,Stock Markets - S&P TSX Index Composite - quarterly , Notes : , Replaced TSE 300 index in 2002. ;; ,, (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[ TSX Comp w SP500 ] for Quarter ,, (9) Corr_dly[ TSX Comp w Nikkei ] for Quarter ,, (10) Corr_dly[ TSX Comp w FTSE ] for Quarter ,, (11) Daily AutoCorr for Quarter ,, (12) Corr_dly[ TSX Comp w SP500(d-1) ] for Quarter ,, (13) Corr_dly[ TSX Comp w NIKKEI(d-1) ] for Quarter ,, (14) Corr_dly[ TSX Comp w FTSE(d-1) ] for Quarter ;; EconStats does not guarantee the accuracy of this data. ____________________________________________________________________________________________S&P TSX Index Composite____________________________________________________________________________________________ ,,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[ TSX Comp w SP500 ] for Quarter,num of observations,Corr_dly[ TSX Comp w Nikkei ] for Quarter,num of observations,Corr_dly[ TSX Comp w FTSE ] for Quarter,num of observations,Daily AutoCorr for Quarter,num of observations,Corr_dly[ TSX Comp w SP500(d-1) ] for Quarter,num of observations,Corr_dly[ TSX Comp w NIKKEI(d-1) ] for Quarter,num of observations,Corr_dly[ TSX Comp w FTSE(d-1) ] for Quarter,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008.4, , 11730.7,___, 11775.8,___, 7647.11,___, 8155.39,___, -30.610,___, 307888, 36, 4.242, 36, 0.733, 36, 0.482, 35, 0.490, 36, -0.073, 35, 0.094, 36, 0.021, 36, 0.244, 36, 2008.3, , 14573.5,___, 14584.9,___, 11171.3,___, 11752.9,___, -18.761,___, 249152, 63, 2.099, 63, 0.718, 62, 0.062, 52, 0.536, 60, -0.112, 63, -0.191, 63, -0.156, 57, -0.124, 62, 2008.2, , 13337.7,___, 15154.8,___, 13254.0,___, 14467.0,___, 8.366,___, 221806, 56, 0.931, 55, 0.502, 54, 0.041, 52, 0.405, 53, -0.090, 54, 0.115, 55, 0.267, 54, 0.234, 55, 2008.1, , 13907.7,___, 14037.7,___, 11982.9,___, 13350.1,___, -3.491,___, 238245, 60, 1.546, 60, 0.558, 59, 0.059, 55, 0.611, 60, -0.068, 59, 0.029, 60, 0.070, 57, -0.117, 59, 2007.4, , 14113.1,___, 14625.0,___, 13190.1,___, 13833.1,___, -1.885,___, 219945, 62, 0.988, 62, 0.837, 61, 0.327, 59, 0.659, 62, -0.083, 61, -0.031, 62, -0.043, 62, 0.054, 61, 2007.3, , 14001.4,___, 14646.8,___, 12463.8,___, 14098.9,___, 1.383,___, 216487, 62, 1.017, 62, 0.788, 61, 0.071, 59, 0.598, 61, -0.033, 62, 0.009, 62, -0.034, 62, -0.220, 62, 2007.2, , 13185.3,___, 14216.2,___, 13165.5,___, 13906.6,___, 5.629,___, 214540, 63, 0.742, 63, 0.750, 62, 0.094, 60, 0.451, 60, 0.010, 63, 0.013, 63, -0.047, 62, 0.322, 62, 2007.1, , 12924.5,___, 13433.0,___, 