618.090,___, 641.680,___, 1.833,___, ,, 0.783, 62, 0.995, 62, 0.227, 59, 0.429, 62, -0.047, 62, -0.064, 62, 0.073, 60, -0.182, 62, 2003.4, , 563.060,___, 631.660,___, 563.060,___, 630.130,___, 11.912,___, ,, 0.724, 64, 0.994, 64, 0.146, 59, 0.502, 63, -0.148, 64, -0.158, 64, 0.108, 64, -0.019, 63, 2003.3, , 546.740,___, 588.540,___, 539.830,___, 563.060,___, 2.985,___, ,, 0.885, 64, 0.995, 64, 0.309, 61, 0.382, 63, -0.187, 64, -0.177, 64, 0.080, 64, 0.049, 64, 2003.2, , 472.390,___, 568.230,___, 472.120,___, 546.740,___, 15.739,___, ,, 1.037, 63, 0.998, 63, -0.054, 61, 0.554, 61, -0.091, 63, -0.104, 63, -0.137, 63, -0.161, 62, 2003.1, , 489.490,___, 519.070,___, 439.860,___, 472.390,___, -3.493,___, ,, 1.469, 61, 0.999, 61, -0.081, 56, 0.476, 61, -0.123, 61, -0.118, 61, 0.119, 58, -0.002, 61, 2002.4, , 455.410,___, 529.380,___, 426.080,___, 489.490,___, 7.483,___, ,, 1.704, 64, 0.999, 64, 0.376, 60, 0.539, 63, -0.185, 64, -0.193, 64, -0.163, 64, -0.137, 63, 2002.3, , 552.650,___, 554.190,___, 434.470,___, 455.410,___, -17.595,___, ,, 2.182, 64, 0.998, 64, -0.012, 62, 0.451, 63, 0.071, 64, 0.072, 64, -0.082, 64, 0.040, 64, 2002.2, , 638.150,___, 638.590,___, 531.260,___, 552.650,___, -13.398,___, ,, 1.225, 63, 0.998, 63, 0.110, 60, 0.373, 59, -0.128, 63, -0.101, 63, -0.323, 62, -0.160, 61, 2002.1, , 634.160,___, 650.940,___, 594.440,___, 638.150,___, 0.629,___, ,, 1.092, 59, 0.995, 59, 0.357, 54, 0.503, 59, -0.115, 59, -0.029, 59, 0.112, 56, -0.152, 59, 2001.4, , 569.530,___, 646.270,___, 561.200,___, 634.160,___, 11.348,___, ,, 1.076, 64, 0.997, 64, 0.330, 59, 0.474, 63, 0.111, 64, 0.112, 64, -0.191, 64, -0.019, 63, 2001.3, , 677.370,___, 683.770,___, 518.710,___, 569.530,___, -15.878,___, ,, 1.414, 59, 0.998, 59, 0.325, 57, 0.499, 58, 0.130, 58, 0.129, 58, -0.220, 59, 0.221, 59, 2001.2, , 635.670,___, 724.940,___, 596.530,___, 677.030,___, 6.507,___, ,, 1.399, 63, 0.998, 63, 0.151, 60, 0.570, 61, 0.045, 63, 0.039, 63, 0.029, 62, 0.135, 62, 2001.1, , 725.750,___, 759.820,___, 592.390,___, 635.670,___, -12.412,___, ,, 1.591, 62, 0.996, 62, 0.031, 57, 0.285, 62, -0.137, 62, -0.144, 62, 0.111, 60, -0.139, 62, 2000.4, , 799.670,___, 804.550,___, 684.840,___, 725.750,___, -9.245,___, ,, 1.645, 63, 0.991, 63, 0.168, 61, 0.617, 62, 0.043, 63, 0.049, 63, -0.032, 63, -0.093, 62, 2000.3, , 796.440,___, 845.690,___, 769.880,___, 799.680,___, 0.407,___, ,, 0.945, 61, 0.983, 61, 0.153, 59, 0.362, 61, -0.060, 60, -0.083, 61, -0.065, 61, 0.267, 61, 2000.2, , 826.020,___, 838.230,___, 728.190,___, 796.440,___, -3.582,___, ,, 1.678, 62, 0.989, 62, -0.127, 59, 0.431, 60, -0.019, 62, -0.034, 62, 0.041, 60, -0.035, 61, 2000.1, , 793.310,___, 858.480,___, 738.550,___, 826.030,___, 4.124,___, ,, 1.517, 63, 0.985, 63, -0.086, 59, 0.380, 62, 0.049, 63, 