E C O N S T A T S TM  

Equity Index Data  

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  Major Indices  
VIX US DJ Util US oex voltly indx US NasDAQ BioTech US Phil Semi US
SP500 US DJ Comp US SP1500 s|m|l US Rus 1000 US Major Mkts US
SP500_div US SP 400 mid cap US NasDAQ Comp US Rus 2000 US PHLX hsg US
DJIA US SP 600 sml cap US NasDAQ 100 US Rus 3000 US TSX Comp Canada
DJ Trans US SP 100 oex lrg US NasDAQ Tel US Wlshr 5000 US

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      Philadelphia Semiconductor Index US Quarterly Data
  (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[ Phil Semi w SP500 ] for Quarter   (9)   Corr_dly[ Phil Semi w Nikkei ] for Quarter   (10)   Corr_dly[ Phil Semi w FTSE ] for Quarter   (11)   Daily AutoCorr for Quarter   (12)   Corr_dly[ Phil Semi w SP500(d-1) ] for Quarter   (13)   Corr_dly[ Phil Semi w NIKKEI(d-1) ] for Quarter   (14)   Corr_dly[ Phil Semi w FTSE(d-1) ] for Quarter   |   EconStats does not guarantee the accuracy of this data.
          |_Philadelphia_Semiconductor_Index_quarterly______________________________________________________________________________________________________________________________________________________________________|
          |      (1)     |      (2)     |      (3)     |      (4)     |      (5)     |      (6)     |      (7)     |      (8)     |      (9)     |     (10)     |     (11)     |     (12)     |     (13)     |     (14)     |
          |              |              |              |              |              | Volume       |              |              |              |              |              |              | Corr_dly[    |              |
          |              |              |              |              |              |(thous) -     |              | Corr_dly[    | Corr_dly[    | Corr_dly[    |              | Corr_dly[    | Phil Semi w  | Corr_dly[    |
          |              |              |              |              |              | Avg over     | StDev of dly | Phil Semi w  | Phil Semi w  | Phil Semi w  | Daily        | Phil Semi w  | NIKKEI(d-1)  | Phil Semi w  |
          | Open for     | High for     | Low  for     | Close for    | %Chg for     | days in      | rtns for     | SP500 ] for  | Nikkei ] for | FTSE ] for   | AutoCorr for | SP500(d-1) ] | ] for        | FTSE(d-1) ]  |
          | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | Quarter      | for Quarter  | Quarter      | for Quarter  |
Year.Qtr  |____2012-1994_|____2012-1994_|____2012-1994_|____2012-1994_|____2012-1994_|____2012-1994_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
           <-YTD chg (Sep 14, 2012)
  Last obs:       2012-9-14      2012-9-14      2012-9-14      2012-9-14      2012-9-14      2012-9-14
2012.3        386.680 ___    410.820 ___    345.500 ___    406.580 ___      5.479 ___                     1.400  53      0.764  53      0.255  52      0.556  52      0.108  53      0.017  53     -0.002  53      0.004  53 
2012.2        436.790 ___    439.900 ___    348.940 ___    385.460 ___    -12.124 ___                     1.771  63      0.889  63      0.206  60      0.545  59     -0.026  63     -0.013  63      0.081  62     -0.020  61 
2012.1        371.620 ___    444.960 ___    364.140 ___    438.640 ___     20.360 ___                     1.292  62      0.722  62      0.132  59      0.421  62      0.042  62     -0.140  62      0.047  61     -0.010  62 
2011.4        336.740 ___    398.020 ___    322.240 ___    364.440 ___      7.562 ___                     2.318  63      0.904  63      0.103  59      0.648  62     -0.021  63      0.032  63     -0.026  62      0.050  62 
2011.3        411.250 ___    422.560 ___    325.410 ___    338.820 ___    -17.431 ___                     2.502  64      0.887  64      0.245  61      0.674  63     -0.020  64     -0.164  64     -0.064  64     -0.046  64 