12412.6,___, 13165.5,___, 1.992,___, 191924, 64, 0.788, 64, 0.782, 61, 0.337, 59, 0.499, 64, 0.019, 64, 0.018, 63, -0.042, 62, -0.080, 64, 2006.4, , 11767.4,___, 13053.2,___, 11407.3,___, 12908.4,___, 9.753,___, 198482, 61, 0.765, 61, 0.463, 60, 0.132, 59, 0.403, 61, -0.052, 59, 0.196, 61, -0.162, 61, 0.065, 60, 2006.3, , 11670.2,___, 12226.6,___, 11410.4,___, 11761.3,___, 1.278,___, 177509, 62, 0.764, 62, 0.571, 61, 0.107, 60, 0.455, 61, 0.012, 62, 0.136, 62, 0.103, 62, 0.088, 62, 2006.2, , 12200.7,___, 12494.7,___, 10860.7,___, 11612.9,___, -4.110,___, 182403, 60, 1.048, 60, 0.669, 59, 0.421, 57, 0.520, 58, 0.055, 60, 0.409, 60, -0.070, 58, 0.173, 59, 2006.1, , 11304.6,___, 12287.5,___, 11272.3,___, 12110.6,___, 7.437,___, 176673, 53, 0.817, 53, 0.445, 51, 0.033, 50, 0.289, 53, -0.020, 50, -0.050, 53, -0.016, 52, 0.010, 53, 2005.4, , 11035.0,___, 11296.8,___, 10145.1,___, 11272.3,___, 2.365,___, 142206, 51, 0.826, 51, 0.662, 51, 0.040, 49, 0.420, 51, 0.034, 49, -0.129, 51, 0.207, 51, 0.092, 51, 2005.3, , 10033.1,___, 11135.5,___, 9902.77,___, 11011.8,___, 11.200,___, 129424, 59, 0.685, 59, 0.438, 58, -0.124, 56, 0.371, 58, -0.167, 59, 0.081, 59, 0.099, 59, 0.044, 59, 2005.2, , 9675.32,___, 10075.0,___, 9243.68,___, 9902.77,___, 3.021,___, 115329, 59, 0.644, 59, 0.596, 58, 0.182, 56, 0.337, 58, 0.141, 57, 0.051, 59, 0.007, 57, 0.098, 59, 2005.1, , 9246.65,___, 9968.41,___, 8952.79,___, 9612.38,___, 3.955,___, 126107, 62, 0.583, 64, 0.590, 61, 0.318, 60, 0.325, 61, 0.186, 64, 0.205, 64, -0.077, 63, -0.044, 63, 2004.4, , 8665.13,___, 9287.40,___, 8663.35,___, 9246.65,___, 6.672,___, 122910, 63, 0.439, 66, 0.542, 64, 0.124, 61, 0.181, 64, -0.115, 66, -0.161, 66, 0.115, 66, 0.055, 65, 2004.3, , 8545.58,___, 8672.04,___, 8116.15,___, 8668.29,___, 1.436,___, 108788, 63, 0.613, 66, 0.485, 64, 0.204, 63, 0.432, 65, -0.019, 66, 0.061, 66, -0.054, 66, -0.017, 66, 2004.2, , 8632.13,___, 8920.76,___, 8098.06,___, 8545.58,___, -0.470,___, 129278, 63, 0.910, 65, 0.751, 62, 0.276, 61, 0.535, 61, 0.137, 65, 0.133, 65, -0.099, 63, -0.122, 64, 2004.1, , 8220.89,___, 8885.61,___, 8220.89,___, 8585.93,___, 4.440,___, 148185, 63, 0.730, 65, 0.653, 62, 0.219, 61, 0.485, 64, 0.061, 65, 0.092, 65, 0.123, 63, -0.194, 65, 2003.4, , 7433.06,___, 8276.84,___, 7421.13,___, 8220.89,___, 10.777,___, 118344, 62, 0.542, 66, 0.654, 64, 0.228, 61, 0.350, 64, -0.057, 66, 0.027, 66, 0.073, 66, 0.076, 65, 2003.3, , 6983.14,___, 72250.0,___, 6981.43,___, 7421.13,___, 6.272,___, 152917, 62, 0.495, 66, 0.567, 64, 