Date         Open Price (in Rs.)   High Price (in Rs.)   Low Price (in Rs.)   Last Traded Price (in Rs.)   Close Price (in...
3-Jul-12      2195      2204   2177.15    2179.1   2187.35   2304468    5049356000    2-Jul-12    2169.8    2197.3      21...
28-Feb-12       2139       2255    2130.65    2229.95    2231.25       4458632       9851238000     27-Feb-12     2214.9  ...
Open Price    High Price   Low Price    Last Traded Price   Close Price   Total Traded Quantity   Turnover (in Lakhs)Open ...
SUMMARY OUTPUT               Regression StatisticsMultiple R                                0.983620473R Square           ...
SUMMARY OUTPUT        Regression StatisticsMultiple R              0.964423914R Square                0.930113486Adjusted ...
SUMMARY OUTPUT        Regression StatisticsMultiple R             0.966850007R Square               0.934798935Adjusted R ...
SUMMARY OUTPUT        Regression StatisticsMultiple R             0.987614948R Square               0.975383285Adjusted R ...
SUMMARY OUTPUT        Regression StatisticsMultiple R             0.982004528R Square               0.964332893Adjusted R ...
SUMMARY OUTPUT        Regression StatisticsMultiple R             0.982926317R Square               0.966144144Adjusted R ...
SUMMARY OUTPUT                Regression StatisticsMultiple R                               0.984449119R Square           ...
SUMMARY OUTPUT      Regression StatisticsMultiple R              0.986656R Square                 0.97349Adjusted R Square...
SUMMARY OUTPUT        Regression StatisticsMultiple R               0.98821978R Square               0.976578334Adjusted R...
SUMMARY OUTPUT      Regression StatisticsMultiple R              0.999426R Square                0.998853Adjusted R Square...
SUMMARY OUTPUT                             Regression StatisticsMultiple R                                                ...
Bin    Frequency     1629         1 1692.615         5 1756.231         5 1819.846         1 1883.462        20   40 1947....
Series110   15
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Sbi 12 12

  1. 1. Date Open Price (in Rs.) High Price (in Rs.) Low Price (in Rs.) Last Traded Price (in Rs.) Close Price (in Rs.) Total Traded Quantity Turnover (in Rs.) 1-Oct-12 2242.4 2278.7 2240.2 2274 2270.15 1590077 359664400028-Sep-12 2269.4 2278 2225.8 2245.1 2240.6 2234682 502938100027-Sep-12 2240 2264.9 2230.2 2251.7 2247.25 2746456 617769100026-Sep-12 2188 2240 2171.45 2226.5 2229 2836970 626593200025-Sep-12 2213.2 2245 2172 2201 2196.5 3084757 677662000024-Sep-12 2215 2252.8 2184.15 2210 2198.25 2914994 648244900021-Sep-12 2135.9 2242.5 2135.1 2210 2213.2 4203557 923427400020-Sep-12 2109 2159.9 2100 2113 2123.35 3187040 679515200018-Sep-12 2080 2156.9 2060.6 2150 2149.45 4435408 942409800017-Sep-12 2006 2088.85 2006 2080.65 2079.55 5390205 1106477300014-Sep-12 1919 1975 1911 1971.25 1971.5 3798504 741471100013-Sep-12 1854 1885 1854 1864.15 1867.6 1640742 306985000012-Sep-12 1870 1877 1845.05 1862.95 1859.4 1962509 365401400011-Sep-12 1845.1 1871.85 1845 1859.2 1857.7 1855734 345202000010-Sep-12 1899 1905 1856.35 1858 1861.15 1943285 3638069000 8-Sep-12 1890 1901 1890 1900 1898.5 155121 294200000 7-Sep-12 1888 1902 1882.65 1888.55 1892.05 2426799 4592755000 6-Sep-12 1827 1864.95 1827 1854.25 1853.95 1956157 3616528000 5-Sep-12 1860.15 1867 1827.1 1829.1 1830.25 1903367 3513178000 4-Sep-12 1860 1881.75 1851 1879 1875 1718108 