2011.2        440.470 ___    451.240 ___    386.960 ___    410.350 ___     -6.176 ___                     1.410  63      0.761  63      0.191  59      0.535  60     -0.054  63      0.027  63     -0.042  61      0.061  61 
2011.1        414.350 ___    474.330 ___    408.690 ___    437.360 ___     14.310 ___                     1.580  59      0.784  59      0.064  56      0.654  59      0.074  58     -0.038  59      0.085  59      0.063  59 
2010.4        351.060 ___    394.550 ___    339.480 ___    382.610 ___      9.555 ___                     1.196  31      0.598  31      0.082  29      0.173  31     -0.093  31     -0.266  31     -0.074  31     -0.206  31 
2010.3        332.320 ___    371.040 ___    305.790 ___    349.240 ___      5.098 ___                     1.776  64      0.852  64      0.123  61      0.492  63     -0.003  64     -0.048  64      0.037  64      0.223  64 
2010.2        369.810 ___    404.700 ___    326.240 ___    332.300 ___     -9.349 ___                     2.466  63      0.909  63      0.228  59      0.629  61     -0.121  63     -0.080  63     -0.109  61     -0.017  62 
2010.1        364.020 ___    372.900 ___    310.340 ___    366.570 ___      1.850 ___                     1.832  61      0.839  61      0.046  58      0.429  61     -0.176  61     -0.078  61     -0.323  60      0.217  61 
2009.4        326.550 ___    364.270 ___    288.110 ___    359.910 ___     10.487 ___                     1.713  64      0.801  64      0.219  59      0.600  63     -0.030  64     -0.100  64      0.245  64      0.029  63 
2009.3        263.770 ___    337.030 ___    247.170 ___    325.750 ___     23.789 ___                     1.589  64      0.737  64     -0.032  60      0.594  63      0.200  64      0.109  64     -0.021  62     -0.003  64 
2009.2        228.120 ___    286.900 ___    225.430 ___    263.150 ___     13.962 ___                     2.547  63      0.680  63      0.106  59      0.561  61      0.029  63      0.078  63     -0.125  61     -0.003  62 
2009.1        212.050 ___    245.230 ___    188.210 ___    230.910 ___      8.833 ___                     3.542  61      0.874  61      0.188  57      0.502  61     -0.142  61     -0.045  61      0.038  59      0.067  61 
2008.4        306.640 ___    306.700 ___    167.550 ___    212.170 ___    -30.864 ___                     4.379  64      0.877  64      0.027  59      0.403  63     -0.121  64     -0.161  64     -0.120  64     -0.121  63 
2008.3        367.780 ___    379.340 ___    293.600 ___    306.890 ___    -16.647 ___                     2.290  64      0.787  64     -0.210  61      0.407  63     -0.069  64     -0.314  64     -0.081  64     -0.303  64 
2008.2        344.210 ___    429.450 ___    344.210 ___    368.180 ___      7.048 ___                     2.021  64      0.806  64      0.162  61      0.537  63     -0.078  64     -0.018  64      0.015  63      0.057  64 
2008.1        407.910 ___    409.130 ___    332.110 ___    343.940 ___    -15.709 ___                     2.209  61      0.800  61      0.061  56      0.314  60     -0.189  61     -0.077  61      0.103  58     -0.009  60 
2007.4        500.180 ___    508.300 ___    401.860 ___    408.040 ___    -18.407 ___                     1.448  64      0.761  64      0.090  60      0.377  63     -0.058  64     -0.180  64     -0.020  64      0.070  63 
2007.3        501.290 ___    549.390 ___    465.380 ___    500.090 ___     -0.214 ___                     1.426  63      0.821  63     -0.011  60      0.405  62     -0.125  63     -0.132  63     -0.041  63     -0.175  63 
2007.2        466.120 ___    512.960 ___    461.260 ___    501.160 ___      7.644 ___                     1.196  63      0.634  63      0.021  60      0.146  61     -0.163  63     -0.217  63     -0.064  62      0.036  62 