0.104, 63, -0.017, 62, -0.180, 62, 1999.4, , 684.800,___, 794.380,___, 658.820,___, 793.310,___, 15.846,___, ,, 1.014, 64, 0.993, 64, 0.226, 59, 0.482, 61, 0.072, 64, 0.076, 64, -0.133, 64, 0.166, 63, 1999.3, , 735.980,___, 759.780,___, 670.610,___, 684.800,___, -6.955,___, ,, 1.018, 64, 0.996, 64, 0.043, 61, 0.499, 63, -0.023, 64, -0.027, 64, -0.005, 64, 0.084, 64, 1999.2, , 684.780,___, 739.140,___, 682.730,___, 735.990,___, 7.478,___, ,, 1.089, 63, 0.997, 63, -0.116, 59, 0.083, 61, 0.049, 63, 0.052, 63, -0.104, 61, -0.077, 62, 1999.1, , 664.270,___, 702.020,___, 649.730,___, 684.780,___, 3.088,___, ,, 1.226, 61, 0.998, 61, 0.178, 58, 0.440, 61, -0.073, 61, -0.056, 61, -0.124, 60, -0.029, 60, 1998.4, , 548.730,___, 667.130,___, 491.430,___, 664.270,___, 21.056,___, ,, 1.247, 64, 0.991, 64, 0.219, 60, 0.378, 62, 0.097, 64, 0.097, 64, -0.143, 64, 0.067, 63, 1998.3, , 620.620,___, 649.200,___, 505.530,___, 548.730,___, -11.584,___, ,, 1.775, 64, 0.995, 64, 0.147, 61, 0.505, 63, -0.093, 64, -0.107, 64, 0.311, 64, 0.140, 64, 1998.2, , 611.760,___, 628.460,___, 589.840,___, 620.620,___, 1.448,___, ,, 0.828, 63, 0.993, 63, 0.101, 60, 0.546, 61, 0.220, 63, 0.183, 63, -0.255, 62, 0.112, 62, 1998.1, , 543.050,___, 616.860,___, 494.340,___, 611.760,___, 12.653,___, ,, 0.818, 61, 0.994, 61, 0.191, 58, 0.515, 61, -0.027, 61, -0.012, 61, -0.093, 59, 0.109, 61, 1997.4, , 534.740,___, 551.340,___, 481.280,___, 543.050,___, 1.937,___, ,, 1.405, 64, 0.996, 64, 0.176, 59, 0.493, 63, -0.077, 64, -0.069, 64, -0.252, 64, -0.057, 63, 1997.3, , 489.620,___, 538.410,___, 489.460,___, 532.730,___, 8.805,___, ,, 0.907, 64, 0.996, 64, 0.082, 61, 0.561, 63, 0.004, 64, 0.006, 64, -0.290, 64, 0.145, 64, 1997.2, , 421.320,___, 498.190,___, 409.660,___, 489.620,___, 16.211,___, ,, 0.945, 64, 0.994, 64, -0.090, 62, 0.274, 63, 0.017, 64, -0.005, 64, 0.006, 64, 0.100, 63, 1997.1, , 419.440,___, 456.950,___, 412.880,___, 421.320,___, 0.448,___, ,, 0.835, 61, 0.993, 61, -0.034, 57, 0.208, 60, 0.245, 61, 0.247, 61, 0.038, 58, -0.027, 61, 1996.4, , 391.720,___, 428.750,___, 390.070,___, 419.440,___, 7.076,___, ,, 0.619, 64, 0.988, 64, 0.097, 60, 0.397, 63, 0.251, 64, 0.263, 64, -0.095, 64, -0.029, 63, 1996.3, , 382.470,___, 393.150,___, 342.900,___, 391.720,___, 2.418,___, ,, 0.831, 64, 0.990, 64, 0.177, 62, 0.482, 63, 0.239, 64, 0.224, 64, 0.096, 64, 0.072, 64, 1996.2, , 369.080,___, 390.580,___, 357.850,___, 382.470,___, 3.628,___, ,, 0.611, 63, 0.989, 63, 0.091, 60, 0.206, 61, 0.180, 63, 0.181, 63, -0.117, 62, 0.101, 62, 1996.1, , 351.910,___, 376.750,___, 339.610,___, 369.080,___, 4.879,___, ,, 0.778, 63, 0.992, 63, -0.170, 58, 0.403, 63, 0.026, 63, 0.023, 63, 0.095, 61, -0.179, 63, 1995.4, , 336.250,___, 354.560,___, 326.320,___, 351.910,___, 4.657,___, ,, 