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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 TSX Index Composite Index Canada Quarterly Data
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_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[    | TSX Comp w   | Corr_dly[    |
          |              |              |              |              |              | Avg over     | StDev of dly | TSX Comp w   | TSX Comp w   | TSX Comp w   | Daily        | TSX Comp w   | NIKKEI(d-1)  | TSX Comp 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  |____2013-2000_|____2013-2000_|____2013-2000_|____2013-2000_|____2013-2000_|____2013-2000_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
                                                                 8.18% <-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
2013.4        12787.2 ___    13517.0 ___    12678.0 ___    13324.0 ___      4.198 ___     146052  50      0.452  50      0.717  49      0.183  49      0.602  50      0.000  50      0.064  50      0.122  50      0.013  50 
2013.3        12178.0 ___    12964.9 ___    12055.6 ___    12787.2 ___      5.426 ___    89249.7  63      0.571  63      0.621  62      0.140  61      0.376  62     -0.108  63      0.066  63     -0.080  63     -0.141  63 
2013.2        12751.6 ___    12889.3 ___    11759.0 ___    12129.1 ___     -4.869 ___    1814.84  64      0.891  64      0.729  63      0.117  61      0.548  61     -0.055  64     -0.071  64      0.012  63      0.050  63 
2013.1        12435.1 ___    12904.7 ___    12435.1 ___    12749.9 ___      3.522 ___    1755.69  59      0.484  59      0.727  58      0.082  54      0.671  59     -0.252  58     -0.073  58     -0.087  56     -0.220  58 
2012.4        12370.2 ___    12499.8 ___    11811.4 ___    12316.1 ___     -0.011 ___                     0.586  62      0.746  59      0.272  60      0.643  62      0.263  61      0.254  61      0.100  62     -0.009  61 
2012.3        11848.8 ___    12499.5 ___    11425.5 ___    12317.5 ___      6.216 ___                     0.732  62      0.793  61      0.428  60      0.563  61      0.247  62      0.188  62      0.058  62      0.126  62 
2012.2        12507.1 ___    12507.1 ___    11280.6 ___    11596.6 ___     -6.420 ___                     0.957  63      0.761  62      0.148  60      0.652  59      0.150  63      0.043  63      0.096  62     -0.035  61 
2012.1        12097.2 ___    12740.5 ___    11955.1 ___    12392.2 ___      3.656 ___     189557  14      0.670  63      0.758  62      0.108  60      0.591  63     -0.033  63     -0.190  63      0.120  62     -0.076  63 
2011.4        11516.9 ___    12542.6 ___    10848.2 ___    11955.1 ___      2.850 ___     216510  62      1.426  62      0.851  61      0.190  59      0.749  62      0.024  61      0.187  62      0.049  62      0.104  61 
2011.3        13315.4 ___    13516.2 ___    11293.6 ___    11623.8 ___    -12.608 ___     228077  62      1.480  62      0.846  61      0.295  59      0.727  61      0.106  62      0.004  62     -0.043  62      0.108  62 
2011.2        14118.2 ___    14315.4 ___    12763.5 ___    13300.9 ___     -5.775 ___     197926  63      0.800  63      0.721  62      0.267  59      0.567  59      0.147  63      0.144  63     -0.222  61      0.044  61 
2011.1        13407.6 ___    14329.5 ___    13139.5 ___    14116.1 ___      5.005 ___     231527  59      0.776  59      0.625  58      0.072  56      0.583  59     -0.036  58     -0.039  59      0.213  59      0.002  59 
2010.4        12400.1 ___    13493.6 ___    12262.7 ___    13443.2 ___      8.688 ___     200450  61      0.661  61      0.763  59      0.232  57      0.595  61     -0.048  60     -0.066  61     -0.125  61     -0.128  60 
2010.3        11245.3 ___    12406.4 ___    11065.5 ___    12368.7 ___      9.511 ___     192508  63      0.751  63      0.782  62      0.150  60      0.528  62     -0.016  63      0.067  63      0.242  63      0.331  63 
2010.2        12069.9 ___    12321.8 ___    11180.0 ___    11294.4 ___     -6.175 ___     206962  62      1.020  62      0.853  61      0.314  58      0.645  59      0.018  62      0.045  62     -0.189  60      0.116  61 
2010.1        11847.3 ___    12129.3 ___    10990.4 ___    12037.7 ___      2.483 ___     170876  62      0.786  62      0.847  61      0.101  59      0.540  62      0.018  62      0.033  62     -0.176  61      0.359  62 
2009.4        11403.3 ___    11816.3 ___    10745.3 ___    11746.1 ___      3.082 ___     174664  63      1.049  63      0.791  62      0.083  59      0.650  63      0.029  62      0.081  63     -0.015  63     -0.055  62 
2009.3        10290.5 ___    11648.6 ___    9535.50 ___    11395.0 ___      9.832 ___     188135  63      1.259  63      0.729  62      0.091  59      0.589  62      0.123  63      0.259  63     -0.096  61      0.158  63 
2009.2        8647.56 ___    10726.0 ___    8617.28 ___    10374.9 ___     18.973 ___     227977  63      1.782  63      0.836  62      0.085  59      0.657  60     -0.126  63     -0.056  63      0.101  61      0.006  62 
2009.1        8951.85 ___    9505.72 ___    7479.96 ___    8720.39 ___     -2.974 ___     247925  62      2.250  62      0.856  61      0.124  58      0.663  62     -0.074  62     -0.036  62      0.159  60      0.120  62 
2008.4        11730.7 ___    11775.8 ___    7647.11 ___    8987.70 ___    -23.528 ___     298108  62      4.121  62      0.777  61      0.490  58      0.608  62     -0.156  61      0.233  62     -0.126  62      0.211  61 
2008.3        14573.5 ___    14584.9 ___    11171.3 ___    11752.9 ___    -18.761 ___     249152  63      2.099  63      0.718  62      0.068  60      0.559  62     -0.112  63     -0.191  63     -0.154  63     -0.166  63 
2008.2        13337.7 ___    15154.8 ___    13254.0 ___    14467.0 ___      8.366 ___     222776  64      0.981  64      0.477  63      0.146  61      0.437  62     -0.040  64      0.125  64      0.240  63      0.198  64 
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