date open high low close volume change t

2-Jan-01 1320.28 1320.28 1276.05 1283.27 11294 14977

3-Jan-01 1283.27 1347.76 1274.62 1347.56 18807 64.29004 14978 Note:
4-Jan-01 1347.56 1350.24 1329.14 1333.34 21310 -14.22009 14979 date
5-Jan-01 1333.34 1334.77 1294.95 1298.35 14308 -34.98999 14980 open
8-Jan-01 1298.35 1298.35 1276.29 1295.86 11155 -2.48999 14981 high
9-Jan-01 1295.86 1311.72 1295.14 1300.8 11913 4.940063 14982 low
10-Jan-01 1300.8 1313.76 1287.28 1313.27 12965 12.46997 14983 close
11-Jan-01 1313.27 1332.19 1309.72 1326.82 14112 13.54993 14984 volume
12-Jan-01 1326.82 1333.21 1311.59 1318.55 12760 -8.269897 14985 change
16-Jan-01 1318.32 1327.81 1313.33 1326.65 12057 8.099976 14986
17-Jan-01 1326.65 1346.92 1325.41 1329.47 13491 2.819946 14987
18-Jan-01 1329.89 1352.71 1327.41 1347.97 14450 18.5 14988
19-Jan-01 1347.97 1354.55 1336.74 1342.54 14078 -5.429932 14989
22-Jan-01 1342.54 1353.62 1333.84 1342.9 11640 0.3599854 14990 1600
23-Jan-01 1342.9 1362.9 1339.63 1360.4 12326 17.5 14991
24-Jan-01 1360.4 1369.75 1357.28 1364.3 13090 3.900024 14992 1400

