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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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      S&P 500 total rtn (incldg dividends) 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[ SP500_div w SP500 ] for Year   (9)   Corr_dly[ SP500_div w Nikkei ] for Year   (10)   Corr_dly[ SP500_div w FTSE ] for Year   (11)   Daily AutoCorr for Year   (12)   Corr_dly[ SP500_div w SP500(d-1) ] for Year   (13)   Corr_dly[ SP500_div w NIKKEI(d-1) ] for Year   (14)   Corr_dly[ SP500_div w FTSE(d-1) ] for Year   |   EconStats does not guarantee the accuracy of this data.
          |_S&P_500_total_rtn_(incldg_dividends)_yearly_____________________________________________________________________________________________________________________________________________________________________|
          |      (1)     |      (2)     |      (3)     |      (4)     |      (5)     |      (6)     |      (7)     |      (8)     |      (9)     |     (10)     |     (11)     |     (12)     |     (13)     |     (14)     |
          |              |              |              |              |              | Volume       |              | Corr_dly[    | Corr_dly[    | Corr_dly[    |              | Corr_dly[    | Corr_dly[    | Corr_dly[    |
          |              |              |              |              |              |(thous) -     | StDev of dly | SP500_div w  | SP500_div w  | SP500_div w  | Daily        | SP500_div w  | SP500_div w  | SP500_div w  |
          | Open for     | High for     | Low  for     | Close for    | %Chg for     | Avg over     | rtns for     | SP500 ] for  | Nikkei ] for | FTSE ] for   | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1)  | FTSE(d-1) ]  |
          | Year         | Year         | Year         | Year         | Year         | days in Year | Year         | Year         | Year         | Year         | Year         | for Year     | ] for Year   | for Year     |
Year      |____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
           <-YTD chg (Dec 1, 2011)
  Last obs:       2011-12-1      2011-12-1      2011-12-1      2011-12-1      2011-12-1      2011-12-1
2011  end    11982.9 ___    12212.1 ___    11192.8 ___    12020.0 ___                   3867640  18      1.848  17      0.992  17     -0.107  16      0.901  17     -0.026  16     -0.051  17      0.393  17      0.019  17 
2010  end                                                                                                      na             na             na             na             na             na             na             na  
2009  end    1503.87 ___    1801.12 ___    1095.04 ___    1756.07 ___     20.860 ___                     1.862 209      0.985 209      0.085 197      0.668 207     -0.117 208     -0.100 209      0.099 205     -0.003 208 
2008  end    2217.59 ___    2258.74 ___    1206.04 ___    1452.98 ___    -36.998 ___                     2.601 250      0.999 250      0.134 236      0.528 246     -0.156 249     -0.156 250     -0.145 248     -0.142 248 
2007  end    2173.29 ___    2447.02 ___    2125.34 ___    2306.23 ___      5.494 ___                     1.012 249      1.000 249      0.064 236      0.554 245     -0.175 248     -0.174 249     -0.083 248     -0.121 247 
2006  end    1953.74 ___    2199.15 ___    1866.91 ___    2186.12 ___                                    0.634 208      1.000 208      0.115 200      0.531 204      0.047 208      0.045 208     -0.055 206     -0.006 206