3205046000 3-Sep-12 1850 1865 1842.5 1849.05 1850.7 1599708 296614900031-Aug-12 1839 1864.85 1828.65 1835 1837.35 2790367 514601400030-Aug-12 1822 1847 1815.15 1845.3 1839.7 2162745 395767900029-Aug-12 1849 1856.8 1824.5 1828.65 1829.9 1880435 345458900028-Aug-12 1842.25 1859.5 1830.2 1839.45 1844.2 2459994 453500300027-Aug-12 1890.25 1899.4 1838.2 1845 1844.5 2073672 386930300024-Aug-12 1900 1903.95 1883.55 1891 1893.85 1801215 341107600023-Aug-12 1914.05 1929.9 1900.1 1913.8 1911.85 2183152 418055000022-Aug-12 1900 1933 1897 1912 1912.15 2530371 484820600021-Aug-12 1902.8 1917.95 1889.15 1915.8 1915.1 1971650 375683600017-Aug-12 1895 1917.2 1882.35 1900.8 1897.05 2863260 544396300016-Aug-12 1918 1923.75 1890 1890.05 1894.45 2721682 518528900014-Aug-12 1911 1929.95 1898.05 1909.2 1910.35 3663529 701584800013-Aug-12 1892 1911 1858.5 1908.5 1906.55 5342863 1008128900010-Aug-12 1963 1994 1876 1887.9 1887.75 10890291 20893734000 9-Aug-12 2067.25 2080.5 1963.35 1972 1968.75 4289849 8610087000 8-Aug-12 2073 2088.95 2053.2 2064 2060.8 2290942 4747569000 7-Aug-12 2021.2 2071.9 2011.25 2059.05 2061.25 2527190 5181973000 6-Aug-12 2034.8 2037.15 2010.8 2017.75 2018.25 1606404 3250955000 3-Aug-12 1991.05 2014.4 1975 2004 2005.35 2006336 4000301000 2-Aug-12 2030 2030.05 1997.55 2013.5 2011.35 2131177 4285142000 1-Aug-12 2010 2044.8 2005.25 2030.25 2033.4 1982002 4022625000 31-Jul-12 2038 2044.95 1968.2 2008 2005.1 4837927 9665612000 30-Jul-12 1951.25 2040 1941 2029 2031.75 3444309 6855826000 27-Jul-12 2051 2067.3 1931.5 1946.05 1941 4213489 8411210000 26-Jul-12 2075 2083.8 2009 2019 2017.4 2463642 5023146000 25-Jul-12 2086.3 2094.75 2061 2067.05 2070.35 1712766 3557785000 24-Jul-12 2095 2114.8 2080.4 2097.9 2095 1644860 3451507000 23-Jul-12 2112 2123.8 2086.75 2091.05 2093.15 1589570 3343577000 20-Jul-12 2151 2173.5 2127.05 2134.45 2132 1926741 4132489000 19-Jul-12 2214.15 2217.3 2154 2157.6 2158.1 2095157 4567348000 18-Jul-12 2195 2202.6 2162.25 2188.4 2185.5 2077720 4527611000 17-Jul-12 2215 2223.35 2182.1 2205.05 2199.1 1347383 2968556000 16-Jul-12 2185 2215.9 2178.25 2204.5 2199.45 1854193 4079499000 13-Jul-12 2221.9 2233.5 2171.15 2178.1 2178.45 1702769 3750864000 12-Jul-12 2194.9 2238.75 2194 2217 2221.2 1974917 4380299000 11-Jul-12 2215 2252.55 2210.1 2212.3 2218.7 2467529 5503196000 10-Jul-12 2213.8 2234.8 2212 2225.5 2229 1766768 3929607000 9-Jul-12 2198 2219 2192.6 2210 2209.45 2113734 4664213000 6-Jul-12 2235.7 2235.7 2205.7 2222.5 2222.65 2190425 4863996000 5-Jul-12 2219.9 2239.65 2212.1 2232 2233.45 1878228 4189385000 4-Jul-12 2190.1 2229.9 2190.1 2229 2224.8 3347191 7416029000
  2. 2. 3-Jul-12 2195 2204 2177.15 2179.1 2187.35 2304468 5049356000 2-Jul-12 2169.8 2197.3 2160 2178.1 2181.95 2362902 5143332000 29-Jun-12 2130 2170 2127 2148.6 2159 2587269 5555671000 28-Jun-12 2118 2124.45 2074.05 2097 2098.3 2784196 5836551000 27-Jun-12 2128.1 2138.4 2103.3 2111.5 2113.4 1944320 4121820000 26-Jun-12 2113 2131.8 2096.1 2113.05 2113.1 2638357 5583541000 25-Jun-12 2161.1 2200 2101.6 2109.95 2115 4357304 9419314000 22-Jun-12 2147 2184.5 2128.5 2153 2157.8 3562792 7694986000 21-Jun-12 2100.2 2185 2085 2178.9 2178.35 3403318 7248658000 20-Jun-12 2113.7 2126.9 2096.6 2124.75 2117.05 2511534 5304485000 19-Jun-12 2087.95 2116.3 2056 2101.85 2100.65 3716869 7770892000 18-Jun-12 2216 2231.9 2081.6 2087 2087.95 5358396 11438606000 15-Jun-12 2168.45 2189.85 2147 2181.85 2183.1 2824405 6138346000 