0.554, 63, 0.975, 63, 0.037, 61, 0.283, 62, -0.009, 63, -0.037, 63, -0.050, 63, 0.116, 62, 1995.3, , 310.180,___, 338.250,___, 309.480,___, 336.250,___, 8.405,___, ,, 0.470, 63, 0.969, 63, 0.270, 62, 0.233, 62, 0.098, 63, 0.091, 63, 0.168, 63, 0.088, 63, 1995.2, , 285.320,___, 313.750,___, 284.940,___, 310.180,___, 8.721,___, ,, 0.502, 63, 0.991, 63, -0.048, 60, 0.547, 61, 0.113, 63, 0.099, 63, 0.064, 61, 0.143, 62, 1995.1, , 263.440,___, 289.000,___, 262.030,___, 285.300,___, 8.298,___, ,, 0.425, 63, 0.985, 63, 0.011, 60, 0.459, 63, 0.083, 63, 0.065, 63, 0.045, 62, 0.092, 63, 1994.4, , 266.810,___, 271.800,___, 252.810,___, 263.440,___, -1.263,___, ,, 0.628, 63, 0.989, 63, 0.178, 59, 0.384, 62, 0.240, 63, 0.210, 63, 0.120, 63, 0.098, 62, 1994.3, , 255.080,___, 274.160,___, 254.830,___, 266.810,___, 4.599,___, ,, 0.480, 64, 0.990, 64, 0.016, 62, 0.515, 63, 0.091, 64, 0.056, 64, 0.026, 64, -0.013, 64, 1994.2, , 258.150,___, 266.530,___, 252.490,___, 255.080,___, -1.189,___, ,, 0.700, 62, 0.989, 62, 0.004, 58, 0.355, 60, -0.143, 62, -0.166, 62, -0.210, 60, -0.191, 61, 1994.1, , 270.280,___, 278.690,___, 253.230,___, 258.150,___, -4.435,___, ,, 0.593, 63, 0.989, 63, 0.113, 60, 0.365, 62, 0.157, 63, 0.124, 63, 0.165, 62, 0.078, 63, 1993.4, , 266.890,___, 273.030,___, 261.630,___, 270.130,___, 1.214,___, ,, 0.444, 64, 0.961, 64, 0.182, 59, 0.174, 62, 0.229, 64, 0.169, 64, -0.058, 64, -0.096, 63, 1993.3, , 258.970,___, 268.340,___, 254.770,___, 266.890,___, 3.058,___, ,, 0.425, 64, 0.980, 64, -0.004, 62, 0.227, 63, 0.081, 64, 0.090, 64, -0.181, 64, 0.147, 64, 1993.2, , 258.630,___, 260.580,___, 247.030,___, 258.970,___, 0.131,___, ,, 0.608, 63, 0.991, 63, 0.188, 58, 0.174, 61, 0.083, 63, 0.070, 63, -0.072, 61, -0.071, 62, 1993.1, , 249.790,___, 260.940,___, 244.860,___, 258.630,___, 3.535,___, ,, 0.621, 62, 0.985, 62, 0.341, 60, 0.428, 62, 0.138, 62, 0.118, 62, -0.157, 61, -0.105, 62, 1992.4, , 235.080,___, 252.150,___, 223.510,___, 249.800,___, 6.262,___, ,, 0.504, 64, 0.988, 64, 0.289, 60, 0.322, 63, 0.011, 64, -0.003, 64, -0.037, 64, -0.021, 63, 1992.3, , 229.240,___, 239.360,___, 228.640,___, 235.080,___, 2.548,___, ,, 0.560, 64, 0.992, 64, 0.053, 62, 0.389, 63, 0.042, 64, 0.032, 64, -0.157, 64, 0.013, 64, 1992.2, , 229.080,___, 235.770,___, 221.640,___, 229.240,___, 0.070,___, ,, 0.684, 63, 0.990, 63, 0.327, 60, 0.310, 61, 0.099, 63, 0.084, 63, -0.061, 62, 0.044, 62, 1992.1, , 234.360,___, 238.470,___, 228.240,___, 229.080,___, -2.253,___, ,, 0.620, 63, 0.950, 63, 0.215, 58, 0.238, 63, -0.190, 63, -0.115, 63, -0.168, 60, -0.254, 63, 1991.4, , 217.070,___, 234.780,___, 209.170,___, 234.360,___, 7.960,___, ,, 0.865, 64, 0.995, 64, 0.110, 60, 0.350, 63, 0.182, 64, 0.173, 64, 0.012, 64, 0.109, 63, 1991.3, , 205.920,___, 221.050,___, 