25-Jan-01 1364.3 1367.35 1354.63 1357.51 12580 -6.790039 14993 1200

26-Jan-01 1357.51 1357.51 1342.75 1354.95 10980 -2.560059 14994
29-Jan-01 1354.92 1365.54 1350.36 1364.17 10531 9.220093 14995 1000
30-Jan-01 1364.17 1375.68 1356.2 1373.73 11498 9.559937 14996 800
31-Jan-01 1373.73 1383.37 1364.66 1366.01 12953 -7.719971 14997
1-Feb-01 1366.01 1373.5 1359.34 1373.47 11188 7.459961 14998 600
2-Feb-01 1373.47 1376.38 1348.72 1349.47 10484 -24 14999
400
5-Feb-01 1349.47 1354.56 1344.48 1354.31 10130 4.840088 15000
6-Feb-01 1354.31 1363.55 1350.04 1352.26 10596 -2.050049 15001 200
7-Feb-01 1352.26 1352.26 1334.26 1340.89 11583 -11.37 15002
0
8-Feb-01 1341.1 1350.32 1332.42 1332.53 11072 -8.359985 15003
01 01 01 01 01 01 01
9-Feb-01 1332.53 1332.53 1309.98 1314.76 10755 -17.77002 15004 a n- an- an- eb- eb- eb- ar- ar-
J J J
2- 12- 22- 1-F 11-F 21-F 3-M 3-M 3
12-Feb-01 1314.76 1330.96 1313.64 1330.31 10391 15.55005 15005 1 2
13-Feb-01 1330.31 1336.62 1317.51 1318.8 10752 -11.51001 15006
14-Feb-01 1318.8 1320.73 1304.72 1315.92 11503 -2.880005 15007
15-Feb-01 1315.92 1331.29 1315.92 1326.61 11537 10.68994 15008
16-Feb-01 1326.61 1326.61 1293.18 1301.53 12572 -25.07996 15009
20-Feb-01 1301.53 1307.16 1278.44 1278.94 11122 -22.59009 15010
21-Feb-01 1278.94 1282.97 1253.16 1255.27 12085 -23.66992 15011
22-Feb-01 1255.27 1259.94 1228.33 1252.82 13659 -2.450073 15012
23-Feb-01 1252.82 1252.82 1215.44 1245.86 12313 -6.959961 15013
26-Feb-01 1245.86 1267.69 1241.71 1267.65 11308 21.79004 15014
27-Feb-01 1267.65 1272.76 1252.26 1257.94 11141 -9.710083 15015
28-Feb-01 1257.94 1263.47 1229.65 1239.94 12253 -18 15016
1-Mar-01 1239.94 1241.36 1214.5 1241.23 12949 1.290039 15017
2-Mar-01 1241.23 1251.01 1219.74 1234.18 12940 -7.049927 15018
5-Mar-01 1234.18 1242.55 1234.04 1241.41 9292 7.22998 15019
6-Mar-01 1241.41 1267.42 1241.41 1253.8 10918 12.39001 15020
 7-Mar-01 1253.8 1263.86 1253.8 1261.89 11322 8.089966 15021
8-Mar-01 1261.89 1266.5 1257.6 1264.74 11141 2.849976 15022
9-Mar-01 1264.74 1264.74 1228.42 1233.42 10859 -31.31995 15023
12-Mar-01 1233.42 1233.42 1176.78 1180.16 12290 -53.26001 15024
13-Mar-01 1180.16 1197.83 1171.5 1197.66 13609 17.5 15025
14-Mar-01 1197.66 1197.66 1155.35 1166.71 13974 -30.95007 15026
15-Mar-01 1166.71 1182.04 1166.71 1173.56 12595 6.850098 15027
16-Mar-01 1173.56 1173.56 1148.64 1150.53 15435.6 -23.03003 15028
19-Mar-01 1150.53 1173.5 1147.18 1170.81 11262 20.28003 15029
20-Mar-01 1170.81 1180.56 1142.19 1142.62 12359 -28.19006 15030
21-Mar-01 1142.62 1149.39 1118.74 1122.14 13463 -20.47998 15031
22-Mar-01 1122.14 1124.27 1081.19 1117.58 17239.5 -4.560059 15032
23-Mar-01 1117.58 1141.83 1117.58 1139.83 13649 22.25 15033
26-Mar-01 1139.83 1160.02 1139.83 1152.69 11140 12.85999 15034
27-Mar-01 1152.69 1183.35 1150.96 1182.17 13142 29.4801 15035
28-Mar-01 1182.17 1182.17 1147.83 1153.29 13334 -28.88 15036
29-Mar-01 1153.29 1161.69 1136.26 1147.95 12345 -5.340088 15037
30-Mar-01 1147.95 1162.8 1143.83 1160.33 12808 12.38 15038
2-Apr-01 1160.33 1169.51 1137.51 1145.87 12549 -14.45996 15039
3-Apr-01 1145.87 1145.87 1100.19 1106.46 13861 -39.41003 15040
4-Apr-01 1106.46 1117.5 1091.99 1103.25 14255.9 -3.209961 15041
5-Apr-01 1103.25 1151.47 1103.25 1151.44 13680 48.18994 15042
6-Apr-01 1151.44 1151.44 1119.29 1128.43 12668 -23.00989 15043
9-Apr-01 1128.43 1146.13 1126.38 1137.59 10628 9.159912 15044
10-Apr-01 1137.59 1173.92 1137.59 1168.38 13496 30.79004 15045
11-Apr-01 1168.38 1182.24 1160.26 1165.89 12903 -2.48999 15046
12-Apr-01 1165.89 1183.51 1157.73 1183.5 11020 17.60999 15047
16-Apr-01 1183.5 1184.64 1167.38 1179.68 9139 -3.819946 15048
17-Apr-01 1179.68 1192.25 1168.9 1191.81 11096 12.13 15049
18-Apr-01 1191.81 1248.42 1191.81 1238.16 19189 46.34998 15050
19-Apr-01 1238.16 1253.71 1233.39 1253.69 14868 15.52991 15051
20-Apr-01 1253.7 1253.7 1234.41 1242.98 13387 -10.70996 15052
23-Apr-01 1242.98 1242.98 1217.47 1224.36 10126 -18.62 15053
24-Apr-01 1224.36 1233.54 1208.89 1209.47 12165 -14.89001 15054
25-Apr-01 1209.47 1232.36 1207.38 1228.75 12036 19.28003 15055
26-Apr-01 1228.75 1248.3 1228.75 1234.52 13452 5.77002 15056
27-Apr-01 1234.52 1253.07 1234.52 1253.05 10913 18.53003 15057
30-Apr-01 1253.05 1269.3 1243.99 1249.46 12668 -3.590088 15058
1-May-01 1249.46 1266.47 1243.55 1266.44 11813 16.97998 15059
2-May-01 1266.44 1272.93 1257.7 1267.43 13422 0.9901123 15060
3-May-01 1267.43 1267.43 1239.88 1248.58 11379 -18.8501 15061
4-May-01 1248.58 1267.51 1232 1266.61 10821 18.03003 15062
7-May-01 1266.61 1270 1259.19 1263.51 9490 -3.099976 15063
8-May-01 1266.71 1267.01 1253 1261.2 10063 -2.310059 15064
9-May-01 1261.2 1261.65 1247.83 1255.54 11324 -5.659912 15065
10-May-01 1255.54 1268.14 1254.56 1255.18 10567 -0.3599854 15066
11-May-01 1255.18 1259.84 1240.79 1245.67 9062 -9.51001 15067
14-May-01 1245.67 1249.68 1241.02 1248.92 8582 3.25 15068
15-May-01 1248.92 1257.45 1245.36 1249.44 10718 0.5198975 15069
16-May-01 1249.44 1286.39 1243.02 1284.99 14053 35.55005 15070
17-May-01 1284.99 1296.48 1282.65 1288.49 13556 3.5 15071
18-May-01 1288.49 1292.06 1281.15 1291.96 11308 3.469971 15072
21-May-01 1291.96 1312.95 1287.87 1312.83 11749 20.87 15073
22-May-01 1312.83 1315.93 1306.89 1309.38 12604 -3.449951 15074
23-May-01 1309.38 1309.38 1288.7 1289.05 11348 -20.32996 15075
24-May-01 1289.05 1295.04 1281.22 1293.17 11007 4.119995 15076
25-May-01 1293.17 1293.17 1276.42 1277.89 8281 -15.28003 15077
29-May-01 1277.89 1278.42 1265.41 1267.93 10260 -9.959961 15078
30-May-01 1267.93 1267.93 1245.96 1248.08 11586 -19.8501 15079
31-May-01 1248.08 1261.91 1248.07 1255.82 12266 7.73999 15080
1-Jun-01 1255.82 1265.34 1246.88 1260.67 10150 4.850098 15081
4-Jun-01 1260.67 1267.17 1256.36 1267.11 8365 6.439941 15082
5-Jun-01 1267.11 1286.62 1267.11 1283.57 11168 16.45996 15083
6-Jun-01 1283.57 1283.85 1269.01 1270.03 10619 -13.53992 15084
7-Jun-01 1270.03 1277.08 1265.08 1276.96 10896 6.929932 15085
8-Jun-01 1276.96 1277.11 1259.99 1264.96 7262 -12 15086
11-Jun-01 1264.96 1264.96 1249.23 1254.39 8701 -10.56995 15087
12-Jun-01 1254.39 1261 1235.75 1255.85 11365 1.459961 15088
13-Jun-01 1255.85 1259.75 1241.59 1241.6 10636 -14.25 15089
14-Jun-01 1241.6 1241.6 1218.9 1219.87 12429 -21.72998 15090
15-Jun-01 1219.87 1221.5 1203.03 1214.36 16355.5 -5.51001 15091
18-Jun-01 1214.36 1221.23 1208.33 1208.43 11116 -5.929932 15092
19-Jun-01 1208.43 1226.11 1207.71 1212.58 11849 4.149902 15093
20-Jun-01 1212.58 1225.61 1210.07 1223.14 13501 10.56006 15094
21-Jun-01 1223.14 1240.24 1220.25 1237.04 15468.2 13.90002 15095
22-Jun-01 1237.04 1237.73 1221.41 1225.35 11892 -11.69006 15096
25-Jun-01 1225.35 1231.5 1213.6 1218.6 10501 -6.75 15097
26-Jun-01 1218.6 1220.7 1204.64 1216.76 11989 -1.839966 15098
27-Jun-01 1216.76 1219.92 1207.29 1211.07 11621 -5.690063 15099
28-Jun-01 1211.07 1234.44 1211.07 1226.2 13273 15.13 15100
29-Jun-01 1226.2 1237.29 1221.14 1224.38 18323.6 -1.819946 15101
2-Jul-01 1224.42 1239.78 1224.03 1236.72 11283 12.33997 15102
3-Jul-01 1236.71 1236.71 1229.43 1234.45 6221.1 -2.27002 15103
5-Jul-01 1234.45 1234.45 1219.15 1219.24 9349 -15.20996 15104
6-Jul-01 1219.24 1219.24 1188.74 1190.59 10567 -28.65002 15105
9-Jul-01 1190.59 1201.76 1189.75 1198.78 10457 8.190063 15106
10-Jul-01 1198.78 1203.43 1179.93 1181.52 12638 -17.26001 15107
11-Jul-01 1181.52 1184.93 1168.46 1180.18 13841 -1.339966 15108
