SlideShare ist ein Scribd-Unternehmen logo
1 von 17
Downloaden Sie, um offline zu lesen
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              3596644000
28-Sep-12                  2269.4                  2278               2225.8                       2245.1                 2240.6                 2234682              5029381000
27-Sep-12                    2240                2264.9               2230.2                       2251.7               2247.25                  2746456              6177691000
26-Sep-12                    2188                  2240             2171.45                        2226.5                   2229                 2836970              6265932000
25-Sep-12                  2213.2                  2245                 2172                         2201                 2196.5                 3084757              6776620000
24-Sep-12                    2215                2252.8             2184.15                          2210               2198.25                  2914994              6482449000
21-Sep-12                  2135.9                2242.5               2135.1                         2210                 2213.2                 4203557              9234274000
20-Sep-12                    2109                2159.9                 2100                         2113               2123.35                  3187040              6795152000
18-Sep-12                    2080                2156.9               2060.6                         2150               2149.45                  4435408              9424098000
17-Sep-12                    2006              2088.85                  2006                     2080.65                2079.55                  5390205            11064773000
14-Sep-12                    1919                  1975                 1911                     1971.25                  1971.5                 3798504              7414711000
13-Sep-12                    1854                  1885                 1854                     1864.15                  1867.6                 1640742              3069850000
12-Sep-12                    1870                  1877             1845.05                      1862.95                  1859.4                 1962509              3654014000
11-Sep-12                  1845.1              1871.85                  1845                       1859.2                 1857.7                 1855734              3452020000
10-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              2966149000
31-Aug-12                    1839              1864.85              1828.65                          1835               1837.35                  2790367              5146014000
30-Aug-12                    1822                  1847             1815.15                        1845.3                 1839.7                 2162745              3957679000
29-Aug-12                    1849                1856.8               1824.5                     1828.65                  1829.9                 1880435              3454589000
28-Aug-12                1842.25                 1859.5               1830.2                     1839.45                  1844.2                 2459994              4535003000
27-Aug-12                1890.25                 1899.4               1838.2                         1845                 1844.5                 2073672              3869303000
24-Aug-12                    1900              1903.95              1883.55                          1891               1893.85                  1801215              3411076000
23-Aug-12                1914.05                 1929.9               1900.1                       1913.8               1911.85                  2183152              4180550000
22-Aug-12                    1900                  1933                 1897                         1912               1912.15                  2530371              4848206000
21-Aug-12                  1902.8              1917.95              1889.15                        1915.8                 1915.1                 1971650              3756836000
17-Aug-12                    1895                1917.2             1882.35                        1900.8               1897.05                  2863260              5443963000
16-Aug-12                    1918              1923.75                  1890                     1890.05                1894.45                  2721682              5185289000
14-Aug-12                    1911              1929.95              1898.05                        1909.2               1910.35                  3663529              7015848000
13-Aug-12                    1892                  1911               1858.5                       1908.5               1906.55                  5342863            10081289000
10-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
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    5372113000
31-May-12         2080   2088.95    2037.5    2065.9   2056.05   4073762    8418131000
30-May-12       2101.5      2118      2082      2095    2098.2   3238407    6787121000
29-May-12         2115    2149.9    2104.7      2117   2120.15   4841529   10289135000
28-May-12         2019      2107   2016.95      2104    2101.3   3531605    7307536000
25-May-12       1962.4      2018   1954.25    2012.8    2006.9   2915972    5803853000
24-May-12         1958      1974    1925.4    1966.2   1966.15   3210405    6273080000
23-May-12       1933.2    1973.9    1920.5      1958     1955    3453476    6740336000
22-May-12         2035      2040    1931.1   1938.55   1938.75   4139500    8219575000
21-May-12         1960      2030      1960      2004    2009.5   3884983    7805019000
18-May-12      1820.05      1957   1820.05    1955.9   1940.55   8872207   16797010000
17-May-12       1835.2      1862    1822.6      1860   1848.35   2871019    5294288000
16-May-12         1834    1844.8    1802.3      1824    1827.7   2898700    5285389000
15-May-12         1826    1871.7      1825    1855.3    1860.4   2655960    4916589000
14-May-12         1861    1895.6    1813.5    1843.2   1839.75   2971973    5482466000
11-May-12         1839    1884.8      1821    1858.2    1853.6   3683027    6819395000
10-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    4307890000
30-Mar-12       2067.7    2109.9    2067.7    2092.7   2096.35   2503210    5243341000
29-Mar-12         2050   2079.95   2047.15   2056.95   2061.35   2509099    5177181000
28-Mar-12         2120    2121.4   2063.45      2076   2079.25   2436716    5103951000
27-Mar-12         2155    2171.9    2097.7    2134.9   2129.15   3847094    8182221000
26-Mar-12       2158.7      2159      2110    2119.5   2117.45   2009302    4279280000
23-Mar-12         2176    2204.8    2127.2      2170   2166.75   3072832    6654692000
22-Mar-12         2227    2255.6    2150.1      2153    2160.6   3074548    6805781000
21-Mar-12       2183.9      2239   2176.35   2237.65   2232.85   2306082    5099080000
20-Mar-12         2160   2202.85    2138.1    2187.2   2187.35   2637979    5743500000
19-Mar-12         2230      2237      2150   2158.95   2157.55   2268399    4946957000
16-Mar-12         2300   2354.95      2215    2218.1    2227.9   4057847    9307978000
15-Mar-12         2358      2368      2286      2292    2299.3   2741796    6351448000
14-Mar-12      2370.35    2374.4    2332.2    2357.7    2354.8   2280238    5356770000
13-Mar-12       2341.3      2350    2316.5    2328.6    2327.5   1800790    4202701000
12-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
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       2350223000
Arithmetic
                 2067.855   2099.300   2038.653   2067.395    2067.92   2818578.304       5852174377
Mean
S.D Values        171.020    172.023    164.483    166.185    166.330   1279406.503    2688243836.726
Median               2112     2138.4    2086.75    2109.95     2113.1   2527190.000        5181973000
Max                  2456       2475       2415       2448    2452.45      10890291       20893734000
Min                  1629       1636     1611.4     1627.5    1627.65        142914         294200000
Ist Quartile      1931.95     1970.5   1899.075    1938.25   1939.625       2038301        4156519500
3rd Quartile       2192.5   2221.675     2158.8    2187.95    2187.35     3354616.5        6937868500
Avg. Dev.          140.24     140.15     137.48     137.11     137.34     887059.67     1944948363.64
Range                 827        839      803.6      820.5      824.8      10747377       20599534000
Quartile Dev.     130.275   125.5875   129.8625     124.85   123.8625     658157.75        1390674500
Coef. Of Var.       8.270      8.194      8.068      8.038      8.043         45.392            45.936
Coef. Of Q.D.       6.168      5.873      6.223      5.917      5.862         26.043            26.837
Coef. Of M.D.       6.782      6.676      6.744      6.632      6.641         31.472            33.235
Moment
Skewness           -3.772     -3.795     -3.825     -3.836     -3.835         2.432             1.965
Open Price    High Price   Low Price    Last Traded Price   Close Price   Total Traded Quantity   Turnover (in Lakhs)
Open Price                        1
High Price              0.987614948             1
Low Price               0.983620473   0.982004528           1
Last Traded Price       0.964423914   0.982926317 0.986656032                   1
Close Price             0.966850007   0.984449119 0.98821978          0.999426449           1
Total Traded Quantity   0.083296131   0.149856886 0.022091099         0.088414005 0.084766226                         1
Turnover (in Lakhs)     0.244132014   0.311411102 0.184377453          0.24810864 0.245142045               0.983134616                         1
SUMMARY OUTPUT