205.840,___, 217.080,___, 5.420,___, ,, 0.712, 64, 0.996, 64, 0.333, 62, 0.499, 63, 0.052, 64, 0.064, 64, 0.040, 64, -0.245, 64, 1991.2, , 208.530,___, 217.320,___, 203.500,___, 205.920,___, -1.252,___, ,, 0.810, 64, 0.995, 64, 0.545, 61, 0.378, 62, -0.024, 64, -0.023, 64, 0.087, 63, 0.067, 63, 1991.1, , 180.860,___, 210.170,___, 169.820,___, 208.530,___, 15.299,___, ,, 1.004, 61, 0.996, 61, 0.183, 56, 0.373, 61, 0.069, 61, 0.038, 61, -0.048, 58, 0.042, 61, 1990.4, , 167.110,___, 182.830,___, 160.660,___, 180.860,___, 8.280,___, ,, 1.048, 64, 0.997, 64, 0.035, 59, 0.280, 63, 0.249, 64, 0.260, 64, -0.322, 64, -0.157, 63, 1990.3, , 198.520,___, 204.240,___, 161.890,___, 167.030,___, -15.862,___, ,, 1.175, 63, 0.987, 63, 0.441, 62, 0.598, 62, 0.118, 63, 0.123, 63, 0.115, 63, 0.096, 63, 1990.2, , 189.140,___, 203.960,___, 182.280,___, 198.520,___, 4.965,___, ,, 0.692, 63, 0.996, 63, 0.128, 60, 0.394, 61, 0.193, 63, 0.190, 63, -0.059, 62, -0.046, 62, 1990.1, , 197.280,___, 200.870,___, 178.150,___, 189.130,___, -4.131,___, ,, 0.806, 63, 0.992, 63, 0.120, 58, 0.333, 63, -0.006, 63, 0.000, 63, 0.036, 61, 0.050, 63, 1989.4, , 197.410,___, 203.450,___, 185.330,___, 197.280,___, -0.066,___, ,, 0.984, 63, 0.994, 63, -0.242, 61, 0.152, 62, -0.041, 63, -0.041, 63, 0.244, 63, 0.079, 62, 1989.3, , 180.770,___, 199.760,___, 180.380,___, 197.410,___, 9.205,___, ,, 0.585, 63, 0.994, 63, 0.069, 62, 0.294, 62, -0.009, 63, -0.004, 63, -0.064, 63, 0.066, 63, 1989.2, , 167.620,___, 186.660,___, 167.520,___, 180.770,___, 7.845,___, ,, 0.639, 64, 0.988, 64, 0.229, 61, 0.473, 63, 0.051, 64, 0.042, 64, 0.052, 62, 0.003, 64, 1989.1, , 157.810,___, 170.320,___, 155.860,___, 167.620,___, 6.216,___, ,, 0.663, 62, 0.996, 62, 0.083, 58, 0.560, 61, 0.010, 62, 0.000, 62, 0.158, 60, 0.154, 61, 1988.4, , 155.690,___, 161.000,___, 149.890,___, 157.810,___, 1.362,___, ,, 0.657, 63, 0.995, 63, -0.055, 59, 0.449, 62, -0.028, 63, -0.026, 63, -0.201, 63, 0.068, 62, 1988.3, , 156.520,___, 157.860,___, 147.390,___, 155.690,___, -0.530,___, ,, 0.722, 64, 0.994, 64, 0.254, 62, 0.502, 63, -0.046, 64, -0.038, 64, -0.111, 64, -0.221, 64, 1988.2, , 147.970,___, 157.410,___, 142.470,___, 156.520,___, 5.778,___, ,, 1.001, 63, 0.996, 63, 0.207, 59, 0.530, 61, 0.053, 63, 0.059, 63, -0.069, 61, -0.085, 62, 1988.1, , 138.680,___, 154.650,___, 135.720,___, 147.970,___, 6.699,___, ,, 1.253, 63, 0.996, 63, 0.048, 60, 0.447, 63, 0.006, 63, 0.005, 63, 0.104, 62, 0.015, 63, 1987.4, , 181.380,___, 184.950,___, 124.090,___, 138.680,___, -23.542,___, ,, 3.327, 64, 0.991, 64, 0.062, 58, 0.599, 63, 0.083, 64, 0.118, 64, -0.135, 63, -0.062, 63, 1987.3, , 181.340,___, 182.610,___, 174.650,___, 181.380,___, ,, ,, 0.965, 12, 0.988, 12, 0.162, 10, 0.196, 12, -0.033, 12, -0.040, 12, 0.005, 12, -0.078, 12,