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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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      CBOE volatility index on OEX (sp100) Index US Yearly Data
  (1)   Open for Year   (2)   High for Year   (3)   Low for Year   (4)   Close for Year   (5)   %Chg for Year   (6)   Volume (thous of shares) - Average over days in Year   (7)   StDev of dly rtns for Year   (8)   Corr_dly[ oex voltly ind w SP500 ] for Year   (9)   Corr_dly[ oex voltly ind w Nikkei ] for Year   (10)   Corr_dly[ oex voltly ind w FTSE ] for Year   (11)   Daily AutoCorr for Year   (12)   Corr_dly[ oex voltly ind w SP500(d-1) ] for Year   (13)   Corr_dly[ oex voltly ind w NIKKEI(d-1) ] for Year   (14)   Corr_dly[ oex voltly ind w FTSE(d-1) ] for Year   |   EconStats does not guarantee the accuracy of this data.
          |_CBOE_volatility_index_on_OEX_(sp100)_yearly_____________________________________________________________________________________________________________________________________________________________________|
          |      (1)     |      (2)     |      (3)     |      (4)     |      (5)     |      (6)     |      (7)     |      (8)     |      (9)     |     (10)     |     (11)     |     (12)     |     (13)     |     (14)     |
          |              |              |              |              |              |              |              |              |              |              |              | Corr_dly[    | Corr_dly[    | Corr_dly[    |
          |              |              |              |              |              | Volume       |              | Corr_dly[    | Corr_dly[    | Corr_dly[    |              | oex voltly   | oex voltly   | oex voltly   |
          |              |              |              |              |              |(thous) -     | StDev of dly | oex voltly   | oex voltly   | oex voltly   | Daily        | ind w        | ind w        | ind w        |
          | Open for     | High for     | Low  for     | Close for    | %Chg for     | Avg over     | rtns for     | ind w SP500  | ind w Nikkei | ind w FTSE ] | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1)  | FTSE(d-1) ]  |
          | Year         | Year         | Year         | Year         | Year         | days in Year | Year         | ] for Year   | ] for Year   | for Year     | Year         | for Year     | ] for Year   | for Year     |
Year      |____2013-1986_|____2013-1986_|____2013-1986_|____2013-1986_|____2013-1986_|____2013-1986_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
                                                               -43.64% <-YTD chg (Dec 10, 2013)
  Last obs:      2013-12-10     2013-12-10     2013-12-10     2013-12-10     2013-12-10     2013-12-10
2013  end     14.190 ___     22.250 ___     10.560 ___     13.020 ___    -43.636 ___                     8.055 236     -0.825 236     -0.068 225     -0.412 233     -0.171 235      0.106 235      0.030 232      0.103 234 
2012  end     21.610 ___     27.220 ___     11.900 ___     23.100 ___      0.522 ___                     6.398 249     -0.795 249     -0.076 238     -0.525 243     -0.090 248      0.046 248     -0.035 247      0.075 246 
2011  end     16.020 ___     50.470 ___     13.430 ___     22.980 ___     32.909 ___                    10.054 252     -0.875 252     -0.086 236     -0.629 245     -0.190 252      0.142 252     -0.117 248     -0.013 249 
2010  end     18.960 ___     45.290 ___     13.840 ___     17.290 ___    -12.984 ___     32.500   1      8.547 252     -0.853 252     -0.180 237     -0.578 247     -0.112 252      0.053 252      0.159 249     -0.063 250 
2009  end     41.360 ___     56.450 ___     17.240 ___     19.870 ___    -50.817 ___                     6.124 252     -0.770 252      0.005 235     -0.455 248     -0.196 252      0.178 252      0.005 246      0.035 250 
2008  end     23.830 ___    103.410 ___     9.4400 ___     40.400 ___     74.213 ___                     9.015 253     -0.782 253     -0.170 237     -0.509 249     -0.185 253      0.119 253      0.127 249      0.070 251 
2007  end     11.630 ___     37.690 ___     8.9900 ___     23.190 ___    106.133 ___                     9.904 251     -0.852 251     -0.048 237     -0.411 247     -0.219 250      0.195 250      0.157 248      0.138 249 
2006  end     11.740 ___     22.450 ___     9.0000 ___     11.250 ___     -4.418 ___                     6.907 251     -0.845 251     -0.049 241     -0.536 247     -0.106 251      0.096 251      0.076 248      0.191 249 