2007.1        469.910 ___    492.270 ___    449.330 ___    465.570 ___     -0.315 ___    2605.14  36      1.205  61      0.620  61      0.210  57      0.306  61      0.004  60     -0.014  60      0.022  59      0.012  61 
2006.4        454.920 ___    493.250 ___    443.810 ___    467.040 ___      2.714 ___    2061.18  30      1.274  63      0.639  63      0.001  61      0.282  62      0.039  63      0.116  63     -0.143  63      0.134  62 
2006.3        441.720 ___    473.450 ___    384.280 ___    454.700 ___      2.939 ___    1939.22  16      1.828  63      0.747  63      0.095  61      0.342  62      0.029  63      0.039  63     -0.015  63      0.076  63 
2006.2        500.010 ___    535.810 ___    423.230 ___    441.720 ___    -11.594 ___    2069.67  12      1.725  63      0.758  63      0.278  60      0.343  61     -0.002  63      0.024  63     -0.210  61      0.024  62 
2006.1        480.570 ___    559.600 ___    475.940 ___    499.650 ___      4.204 ___    2034.97   3      1.655  62      0.732  62      0.152  59      0.353  62     -0.010  62     -0.179  62     -0.132  61     -0.215  62 
2005.4        476.120 ___    510.380 ___    413.000 ___    479.490 ___      0.877 ___    1653.06   9      1.348  63      0.570  63      0.176  59      0.294  62      0.116  63      0.133  63      0.038  63     -0.126  62 
2005.3        419.420 ___    486.340 ___    417.940 ___    475.320 ___     13.423 ___    1556.56  11      1.129  64      0.701  64     -0.096  61      0.217  63     -0.088  64     -0.055  64      0.025  64      0.030  64 
2005.2        417.840 ___    446.380 ___    376.640 ___    419.070 ___      0.499 ___    1860.07   7      1.255  64      0.673  64      0.006  60      0.281  63     -0.091  64     -0.110  64     -0.038  62      0.033  64 
2005.1        433.310 ___    449.090 ___    382.570 ___    416.990 ___     -3.766 ___    2071.97  34      1.626  61      0.758  61      0.023  57      0.241  59     -0.079  61     -0.035  61      0.182  60      0.045  60 
2004.4        384.200 ___    453.950 ___    374.670 ___    433.310 ___     12.782 ___                     1.660  64      0.605  64      0.140  59      0.398  62     -0.067  64      0.183  64     -0.025  64      0.044  63 
2004.3        485.090 ___    485.090 ___    350.910 ___    384.200 ___    -20.798 ___                     2.308  64      0.612  64      0.062  61      0.156  63      0.014  64     -0.134  64      0.001  64      0.116  64 
2004.2        487.120 ___    518.700 ___    432.970 ___    485.090 ___     -0.417 ___                     1.831  62      0.596  62      0.197  58      0.196  60      0.082  62     -0.016  62     -0.065  60     -0.101  61 
2004.1        508.120 ___    560.680 ___    453.230 ___    487.120 ___     -4.133 ___                     1.964  62      0.705  62      0.167  59      0.246  62     -0.108  62     -0.163  62     -0.011  60     -0.137  62 
2003.4        419.780 ___    536.320 ___    419.780 ___    508.120 ___     21.044 ___                     2.001  64      0.767  64      0.156  59      0.391  63     -0.021  64     -0.065  64      0.092  64      0.095  63 
2003.3        359.690 ___    472.910 ___    351.170 ___    419.780 ___     16.706 ___                     2.324  64      0.705  64      0.404  61      0.247  63     -0.100  64     -0.085  64      0.008  64      0.075  64 
2003.2        296.270 ___    412.660 ___    296.270 ___    359.690 ___     21.406 ___                     2.437  63      0.753  63      0.025  61      0.377  61      0.038  63     -0.044  63     -0.008  63      0.044  62 
2003.1        289.240 ___    348.450 ___    258.560 ___    296.270 ___      2.431 ___                     2.935  61      0.835  61     -0.010  56      0.381  61      0.095  61      0.016  61      0.064  58     -0.053  61 