14-Jun-12 2212 2218.7 2144.1 2146.65 2150.25 3323627 7247454000 13-Jun-12 2210 2244 2186 2223.95 2226.05 3109198 6893600000 12-Jun-12 2155 2211.85 2132.6 2207 2206.15 3856644 8414529000 11-Jun-12 2200 2217.9 2155.5 2159.6 2164.8 2814969 6176996000 8-Jun-12 2151.55 2191.6 2131.5 2190.2 2179.45 2980365 6427730000 7-Jun-12 2183 2189 2156.55 2166.05 2167.95 3557949 7730044000 6-Jun-12 2100 2168 2096 2153.1 2158.25 3345945 7137209000 5-Jun-12 2064 2110 2061 2079.85 2082.75 3297097 6879408000 4-Jun-12 1992.2 2054 1974.05 2046 2045.85 2931899 5889204000 1-Jun-12 2059.95 2080.5 2017 2025 2028.25 2626016 537211300031-May-12 2080 2088.95 2037.5 2065.9 2056.05 4073762 841813100030-May-12 2101.5 2118 2082 2095 2098.2 3238407 678712100029-May-12 2115 2149.9 2104.7 2117 2120.15 4841529 1028913500028-May-12 2019 2107 2016.95 2104 2101.3 3531605 730753600025-May-12 1962.4 2018 1954.25 2012.8 2006.9 2915972 580385300024-May-12 1958 1974 1925.4 1966.2 1966.15 3210405 627308000023-May-12 1933.2 1973.9 1920.5 1958 1955 3453476 674033600022-May-12 2035 2040 1931.1 1938.55 1938.75 4139500 821957500021-May-12 1960 2030 1960 2004 2009.5 3884983 780501900018-May-12 1820.05 1957 1820.05 1955.9 1940.55 8872207 1679701000017-May-12 1835.2 1862 1822.6 1860 1848.35 2871019 529428800016-May-12 1834 1844.8 1802.3 1824 1827.7 2898700 528538900015-May-12 1826 1871.7 1825 1855.3 1860.4 2655960 491658900014-May-12 1861 1895.6 1813.5 1843.2 1839.75 2971973 548246600011-May-12 1839 1884.8 1821 1858.2 1853.6 3683027 681939500010-May-12 1890 1932.7 1832.3 1851 1843.15 4162279 7849674000 9-May-12 1936 1955 1876.05 1881 1883.1 3400141 6516650000 8-May-12 2036 2048.9 1922.85 1937.95 1955.35 3037161 6080031000 7-May-12 1946 2040 1876 2035 2028.2 3869317 7550725000 4-May-12 2067.3 2069 1986 1989 1996.25 2432034 4916607000 3-May-12 2121 2127.8 2075.5 2081.2 2084.1 2293997 4816634000 2-May-12 2145 2168.9 2125.35 2128 2140.6 1393408 2997435000 30-Apr-12 2131 2169.85 2127 2134.95 2138.1 1722160 3699009000 28-Apr-12 2131.9 2139.95 2114.05 2139 2131.3 142914 304049000 27-Apr-12 2152 2168.7 2101 2119.05 2125.5 2532212 5392283000 26-Apr-12 2188 2188 2137 2165 2162.35 1913307 4127378000 25-Apr-12 2189.2 2207 2130.7 2172.05 2171.75 2486058 5400969000 24-Apr-12 2195.05 2215.6 2175.1 2187.5 2190.7 1762656 3874417000 23-Apr-12 2265 2279.5 2182 2186 2193.2 2160712 4804962000 20-Apr-12 2265 2287.4 2238.2 2259.05 2260.45 1902407 4305604000 19-Apr-12 2297 2298.8 2254.15 2277.05 2269.05 1974741 4486736000 18-Apr-12 2323.05 2339.8 2275.25 2276.9 2291.75 1850035 4281433000 17-Apr-12 2297 2349.7 2221.1 2306 2304.3 5574065 12770997000 16-Apr-12 2212 2272.9 2201 2271.55 2265.1 2068145 4655234000 13-Apr-12 2250 2283.6 2195.3 2210 2212.3 2718262 6106864000 12-Apr-12 2175.05 2234 2175.05 2227 2227.55 3362042 7435410000 11-Apr-12 2125.15 2179.5 2117.1 2169 2158.55 2593320 5579655000 10-Apr-12 2110 2157 2095.05 2151.45 2151.2 1931862 4111394000 9-Apr-12 2148 2148.9 2090.05 2093.65 2100.45 1389603 2942018000 4-Apr-12 2150 2179 2136.6 2177 2162.55 1523709 3282669000 3-Apr-12 2142 2183.2 2141.9 2155 2172.55 2162848 4692229000 2-Apr-12 2100 2138.95 2100 2135.1 2130.4 2029773 430789000030-Mar-12 2067.7 2109.9 2067.7 2092.7 2096.35 2503210 524334100029-Mar-12 2050 2079.95 2047.15 2056.95 2061.35 2509099 517718100028-Mar-12 2120 2121.4 2063.45 2076 2079.25 2436716 510395100027-Mar-12 2155 2171.9 2097.7 2134.9 2129.15 3847094 818222100026-Mar-12 2158.7 2159 2110 