               Regression Statistics
Multiple R                                0.983620473
R Square                                  0.967509234
Adjusted R Square                         0.967337325
Standard Error                            29.72677449
Observations                                      191

ANOVA
                                              df               SS            MS               F       Significance F
Regression                                            1      4973390.379 4973390.379       5628.037374 1.4E-142
Residual                                            189       167015.732 883.6811216
Total                                               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 134.0185
X 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 Price



SD of OP (x)                                171.020 Mean of OP (x)             2067.855 b(yx)                     0.946
SD of LP (y)                                164.483 Mean of LP (y)             2038.653 b(xy)                     1.023
Regression equation of HP on OP:       y-2038.653 =0.946(x-2067.855)                    y=0.946x+82.406                            Intercept of y          82.406
Regression equation of OP on HP:       x-2067.855 =1.023(y-2038.653)                    x=1.023y-17.091                            Intercept of x        -17.0913
SUMMARY OUTPUT

        Regression Statistics
Multiple R              0.964423914
R Square                0.930113486
Adjusted R Square       0.929743716
Standard Error          44.04887042
Observations                    191

ANOVA
                                              df                       SS                    MS         F    Significance F
Regression                                           1                        4880607.937 4880607.94 2515.384 3.7E-111
Residual                                           189                        366717.2642 1940.30299
Total                                              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 205.9609
X 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 Price




SD of OP (x)                171.020                      Mean of OP (x)                        2067.855 b(yx)          0.937
SD of LTP (y)               166.185                      Mean of LTP (y)                       2067.395 b(xy)          0.992         Intecept of Y:                   129.482
Regression equation of LTP on OP:                        y-2067.395 =0.937(x-2067.855)                  y=0.993x+129.482             Intecept of X:                  16.00711
Regression equation of OP on LTP:                        x-2067.855 =0.992(y-2037.395)                  x=0.992y+16.007
SUMMARY OUTPUT

        Regression Statistics
Multiple R             0.966850007
R Square               0.934798935
Adjusted R Square      0.934453956
Standard Error         42.58384672
Observations                   191

ANOVA
                                  df                           SS                   MS           F      Significance F
Regression                               1                          4913773.188   4913773.2 2709.725676     5.305E-114
Residual                               189                          342729.5763    1813.384
Total                                  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 197.3687013
X 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 price