12-Jul-01 1180.18 1210.25 1180.18 1208.14 13940 27.95996 15109
13-Jul-01 1208.14 1218.54 1203.61 1215.68 11217 7.540039 15110
 16-Jul-01 1215.68 1219.63 1200.05 1202.45 10398 -13.2301 15111
17-Jul-01 1202.45 1215.36 1196.14 1214.44 12381 11.98999 15112
18-Jul-01 1214.44 1214.44 1198.33 1207.71 13163 -6.72998 15113
19-Jul-01 1207.71 1225.04 1205.8 1215.02 13435 7.310059 15114
20-Jul-01 1215.02 1215.69 1207.04 1210.85 11709 -4.170044 15115
23-Jul-01 1210.85 1215.22 1190.5 1191.03 9869 -19.81995 15116
24-Jul-01 1191.03 1191.03 1165.54 1171.65 11987 -19.38 15117
25-Jul-01 1171.65 1190.52 1171.28 1190.49 12807 18.83997 15118
26-Jul-01 1190.49 1204.18 1182.65 1202.93 12139 12.44006 15119
27-Jul-01 1202.93 1209.26 1195.99 1205.82 10153 2.889893 15120
30-Jul-01 1205.82 1209.05 1200.41 1204.52 9091 -1.299927 15121
31-Jul-01 1204.52 1222.74 1204.52 1211.23 11292 6.709961 15122
1-Aug-01 1211.23 1223.04 1211.23 1215.93 13403 4.700073 15123
2-Aug-01 1215.93 1226.27 1215.31 1220.75 12183 4.819946 15124
3-Aug-01 1220.75 1220.75 1205.31 1214.35 9399 -6.400024 15125
6-Aug-01 1214.35 1214.35 1197.35 1200.48 8117 -13.87 15126
7-Aug-01 1200.47 1207.56 1195.64 1204.4 10120 3.920044 15127
8-Aug-01 1204.4 1206.79 1181.27 1183.53 11246 -20.87 15128
9-Aug-01 1183.53 1184.71 1174.68 1183.43 11042 -0.0999756 15129
10-Aug-01 1183.43 1193.33 1169.55 1190.16 9609 6.72998 15130
13-Aug-01 1190.16 1193.82 1185.12 1191.29 8376 1.130005 15131
14-Aug-01 1191.29 1198.79 1184.26 1186.73 9646 -4.560059 15132
15-Aug-01 1186.73 1191.21 1177.61 1178.02 10656 -8.709961 15133
16-Aug-01 1178.02 1181.8 1166.08 1181.66 10554 3.640015 15134
17-Aug-01 1181.66 1181.66 1156.07 1161.97 9743 -19.69006 15135
20-Aug-01 1161.97 1171.41 1160.94 1171.41 8971 9.440063 15136
21-Aug-01 1171.41 1179.85 1156.56 1157.26 10416 -14.15002 15137
22-Aug-01 1157.26 1168.56 1153.34 1165.31 11108 8.050049 15138
23-Aug-01 1165.31 1169.86 1160.96 1162.09 9862 -3.220093 15139
24-Aug-01 1162.09 1185.15 1162.09 1184.93 10436 22.84009 15140
27-Aug-01 1184.93 1186.85 1178.07 1179.21 8426 -5.720093 15141
28-Aug-01 1179.21 1179.66 1161.17 1161.51 9871 -17.69995 15142
29-Aug-01 1161.51 1166.97 1147.38 1148.56 9637 -12.94995 15143
30-Aug-01 1148.6 1151.75 1124.87 1129.03 11570 -19.53003 15144
31-Aug-01 1129.03 1141.83 1126.38 1133.58 9201 4.549927 15145
4-Sep-01 1133.58 1155.4 1129.06 1132.94 11783 -0.6400146 15146
5-Sep-01 1132.94 1135.52 1114.86 1131.74 13845 -1.199951 15147
6-Sep-01 1131.74 1131.74 1105.83 1106.4 13597 -25.33997 15148
7-Sep-01 1106.4 1106.4 1082.12 1085.78 14243 -20.62 15149
10-Sep-01 1085.78 1096.94 1073.15 1092.54 12766 6.76001 15150
17-Sep-01 1092.54 1092.54 1037.46 1038.77 23308.3 -53.77002 15151
18-Sep-01 1038.77 1046.42 1029.25 1032.74 16504.1 -6.030029 15152
19-Sep-01 1032.74 1038.91 984.62 1016.1 21205.5 -16.64001 15153
20-Sep-01 1016.1 1016.1 984.49 984.54 20048 -31.56 15154
21-Sep-01 984.54 984.54 944.75 965.8 23173 -18.73999 15155
24-Sep-01 965.8 1008.44 965.8 1003.45 17466 37.65002 15156
25-Sep-01 1003.45 1017.14 998.33 1012.27 16138 8.820007 15157
26-Sep-01 1012.27 1020.29 1002.62 1007.04 15191 -5.230042 15158
27-Sep-01 1007.04 1018.92 998.24 1018.61 14670 11.57001 15159
28-Sep-01 1018.61 1040.94 1018.61 1040.94 16315 22.32996 15160
1-Oct-01 1040.94 1040.94 1026.76 1038.55 11756 -2.389893 15161
2-Oct-01 1038.55 1051.33 1034.47 1051.33 12898 12.77991 15162
3-Oct-01 1051.33 1075.38 1041.48 1072.28 16506 20.95007 15163
4-Oct-01 1072.28 1084.12 1067.82 1069.63 16091 -2.650024 15164
5-Oct-01 1069.62 1072.35 1053.5 1071.38 13017 1.75 15165
8-Oct-01 1071.37 1071.37 1056.88 1062.44 9790 -8.940063 15166
9-Oct-01 1062.44 1063.37 1053.83 1056.75 12278 -5.689941 15167
10-Oct-01 1056.75 1081.62 1052.76 1080.99 13124 24.23999 15168
11-Oct-01 1080.99 1099.16 1080.99 1097.43 17045.8 16.44006 15169
12-Oct-01 1097.43 1097.43 1072.15 1091.65 13314 -5.780029 15170
15-Oct-01 1091.65 1091.65 1078.19 1089.98 10247 -1.670044 15171
16-Oct-01 1089.98 1101.66 1087.13 1097.54 12105 7.560059 15172
17-Oct-01 1097.54 1107.12 1076.57 1077.09 14522 -20.45007 15173
18-Oct-01 1077.09 1077.94 1064.54 1068.61 12629 -8.47998 15174
19-Oct-01 1068.61 1075.52 1057.24 1073.48 12949 4.869995 15175
22-Oct-01 1073.48 1090.57 1070.79 1089.9 11057 16.42004 15176
23-Oct-01 1089.9 1098.99 1081.53 1084.78 13173 -5.119995 15177
24-Oct-01 1084.78 1090.26 1079.98 1085.2 13362 0.4199219 15178
25-Oct-01 1085.2 1100.09 1065.64 1100.09 13644 14.89001 15179
26-Oct-01 1100.09 1110.61 1094.24 1104.61 12445 4.52002 15180
29-Oct-01 1104.61 1104.61 1078.3 1078.3 11061 -26.30994 15181
30-Oct-01 1078.3 1078.3 1053.61 1059.79 12974 -18.51001 15182
31-Oct-01 1059.79 1074.79 1057.55 1059.78 13525 -0.0100098 15183
1-Nov-01 1059.78 1085.61 1054.31 1084.1 13174 24.31995 15184
2-Nov-01 1084.1 1089.63 1075.58 1087.2 11219 3.099976 15185
5-Nov-01 1087.2 1106.72 1087.2 1102.84 12677 15.64001 15186
6-Nov-01 1102.84 1119.73 1095.36 1118.86 13560 16.02002 15187
7-Nov-01 1118.86 1126.62 1112.98 1115.8 14113 -3.059937 15188
8-Nov-01 1115.8 1135.75 1115.42 1118.54 15175 2.73999 15189
9-Nov-01 1118.54 1123.02 1111.13 1120.31 10938 1.77002 15190
12-Nov-01 1120.31 1121.71 1098.32 1118.33 9916 -1.980103 15191
13-Nov-01 1118.33 1139.14 1118.33 1139.09 13701 20.76001 15192
14-Nov-01 1139.09 1148.28 1132.87 1141.21 14434 2.119995 15193
15-Nov-01 1141.21 1146.46 1135.06 1142.24 14545 1.030029 15194
16-Nov-01 1142.24 1143.52 1129.92 1138.65 13374 -3.589966 15195
19-Nov-01 1138.65 1151.06 1138.65 1151.06 13168 12.41003 15196
20-Nov-01 1151.06 1152.45 1142.17 1142.66 13302 -8.400024 15197
21-Nov-01 1142.66 1142.66 1129.78 1137.03 10293 -5.630005 15198
23-Nov-01 1137.03 1151.05 1135.9 1150.34 4103 13.30994 15199
26-Nov-01 1150.34 1157.88 1146.17 1157.42 11298 7.080078 15200
27-Nov-01 1157.42 1163.38 1140.81 1149.5 12880 -7.920044 15201
28-Nov-01 1149.5 1149.5 1128.29 1128.52 14237 -20.97998 15202
29-Nov-01 1128.52 1140.4 1125.51 1140.2 13757 11.67993 15203
30-Nov-01 1140.2 1143.57 1135.89 1139.45 13436 -0.75 15204
3-Dec-01 1139.45 1139.45 1125.78 1129.9 12029 -9.549927 15205
4-Dec-01 1129.9 1144.8 1128.86 1144.8 13185 14.90002 15206
5-Dec-01 1143.77 1173.62 1143.77 1170.35 17653 25.54993 15207
6-Dec-01 1170.35 1173.35 1164.43 1167.1 14879 -3.25 15208
7-Dec-01 1167.1 1167.1 1152.66 1158.31 12482 -8.789917 15209
10-Dec-01 1158.31 1158.31 1139.66 1139.93 12187 -18.38 15210
11-Dec-01 1139.93 1150.89 1134.32 1136.76 13672 -3.170044 15211
12-Dec-01 1136.76 1141.58 1126.01 1137.07 14497 0.3099365 15212
13-Dec-01 1137.07 1137.07 1117.85 1119.38 15115 -17.68994 15213
14-Dec-01 1119.38 1128.28 1114.53 1123.09 13068 3.709961 15214
17-Dec-01 1123.09 1137.3 1122.66 1134.36 12604 11.27002 15215
18-Dec-01 1134.36 1145.1 1134.36 1142.92 13540 8.560059 15216
19-Dec-01 1142.92 1152.44 1134.75 1149.56 14849 6.640015 15217
20-Dec-01 1149.56 1151.42 1139.93 1139.93 14905 -9.630005 15218
21-Dec-01 1139.93 1147.46 1139.93 1144.89 16940 4.959961 15219
24-Dec-01 1144.89 1147.83 1144.62 1144.65 4396.7 -0.2399902 15220
26-Dec-01 1144.65 1159.18 1144.65 1149.37 7911 4.719971 15221
27-Dec-01 1149.37 1157.13 1149.37 1157.13 8763 7.76001 15222
28-Dec-01 1157.13 1164.64 1157.13 1161.02 9174 3.890015 15223
31-Dec-01 1161.02 1161.16 1148.04 1148.08 9436 -12.94006 15224
 date of the trading data
opening price
highest price
lowest price
closing price
number of shares
price change between two trading periods