2119.5 2117.45 2009302 427928000023-Mar-12 2176 2204.8 2127.2 2170 2166.75 3072832 665469200022-Mar-12 2227 2255.6 2150.1 2153 2160.6 3074548 680578100021-Mar-12 2183.9 2239 2176.35 2237.65 2232.85 2306082 509908000020-Mar-12 2160 2202.85 2138.1 2187.2 2187.35 2637979 574350000019-Mar-12 2230 2237 2150 2158.95 2157.55 2268399 494695700016-Mar-12 2300 2354.95 2215 2218.1 2227.9 4057847 930797800015-Mar-12 2358 2368 2286 2292 2299.3 2741796 635144800014-Mar-12 2370.35 2374.4 2332.2 2357.7 2354.8 2280238 535677000013-Mar-12 2341.3 2350 2316.5 2328.6 2327.5 1800790 420270100012-Mar-12 2305.35 2324.55 2281.05 2309.25 2310.8 3656710 8421247000 9-Mar-12 2190 2243 2188.1 2240.05 2226.4 2297479 5088161000 7-Mar-12 2135 2163.8 2106 2151 2141.55 3528612 7524996000 6-Mar-12 2151 2263 2114.9 2148.65 2147.85 4439842 9779955000 5-Mar-12 2234.7 2234.7 2164.7 2167 2176.05 1968612 4314856000 3-Mar-12 2244.9 2258.95 2244.9 2249 2250.85 166745 375667000 2-Mar-12 2226.4 2282 2186 2242.2 2246.7 3110118 6982137000 1-Mar-12 2233.85 2237.75 2186.45 2206 2218.75 2262366 4997549000 29-Feb-12 2265 2287 2223 2250.5 2247.55 3569606 8051019000
  3. 3. 28-Feb-12 2139 2255 2130.65 2229.95 2231.25 4458632 9851238000 27-Feb-12 2214.9 2220 2111.1 2119 2122.85 2940822 6314845000 24-Feb-12 2280 2303 2195 2205.15 2205.6 3629752 8087448000 23-Feb-12 2254.35 2323.1 2247 2270 2260.5 4454330 10186798000 22-Feb-12 2456 2469.1 2236.9 2252.95 2255 6334444 14785102000 21-Feb-12 2420 2475 2415 2448 2452.45 2787668 6856329000 17-Feb-12 2377 2471.55 2377 2421.35 2417.05 5034557 12222387000 16-Feb-12 2242.25 2377.45 2229.15 2343 2350.35 4282758 9867697000 15-Feb-12 2227 2257.55 2222.5 2247.95 2250.65 2667663 5982748000 14-Feb-12 2128.5 2217.9 2128.5 2197 2200.15 3654309 8028321000 13-Feb-12 2174 2180.5 2096 2125 2129.25 5612660 11970438000 10-Feb-12 2188 2209 2150.15 2160 2171.9 2296538 5011092000 9-Feb-12 2164.3 2192 2157.6 2189.35 2184 1849969 4020462000 8-Feb-12 2161.5 2188 2145.2 2178.1 2177.75 2497816 5426209000 7-Feb-12 2181.9 2188.3 2145.4 2151.1 2153.1 2173208 4704684000 6-Feb-12 2131.95 2187.45 2131.95 2165.2 2162.65 3164807 6847009000 3-Feb-12 2070 2117.6 2036.5 2106.05 2103.15 2448186 5072322000 2-Feb-12 2095 2113.4 1982.3 2065.05 2072.6 5533056 11382424000 1-Feb-12 2051 2088.4 2042.5 2079.5 2077.65 2756848 5687576000 31-Jan-12 2019.85 2073 2012 2054 2061.6 2975102 6097077000 30-Jan-12 2015 2058.75 1970.15 1972 1985.25 2077455 4199940000 27-Jan-12 2064.4 2070 2017.9 2034.8 2040.6 2106052 4293455000 25-Jan-12 2055.25 2085.95 2039.9 2045 2058 3381896 6988638000 24-Jan-12 1932 2058 1926.7 2043.9 2040.8 5113138 10266674000 23-Jan-12 1931.9 1967.1 1921 1940 1940.5 1683057 3277274000 20-Jan-12 1898 1944 1895.15 1937 1932.85 2637725 5064862000 19-Jan-12 1880 1912.45 1875.1 1880.2 1884.3 1702289 3226187000 18-Jan-12 1850 1871 1820 1864.85 1865.35 2171216 4011348000 17-Jan-12 1838 1872.4 1835.05 1838.85 1844 2271647 4209951000 16-Jan-12 1756.2 1834.9 1748.4 1830 1816.4 2126579 3793549000 13-Jan-12 1776.85 1799.9 1770 1773 1776.1 2046829 3654333000 12-Jan-12 1730.7 1776.4 1720.3 1774.8 1764.4 2516248 4426691000 11-Jan-12 1706 1733.7 1693.3 1723 1726.95 2452937 4206739000 10-Jan-12 1649.75 1708.75 1649 1705 1702.6 2808731 4735873000 9-Jan-12 1661.7 1661.7 1625.1 1635 1637.25 2612792 4287280000 7-Jan-12 1670.1 1684.25 1662.1 1663.5 1669.1 253572 424670000 6-Jan-12 1675 1707.6 1658.05 1670 1672.75 2113742 3541139000 5-Jan-12 1696 