SD of OP (x)               171.020           Mean of OP (x)                         2067.855 b(yx)                               0.940
SD of CP (y)               166.330           Mean of CP (y)                         2067.920 b(xy)                               0.994            Intecept of Y:             123.433
Regression equation of CP on OP:             y-2067.920 =0.940(x-2067.855)                   y=0.940x+123.433                                     Intecept of X:             12.1201
Regression equation of OP on CP:             x-2067.855 =0.994(y-2067.920)                   x=0.994y+12.120
SUMMARY OUTPUT

        Regression Statistics
Multiple R             0.987614948
R Square               0.975383285
Adjusted R Square      0.975253038
Standard Error           27.0612723
Observations                    191                  13.82027496

ANOVA
                                     df                 SS           MS           F      Significance F
Regression                                  1        5484075.768 5484075.768 7488.710185    5.492E-154
Residual                                  189        138407.0547 732.3124587
Total                                     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 92.05459854
X 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 price



SD of OP (x)               171.020                Mean of OP (x)       2067.855   b(yx)                    0.993
SD of HP (y)               172.023                Mean of HP (y)       2099.300   b(xy)                    0.982                    Intecept of Y:              45.06991
Regression equation of HP on OP:                  y-2099.300 =0.993(x-2067.855)   y=0.993x+45.070                                   Intecept of X:              6.651782
Regression equation of OP on HP:                  x-2067.855 =0.982(y-2099.300)   x=0.982y+6.652
SUMMARY OUTPUT

        Regression Statistics
Multiple R             0.982004528
R Square               0.964332893
Adjusted R Square      0.964144178
Standard Error         31.14596249
Observations                   191

ANOVA
                                df               SS           MS             F        Significance F
Regression                             1      4957062.696 4957062.696     5109.999989   9.1254E-139
Residual                             189      183343.4152 970.0709797
Total                                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 122.0644182
X 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 Price



SD of HP (x)               172.023 Mean of HP (x)             2099.300 b(yx)                         0.939
SD of LP (y)               164.483 Mean of LP (y)             2038.653 b(xy)                         1.027
Regression equation of HP on OP: =0.939(x-2099.300)
                     y-2038.653                                        y=0.939x+67.489                                        Intercept of y                      67.489
Regression equation of OP on HP: =1.027(y-2038.653)
                     x-2099.300                                        x=1.027y+5.563                                         Intercept of x                       5.563
SUMMARY OUTPUT

        Regression Statistics
Multiple R             0.982926317
R Square               0.966144144
Adjusted R Square      0.965965013
Standard Error         30.65878818
Observations                   191

ANOVA
                                         df               SS         MS                F        Significance F
Regression                                      1      5069672.516 5069672.5        5393.490727   6.6211E-141
Residual                                      189      177652.6843 939.96129
Total                                         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 127.6894027
X 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 Price


SD of HP (x)               172.023 Mean of HP (x)                       2099.300 b(yx)                    0.950
SD of LTP (y)              166.185 Mean of LTP (y)                      2067.395 b(xy)                    1.017
Regression equation of HP on OP: =0.950(x-2099.300)
                     y-2067.395                                                  y=0.950x+73.968                                    Intercept of y                        73.968
Regression equation of OP on HP: =1.017(y-2067.395)
                     x-2099.300                                                  x=1.017y-4.185                                     Intercept of x                        -4.185
SUMMARY OUTPUT

                Regression Statistics
Multiple R                               0.984449119
R Square                                 0.969140067
Adjusted R Square                        0.968976787
Standard Error                           29.29645252
Observations                                     191

ANOVA
                                             df             SS          MS               F       Significance F
Regression                                          1     5094287.442 5094287.4       5935.446238      1E-144
Residual                                          189     162215.3226 858.28213
Total                                             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 120.9934
X 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 Price


SD of HP (x)                                 172.023 Mean of HP (x)       2099.300 b(yx)                        0.952
SD of CP (y)                                 166.330 Mean of CP (y)       2067.920 b(xy)                        1.018
Regression equation of HP on OP:        y-2067.920 =0.952(x-2099.300)              y=0.952x+69.659                          Intercept of y              69.659
Regression equation of OP on HP:        x-2099.300 =1.018(y-2067.920)              x=1.018y-6.139                           Intercept of x              -6.139
SUMMARY OUTPUT

      Regression Statistics
Multiple R              0.986656
R Square                 0.97349
Adjusted R Square        0.97335
Standard Error          27.12951
Observations                 191

ANOVA
                                      df             SS          MS            F       Significance F
Regression                                   1     5108219.267 5108219.3    6940.418847      6E-151
Residual                                   189     139105.9334 736.01023
Total                                      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 83.4104
X 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 Price