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01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01
a n- an- an- eb- eb- eb- ar- ar- ar- pr- pr- pr- ay- ay- ay- un- un- un- Jul- Jul- Jul- Jul- ug- ug- ug- ep- ep- ep- ct- ct- ct- ov- ov- ov- ec- ec- ec-
J J J A A A J J J - - - - O O O
2- 12- 22- 1-F 11-F 21-F 3-M 3-M 3-M 2- 12- 22- 2-M 2-M 2-M 1- 11- 21- 1 11 21 31 0-A 0-A 0-A 9-S 19-S 29-S 9- 19- 29- 8-N 8-N 8-N 8-D 18-D 28-D
1 2 1 2 1 2 3 1 2

open high low close

 01 01 01
c- ec- ec-
D D
8- 28-
close volume change open
1347.56 18807 64.29004 1283.27 SUMMARY OUTPUT
1333.34 21310 -14.22009 1347.56
1298.35 14308 -34.98999 1333.34 Regression Statistics
1295.86 11155 -2.48999 1298.35 Multiple R 0.999996915252
1300.8 11913 4.940063 1295.86 R Square 0.999993830513
1313.27 12965 12.46997 1300.8 Adjusted R Square 0.999993754346
1326.82 14112 13.54993 1313.27 Standard Error 0.216885720096
1318.55 12760 -8.269897 1326.82 Observations 247
1326.65 12057 8.099976 1318.32
1329.47 13491 2.819946 1326.65 ANOVA
1347.97 14450 18.5 1329.89 df SS
1342.54 14078 -5.429932 1347.97 Regression 3 1852748.350908
1342.9 11640 0.3599854 1342.54 Residual 243 11.43057798627
1360.4 12326 17.5 1342.9 Total 246 1852759.781486
1364.3 13090 3.900024 1360.4
1357.51 12580 -6.790039 1364.3 Coefficients Standard Error
1354.95 10980 -2.560059 1357.51 Intercept 0.062445289723 0.232996835995
1364.17 10531 9.220093 1354.92 volume 5.83344722E-06 5.63237836E-06
1373.73 11498 9.559937 1364.17 change 1.000352078015 0.000877265217
1366.01 12953 -7.719971 1373.73 open 0.999878903789 0.000168458418
1373.47 11188 7.459961 1366.01
1349.47 10484 -24 1373.47
1354.31 10130 4.840088 1349.47
1352.26 10596 -2.050049 1354.31 RESIDUAL OUTPUT
1340.89 11583 -11.37 1352.26
1332.53 11072 -8.359985 1341.1 Observation Predicted close
1314.76 10755 -17.77002 1332.53 1 1347.599430906
1330.31 10391 15.55005 1314.76 2 1333.358475058
1318.8 10752 -11.51001 1330.31 3 1298.322138624
1315.92 11503 -2.880005 1318.8 4 1295.829425457
1326.61 11537 10.68994 1315.92 5 1300.776817698
1301.53 12572 -25.07996 1326.61 6 1313.254914383
1278.94 11122 -22.59009 1301.53 7 1326.810435508
1255.27 12085 -23.66992 1278.94 8 1318.523398552
1252.82 13659 -2.450073 1255.27 9 1326.395963429
1245.86 12313 -6.959961 1252.82 10 1329.451430878
1267.65 11308 21.79004 1245.86 11 1348.382207405
1257.94 11141 -9.710083 1267.65 12 1342.51949074
1239.94 12253 -18 1257.94 13 1342.867882251
1241.23 12949 1.290039 1239.94 14 1360.377889623
1234.18 12940 -7.049927 1241.23 15 1364.275462941
1241.41 9292 7.22998 1234.18 16 1357.478188871
1253.8 10918 12.39001 1241.41 17 1354.911146882
1261.89 11322 8.089966 1253.8 18 1364.103140836
1264.74 11141 2.849976 1261.89 19 1373.697625291
1233.42 10859 -31.31995 1264.74 20 1365.978963401
1180.16 12290 -53.26001 1233.42 21 1373.43487875
1197.66 13609 17.5 1180.16 22 1349.418831265
1166.71 13974 -30.95007 1197.66 23 1354.269914494
1173.56 12595 6.850098 1166.71 24 1352.219483909
1150.53 15435.6 -23.03003 1173.56 25 1340.852257419
1170.81 11262 20.28003 1150.53 26 1332.701702721
1142.62 12359 -28.19006 1170.81 27 1314.717543247
1122.14 13463 -20.47998 1142.62 28 1330.279373016
1117.58 17239.5 -4.560059 1122.14 29 1318.760008592
1139.83 13649 22.25 1117.58 30 1315.888826763
1152.69 11140 12.85999 1139.83 31 1326.584096537
1182.17 13142 29.4801 1152.69 32 1301.496345841
1153.29 13334 -28.88 1182.17 33 1278.901671064
1147.95 12345 -5.340088 1153.29 34 1255.239814052
1160.33 12808 12.38 1147.95 35 1252.809180287
1145.87 12549 -14.45996 1160.33 36 1245.840149321
1106.46 13861 -39.41003 1145.87 37 1267.635252779
1103.25 14255.9 -3.209961 1106.46 38 1257.910426406
1151.44 13680 48.18994 1103.25 39 1239.915253346
1128.43 12668 -23.00989 1151.44 40 1241.218323756
1137.59 10628 9.159912 1128.43 41 1234.165212722
1168.38 13496 30.79004 1137.59 42 1241.379720676
1165.89 12903 -2.48999 1168.38 43 1253.780177069
1183.5 11020 17.60999 1165.89 44 1261.869475448
1179.68 9139 -3.819946 1183.5 45 1264.715605041
1191.81 11096 12.13 1179.68 46 1233.381658405
1238.16 19189 46.34998 1191.81 47 1180.126014188
1253.69 14868 15.52991 1238.16 48 1197.665081133
1242.98 13387 -10.70996 1253.7 49 1166.697962953
1224.36 10126 -18.62 1242.98 50 1173.557143166
1209.47 12165 -14.89001 1224.36 51 1150.532236011
1228.75 12036 19.28003 1209.47 52 1170.805986901
1234.52 13452 5.77002 1228.75 53 1142.602775108
1253.05 10913 18.53003 1234.52 54 1122.135423486
1249.46 12668 -3.590088 1253.05 55 1117.605459604
1266.44 11813 16.97998 1249.46 56 1139.844565043
1267.43 13422 0.9901123 1266.44 57 1152.683918517
1248.58 11379 -18.8501 1267.43 58 1182.180001356
1266.61 10821 18.03003 1248.58 59 1153.276904154
1263.51 9490 -3.099976 1266.61 60 1147.942832018
1261.2 10063 -2.310059 1266.71 61 1160.332506412
1255.54 11324 -5.659912 1261.2 62 1145.860086618
1255.18 10567 -0.3599854 1255.54 63 1106.450636781
1245.67 9062 -9.51001 1255.18 64 1103.260527059
1248.92 8582 3.25 1245.67 65 1151.465554071
1249.44 10718 0.5198975 1248.92 66 1128.418917101
1284.99 14053 35.55005 1249.44 67 1137.580931573
1288.49 13556 3.5 1284.99 68 1168.39429615
1291.96 11308 3.469971 1288.49 69 1165.885361197
1312.83 11749 20.87 1291.96 70 1183.491735107
1309.38 12604 -3.449951 1312.83 71 1179.651148879
1289.05 11348 -20.32996 1309.38 72 1191.798589148
1293.17 11007 4.119995 1289.05 73 1238.206358442
1277.89 8281 -15.28003 1293.17 74 1253.694618238
1267.93 10260 -9.959961 1277.89 75 1242.974988586
1248.08 11586 -19.8501 1267.93 76 1224.324438915
1255.82 12266 7.73999 1248.08 77 1209.449891373
1260.67 10150 4.850098 1255.82 78 1228.7430125
1267.11 8365 6.439941 1260.67 79 1234.514171349
1283.57 11168 16.45996 1267.11 80 1253.033164021
1270.03 10619 -13.53992 1283.57 81 1249.4432518
1276.96 10896 6.929932 1270.03 82 1266.426009207
1264.96 7262 -12 1276.96 83 1267.417841629
1254.39 8701 -10.56995 1264.96 84 1248.548606409
1255.85 11365 1.459961 1254.39 85 1266.590748692
1241.6 10636 -14.25 1255.85 86 1263.473355598
1219.87 12429 -21.72998 1241.6 87 1264.366881166
1214.36 16355.5 -5.51001 1219.87 88 1255.513871974
1208.43 11116 -5.929932 1214.36 89 1255.151934046
1212.58 11849 4.149902 1208.43 90 1245.62995218
1223.14 13501 10.56006 1212.58 91 1248.88280627
1237.04 15468.2 13.90002 1223.14 92 1249.413809241
1225.35 11892 -11.69006 1237.04 93 1284.995686664
1218.6 10501 -6.75 1225.35 94 1288.477148353
1216.76 11989 -1.839966 1218.6 95 1291.933571354
1211.07 11621 -5.690063 1216.76 96 1312.811878868
1226.2 13273 15.13 1211.07 97 1309.355825667
1224.38 18323.6 -1.819946 1226.2 98 1289.01296456
1236.72 11283 12.33997 1224.42 99 1293.142000532
1234.45 6221.1 -2.27002 1236.71 100 1277.838744316
1219.24 9349 -15.20996 1234.45 101 1267.894081137
1190.59 10567 -28.65002 1219.24 102 1248.049401306
1198.78 10457 8.190063 1190.59 103 1255.805575674
1181.52 12638 -17.26001 1198.78 104 1260.641385348
1180.18 13841 -1.339966 1181.52 105 1267.070788077
1208.14 13940 27.95996 1180.18 106 1283.549906198
1215.68 11217 7.540039 1208.14 107 1269.994268094
1202.45 10398 -13.2301 1215.68 108 1276.934582586
1214.44 12381 11.98999 1202.45 109 1264.905947829
1207.71 13163 -6.72998 1214.44 110 1254.346348803
1215.02 13435 7.310059 1207.71 111 1255.827315561
1210.85 11709 -4.170044 1215.02 112 1241.567394046
1191.03 9869 -19.81995 1210.85 113 1219.846965501
1171.65 11987 -19.38 1191.03 114 1214.368182647
1190.49 12807 18.83997 1171.65 115 1208.408215695
1202.93 12139 12.44006 1190.49 116 1212.5665926
1205.82 10153 2.889893 1202.93 117 1223.138141782
1204.52 9091 -1.299927 1205.82 118 1237.049474489
1211.23 11292 6.709961 1204.52 119 1225.327839974
1215.93 13403 4.700073 1211.23 120 1218.57294055
1220.75 12183 4.819946 1215.93 121 1216.744200834
1214.35 9399 -6.400024 1220.75 122 1211.050824408
1200.48 8117 -13.87 1214.35 123 1226.198543586
1204.4 10120 3.920044 1200.47 124 1224.400260106
1183.53 11246 -20.87 1204.4 125 1236.744306084
1183.43 11042 -0.0999756 1183.53 126 1234.388155629
1190.16 9609 6.72998 1183.43 127 1219.202179877
1191.29 8376 1.130005 1190.16 128 1190.55633494
1186.73 9646 -4.560059 1191.29 129 1198.76221625
1178.02 10656 -8.709961 1186.73 130 1181.504913809
1181.66 10554 3.640015 1178.02 131 1180.179670664
1161.97 9743 -19.69006 1181.66 132 1208.150652304
1171.41 8971 9.440063 1161.97 133 1215.664271572
1157.26 10416 -14.15002 1171.41 134 1202.421129204
1165.31 11108 8.050049 1157.26 135 1214.433268472
1162.09 9862 -3.220093 1165.31 136 1207.699817395
1184.93 10436 22.84009 1162.09 137 1215.017201259
1179.21 8426 -5.720093 1184.93 138 1210.832102624
1161.51 9871 -17.69995 1179.21 139 1190.996458064
1148.56 9637 -12.94995 1161.51 140 1171.631318329
1129.03 11570 -19.53003 1148.6 141 1190.491875011
1133.58 9201 4.549927 1129.03 142 1202.923533548
1132.94 11783 -0.6400146 1133.58 143 1205.796912482
1131.74 13845 -1.199951 1132.94 144 1204.489072249
1106.4 13597 -25.33997 1131.74 145 1211.214777197
1085.78 14243 -20.62 1106.4 146 1215.925683411
1092.54 12766 6.76001 1085.78 147 1220.737912658
1038.77 23308.3 -53.77002 1092.54 148 1214.317168352
1032.74 16504.1 -6.030029 1038.77 149 1200.437858874
1016.1 21205.5 -16.64001 1032.74 150 1204.367531568
984.54 20048 -31.56 1016.1 151 1183.504852092
965.8 23173 -18.73999 984.54 152 1183.413526416
1003.45 17466 37.65002 965.8 153 1190.137539473
1012.27 16138 8.820007 1003.45 154 1191.257585227
1007.04 15191 -5.230042 1012.27 155 1186.702789519
1018.61 14670 11.57001 1007.04 156 1177.997870411
1040.94 16315 22.32996 1018.61 157 1181.642654302
1038.55 11756 -2.389893 1040.94 158 1161.93919358
1051.33 12898 12.77991 1038.55 159 1171.387453619
1072.28 16506 20.95007 1051.33 160 1157.236351252
1069.63 16091 -2.650024 1072.28 161 1165.299986665
1071.38 13017 1.75 1069.62 162 1162.067633396
1062.44 9790 -8.940063 1071.37 163 1184.920729942
1056.75 12278 -5.689941 1062.44 164 1179.176000463
1080.99 13124 24.23999 1056.75 165 1161.481047621
1097.43 17045.8 16.44006 1080.99 166 1148.533498367
1091.65 13314 -5.780029 1097.43 167 1129.053941071
1089.98 10247 -1.670044 1091.65 168 1133.560926511
1097.54 12105 7.560059 1089.98 169 1132.93366862
1077.09 14522 -20.45007 1097.54 170 1131.745641148
1068.61 12629 -8.47998 1077.09 171 1106.395821599
1073.48 12949 4.869995 1068.61 172 1085.784290382
1089.9 11057 16.42004 1073.48 173 1092.547821283
1084.78 13173 -5.119995 1089.9 174 1038.817159331
1085.2 13362 0.4199219 1084.78 175 1032.770777934
1100.09 13644 14.89001 1085.2 176 1016.155216972
1104.61 12445 4.52002 1100.09 177 984.585236797
1078.3 11061 -26.30994 1104.61 178 965.8718117597
1059.79 12974 -18.51001 1078.3 179 1003.510653302
1059.78 13525 -0.0100098 1059.79 180 1012.308183798
1084.1 13174 24.31995 1059.78 181 1007.066595742
1087.2 11219 3.099976 1084.1 182 1018.640156778
1102.84 12677 15.64001 1087.2 183 1040.982090057
1118.86 13560 16.02002 1102.84 184 1038.554234976
1115.8 14113 -3.059937 1118.86 185 1051.346330147
1118.54 15175 2.73999 1115.8 186 1072.318866149
1120.31 10938 1.77002 1118.54 187 1069.655505228
1118.33 9916 -1.980103 1120.31 188 1071.379468479
1139.09 13701 20.76001 1118.33 189 1062.41660529
1141.21 14434 2.119995 1139.09 190 1056.753466593
1142.24 14545 1.030029 1141.21 191 1081.009559397
1138.65 13374 -3.589966 1142.24 192 1097.466825454
1151.06 13168 12.41003 1138.65 193 1091.65515317
1142.66 13302 -8.400024 1151.06 194 1089.969393958
1137.03 10293 -5.630005 1142.66 195 1097.54378745
1150.34 4103 13.30994 1137.03 196 1077.096980654
1157.42 11298 7.080078 1150.34 197 1068.612718762
1149.5 12880 -7.920044 1157.42 198 1073.490287593
1128.52 14237 -20.97998 1149.5 199 1089.90277249
1140.2 13757 11.67993 1128.52 200 1084.785508891
1139.45 13436 -0.75 1140.2 201 1085.209098809
1129.9 12029 -9.549927 1139.45 202 1100.10587568
1144.8 13185 14.90002 1129.9 203 1104.613437209
1170.35 17653 25.54993 1143.77 204 1078.284001812
1167.1 14879 -3.25 1170.35 205 1059.791023422
1158.31 12482 -8.789917 1167.1 206 1059.792992785
1139.93 12187 -18.38 1158.31 207 1084.1194723
1136.76 13672 -3.170044 1139.93 208 1087.197677765
1137.07 14497 0.3099365 1136.76 209 1102.850256603
1119.38 15115 -17.68994 1137.07 210 1118.873657385
1123.09 13068 3.709961 1119.38 211 1115.808268687
1134.36 12604 11.27002 1123.09 212 1118.556803389
1142.92 13540 8.560059 1134.36 213 1120.301443764
1149.56 14849 6.640015 1142.92 214 1118.313824305
1139.93 14905 -9.630005 1149.56 215 1139.104262967
1144.89 16940 4.959961 1139.93 216 1141.219447187
1144.65 4396.7 -0.2399902 1144.89 217 1142.249488223
1149.37 7911 4.719971 1144.65 218 1138.650910928
1157.13 8763 7.76001 1149.37 219 1151.06577322
1161.02 9174 3.890015 1157.13 220 1142.657671336
1148.08 9436 -12.94006 1161.02 221 1137.012129964
222 1150.293316036
223 1157.4116205
224 1149.49458844
225 1128.518929393
226 1140.210078773
227 1139.452485528
228 1129.891343429
229 1144.807798652
230 1169.355842488
231 1167.106371946
232 1158.300915253
233 1139.916799364
234 1136.762998873
235 1137.079401067
236 1119.386754736
237 1123.094391297
238 1134.363956041
239 1142.927136275
240 1149.573015669
241 1139.936789947
242 1144.914929975
243 1144.59937667
244 1149.34161371
245 1157.107121564
246 1160.997221864
247 1148.052278664
 MS F Significance F
617582.78364 13129048.8200859 0
0.0470394156
0.08

t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% 0.06

0.2680091747 0.78891961685234 -0.396505912 0.5213964915 -0.396505912 0.5213964915 0.04