1718.55 1680.05 1690 1692.45 2134484 3633731000 4-Jan-12 1712 1713.9 1675.2 1692 1696.05 2224163 3765279000 3-Jan-12 1644 1710 1643 1707.05 1705.65 2134102 3589752000 2-Jan-12 1629 1636 1611.4 1627.5 1627.65 1446499 2350223000Arithmetic 2067.855 2099.300 2038.653 2067.395 2067.92 2818578.304 5852174377MeanS.D Values 171.020 172.023 164.483 166.185 166.330 1279406.503 2688243836.726Median 2112 2138.4 2086.75 2109.95 2113.1 2527190.000 5181973000Max 2456 2475 2415 2448 2452.45 10890291 20893734000Min 1629 1636 1611.4 1627.5 1627.65 142914 294200000Ist Quartile 1931.95 1970.5 1899.075 1938.25 1939.625 2038301 41565195003rd Quartile 2192.5 2221.675 2158.8 2187.95 2187.35 3354616.5 6937868500Avg. Dev. 140.24 140.15 137.48 137.11 137.34 887059.67 1944948363.64Range 827 839 803.6 820.5 824.8 10747377 20599534000Quartile Dev. 130.275 125.5875 129.8625 124.85 123.8625 658157.75 1390674500Coef. Of Var. 8.270 8.194 8.068 8.038 8.043 45.392 45.936Coef. Of Q.D. 6.168 5.873 6.223 5.917 5.862 26.043 26.837Coef. Of M.D. 6.782 6.676 6.744 6.632 6.641 31.472 33.235MomentSkewness -3.772 -3.795 -3.825 -3.836 -3.835 2.432 1.965
  4. 4. Open Price High Price Low Price Last Traded Price Close Price Total Traded Quantity Turnover (in Lakhs)Open Price 1High Price 0.987614948 1Low Price 0.983620473 0.982004528 1Last Traded Price 0.964423914 0.982926317 0.986656032 1Close Price 0.966850007 0.984449119 0.98821978 0.999426449 1Total Traded Quantity 0.083296131 0.149856886 0.022091099 0.088414005 0.084766226 1Turnover (in Lakhs) 0.244132014 0.311411102 0.184377453 0.24810864 0.245142045 0.983134616 1
  5. 5. SUMMARY OUTPUT Regression StatisticsMultiple R 0.983620473R Square 0.967509234Adjusted R Square 0.967337325Standard Error 29.72677449Observations 191ANOVA df SS MS F Significance FRegression 1 4973390.379 4973390.379 5628.037374 1.4E-142Residual 189 167015.732 883.6811216Total 190 5140406.111 Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%Intercept 82.40588986 26.16481641 3.149492379 0.001901434 30.7933 134.0185 30.7933 134.0185X Variable 1 0.946027051 0.01261029 75.02024642 1.3538E-142 0.921152 0.970902 0.921152 0.970902 Open Price vs. Low Price Low Price Vs. Open Price 3000 3000 2500 2500 2000 2000 Open Price Low Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 Open Price Low PriceSD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.946SD of LP (y) 164.483 Mean of LP (y) 2038.653 b(xy) 1.023Regression equation of HP on OP: y-2038.653 =0.946(x-2067.855) y=0.946x+82.406 Intercept of y 82.406Regression equation of OP on HP: x-2067.855 =1.023(y-2038.653) x=1.023y-17.091 Intercept of x -17.0913
  6. 6. SUMMARY OUTPUT Regression StatisticsMultiple R 0.964423914R Square 0.930113486Adjusted R Square 0.929743716Standard Error 44.04887042Observations 191ANOVA df SS MS F Significance FRegression 1 4880607.937 4880607.94 2515.384 3.7E-111Residual 189 366717.2642 1940.30299Total 190 5247325.201 Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%Intercept 129.4818575 38.77079257 3.33967528 0.00101 53.00278 205.9609 53.00278 205.9609X Variable 1 0.937161073 0.018685815 50.1536084 3.7E-111 0.900302 0.974021 0.900302 0.974021 open price vs. last traded price Last traded Price vs. Open Price 3000 3000 2500 2500 Last Traded Price 2000 2000 Open Price 1500 1500 Last traded Price vs. 1000 1000 Open Price 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 Open Price Last Traded PriceSD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.937SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 0.992 Intecept of Y: 129.482Regression equation of LTP on OP: y-2067.395 =0.937(x-2067.855) y=0.993x+129.482 Intecept of X: 16.00711Regression equation of OP on LTP: x-2067.855 =0.992(y-2037.395) x=0.992y+16.007