SD of LP (x)            164.483 Mean of LP (x)      2038.653 b(yx)                            0.997
SD of LTP (y)           166.185 Mean of LTP (y)     2067.395 b(xy)                            0.977
Regression equation of HP on OP: =0.997(x-2038.653)
                     y-2067.395                              y=0.997x+35.135                                               Intercept of y      35.135
Regression equation of OP on HP: =0.977(y-2067.395)
                     x-2038.653                              x=0.977y+19.734                                               Intercept of x      19.734
SUMMARY OUTPUT

        Regression Statistics
Multiple R               0.98821978
R Square               0.976578334
Adjusted R Square      0.976454409
Standard Error           25.5226898
Observations                    191

ANOVA
                                    df                  SS          MS                F       Significance F
Regression                                 1           5133386.71 5133386.7         7880.45145      5E-156
Residual                                 189          123116.0543 651.40769
Total                                    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 76.07559
X 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 Price


SD of LP (x)               164.483 Mean of LP (x)                      2038.653 b(yx)                0.999
SD of CP (y)               166.330 Mean of CP (y)                      2067.920 b(xy)                0.977
Regression equation of HP on OP: =0.999(x-2038.653)
                     y-2067.920                                                 y=0.999x+30.659                                   Intercept of y          30.659
Regression equation of OP on HP: =0.977(y-2067.920)
                     x-2038.653                                                 x=0.977y+19.734                                   Intercept of x          17.787
SUMMARY OUTPUT

      Regression Statistics
Multiple R              0.999426
R Square                0.998853
Adjusted R Square       0.998847
Standard Error          5.642569
Observations                 191

ANOVA
                                      df              SS         MS              F       Significance F
Regression                                   1     5241307.708 5241308        164621.2588 7.7E-280
Residual                                   189     6017.492298 31.83858
Total                                      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 12.53792
X 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 Price


SD of CP (x)            166.330 Mean of CP (x)     2067.92 b(yx)                            0.998554
SD of LTP (y)           166.185 Mean of LTP (y)    2067.40 b(xy)                                1.000
Regression equation of HP on OP:
                     y-2067.40 =0.999(x-2067.92)           y=0.999x+2.466                                                      Intercept of y            2.466
Regression equation of OP on HP: =0.977(y-2067.40)
                     x-2067.920                            x=0.977y-0.095                                                      Intercept of x           -0.095
SUMMARY OUTPUT

                             Regression Statistics
Multiple R                                                  0.983134616
R Square                                                    0.966553673
Adjusted R Square                                           0.966376708
Standard Error                                              492934000.4
Observations                                                        191

ANOVA
                                                             df                     SS                MS                                   F            Significance F
Regression                                                             1         1.32714E+21        1.32714E+21                         5461.844658          2.0959E-141
Residual                                                             189          4.5924E+19        2.42984E+17
Total                                                                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 200350758.4
X 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                                                                                                         Turnover



SD of total traded quantity(x)                         1279406.503 Mean of (x)           2818578.304                                 b(yx)                   2065.727793
SD of turnover (y)                                  2688243836.726 Mean of (y)        5852174376.96                                  b(xy)               0.000467899825
Regression equation of y on x:                  y-5852174376 =0.999(x-2818578.304)                                                   y=2065.728x+29758837.96                           Intercept of y           29758837.961
Regression equation of x on y:                  x-2818578.304=0.000467899(y-5852174376.96)                                           x=0.0004678y+80346.938                            Intercept of x              80346.938
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         4
More              2   10

                       5

                       0
                           0   5
Series1




10   15

Weitere ähnliche Inhalte

Ähnlich wie Sbi 12 12

Keynote technicals commodity intraday levels for 080812
Keynote technicals   commodity intraday levels for 080812Keynote technicals   commodity intraday levels for 080812
Keynote technicals commodity intraday levels for 080812Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 120912
Keynote technicals   intraday future levels for 120912Keynote technicals   intraday future levels for 120912
Keynote technicals intraday future levels for 120912Keynote Capitals Ltd.
 
Keynote technicals commodity intraday levels for 100812
Keynote technicals   commodity intraday levels for 100812Keynote technicals   commodity intraday levels for 100812
Keynote technicals commodity intraday levels for 100812Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 180912
Keynote technicals   intraday future levels for 180912Keynote technicals   intraday future levels for 180912
Keynote technicals intraday future levels for 180912Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 130912
Keynote technicals   intraday future levels for 130912Keynote technicals   intraday future levels for 130912
Keynote technicals intraday future levels for 130912Keynote Capitals Ltd.
 
Keynote technicals commodity intraday levels for 230812
Keynote technicals   commodity intraday levels for 230812Keynote technicals   commodity intraday levels for 230812
Keynote technicals commodity intraday levels for 230812Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 140912
Keynote technicals   intraday future levels for 140912Keynote technicals   intraday future levels for 140912
Keynote technicals intraday future levels for 140912Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 210912
Keynote technicals   intraday future levels for 210912Keynote technicals   intraday future levels for 210912
Keynote technicals intraday future levels for 210912Keynote Capitals Ltd.
 