1.0356987491 0.30137226868862 -5.2610675E-06 1.692796E-05 -5.261067E-06 1.692796E-05
0.02
1140.3074673 0 0.99862406345 1.0020800926 0.9986240635 1.0020800926
5935.4641764 0 0.99954707871 1.0002107289 0.9995470787 1.0002107289 0
1 12 23 34 45
-0.02

-0.04

-0.06
Lagged Residuals
-0.08
Residuals Lagged Residuals 0.08
-0.018475058 -0.03943090607481
0.0278613762 -0.018475058283 0.06
0.0305745433 0.02786137618773
0.0231823025 0.03057454333543 0.04
0.0150856166 0.02318230246351
0.0095644922 0.01508561656169
0.02
0.0266014479 0.00956449218393
0.0185691217 0.02660144787251
0
0.0205092601 0.01856912168614 -0.08 -0.06 -0.04 -0.02 0 0.02
0.0321177493 0.02050926006791
0.0221103769 0.03211774933311 -0.02

0.0245370594 0.02211037685447
0.0318111289 0.02453705943617 -0.04
0.0388531182 0.03181112890684
0.0668591643 0.03885311821864 -0.06
0.0323747092 0.0668591642966
0.031036599 0.03237470918998 -0.08
0.0351212502 0.03103659898034
0.0511687354 0.03512125023917
0.0400855057 0.0511687354483
0.0405160908 0.04008550574667
0.037742581 0.04051609076578
0.0424567534 0.03774258097815
0.0306269844 0.04245675336415
0.0399914082 0.03062698436065
0.0311732369 0.0399914082202
0.0259034633 0.03117323693323
0.0336541594 0.02590346333568
0.0383289364 0.03365415936332
0.0301859477 0.03832893636127
0.0108197128 0.03018594767741
0.0198506795 0.01081971281496
0.014747221 0.01985067946976
0.0295735939 0.01474722100215
0.0247466539 0.02957359392076
0.0116762442 0.02474665392538
0.014787278 0.01167624420987
0.0302793239 0.01478727802441
0.0198229312 0.03027932387363
0.0205245515 0.01982293118272
0.0243949591 0.02052455152284
0.0383415951 0.02439495909857
0.0339858116 0.03834159514577
-0.005081133 0.03398581161514
0.0120370466 -0.00508113336787
0.0028568344 0.01203704658315
-0.002236011 0.00285683442826
0.0040130991 -0.00223601053062
0.0172248917 0.00401309906692
0.0045765141 0.01722489172289
-0.025459604 0.00457651413035
-0.014565043 -0.02545960389057
0.0060814831 -0.01456504273733
-0.010001356 0.00608148312267
0.0130958464 -0.01000135627419
0.0071679816 0.01309584635169
-0.002506412 0.00716798156941
0.0099133821 -0.00250641167577
0.0093632193 0.00991338209815
-0.010527059 0.00936321925747
-0.025554071 -0.01052705918687
0.0110828989 -0.02555407090244
0.0090684274 0.01108289894523
 -0.01429615 0.00906842740733
0.004638803 -0.01429615045686
0.0082648935 0.00463880300367
0.0288511213 0.00826489348447
0.0114108523 0.02885112132071
-0.046358442 0.0114108522539
-0.004618238 -0.04635844168615
0.005011414 -0.00461823777891
0.0355610852 0.0050114140281
0.0201086274 0.03556108520706
0.0069874996 0.02010862739576
0.0058286508 0.00698749963362
0.0168359795 0.00582865083447
0.0167481996 0.01683597946703
0.0139907929 0.01674819963841
0.0121583709 0.01399079289558
0.0313935914 0.0121583708742
0.0192513084 0.03139359136139
0.0366444019 0.01925130835093
0.0261280263 0.03664440186594
0.0280659537 0.02612802634917
0.0400478196 0.02806595369907
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0.0261907588 0.03719373032732
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0.026428646 0.01285164738829
0.018121132 0.02642864602672
0.0241743326 0.01812113198025
0.0370354405 0.02417433262008
0.0279994684 0.03703544046425
0.0512556842 0.0279994683583
0.0359188627 0.05125568416656
0.0305986939 0.03591886267554
0.0144243259 0.03059869390813
0.0286146523 0.01442432587442
0.0392119234 0.02861465230535
0.0200938021 0.03921192344819
0.0357319065 0.02009380209211
0.025417414 0.03573190646421
0.0540521708 0.02541741401706
0.0436511966 0.05405217084353
0.0226844391 0.04365119659337
0.0326059544 0.02268443905837
0.0230344991 0.03260595443908
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0.0217843049 -0.00818264694772
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0.0018582184 0.01340739964098
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0.0221600264 -0.0094744894584
0.0270594503 0.02216002640148
0.0157991663 0.02705945025173
0.0191755924 0.01579916633773
0.0014564137 0.01917559239541
-0.020260106 0.00145641368795
-0.024306084 -0.02026010581062
0.0618443715 -0.02430608369968
0.0378201229 0.06184437149841
0.0336650605 0.03782012289776
0.0177837499 0.03366506046041
0.0150861907 0.01778374989249
0.0003293356 0.01508619067022
-0.010652304 0.00032933556236
0.0157284277 -0.01065230442987
0.0288707957 0.01572842767564
0.0067315278 0.02887079569837
0.0101826055 0.0067315277538
0.0027987413 0.01018260548699
0.0178973764 0.00279874127523
0.0335419359 0.01789737635954
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0.0064664515 -0.00187501143546
0.0230875184 0.00646645154029
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0.0152228031 0.03092775093728
0.0043165889 0.01522280306381
0.0120873421 0.00431658894104
0.0328316477 0.01208734209354
0.0421411256 0.03283164765912
0.032468432 0.04214112556542
0.025147908 0.03246843198849
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0.0224605274 0.01647358435412
0.0324147734 0.02246052738542
0.0272104806 0.03241477339247
0.0221295894 0.02721048058356
0.017345698 0.02212958942823
0.0308064204 0.01734569800442
0.0225463814 0.03080642041095
0.023648748 0.02254638137083
0.0100133349 0.02364874797831
0.0223666038 0.01001333487875
0.0092700578 0.02236660384256
0.0339995368 0.00927005782955
0.0289523795 0.03399953675444
0.0265016326 0.02895237946996
-0.023941071 0.02650163260523
0.0190734887 -0.02394107145074
0.0063313801 0.01907348868485
-0.005641148 0.0063313800656
0.0041784011 -0.00564114837857
-0.004290382 0.00417840105683
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-0.016330147 -0.00423497616794
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-0.025505228 -0.03886614867133
0.0005315209 -0.0255052281907
0.0233947096 0.00053152092073
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-0.019559397 -0.00346659272145
-0.036825454 -0.01955939721552
-0.00515317 -0.036825454481
0.0106060416 -0.00515316959945
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-0.006980654 -0.00378745039347
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-0.00277249 -0.01028759348924
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-0.009098809 -0.00550889147416
-0.01587568 -0.00909880854761
-0.003437209 -0.01587568015429
0.0159981881 -0.00343720885326
-0.001023422 0.01599818810155
-0.012992785 -0.00102342162359
-0.0194723 -0.01299278526722
0.0023222353 -0.01947230021415
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-0.013657385 -0.01025660278219
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0.0228784359 0.02838628966492
0.0227781358 0.02287843585486
0.0277213363 0.02277813580667
 Residuals
0.08

0.06

0.04

0.02

0
1 12 23 34 45 56 67 78 89 100 111 122 133 144 155 166 177 188 199 210 221 232
-0.02