  7. 7. SUMMARY OUTPUT Regression StatisticsMultiple R 0.966850007R Square 0.934798935Adjusted R Square 0.934453956Standard Error 42.58384672Observations 191ANOVA df SS MS F Significance FRegression 1 4913773.188 4913773.2 2709.725676 5.305E-114Residual 189 342729.5763 1813.384Total 190 5256502.764 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%Intercept 123.4332499 37.48131274 3.2931944 0.001182394 49.49779843 197.3687013 49.49779843 197.3687013X Variable 1 0.940339832 0.018064343 52.055025 5.305E-114 0.904706199 0.975973466 0.904706199 0.975973466 open price vs. close price Close Price vs. Open Price 3000 3000 2500 2500 2000 close price 2000 close price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 open price open priceSD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.940SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 0.994 Intecept of Y: 123.433Regression equation of CP on OP: y-2067.920 =0.940(x-2067.855) y=0.940x+123.433 Intecept of X: 12.1201Regression equation of OP on CP: x-2067.855 =0.994(y-2067.920) x=0.994y+12.120
  8. 8. SUMMARY OUTPUT Regression StatisticsMultiple R 0.987614948R Square 0.975383285Adjusted R Square 0.975253038Standard Error 27.0612723Observations 191 13.82027496ANOVA df SS MS F Significance FRegression 1 5484075.768 5484075.768 7488.710185 5.492E-154Residual 189 138407.0547 732.3124587Total 190 5622482.822 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%Intercept 45.06994266 23.8187033 1.892208073 0.059992089 -1.914713215 92.05459854 -1.91471 92.05459854X Variable 1 0.993411088 0.011479567 86.53733405 5.492E-154 0.970766552 1.016055624 0.970767 1.016055624 0.158650767 open price vs. high price high price vs. open price 3000 3000 2500 2500 2000 2000 Open Price high price 1500 1500 1000 1000 open price vs.high price 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 1000 2000 3000 open price High priceSD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.993SD of HP (y) 172.023 Mean of HP (y) 2099.300 b(xy) 0.982 Intecept of Y: 45.06991Regression equation of HP on OP: y-2099.300 =0.993(x-2067.855) y=0.993x+45.070 Intecept of X: 6.651782Regression equation of OP on HP: x-2067.855 =0.982(y-2099.300) x=0.982y+6.652
  9. 9. SUMMARY OUTPUT Regression StatisticsMultiple R 0.982004528R Square 0.964332893Adjusted R Square 0.964144178Standard Error 31.14596249Observations 191ANOVA df SS MS F Significance FRegression 1 4957062.696 4957062.696 5109.999989 9.1254E-139Residual 189 183343.4152 970.0709797Total 190 5140406.111 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%Intercept 67.48915967 27.66673215 2.439361443 0.015636528 12.91390117 122.0644182 12.91390117 122.0644182X Variable 1 0.938962261 0.01313523 71.48426393 9.1254E-139 0.913051771 0.964872751 0.913051771 0.964872751 High Price vs. Low Price Low Price vs. High Price 3000 3000 2500 2500 2000 2000 High Price Low Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 High Price Low PriceSD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.939SD of LP (y) 164.483 Mean of LP (y) 2038.653 b(xy) 1.027Regression equation of HP on OP: =0.939(x-2099.300) y-2038.653 y=0.939x+67.489 Intercept of y 67.489Regression equation of OP on HP: =1.027(y-2038.653) x-2099.300 x=1.027y+5.563 Intercept of x 5.563