Keynote technicals commodity intraday levels for 220812
Keynote technicals   commodity intraday levels for 220812Keynote technicals   commodity intraday levels for 220812
Keynote technicals commodity intraday levels for 220812Keynote Capitals Ltd.
 
Keynote technicals commodity intraday levels for 160812
Keynote technicals   commodity intraday levels for 160812Keynote technicals   commodity intraday levels for 160812
Keynote technicals commodity intraday levels for 160812Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 170912
Keynote technicals   intraday future levels for 170912Keynote technicals   intraday future levels for 170912
Keynote technicals intraday future levels for 170912Keynote Capitals Ltd.
 
Keynote technicals intraday future levels
Keynote technicals intraday future levelsKeynote technicals intraday future levels
Keynote technicals intraday future levelsKeynote Capitals Ltd.
 
Keynote technicals commodity intraday levels for 270812
Keynote technicals   commodity intraday levels for 270812Keynote technicals   commodity intraday levels for 270812
Keynote technicals commodity intraday levels for 270812Keynote Capitals Ltd.
 
Keynote technicals intraday future levels for 250912
Keynote technicals   intraday future levels for 250912Keynote technicals   intraday future levels for 250912
Keynote technicals intraday future levels for 250912Keynote Capitals Ltd.
 
Keynote technicals commodity intraday levels for 290812
Keynote technicals   commodity intraday levels for 290812Keynote technicals   commodity intraday levels for 290812
Keynote technicals commodity intraday levels for 290812Keynote Capitals Ltd.
 

Ähnlich wie Sbi 12 12 (17)

Keynote technicals commodity intraday levels for 080812
Keynote technicals   commodity intraday levels for 080812Keynote technicals   commodity intraday levels for 080812
Keynote technicals commodity intraday levels for 080812
 
Keynote technicals intraday future levels for 120912
Keynote technicals   intraday future levels for 120912Keynote technicals   intraday future levels for 120912
Keynote technicals intraday future levels for 120912
 
Keynote technicals commodity intraday levels for 100812
Keynote technicals   commodity intraday levels for 100812Keynote technicals   commodity intraday levels for 100812
Keynote technicals commodity intraday levels for 100812
 
Keynote technicals intraday future levels for 180912
Keynote technicals   intraday future levels for 180912Keynote technicals   intraday future levels for 180912
Keynote technicals intraday future levels for 180912
 
Keynote technicals intraday future levels for 130912
Keynote technicals   intraday future levels for 130912Keynote technicals   intraday future levels for 130912
Keynote technicals intraday future levels for 130912
 
Keynote technicals commodity intraday levels for 230812
Keynote technicals   commodity intraday levels for 230812Keynote technicals   commodity intraday levels for 230812
Keynote technicals commodity intraday levels for 230812
 
Keynote technicals intraday future levels for 140912
Keynote technicals   intraday future levels for 140912Keynote technicals   intraday future levels for 140912
Keynote technicals intraday future levels for 140912
 
Keynote technicals intraday future levels for 210912
Keynote technicals   intraday future levels for 210912Keynote technicals   intraday future levels for 210912
Keynote technicals intraday future levels for 210912
 
Keynote technicals commodity intraday levels for 220812
Keynote technicals   commodity intraday levels for 220812Keynote technicals   commodity intraday levels for 220812
Keynote technicals commodity intraday levels for 220812
 
Keynote technicals commodity intraday levels for 160812
Keynote technicals   commodity intraday levels for 160812Keynote technicals   commodity intraday levels for 160812
Keynote technicals commodity intraday levels for 160812
 
Keynote technicals intraday future levels for 170912
Keynote technicals   intraday future levels for 170912Keynote technicals   intraday future levels for 170912
Keynote technicals intraday future levels for 170912
 
Keynote technicals intraday future levels
Keynote technicals intraday future levelsKeynote technicals intraday future levels
Keynote technicals intraday future levels
 
Keynote technicals commodity intraday levels for 270812
Keynote technicals   commodity intraday levels for 270812Keynote technicals   commodity intraday levels for 270812
Keynote technicals commodity intraday levels for 270812
 
Icici 12 12
Icici 12 12Icici 12 12
Icici 12 12
 
Keynote technicals intraday future levels for 250912
Keynote technicals   intraday future levels for 250912Keynote technicals   intraday future levels for 250912
Keynote technicals intraday future levels for 250912
 
Keynote technicals commodity intraday levels for 290812
Keynote technicals   commodity intraday levels for 290812Keynote technicals   commodity intraday levels for 290812
Keynote technicals commodity intraday levels for 290812
 