-0.04

-0.06
Lagged Residuals
-0.08
0.08

0.06

0.04

0.02

0
.02 0 0.02 0.04 0.06 0.08

-0.02

-0.04

-0.06

-0.08
close volume change open ut u(t-1) ut^2 (ut-u(t-1))^2
1347.56 18807 64.29004 1283.27 -0.039431 0.001555
1333.34 21310 -14.22009 1347.56 -0.018475 -0.039431 0.000341 0.000439
1298.35 14308 -34.98999 1333.34 0.027861 -0.018475 0.000776 0.002147
1295.86 11155 -2.48999 1298.35 0.030575 0.027861 0.000935 7.361E-06
1300.8 11913 4.940063 1295.86 0.023182 0.030575 0.000537 5.465E-05
1313.27 12965 12.46997 1300.8 0.015086 0.023182 0.000228 6.556E-05
1326.82 14112 13.54993 1313.27 0.009564 0.015086 9.148E-05 3.048E-05
1318.55 12760 -8.269897 1326.82 0.026601 0.009564 0.000708 0.00029
1326.65 12057 8.099976 1318.32 0.254037 0.026601 0.064535 0.051727
1329.47 13491 2.819946 1326.65 0.018569 0.254037 0.000345 0.055445
1347.97 14450 18.5 1329.89 -0.412207 0.018569 0.169915 0.185568
1342.54 14078 -5.429932 1347.97 0.020509 -0.412207 0.000421 0.187244
1342.9 11640 0.359985 1342.54 0.032118 0.020509 0.001032 0.000135
1360.4 12326 17.5 1342.9 0.02211 0.032118 0.000489 0.0001
1364.3 13090 3.900024 1360.4 0.024537 0.02211 0.000602 5.889E-06
1357.51 12580 -6.790039 1364.3 0.031811 0.024537 0.001012 5.291E-05
1354.95 10980 -2.560059 1357.51 0.038853 0.031811 0.00151 4.959E-05
1364.17 10531 9.220093 1354.92 0.066859 0.038853 0.00447 0.000784
1373.73 11498 9.559937 1364.17 0.032375 0.066859 0.001048 0.001189
1366.01 12953 -7.719971 1373.73 0.031037 0.032375 0.000963 1.791E-06
1373.47 11188 7.459961 1366.01 0.035121 0.031037 0.001234 1.668E-05
1349.47 10484 -24 1373.47 0.051169 0.035121 0.002618 0.000258
1354.31 10130 4.840088 1349.47 0.040086 0.051169 0.001607 0.000123
1352.26 10596 -2.050049 1354.31 0.040516 0.040086 0.001642 1.854E-07
1340.89 11583 -11.37 1352.26 0.037743 0.040516 0.001425 7.692E-06
1332.53 11072 -8.359985 1341.1 -0.171703 0.037743 0.029482 0.043867
1314.76 10755 -17.77002 1332.53 0.042457 -0.171703 0.001803 0.045864
1330.31 10391 15.55005 1314.76 0.030627 0.042457 0.000938 0.00014
1318.8 10752 -11.51001 1330.31 0.039991 0.030627 0.001599 8.769E-05
1315.92 11503 -2.880005 1318.8 0.031173 0.039991 0.000972 7.776E-05
1326.61 11537 10.68994 1315.92 0.025903 0.031173 0.000671 2.777E-05
1301.53 12572 -25.07996 1326.61 0.033654 0.025903 0.001133 6.007E-05
1278.94 11122 -22.59009 1301.53 0.038329 0.033654 0.001469 2.185E-05
1255.27 12085 -23.66992 1278.94 0.030186 0.038329 0.000911 6.631E-05
1252.82 13659 -2.450073 1255.27 0.01082 0.030186 0.000117 0.000375
1245.86 12313 -6.959961 1252.82 0.019851 0.01082 0.000394 8.156E-05
1267.65 11308 21.79004 1245.86 0.014747 0.019851 0.000217 2.605E-05
1257.94 11141 -9.710083 1267.65 0.029574 0.014747 0.000875 0.00022
1239.94 12253 -18 1257.94 0.024747 0.029574 0.000612 2.33E-05
1241.23 12949 1.290039 1239.94 0.011676 0.024747 0.000136 0.000171
1234.18 12940 -7.049927 1241.23 0.014787 0.011676 0.000219 9.679E-06
1241.41 9292 7.22998 1234.18 0.030279 0.014787 0.000917 0.00024
1253.8 10918 12.39001 1241.41 0.019823 0.030279 0.000393 0.000109
1261.89 11322 8.089966 1253.8 0.020525 0.019823 0.000421 4.923E-07
1264.74 11141 2.849976 1261.89 0.024395 0.020525 0.000595 1.498E-05
1233.42 10859 -31.31995 1264.74 0.038342 0.024395 0.00147 0.000195
1180.16 12290 -53.26001 1233.42 0.033986 0.038342 0.001155 1.897E-05
1197.66 13609 17.5 1180.16 -0.005081 0.033986 2.582E-05 0.001526
1166.71 13974 -30.95007 1197.66 0.012037 -0.005081 0.000145 0.000293
1173.56 12595 6.850098 1166.71 0.002857 0.012037 8.162E-06 8.428E-05
1150.53 15435.6 -23.03003 1173.56 -0.002236 0.002857 5E-06 2.594E-05
1170.81 11262 20.28003 1150.53 0.004013 -0.002236 1.61E-05 3.905E-05
1142.62 12359 -28.19006 1170.81 0.017225 0.004013 0.000297 0.000175
1122.14 13463 -20.47998 1142.62 0.004577 0.017225 2.094E-05 0.00016
1117.58 17239.5 -4.560059 1122.14 -0.02546 0.004577 0.000648 0.000902
1139.83 13649 22.25 1117.58 -0.014565 -0.02546 0.000212 0.000119
1152.69 11140 12.85999 1139.83 0.006081 -0.014565 3.698E-05 0.000426
1182.17 13142 29.4801 1152.69 -0.010001 0.006081 0.0001 0.000259
1153.29 13334 -28.88 1182.17 0.013096 -0.010001 0.000172 0.000533
1147.95 12345 -5.340088 1153.29 0.007168 0.013096 5.138E-05 3.514E-05
1160.33 12808 12.38 1147.95 -0.002506 0.007168 6.282E-06 9.359E-05
1145.87 12549 -14.45996 1160.33 0.009913 -0.002506 9.828E-05 0.000154
1106.46 13861 -39.41003 1145.87 0.009363 0.009913 8.767E-05 3.027E-07
1103.25 14255.9 -3.209961 1106.46 -0.010527 0.009363 0.000111 0.000396
1151.44 13680 48.18994 1103.25 -0.025554 -0.010527 0.000653 0.000226
1128.43 12668 -23.00989 1151.44 0.011083 -0.025554 0.000123 0.001342
1137.59 10628 9.159912 1128.43 0.009068 0.011083 8.224E-05 4.058E-06
1168.38 13496 30.79004 1137.59 -0.014296 0.009068 0.000204 0.000546
1165.89 12903 -2.48999 1168.38 0.004639 -0.014296 2.152E-05 0.000359
1183.5 11020 17.60999 1165.89 0.008265 0.004639 6.831E-05 1.315E-05
1179.68 9139 -3.819946 1183.5 0.028851 0.008265 0.000832 0.000424
1191.81 11096 12.13 1179.68 0.011411 0.028851 0.00013 0.000304
1238.16 19189 46.34998 1191.81 -0.046358 0.011411 0.002149 0.003337
1253.69 14868 15.52991 1238.16 -0.004618 -0.046358 2.133E-05 0.001742
1242.98 13387 -10.70996 1253.7 0.005011 -0.004618 2.511E-05 9.273E-05
1224.36 10126 -18.62 1242.98 0.035561 0.005011 0.001265 0.000933
1209.47 12165 -14.89001 1224.36 0.020109 0.035561 0.000404 0.000239
1228.75 12036 19.28003 1209.47 0.006987 0.020109 4.883E-05 0.000172
1234.52 13452 5.77002 1228.75 0.005829 0.006987 3.397E-05 1.343E-06
1253.05 10913 18.53003 1234.52 0.016836 0.005829 0.000283 0.000121
1249.46 12668 -3.590088 1253.05 0.016748 0.016836 0.000281 7.705E-09
1266.44 11813 16.97998 1249.46 0.013991 0.016748 0.000196 7.603E-06
1267.43 13422 0.990112 1266.44 0.012158 0.013991 0.000148 3.358E-06
1248.58 11379 -18.8501 1267.43 0.031394 0.012158 0.000986 0.00037
1266.61 10821 18.03003 1248.58 0.019251 0.031394 0.000371 0.000147
1263.51 9490 -3.099976 1266.61 0.036644 0.019251 0.001343 0.000303
1261.2 10063 -2.310059 1266.71 -3.166881 0.036644 10.02914 10.26258
1255.54 11324 -5.659912 1261.2 0.026128 -3.166881 0.000683 10.19531
1255.18 10567 -0.359985 1255.54 0.028066 0.026128 0.000788 3.756E-06
1245.67 9062 -9.51001 1255.18 0.040048 0.028066 0.001604 0.000144
1248.92 8582 3.25 1245.67 0.037194 0.040048 0.001383 8.146E-06
1249.44 10718 0.519898 1248.92 0.026191 0.037194 0.000686 0.000121
1284.99 14053 35.55005 1249.44 -0.005687 0.026191 3.234E-05 0.001016
1288.49 13556 3.5 1284.99 0.012852 -0.005687 0.000165 0.000344
1291.96 11308 3.469971 1288.49 0.026429 0.012852 0.000698 0.000184
1312.83 11749 20.87 1291.96 0.018121 0.026429 0.000328 6.901E-05
1309.38 12604 -3.449951 1312.83 0.024174 0.018121 0.000584 3.664E-05
1289.05 11348 -20.32996 1309.38 0.037035 0.024174 0.001372 0.000165
1293.17 11007 4.119995 1289.05 0.027999 0.037035 0.000784 8.165E-05
1277.89 8281 -15.28003 1293.17 0.051256 0.027999 0.002627 0.000541
1267.93 10260 -9.959961 1277.89 0.035919 0.051256 0.00129 0.000235
1248.08 11586 -19.8501 1267.93 0.030599 0.035919 0.000936 2.83E-05
1255.82 12266 7.73999 1248.08 0.014424 0.030599 0.000208 0.000262
1260.67 10150 4.850098 1255.82 0.028615 0.014424 0.000819 0.000201
1267.11 8365 6.439941 1260.67 0.039212 0.028615 0.001538 0.000112
1283.57 11168 16.45996 1267.11 0.020094 0.039212 0.000404 0.000366
1270.03 10619 -13.53992 1283.57 0.035732 0.020094 0.001277 0.000245
1276.96 10896 6.929932 1270.03 0.025417 0.035732 0.000646 0.000106
1264.96 7262 -12 1276.96 0.054052 0.025417 0.002922 0.00082
1254.39 8701 -10.56995 1264.96 0.043651 0.054052 0.001905 0.000108
1255.85 11365 1.459961 1254.39 0.022684 0.043651 0.000515 0.00044
1241.6 10636 -14.25 1255.85 0.032606 0.022684 0.001063 9.844E-05
1219.87 12429 -21.72998 1241.6 0.023034 0.032606 0.000531 9.161E-05
1214.36 16355.5 -5.51001 1219.87 -0.008183 0.023034 6.696E-05 0.000975
1208.43 11116 -5.929932 1214.36 0.021784 -0.008183 0.000475 0.000898
1212.58 11849 4.149902 1208.43 0.013407 0.021784 0.00018 7.017E-05
1223.14 13501 10.56006 1212.58 0.001858 0.013407 3.453E-06 0.000133
1237.04 15468.2 13.90002 1223.14 -0.009474 0.001858 8.977E-05 0.000128
1225.35 11892 -11.69006 1237.04 0.02216 -0.009474 0.000491 0.001001
1218.6 10501 -6.75 1225.35 0.027059 0.02216 0.000732 2.4E-05
1216.76 11989 -1.839966 1218.6 0.015799 0.027059 0.00025 0.000127
1211.07 11621 -5.690063 1216.76 0.019176 0.015799 0.000368 1.14E-05
1226.2 13273 15.13 1211.07 0.001456 0.019176 2.121E-06 0.000314