  10. 10. SUMMARY OUTPUT Regression StatisticsMultiple R 0.982926317R Square 0.966144144Adjusted R Square 0.965965013Standard Error 30.65878818Observations 191ANOVA df SS MS F Significance FRegression 1 5069672.516 5069672.5 5393.490727 6.6211E-141Residual 189 177652.6843 939.96129Total 190 5247325.201 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%Intercept 73.96779147 27.23397875 2.7160112 0.007220257 20.24618019 127.6894027 20.24618019 127.6894027X Variable 1 0.949567593 0.012929773 73.440389 6.6211E-141 0.924062386 0.9750728 0.924062386 0.9750728 High Price vs. Last Traded Price Last Traded Price 3000 3000 2500 2500 Last Traded Price 2000 2000 High Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 High Price Last Traded PriceSD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.950SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 1.017Regression equation of HP on OP: =0.950(x-2099.300) y-2067.395 y=0.950x+73.968 Intercept of y 73.968Regression equation of OP on HP: =1.017(y-2067.395) x-2099.300 x=1.017y-4.185 Intercept of x -4.185
  11. 11. SUMMARY OUTPUT Regression StatisticsMultiple R 0.984449119R Square 0.969140067Adjusted R Square 0.968976787Standard Error 29.29645252Observations 191ANOVA df SS MS F Significance FRegression 1 5094287.442 5094287.4 5935.446238 1E-144Residual 189 162215.3226 858.28213Total 190 5256502.764 Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%Intercept 69.65888612 26.02382588 2.676735 0.008087855 18.32442 120.9934 18.32442 120.9934X Variable 1 0.951870033 0.012355234 77.041847 1.0416E-144 0.927498 0.976242 0.927498 0.976242 High Price vs. Close Price Close Price Vs. High Price 3000 3000 2500 2500 2000 2000 Close Price High Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 High Price Close PriceSD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.952SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 1.018Regression equation of HP on OP: y-2067.920 =0.952(x-2099.300) y=0.952x+69.659 Intercept of y 69.659Regression equation of OP on HP: x-2099.300 =1.018(y-2067.920) x=1.018y-6.139 Intercept of x -6.139
  12. 12. SUMMARY OUTPUT Regression StatisticsMultiple R 0.986656R Square 0.97349Adjusted R Square 0.97335Standard Error 27.12951Observations 191ANOVA df SS MS F Significance FRegression 1 5108219.267 5108219.3 6940.418847 6E-151Residual 189 139105.9334 736.01023Total 190 5247325.201 Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%Intercept 35.13498 24.47305081 1.43566 0.15275204 -13.1404 83.4104 -13.1404 83.4104X Variable 1 0.996864 0.011965841 83.309176 6.0385E-151 0.973261 1.020468 0.973261 1.020468 Low Price vs. Last Traded Price Last Traded Price Vs. Low Price 3000 3000 2500 2500 Last Traded Price 2000 2000 Low Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 Low Price Last Traded PriceSD of LP (x) 164.483 Mean of LP (x) 2038.653 b(yx) 0.997SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 0.977Regression equation of HP on OP: =0.997(x-2038.653) y-2067.395 y=0.997x+35.135 Intercept of y 35.135Regression equation of OP on HP: =0.977(y-2067.395) x-2038.653 x=0.977y+19.734 Intercept of x 19.734