2002.4        238.240 ___    393.800 ___    209.350 ___    289.240 ___     21.407 ___                     4.655  64      0.828  64      0.372  60      0.523  63     -0.234  64     -0.139  64     -0.141  64     -0.194  63 
2002.3        387.580 ___    407.770 ___    231.590 ___    238.240 ___    -38.531 ___                     4.330  64      0.729  64     -0.028  62      0.149  63     -0.013  64     -0.158  64     -0.024  64     -0.010  64 
2002.2        595.240 ___    618.430 ___    358.640 ___    387.580 ___    -34.887 ___                     3.311  63      0.828  63      0.086  60      0.217  59     -0.006  63     -0.156  63     -0.338  62      0.019  61 
2002.1        522.160 ___    641.900 ___    499.090 ___    595.240 ___     13.996 ___                     3.298  60      0.733  60      0.242  55      0.378  60      0.026  60     -0.045  60      0.134  57     -0.118  60 
2001.4        375.210 ___    590.390 ___    345.460 ___    522.160 ___     39.727 ___                     4.054  64      0.756  64      0.317  59      0.406  63      0.087  64      0.084  64     -0.268  64      0.005  63 
2001.3        624.090 ___    657.370 ___    343.930 ___    373.700 ___    -40.121 ___                     3.843  59      0.768  59      0.225  57      0.304  58      0.118  58      0.098  58     -0.145  59      0.066  59 
2001.2        545.040 ___    710.780 ___    453.850 ___    624.090 ___     14.504 ___                     4.468  63      0.771  63      0.311  60      0.426  61      0.073  63      0.177  63     -0.011  62      0.320  62 
2001.1        576.610 ___    763.260 ___    515.310 ___    545.040 ___     -5.475 ___                     4.907  62      0.598  62     -0.027  57     -0.088  62      0.059  62     -0.303  62      0.132  60     -0.259  62 
2000.4        851.570 ___    873.560 ___    516.640 ___    576.610 ___    -32.289 ___                     5.659  63      0.748  63     -0.002  61      0.298  62     -0.021  63     -0.151  63     -0.205  63     -0.133  62 
2000.3        1140.53 ___    1269.64 ___    850.530 ___    851.570 ___    -25.336 ___                     3.676  63      0.659  63      0.222  61      0.355  62      0.026  63     -0.088  63     -0.025  63      0.237  63 
2000.2        1181.89 ___    1280.84 ___    821.580 ___    1140.53 ___     -3.499 ___                     4.967  63      0.812  63     -0.223  60      0.355  61     -0.035  63     -0.176  63      0.096  61     -0.087  62 
2000.1        704.560 ___    1362.10 ___    662.440 ___    1181.89 ___     67.749 ___                     3.647  63      0.495  63     -0.025  59      0.249  62     -0.071  63      0.180  63      0.004  62      0.021  62 
1999.4        498.970 ___    710.010 ___    475.970 ___    704.560 ___     41.175 ___                     2.662  64      0.463  64      0.288  59      0.162  61      0.221  64      0.228  64      0.037  64      0.155  63 
1999.3        484.450 ___    579.680 ___    469.720 ___    499.070 ___      3.018 ___                     2.495  64      0.634  64     -0.098  61      0.315  63     -0.207  64     -0.103  64      0.016  64     -0.011  64 
1999.2        370.620 ___    485.990 ___    361.660 ___    484.450 ___     30.675 ___                     2.916  63      0.569  63      0.020  59     -0.072  61     -0.030  63     -0.101  63     -0.050  61     -0.117  62 
1999.1        350.560 ___    428.120 ___    345.670 ___    370.730 ___      5.754 ___                     3.334  61      0.751  61      0.184  58      0.296  61     -0.144  61     -0.010  61     -0.158  60     -0.029  60 
1998.4        212.770 ___    362.700 ___    182.590 ___    350.560 ___     64.760 ___                     2.616  64      0.624  64      0.252  60      0.411  62      0.006  64     -0.012  64     -0.157  64     -0.097  63 
1998.3        245.930 ___    276.650 ___    190.040 ___    212.770 ___    -13.484 ___                     3.065  64      0.745  64      0.073  61      0.327  63     -0.024  64     -0.112  64      0.230  64      0.036  64 