1224.38 18323.6 -1.819946 1226.2 -0.02026 0.001456 0.00041 0.000472
1236.72 11283 12.33997 1224.42 -0.024306 -0.02026 0.000591 1.637E-05
1234.45 6221.1 -2.27002 1236.71 0.061844 -0.024306 0.003825 0.007422
1219.24 9349 -15.20996 1234.45 0.03782 0.061844 0.00143 0.000577
1190.59 10567 -28.65002 1219.24 0.033665 0.03782 0.001133 1.726E-05
1198.78 10457 8.190063 1190.59 0.017784 0.033665 0.000316 0.000252
1181.52 12638 -17.26001 1198.78 0.015086 0.017784 0.000228 7.277E-06
1180.18 13841 -1.339966 1181.52 0.000329 0.015086 1.085E-07 0.000218
1208.14 13940 27.95996 1180.18 -0.010652 0.000329 0.000113 0.000121
1215.68 11217 7.540039 1208.14 0.015728 -0.010652 0.000247 0.000696
1202.45 10398 -13.2301 1215.68 0.028871 0.015728 0.000834 0.000173
1214.44 12381 11.98999 1202.45 0.006732 0.028871 4.531E-05 0.00049
1207.71 13163 -6.72998 1214.44 0.010183 0.006732 0.000104 1.191E-05
1215.02 13435 7.310059 1207.71 0.002799 0.010183 7.833E-06 5.452E-05
1210.85 11709 -4.170044 1215.02 0.017897 0.002799 0.00032 0.000228
1191.03 9869 -19.81995 1210.85 0.033542 0.017897 0.001125 0.000245
1171.65 11987 -19.38 1191.03 0.018682 0.033542 0.000349 0.000221
1190.49 12807 18.83997 1171.65 -0.001875 0.018682 3.516E-06 0.000423
1202.93 12139 12.44006 1190.49 0.006466 -0.001875 4.181E-05 6.958E-05
1205.82 10153 2.889893 1202.93 0.023088 0.006466 0.000533 0.000276
1204.52 9091 -1.299927 1205.82 0.030928 0.023088 0.000957 6.147E-05
1211.23 11292 6.709961 1204.52 0.015223 0.030928 0.000232 0.000247
1215.93 13403 4.700073 1211.23 0.004317 0.015223 1.863E-05 0.000119
1220.75 12183 4.819946 1215.93 0.012087 0.004317 0.000146 6.038E-05
1214.35 9399 -6.400024 1220.75 0.032832 0.012087 0.001078 0.00043
1200.48 8117 -13.87 1214.35 0.042141 0.032832 0.001776 8.667E-05
1204.4 10120 3.920044 1200.47 0.032468 0.042141 0.001054 9.356E-05
1183.53 11246 -20.87 1204.4 0.025148 0.032468 0.000632 5.359E-05
1183.43 11042 -0.099976 1183.53 0.016474 0.025148 0.000271 7.524E-05
1190.16 9609 6.72998 1183.43 0.022461 0.016474 0.000504 3.584E-05
1191.29 8376 1.130005 1190.16 0.032415 0.022461 0.001051 9.909E-05
1186.73 9646 -4.560059 1191.29 0.02721 0.032415 0.00074 2.708E-05
1178.02 10656 -8.709961 1186.73 0.02213 0.02721 0.00049 2.582E-05
1181.66 10554 3.640015 1178.02 0.017346 0.02213 0.000301 2.289E-05
1161.97 9743 -19.69006 1181.66 0.030806 0.017346 0.000949 0.000181
1171.41 8971 9.440063 1161.97 0.022546 0.030806 0.000508 6.823E-05
1157.26 10416 -14.15002 1171.41 0.023649 0.022546 0.000559 1.215E-06
1165.31 11108 8.050049 1157.26 0.010013 0.023649 0.0001 0.000186
1162.09 9862 -3.220093 1165.31 0.022367 0.010013 0.0005 0.000153
1184.93 10436 22.84009 1162.09 0.00927 0.022367 8.593E-05 0.000172
1179.21 8426 -5.720093 1184.93 0.034 0.00927 0.001156 0.000612
1161.51 9871 -17.69995 1179.21 0.028952 0.034 0.000838 2.547E-05
1148.56 9637 -12.94995 1161.51 0.026502 0.028952 0.000702 6.006E-06
1129.03 11570 -19.53003 1148.6 -0.023941 0.026502 0.000573 0.002544
1133.58 9201 4.549927 1129.03 0.019073 -0.023941 0.000364 0.00185
1132.94 11783 -0.640015 1133.58 0.006331 0.019073 4.009E-05 0.000162
1131.74 13845 -1.199951 1132.94 -0.005641 0.006331 3.182E-05 0.000143
1106.4 13597 -25.33997 1131.74 0.004178 -0.005641 1.746E-05 9.642E-05
1085.78 14243 -20.62 1106.4 -0.00429 0.004178 1.841E-05 7.172E-05
1092.54 12766 6.76001 1085.78 -0.007821 -0.00429 6.117E-05 1.247E-05
1038.77 23308.3 -53.77002 1092.54 -0.047159 -0.007821 0.002224 0.001547
1032.74 16504.1 -6.030029 1038.77 -0.030778 -0.047159 0.000947 0.000268
1016.1 21205.5 -16.64001 1032.74 -0.055217 -0.030778 0.003049 0.000597
984.54 20048 -31.56 1016.1 -0.045237 -0.055217 0.002046 9.96E-05
965.8 23173 -18.73999 984.54 -0.071812 -0.045237 0.005157 0.000706
1003.45 17466 37.65002 965.8 -0.060653 -0.071812 0.003679 0.000125
1012.27 16138 8.820007 1003.45 -0.038184 -0.060653 0.001458 0.000505
1007.04 15191 -5.230042 1012.27 -0.026596 -0.038184 0.000707 0.000134
1018.61 14670 11.57001 1007.04 -0.030157 -0.026596 0.000909 1.268E-05
1040.94 16315 22.32996 1018.61 -0.04209 -0.030157 0.001772 0.000142
1038.55 11756 -2.389893 1040.94 -0.004235 -0.04209 1.794E-05 0.001433
1051.33 12898 12.77991 1038.55 -0.01633 -0.004235 0.000267 0.000146
1072.28 16506 20.95007 1051.33 -0.038866 -0.01633 0.001511 0.000508
1069.63 16091 -2.650024 1072.28 -0.025505 -0.038866 0.000651 0.000179
1071.38 13017 1.75 1069.62 0.000532 -0.025505 2.825E-07 0.000678
1062.44 9790 -8.940063 1071.37 0.023395 0.000532 0.000547 0.000523
1056.75 12278 -5.689941 1062.44 -0.003467 0.023395 1.202E-05 0.000722
1080.99 13124 24.23999 1056.75 -0.019559 -0.003467 0.000383 0.000259
1097.43 17045.8 16.44006 1080.99 -0.036825 -0.019559 0.001356 0.000298
1091.65 13314 -5.780029 1097.43 -0.005153 -0.036825 2.656E-05 0.001003
1089.98 10247 -1.670044 1091.65 0.010606 -0.005153 0.000112 0.000248
1097.54 12105 7.560059 1089.98 -0.003787 0.010606 1.434E-05 0.000207
1077.09 14522 -20.45007 1097.54 -0.006981 -0.003787 4.873E-05 1.02E-05
1068.61 12629 -8.47998 1077.09 -0.002719 -0.006981 7.392E-06 1.816E-05
1073.48 12949 4.869995 1068.61 -0.010288 -0.002719 0.000106 5.729E-05
1089.9 11057 16.42004 1073.48 -0.002772 -0.010288 7.687E-06 5.648E-05
1084.78 13173 -5.119995 1089.9 -0.005509 -0.002772 3.035E-05 7.488E-06
1085.2 13362 0.419922 1084.78 -0.009099 -0.005509 8.279E-05 1.289E-05
1100.09 13644 14.89001 1085.2 -0.015876 -0.009099 0.000252 4.593E-05
1104.61 12445 4.52002 1100.09 -0.003437 -0.015876 1.181E-05 0.000155
1078.3 11061 -26.30994 1104.61 0.015998 -0.003437 0.000256 0.000378
1059.79 12974 -18.51001 1078.3 -0.001023 0.015998 1.047E-06 0.00029
1059.78 13525 -0.01001 1059.79 -0.012993 -0.001023 0.000169 0.000143
1084.1 13174 24.31995 1059.78 -0.019472 -0.012993 0.000379 4.198E-05
1087.2 11219 3.099976 1084.1 0.002322 -0.019472 5.393E-06 0.000475
1102.84 12677 15.64001 1087.2 -0.010257 0.002322 0.000105 0.000158
1118.86 13560 16.02002 1102.84 -0.013657 -0.010257 0.000187 1.157E-05
1115.8 14113 -3.059937 1118.86 -0.008269 -0.013657 6.837E-05 2.904E-05
1118.54 15175 2.73999 1115.8 -0.016803 -0.008269 0.000282 7.284E-05
1120.31 10938 1.77002 1118.54 0.008556 -0.016803 7.321E-05 0.000643
1118.33 9916 -1.980103 1120.31 0.016176 0.008556 0.000262 5.806E-05
1139.09 13701 20.76001 1118.33 -0.014263 0.016176 0.000203 0.000927
1141.21 14434 2.119995 1139.09 -0.009447 -0.014263 8.925E-05 2.319E-05
1142.24 14545 1.030029 1141.21 -0.009488 -0.009447 9E-05 1.684E-09
1138.65 13374 -3.589966 1142.24 -0.000911 -0.009488 8.298E-07 7.357E-05
1151.06 13168 12.41003 1138.65 -0.005773 -0.000911 3.333E-05 2.364E-05
1142.66 13302 -8.400024 1151.06 0.002329 -0.005773 5.423E-06 6.564E-05
1137.03 10293 -5.630005 1142.66 0.01787 0.002329 0.000319 0.000242
1150.34 4103 13.30994 1137.03 0.046684 0.01787 0.002179 0.00083
1157.42 11298 7.080078 1150.34 0.008379 0.046684 7.022E-05 0.001467
1149.5 12880 -7.920044 1157.42 0.005412 0.008379 2.928E-05 8.809E-06
1128.52 14237 -20.97998 1149.5 0.001071 0.005412 1.146E-06 1.884E-05
1140.2 13757 11.67993 1128.52 -0.010079 0.001071 0.000102 0.000124
1139.45 13436 -0.75 1140.2 -0.002486 -0.010079 6.178E-06 5.766E-05
1129.9 12029 -9.549927 1139.45 0.008657 -0.002486 7.494E-05 0.000124
1144.8 13185 14.90002 1129.9 -0.007799 0.008657 6.082E-05 0.000271
1170.35 17653 25.54993 1143.77 0.994158 -0.007799 0.988349 1.003916
1167.1 14879 -3.25 1170.35 -0.006372 0.994158 4.06E-05 1.001059
1158.31 12482 -8.789917 1167.1 0.009085 -0.006372 8.253E-05 0.000239
1139.93 12187 -18.38 1158.31 0.013201 0.009085 0.000174 1.694E-05
1136.76 13672 -3.170044 1139.93 -0.002999 0.013201 8.993E-06 0.000262
1137.07 14497 0.309937 1136.76 -0.009401 -0.002999 8.838E-05 4.099E-05
1119.38 15115 -17.68994 1137.07 -0.006755 -0.009401 4.563E-05 7E-06
1123.09 13068 3.709961 1119.38 -0.004391 -0.006755 1.928E-05 5.586E-06
1134.36 12604 11.27002 1123.09 -0.003956 -0.004391 1.565E-05 1.894E-07
1142.92 13540 8.560059 1134.36 -0.007136 -0.003956 5.093E-05 1.011E-05
1149.56 14849 6.640015 1142.92 -0.013016 -0.007136 0.000169 3.457E-05
1139.93 14905 -9.630005 1149.56 -0.00679 -0.013016 4.61E-05 3.876E-05
1144.89 16940 4.959961 1139.93 -0.02493 -0.00679 0.000622 0.000329
1144.65 4396.7 -0.23999 1144.89 0.050623 -0.02493 0.002563 0.005708
1149.37 7911 4.719971 1144.65 0.028386 0.050623 0.000806 0.000494
1157.13 8763 7.76001 1149.37 0.022878 0.028386 0.000523 3.034E-05
1161.02 9174 3.890015 1157.13 0.022778 0.022878 0.000519 1.006E-08
1148.08 9436 -12.94006 1161.02 0.027721 0.022778 0.000768 2.444E-05