  13. 13. SUMMARY OUTPUT Regression StatisticsMultiple R 0.98821978R Square 0.976578334Adjusted R Square 0.976454409Standard Error 25.5226898Observations 191ANOVA df SS MS F Significance FRegression 1 5133386.71 5133386.7 7880.45145 5E-156Residual 189 123116.0543 651.40769Total 190 5256502.764 Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%Intercept 30.65941641 23.02356805 1.3316536 0.18457784 -14.75676 76.07559 -14.75676 76.07559X Variable 1 0.999317 0.011257131 88.771907 4.9786E-156 0.977111 1.021523 0.977111 1.021523 Low Price Vs. Close Price Close Price Vs. Low Price 3000 3000 2500 2500 2000 2000 Close Price Low Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 Low Price Close PriceSD of LP (x) 164.483 Mean of LP (x) 2038.653 b(yx) 0.999SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 0.977Regression equation of HP on OP: =0.999(x-2038.653) y-2067.920 y=0.999x+30.659 Intercept of y 30.659Regression equation of OP on HP: =0.977(y-2067.920) x-2038.653 x=0.977y+19.734 Intercept of x 17.787
  14. 14. SUMMARY OUTPUT Regression StatisticsMultiple R 0.999426R Square 0.998853Adjusted R Square 0.998847Standard Error 5.642569Observations 191ANOVA df SS MS F Significance FRegression 1 5241307.708 5241308 164621.2588 7.7E-280Residual 189 6017.492298 31.83858Total 190 5247325.201 Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%Intercept 2.46644 5.105698321 0.483076 0.629600899 -7.60503 12.53792 -7.60503 12.53792X Variable 1 0.998554 0.002461095 405.7355 7.6562E-280 0.993699 1.003408 0.993699 1.003408 Close Price Vs. Last Traded Price Last Traded Price Vs. Close Price 3000 3000 2500 2500 Last Traded Price 2000 2000 Close Price 1500 1500 1000 1000 500 500 0 0 0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000 Close Price Last Traded PriceSD of CP (x) 166.330 Mean of CP (x) 2067.92 b(yx) 0.998554SD of LTP (y) 166.185 Mean of LTP (y) 2067.40 b(xy) 1.000Regression equation of HP on OP: y-2067.40 =0.999(x-2067.92) y=0.999x+2.466 Intercept of y 2.466Regression equation of OP on HP: =0.977(y-2067.40) x-2067.920 x=0.977y-0.095 Intercept of x -0.095
  15. 15. SUMMARY OUTPUT Regression StatisticsMultiple R 0.983134616R Square 0.966553673Adjusted R Square 0.966376708Standard Error 492934000.4Observations 191ANOVA df SS MS F Significance FRegression 1 1.32714E+21 1.32714E+21 5461.844658 2.0959E-141Residual 189 4.5924E+19 2.42984E+17Total 190 1.37306E+21 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%Intercept 29758837.96 86480964.08 0.344108536 0.731147211 -140833082.5 200350758.4 -140833082.5 200350758.4X Variable 1 2065.727793 27.9513907 73.90429391 2.0959E-141 2010.591019 2120.864568 2010.591019 2120.864568 ttq vs. turnover turnover vs. ttq 2.5E+10 12000000 10000000 Total traded Quantity 2E+10 8000000 Turnover 1.5E+10 6000000 1E+10 4000000 5E+09 2000000 0 0 0 2000000 4000000 6000000 8000000 10000000 12000000 0 5E+09 1E+10 1.5E+10 2E+10 2.5E+10 Total traded Quantity TurnoverSD of total traded quantity(x) 1279406.503 Mean of (x) 2818578.304 b(yx) 2065.727793SD of turnover (y) 2688243836.726 Mean of (y) 5852174376.96 b(xy) 0.000467899825Regression equation of y on x: y-5852174376 =0.999(x-2818578.304) y=2065.728x+29758837.96 Intercept of y 29758837.961Regression equation of x on y: x-2818578.304=0.000467899(y-5852174376.96) x=0.0004678y+80346.938 Intercept of x 80346.938
  16. 16. Bin Frequency 1629 1 1692.615 5 1756.231 5 1819.846 1 1883.462 20 40 1947.077 20 35 2010.692 9 2074.308 21 30 2137.923 29 25 2201.538 38 2265.154 29 20 2328.769 7 15 2392.385 4More 2 10 5 0 0 5
  17. 17. Series110 15

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