2005  end     13.540 ___     17.660 ___     9.1200 ___     11.770 ___    -13.137 ___     37.376  86      5.783 252     -0.841 252     -0.043 237     -0.293 247     -0.130 252      0.148 252      0.047 249      0.061 250 
2004  end     18.130 ___     22.660 ___     11.210 ___     13.550 ___    -22.748 ___                     5.635 252     -0.780 252     -0.092 237     -0.320 247     -0.046 252      0.056 252     -0.009 248      0.069 250 
2003  end     32.470 ___     41.160 ___     14.540 ___     17.540 ___    -45.239 ___                     4.133 252     -0.714 252     -0.035 237     -0.360 248     -0.100 252      0.146 252     -0.039 249      0.102 250 
2002  end     24.700 ___     56.740 ___     18.870 ___     32.030 ___     37.941 ___                     5.882 250     -0.821 250     -0.145 236     -0.452 244     -0.044 250     -0.001 250      0.072 246      0.010 247 
2001  end     31.610 ___     57.310 ___     20.260 ___     23.220 ___    -23.189 ___                     5.795 248     -0.851 248     -0.210 233     -0.372 244     -0.052 247      0.007 247      0.096 245     -0.097 246 
2000  end     24.880 ___     41.530 ___     18.060 ___     30.230 ___     13.179 ___                     6.199 252     -0.824 252      0.042 241     -0.359 247     -0.116 252      0.057 252      0.043 249      0.076 249 
1999  end     24.670 ___     36.790 ___     17.700 ___     26.710 ___      5.116 ___                     6.337 252     -0.809 252      0.021 237     -0.308 246     -0.142 252      0.089 252      0.084 249      0.016 249 
1998  end     25.800 ___     60.630 ___     16.090 ___     25.410 ___      2.089 ___                     7.622 252     -0.846 252     -0.176 239     -0.383 247     -0.075 252      0.076 252     -0.035 249     -0.051 250 
1997  end     22.950 ___     55.480 ___     17.380 ___     24.890 ___     14.859 ___                     6.468 253     -0.748 253     -0.099 239     -0.362 249     -0.164 253      0.119 253      0.186 250      0.016 251 
1996  end     14.460 ___     28.450 ___     12.660 ___     21.670 ___     56.012 ___                     6.208 254     -0.682 254      0.067 240     -0.232 250     -0.176 254      0.153 254     -0.020 251      0.117 252 
1995  end     14.020 ___     18.270 ___     9.5700 ___     13.890 ___      3.348 ___                     4.331 252     -0.360 252     -0.046 243     -0.054 248     -0.144 252      0.166 252      0.013 249      0.027 250 
1994  end     11.260 ___     25.310 ___     9.2500 ___     13.440 ___     17.277 ___                     7.165 252     -0.785 252      0.012 239     -0.213 247     -0.198 252      0.159 252     -0.044 249      0.037 250 
1993  end     13.930 ___     18.000 ___     8.8600 ___     11.460 ___    -15.424 ___                     5.218 251     -0.556 251     -0.069 237     -0.111 246     -0.051 250     -0.039 251      0.029 248      0.086 249 
1992  end     21.110 ___     27.280 ___     11.890 ___     13.550 ___    -32.821 ___                     4.693 254     -0.594 254     -0.205 240     -0.133 250     -0.123 254      0.110 254      0.093 250     -0.008 252 
1991  end     24.690 ___     38.210 ___     12.160 ___     20.170 ___    -14.352 ___                     6.428 251     -0.578 251     -0.175 237     -0.173 247     -0.126 251      0.098 251     -0.020 247      0.034 249 
1990  end     18.370 ___     40.010 ___     15.510 ___     23.550 ___     35.423 ___                     6.386 253     -0.748 253     -0.161 239     -0.304 249     -0.002 253      0.042 253      0.027 250      0.072 251 
1989  end     19.440 ___     51.710 ___     11.600 ___     17.390 ___     -6.152 ___                     6.463 252     -0.682 252      0.093 242     -0.163 248     -0.114 252      0.171 252     -0.074 248      0.012 250 
1988  end     37.200 ___     52.600 ___     15.220 ___     18.530 ___    -53.029 ___                     6.020 253     -0.698 253     -0.006 240     -0.232 249     -0.229 253      0.215 253     -0.065 250      0.112 251 
1987  end     19.760 ___    172.790 ___     10.430 ___     39.450 ___    110.850 ___                     6.687 252     -0.646 252      0.115 238     -0.398 248     -0.079 252      0.074 252      0.046 248      0.384 250 
1986  end     17.990 ___     28.410 ___     15.750 ___     18.710 ___                                    3.563 249     -0.337 249      0.001 236     -0.141 245      0.109 249      0.052 249      0.089 247     -0.004 247