1998.2        298.700 ___    326.060 ___    226.450 ___    245.930 ___    -17.667 ___                     2.360  63      0.465  63      0.144  60      0.134  61     -0.012  63     -0.037  63     -0.225  62     -0.024  62 
1998.1        263.630 ___    330.600 ___    242.790 ___    298.700 ___     13.303 ___                     2.597  61      0.597  61      0.012  58      0.272  61     -0.100  61      0.187  61     -0.201  59      0.030  61 
1997.4        381.600 ___    393.760 ___    242.820 ___    263.630 ___    -30.915 ___                     3.432  64      0.803  64      0.045  59      0.309  63     -0.005  64     -0.119  64     -0.248  64     -0.120  63 
1997.3        305.740 ___    405.480 ___    305.050 ___    381.600 ___     24.812 ___                     1.898  64      0.638  64      0.083  61      0.351  63      0.178  64      0.133  64     -0.178  64      0.142  64 
1997.2        268.850 ___    332.600 ___    253.380 ___    305.740 ___     13.721 ___                     2.340  64      0.482  64     -0.181  62      0.042  63      0.216  64      0.107  64      0.088  64      0.033  63 
1997.1        240.610 ___    291.590 ___    234.730 ___    268.850 ___     11.881 ___                     2.223  61      0.580  61     -0.039  57      0.273  60      0.022  61      0.143  61     -0.051  58     -0.084  61 
1996.4        186.260 ___    257.720 ___    181.460 ___    240.300 ___     28.187 ___                     1.822  64      0.438  64     -0.023  60      0.062  63      0.013  64      0.065  64      0.024  64     -0.172  63 
1996.3        175.940 ___    199.030 ___    138.980 ___    187.460 ___      7.298 ___                     2.512  64      0.626  64      0.146  62      0.150  63      0.077  64      0.051  64      0.091  64      0.001  64 
1996.2        176.300 ___    216.930 ___    167.870 ___    174.710 ___     -0.727 ___                     2.044  63      0.097  63     -0.074  60     -0.089  61      0.018  63      0.080  63      0.076  62      0.220  62 
1996.1        202.360 ___    211.990 ___    163.770 ___    175.990 ___    -12.294 ___                     2.878  63      0.430  63      0.036  58      0.006  63      0.016  63     -0.093  63     -0.077  61     -0.105  63 
1995.4        275.080 ___    278.510 ___    190.060 ___    200.660 ___    -27.054 ___                     2.983  63      0.529  63     -0.040  61     -0.039  62     -0.043  63     -0.147  63     -0.137  63     -0.171  62 
1995.3        487.980 ___    571.510 ___    254.810 ___    275.080 ___    -43.632 ___                     6.482  63      0.104  63      0.129  62     -0.112  62     -0.042  63      0.040  63      0.059  63     -0.064  63 
1995.2        348.750 ___    505.750 ___    339.310 ___    488.010 ___     39.883 ___                     1.860  63      0.401  63     -0.111  60      0.196  61      0.078  63      0.327  63      0.167  61      0.244  62 
1995.1        280.230 ___    373.760 ___    267.730 ___    348.870 ___     24.521 ___                     1.468  63      0.375  63      0.062  60      0.114  63      0.177  63      0.133  63     -0.227  62      0.044  63 
1994.4        257.530 ___    291.760 ___    234.880 ___    280.170 ___      8.791 ___                     1.696  63      0.694  63      0.111  59      0.165  62      0.141  63      0.066  63      0.036  63     -0.038  62 
1994.3        238.930 ___    278.990 ___    230.720 ___    257.530 ___      7.785 ___                     1.517  64      0.451  64     -0.011  62      0.215  63      0.279  64      0.065  64     -0.081  64     -0.102  64 
1994.2        236.540 ___    259.740 ___    213.840 ___    238.930 ___                                    2.181  38      0.532  38     -0.208  38      0.145  38      0.226  38      0.017  38     -0.133  38     -0.269  38