Grupo 300
Grupo 300Grupo 300
Grupo 300
 

Sbi 12 12

  • 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 3596644000 28-Sep-12 2269.4 2278 2225.8 2245.1 2240.6 2234682 5029381000 27-Sep-12 2240 2264.9 2230.2 2251.7 2247.25 2746456 6177691000 26-Sep-12 2188 2240 2171.45 2226.5 2229 2836970 6265932000 25-Sep-12 2213.2 2245 2172 2201 2196.5 3084757 6776620000 24-Sep-12 2215 2252.8 2184.15 2210 2198.25 2914994 6482449000 21-Sep-12 2135.9 2242.5 2135.1 2210 2213.2 4203557 9234274000 20-Sep-12 2109 2159.9 2100 2113 2123.35 3187040 6795152000 18-Sep-12 2080 2156.9 2060.6 2150 2149.45 4435408 9424098000 17-Sep-12 2006 2088.85 2006 2080.65 2079.55 5390205 11064773000 14-Sep-12 1919 1975 1911 1971.25 1971.5 3798504 7414711000 13-Sep-12 1854 1885 1854 1864.15 1867.6 1640742 3069850000 12-Sep-12 1870 1877 1845.05 1862.95 1859.4 1962509 3654014000 11-Sep-12 1845.1 1871.85 1845 1859.2 1857.7 1855734 3452020000 10-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 2966149000 31-Aug-12 1839 1864.85 1828.65 1835 1837.35 2790367 5146014000 30-Aug-12 1822 1847 1815.15 1845.3 1839.7 2162745 3957679000 29-Aug-12 1849 1856.8 1824.5 1828.65 1829.9 1880435 3454589000 28-Aug-12 1842.25 1859.5 1830.2 1839.45 1844.2 2459994 4535003000 27-Aug-12 1890.25 1899.4 1838.2 1845 1844.5 2073672 3869303000 24-Aug-12 1900 1903.95 1883.55 1891 1893.85 1801215 3411076000 23-Aug-12 1914.05 1929.9 1900.1 1913.8 1911.85 2183152 4180550000 22-Aug-12 1900 1933 1897 1912 1912.15 2530371 4848206000 21-Aug-12 1902.8 1917.95 1889.15 1915.8 1915.1 1971650 3756836000 17-Aug-12 1895 1917.2 1882.35 1900.8 1897.05 2863260 5443963000 16-Aug-12 1918 1923.75 1890 1890.05 1894.45 2721682 5185289000 14-Aug-12 1911 1929.95 1898.05 1909.2 1910.35 3663529 7015848000 13-Aug-12 1892 1911 1858.5 1908.5 1906.55 5342863 10081289000 10-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. 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 5372113000 31-May-12 2080 2088.95 2037.5 2065.9 2056.05 4073762 8418131000 30-May-12 2101.5 2118 2082 2095 2098.2 3238407 6787121000 29-May-12 2115 2149.9 2104.7 2117 2120.15 4841529 10289135000 28-May-12 2019 2107 2016.95 2104 2101.3 3531605 7307536000 25-May-12 1962.4 2018 1954.25 2012.8 2006.9 2915972 5803853000 24-May-12 1958 1974 1925.4 1966.2 1966.15 3210405 6273080000 23-May-12 1933.2 1973.9 1920.5 1958 1955 3453476 6740336000 22-May-12 2035 2040 1931.1 1938.55 1938.75 4139500 8219575000 21-May-12 1960 2030 1960 2004 2009.5 3884983 7805019000 18-May-12 1820.05 1957 1820.05 1955.9 1940.55 8872207 16797010000 17-May-12 1835.2 1862 1822.6 1860 1848.35 2871019 5294288000 16-May-12 1834 1844.8 1802.3 1824 1827.7 2898700 5285389000 15-May-12 1826 1871.7 1825 1855.3 1860.4 2655960 4916589000 14-May-12 1861 1895.6 1813.5 1843.2 1839.75 2971973 5482466000 11-May-12 1839 1884.8 1821 1858.2 1853.6 3683027 6819395000 10-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 4307890000 30-Mar-12 2067.7 2109.9 2067.7 2092.7 2096.35 2503210 5243341000 29-Mar-12 2050 2079.95 2047.15 2056.95 2061.35 2509099 5177181000 28-Mar-12 2120 2121.4 2063.45 2076 2079.25 2436716 5103951000 27-Mar-12 2155 2171.9 2097.7 2134.9 2129.15 3847094 8182221000 26-Mar-12 2158.7 2159 2110 2119.5 2117.45 2009302 4279280000 23-Mar-12 2176 2204.8 2127.2 2170 2166.75 3072832 6654692000 22-Mar-12 2227 2255.6 2150.1 2153 2160.6 3074548 6805781000 21-Mar-12 2183.9 2239 2176.35 2237.65 2232.85 2306082 5099080000 20-Mar-12 2160 2202.85 2138.1 2187.2 2187.35 2637979 5743500000 19-Mar-12 2230 2237 2150 2158.95 2157.55 2268399 4946957000 16-Mar-12 2300 2354.95 2215 2218.1 2227.9 4057847 9307978000 15-Mar-12 2358 2368 2286 2292 2299.3 2741796 6351448000 14-Mar-12 2370.35 2374.4 2332.2 2357.7 2354.8 2280238 5356770000 13-Mar-12 2341.3 2350 2316.5 2328.6 2327.5 1800790 4202701000 12-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. 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 2350223000 Arithmetic 2067.855 2099.300 2038.653 2067.395 2067.92 2818578.304 5852174377 Mean S.D Values 171.020 172.023 164.483 166.185 166.330 1279406.503 2688243836.726 Median 2112 2138.4 2086.75 2109.95 2113.1 2527190.000 5181973000 Max 2456 2475 2415 2448 2452.45 10890291 20893734000 Min 1629 1636 1611.4 1627.5 1627.65 142914 294200000 Ist Quartile 1931.95 1970.5 1899.075 1938.25 1939.625 2038301 4156519500 3rd Quartile 2192.5 2221.675 2158.8 2187.95 2187.35 3354616.5 6937868500 Avg. Dev. 140.24 140.15 137.48 137.11 137.34 887059.67 1944948363.64 Range 827 839 803.6 820.5 824.8 10747377 20599534000 Quartile Dev. 130.275 125.5875 129.8625 124.85 123.8625 658157.75 1390674500 Coef. Of Var. 8.270 8.194 8.068 8.038 8.043 45.392 45.936 Coef. Of Q.D. 6.168 5.873 6.223 5.917 5.862 26.043 26.837 Coef. Of M.D. 6.782 6.676 6.744 6.632 6.641 31.472 33.235 Moment Skewness -3.772 -3.795 -3.825 -3.836 -3.835 2.432 1.965