11.43058 23.10993
 SUMMARY OUTPUT

Durbin Watson Test Regression Statistics

ut^2 11.43058 Multiple R
u(ut-u(t-1))^2 23.10993 R Square
Test Statistic 2.021764 Adjusted R
Standard E
dl 1.769 Observatio
du 1.817
4-du 2.183 ANOVA

Regression
Residual
Total

Coefficients
Intercept
volume
change
open

RESIDUAL OUTPUT

Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
 64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
SUMMARY OUTPUT

Regression Statistics
0.999997
0.999994
0.999994
0.216886
247

df SS MS F Significance F
3 1852748 617582.8 13129049 0
243 11.43058 0.047039
246 1852760

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
0.062445 0.232997 0.268009 0.78892 -0.396506 0.521396 -0.396506 0.521396
5.833E-06 5.632E-06 1.035699 0.301372 -5.26E-06 1.693E-05 -5.26E-06 1.693E-05
1.000352 0.000877 1140.307 0 0.998624 1.00208 0.998624 1.00208
0.999879 0.000168 5935.464 0 0.999547 1.000211 0.999547 1.000211

RESIDUAL OUTPUT

Predicted close
Residuals
1347.599 -0.039431
1333.358 -0.018475
1298.322 0.027861
1295.829 0.030575
1300.777 0.023182
1313.255 0.015086
1326.81 0.009564
1318.523 0.026601
1326.396 0.254037
1329.451 0.018569
1348.382 -0.412207
1342.519 0.020509
1342.868 0.032118
1360.378 0.02211
1364.275 0.024537
1357.478 0.031811
1354.911 0.038853
1364.103 0.066859
1373.698 0.032375
1365.979 0.031037
1373.435 0.035121
1349.419 0.051169
1354.27 0.040086
1352.219 0.040516
1340.852 0.037743
1332.702 -0.171703
1314.718 0.042457
1330.279 0.030627
1318.76 0.039991
1315.889 0.031173
1326.584 0.025903
1301.496 0.033654
1278.902 0.038329
1255.24 0.030186
1252.809 0.01082
1245.84 0.019851
1267.635 0.014747
1257.91 0.029574
1239.915 0.024747
1241.218 0.011676
1234.165 0.014787
1241.38 0.030279
1253.78 0.019823
1261.869 0.020525
1264.716 0.024395
1233.382 0.038342
1180.126 0.033986
1197.665 -0.005081
1166.698 0.012037
1173.557 0.002857
1150.532 -0.002236
1170.806 0.004013
1142.603 0.017225
1122.135 0.004577
1117.605 -0.02546
1139.845 -0.014565
1152.684 0.006081
1182.18 -0.010001
1153.277 0.013096
1147.943 0.007168
1160.333 -0.002506
1145.86 0.009913
1106.451 0.009363
1103.261 -0.010527
1151.466 -0.025554
1128.419 0.011083
1137.581 0.009068
1168.394 -0.014296
1165.885 0.004639
1183.492 0.008265
1179.651 0.028851
1191.799 0.011411
1238.206 -0.046358
1253.695 -0.004618
1242.975 0.005011
1224.324 0.035561
1209.45 0.020109
1228.743 0.006987
1234.514 0.005829
1253.033 0.016836
1249.443 0.016748
1266.426 0.013991
1267.418 0.012158
1248.549 0.031394
1266.591 0.019251
1263.473 0.036644
1264.367 -3.166881
1255.514 0.026128
1255.152 0.028066
1245.63 0.040048
1248.883 0.037194
1249.414 0.026191
1284.996 -0.005687
1288.477 0.012852
1291.934 0.026429
1312.812 0.018121
1309.356 0.024174
1289.013 0.037035
1293.142 0.027999
1277.839 0.051256
1267.894 0.035919
1248.049 0.030599
1255.806 0.014424
1260.641 0.028615
1267.071 0.039212
1283.55 0.020094
1269.994 0.035732
1276.935 0.025417
1264.906 0.054052
1254.346 0.043651
1255.827 0.022684
1241.567 0.032606
1219.847 0.023034
1214.368 -0.008183
1208.408 0.021784
1212.567 0.013407
1223.138 0.001858
1237.049 -0.009474
1225.328 0.02216
1218.573 0.027059
1216.744 0.015799
1211.051 0.019176
1226.199 0.001456
1224.4 -0.02026
1236.744 -0.024306
1234.388 0.061844
1219.202 0.03782
1190.556 0.033665
1198.762 0.017784
1181.505 0.015086
1180.18 0.000329
1208.151 -0.010652
1215.664 0.015728
1202.421 0.028871
1214.433 0.006732
1207.7 0.010183
1215.017 0.002799
1210.832 0.017897
1190.996 0.033542
1171.631 0.018682
1190.492 -0.001875
1202.924 0.006466
1205.797 0.023088
1204.489 0.030928
1211.215 0.015223
1215.926 0.004317
1220.738 0.012087
1214.317 0.032832
1200.438 0.042141
1204.368 0.032468
1183.505 0.025148
1183.414 0.016474
1190.138 0.022461
1191.258 0.032415
1186.703 0.02721
1177.998 0.02213
1181.643 0.017346
1161.939 0.030806
1171.387 0.022546
1157.236 0.023649
1165.3 0.010013
1162.068 0.022367
1184.921 0.00927
1179.176 0.034
1161.481 0.028952
1148.533 0.026502
1129.054 -0.023941
1133.561 0.019073
1132.934 0.006331
1131.746 -0.005641
1106.396 0.004178
1085.784 -0.00429
1092.548 -0.007821
1038.817 -0.047159
1032.771 -0.030778
1016.155 -0.055217
984.5852 -0.045237
965.8718 -0.071812
1003.511 -0.060653
1012.308 -0.038184
1007.067 -0.026596
1018.64 -0.030157
1040.982 -0.04209
1038.554 -0.004235
1051.346 -0.01633
1072.319 -0.038866
1069.656 -0.025505
1071.379 0.000532
1062.417 0.023395
1056.753 -0.003467
1081.01 -0.019559
1097.467 -0.036825
1091.655 -0.005153
1089.969 0.010606
1097.544 -0.003787
1077.097 -0.006981
1068.613 -0.002719
1073.49 -0.010288
1089.903 -0.002772
1084.786 -0.005509
1085.209 -0.009099
1100.106 -0.015876
1104.613 -0.003437
1078.284 0.015998
1059.791 -0.001023
1059.793 -0.012993
1084.119 -0.019472
1087.198 0.002322
1102.85 -0.010257
1118.874 -0.013657
1115.808 -0.008269
1118.557 -0.016803
1120.301 0.008556
1118.314 0.016176
1139.104 -0.014263
1141.219 -0.009447
1142.249 -0.009488
1138.651 -0.000911
1151.066 -0.005773
1142.658 0.002329
1137.012 0.01787
1150.293 0.046684
1157.412 0.008379
1149.495 0.005412
1128.519 0.001071
1140.21 -0.010079
1139.452 -0.002486
1129.891 0.008657
1144.808 -0.007799
1169.356 0.994158
1167.106 -0.006372
1158.301 0.009085
1139.917 0.013201
1136.763 -0.002999
1137.079 -0.009401
1119.387 -0.006755
1123.094 -0.004391
1134.364 -0.003956
1142.927 -0.007136
1149.573 -0.013016
1139.937 -0.00679
1144.915 -0.02493
1144.599 0.050623
1149.342 0.028386
1157.107 0.022878
1160.997 0.022778
1148.052 0.027721
 ut
-0.039431
-0.018475 Runs Test
0.027861
0.030575 n 247
0.023182 n1 79
0.015086 n2 168
0.009564
0.026601 Runs 60
0.254037
0.018569 E(R) 108.4656
-0.412207 Var(R) 46.5097
0.020509 SD(R) 6.819802
0.032118
0.02211 lower limit 95.09877
0.024537 upper limit 121.8324
0.031811
0.038853 upper limit>number of runs>lower limit
0.066859 no autocorrelation
0.032375
0.031037 Z value of Number of Runs -7.106597
0.035121
0.051169
0.040086
0.040516
0.037743
-0.171703
0.042457
0.030627
0.039991
0.031173
0.025903
0.033654
0.038329
0.030186
0.01082
0.019851
0.014747
0.029574
0.024747
0.011676
0.014787
0.030279
0.019823
0.020525
 0.024395
0.038342
0.033986
-0.005081
0.012037
0.002857
-0.002236
0.004013
0.017225
0.004577
-0.02546
-0.014565
0.006081
-0.010001
0.013096
0.007168
-0.002506
0.009913
0.009363
-0.010527
-0.025554
0.011083
0.009068
-0.014296
0.004639
0.008265
0.028851
0.011411
-0.046358
-0.004618
0.005011
0.035561
0.020109
0.006987
0.005829
0.016836
0.016748
0.013991
0.012158
0.031394
0.019251
0.036644
-3.166881
0.026128
0.028066
 0.040048
0.037194
0.026191
-0.005687
0.012852
0.026429
0.018121
0.024174
0.037035
0.027999
0.051256
0.035919
0.030599
0.014424
0.028615
0.039212
0.020094
0.035732
0.025417
0.054052
0.043651
0.022684
0.032606
0.023034
-0.008183
0.021784
0.013407
0.001858
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