0.328, 63, 0.507, 65, 0.208, 66, 0.166, 66, 0.049, 66, 0.100, 66, 2003.2, , 6351.17,___, 7129.17,___, 6316.17,___, 6983.14,___, 10.273,___, 120984, 63, 0.546, 65, 0.703, 63, 0.137, 63, 0.491, 61, -0.094, 65, 0.097, 65, -0.096, 65, -0.078, 64, 2003.1, , 6614.54,___, 6852.54,___, 6204.94,___, 6332.60,___, -4.262,___, 112798, 62, 0.781, 64, 0.791, 61, -0.105, 58, 0.562, 63, -0.003, 64, -0.001, 64, 0.138, 61, -0.044, 64, 2002.4, , 6177.88,___, 6725.49,___, 5678.28,___, 6614.54,___, 7.024,___, 134751, 63, 1.200, 66, 0.831, 64, 0.418, 62, 0.557, 64, -0.087, 66, -0.111, 66, -0.035, 66, -0.148, 65, 2002.3, , 7145.61,___, 7145.61,___, 5992.14,___, 6180.42,___, -13.507,___, 113469, 58, 1.275, 66, 0.631, 64, 0.118, 64, 0.386, 65, -0.098, 66, 0.135, 66, 0.069, 66, 0.141, 66, 2002.2, , 7854.04,___, 7932.05,___, 7003.68,___, 7145.61,___, -8.990,___, 117731, 64, 0.758, 65, 0.738, 64, 0.302, 62, 0.641, 61, -0.133, 65, 0.095, 65, -0.281, 64, -0.220, 63, 2002.1, , 7688.41,___, 7992.70,___, 7402.70,___, 7851.47,___, 2.121,___, 106088, 62, 0.731, 64, 0.689, 60, 0.426, 58, 0.708, 62, 0.132, 64, 0.386, 64, 0.164, 61, 0.119, 64, 2001.4, , 6801.93,___, 7729.28,___, 6766.38,___, 7688.41,___, 12.427,___, 106112, 62, 0.845, 66, 0.776, 64, 0.304, 61, 0.510, 64, -0.008, 66, 0.168, 66, -0.133, 66, 0.040, 65, 2001.3, , 7736.35,___, 7777.11,___, 6301.52,___, 6838.56,___, -11.605,___, 92112.4, 60, 1.085, 65, 0.715, 59, -0.028, 63, 0.655, 63, 0.016, 65, 0.092, 62, -0.049, 65, 0.023, 65, 2001.2, , 7633.28,___, 8409.11,___, 7382.00,___, 7736.35,___, 1.687,___, 111026, 61, 1.097, 65, 0.750, 63, 0.153, 62, 0.547, 61, 0.123, 65, 0.180, 65, -0.044, 64, 0.144, 64, 2001.1, , 8933.68,___, 9425.52,___, 7438.47,___, 7608.00,___, -14.839,___, 104505, 63, 1.647, 65, 0.708, 62, 0.151, 59, 0.291, 64, -0.247, 65, 0.005, 65, 0.035, 63, -0.018, 65, 2000.4, , 10491.7,___, 10701.5,___, 8561.86,___, 8933.68,___, -13.916,___, 97466.8, 58, 1.973, 65, 0.702, 63, 0.269, 61, 0.510, 63, 0.053, 65, 0.079, 65, -0.071, 65, -0.177, 64, 2000.3, , 10195.5,___, 11402.0,___, 10153.1,___, 10377.9,___, 1.790,___, 81559.4, 60, 1.327, 65, 0.471, 63, 0.197, 63, 0.245, 64, 0.110, 65, 0.283, 65, 0.042, 65, 0.275, 65, 2000.2, , 9520.73,___, 10310.1,___, 8421.58,___, 10195.5,___, 7.747,___, 93797.0, 62, 1.765, 65, 0.792, 63, -0.098, 62, 0.422, 61, 0.018, 65, 0.078, 65, 0.013, 63, -0.071, 64, 2000.1, , 8100.21,___, 10176.7,___, 8018.57,___, 9462.39,___, ,, 89228.6, 5, 1.459, 62, 0.467, 60, -0.020, 59, 0.165, 62, 0.083, 62, 0.200, 62, -0.129, 62, 0.010, 62,