  • 4. Open Price High Price Low Price Last Traded Price Close Price Total Traded Quantity Turnover (in Lakhs) Open Price 1 High Price 0.987614948 1 Low Price 0.983620473 0.982004528 1 Last Traded Price 0.964423914 0.982926317 0.986656032 1 Close Price 0.966850007 0.984449119 0.98821978 0.999426449 1 Total Traded Quantity 0.083296131 0.149856886 0.022091099 0.088414005 0.084766226 1 Turnover (in Lakhs) 0.244132014 0.311411102 0.184377453 0.24810864 0.245142045 0.983134616 1
  • 5. SUMMARY OUTPUT Regression Statistics Multiple R 0.983620473 R Square 0.967509234 Adjusted R Square 0.967337325 Standard Error 29.72677449 Observations 191 ANOVA df SS MS F Significance F Regression 1 4973390.379 4973390.379 5628.037374 1.4E-142 Residual 189 167015.732 883.6811216 Total 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 134.0185 X 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 Price SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.946 SD of LP (y) 164.483 Mean of LP (y) 2038.653 b(xy) 1.023 Regression equation of HP on OP: y-2038.653 =0.946(x-2067.855) y=0.946x+82.406 Intercept of y 82.406 Regression equation of OP on HP: x-2067.855 =1.023(y-2038.653) x=1.023y-17.091 Intercept of x -17.0913
  • 6. SUMMARY OUTPUT Regression Statistics Multiple R 0.964423914 R Square 0.930113486 Adjusted R Square 0.929743716 Standard Error 44.04887042 Observations 191 ANOVA df SS MS F Significance F Regression 1 4880607.937 4880607.94 2515.384 3.7E-111 Residual 189 366717.2642 1940.30299 Total 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 205.9609 X 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 Price SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.937 SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 0.992 Intecept of Y: 129.482 Regression equation of LTP on OP: y-2067.395 =0.937(x-2067.855) y=0.993x+129.482 Intecept of X: 16.00711 Regression equation of OP on LTP: x-2067.855 =0.992(y-2037.395) x=0.992y+16.007
  • 7. SUMMARY OUTPUT Regression Statistics Multiple R 0.966850007 R Square 0.934798935 Adjusted R Square 0.934453956 Standard Error 42.58384672 Observations 191 ANOVA df SS MS F Significance F Regression 1 4913773.188 4913773.2 2709.725676 5.305E-114 Residual 189 342729.5763 1813.384 Total 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 197.3687013 X 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 price SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.940 SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 0.994 Intecept of Y: 123.433 Regression equation of CP on OP: y-2067.920 =0.940(x-2067.855) y=0.940x+123.433 Intecept of X: 12.1201 Regression equation of OP on CP: x-2067.855 =0.994(y-2067.920) x=0.994y+12.120
  • 8. SUMMARY OUTPUT Regression Statistics Multiple R 0.987614948 R Square 0.975383285 Adjusted R Square 0.975253038 Standard Error 27.0612723 Observations 191 13.82027496 ANOVA df SS MS F Significance F Regression 1 5484075.768 5484075.768 7488.710185 5.492E-154 Residual 189 138407.0547 732.3124587 Total 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 92.05459854 X 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 price SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.993 SD of HP (y) 172.023 Mean of HP (y) 2099.300 b(xy) 0.982 Intecept of Y: 45.06991 Regression equation of HP on OP: y-2099.300 =0.993(x-2067.855) y=0.993x+45.070 Intecept of X: 6.651782 Regression equation of OP on HP: x-2067.855 =0.982(y-2099.300) x=0.982y+6.652
  • 9. SUMMARY OUTPUT Regression Statistics Multiple R 0.982004528 R Square 0.964332893 Adjusted R Square 0.964144178 Standard Error 31.14596249 Observations 191 ANOVA df SS MS F Significance F Regression 1 4957062.696 4957062.696 5109.999989 9.1254E-139 Residual 189 183343.4152 970.0709797 Total 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 122.0644182 X 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 Price SD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.939 SD of LP (y) 164.483 Mean of LP (y) 2038.653 b(xy) 1.027 Regression equation of HP on OP: =0.939(x-2099.300) y-2038.653 y=0.939x+67.489 Intercept of y 67.489 Regression equation of OP on HP: =1.027(y-2038.653) x-2099.300 x=1.027y+5.563 Intercept of x 5.563
  • 10. SUMMARY OUTPUT Regression Statistics Multiple R 0.982926317 R Square 0.966144144 Adjusted R Square 0.965965013 Standard Error 30.65878818 Observations 191 ANOVA df SS MS F Significance F Regression 1 5069672.516 5069672.5 5393.490727 6.6211E-141 Residual 189 177652.6843 939.96129 Total 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 127.6894027 X 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 Price SD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.950 SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 1.017 Regression equation of HP on OP: =0.950(x-2099.300) y-2067.395 y=0.950x+73.968 Intercept of y 73.968 Regression equation of OP on HP: =1.017(y-2067.395) x-2099.300 x=1.017y-4.185 Intercept of x -4.185
  • 11. SUMMARY OUTPUT Regression Statistics Multiple R 0.984449119 R Square 0.969140067 Adjusted R Square 0.968976787 Standard Error 29.29645252 Observations 191 ANOVA df SS MS F Significance F Regression 1 5094287.442 5094287.4 5935.446238 1E-144 Residual 189 162215.3226 858.28213 Total 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 120.9934 X 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 Price SD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.952 SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 1.018 Regression equation of HP on OP: y-2067.920 =0.952(x-2099.300) y=0.952x+69.659 Intercept of y 69.659 Regression equation of OP on HP: x-2099.300 =1.018(y-2067.920) x=1.018y-6.139 Intercept of x -6.139
  • 12. SUMMARY OUTPUT Regression Statistics Multiple R 0.986656 R Square 0.97349 Adjusted R Square 0.97335 Standard Error 27.12951 Observations 191 ANOVA df SS MS F Significance F Regression 1 5108219.267 5108219.3 6940.418847 6E-151 Residual 189 139105.9334 736.01023 Total 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 83.4104 X 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 Price SD of LP (x) 164.483 Mean of LP (x) 2038.653 b(yx) 0.997 SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 0.977 Regression equation of HP on OP: =0.997(x-2038.653) y-2067.395 y=0.997x+35.135 Intercept of y 35.135 Regression equation of OP on HP: =0.977(y-2067.395) x-2038.653 x=0.977y+19.734 Intercept of x 19.734
  • 13. SUMMARY OUTPUT Regression Statistics Multiple R 0.98821978 R Square 0.976578334 Adjusted R Square 0.976454409 Standard Error 25.5226898 Observations 191 ANOVA df SS MS F Significance F Regression 1 5133386.71 5133386.7 7880.45145 5E-156 Residual 189 123116.0543 651.40769 Total 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 76.07559 X 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 Price SD of LP (x) 164.483 Mean of LP (x) 2038.653 b(yx) 0.999 SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 0.977 Regression equation of HP on OP: =0.999(x-2038.653) y-2067.920 y=0.999x+30.659 Intercept of y 30.659 Regression equation of OP on HP: =0.977(y-2067.920) x-2038.653 x=0.977y+19.734 Intercept of x 17.787
  • 14. SUMMARY OUTPUT Regression Statistics Multiple R 0.999426 R Square 0.998853 Adjusted R Square 0.998847 Standard Error 5.642569 Observations 191 ANOVA df SS MS F Significance F Regression 1 5241307.708 5241308 164621.2588 7.7E-280 Residual 189 6017.492298 31.83858 Total 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 12.53792 X 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 Price SD of CP (x) 166.330 Mean of CP (x) 2067.92 b(yx) 0.998554 SD of LTP (y) 166.185 Mean of LTP (y) 2067.40 b(xy) 1.000 Regression equation of HP on OP: y-2067.40 =0.999(x-2067.92) y=0.999x+2.466 Intercept of y 2.466 Regression equation of OP on HP: =0.977(y-2067.40) x-2067.920 x=0.977y-0.095 Intercept of x -0.095
  • 15. SUMMARY OUTPUT Regression Statistics Multiple R 0.983134616 R Square 0.966553673 Adjusted R Square 0.966376708 Standard Error 492934000.4 Observations 191 ANOVA df SS MS F Significance F Regression 1 1.32714E+21 1.32714E+21 5461.844658 2.0959E-141 Residual 189 4.5924E+19 2.42984E+17 Total 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 200350758.4 X 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 Turnover SD of total traded quantity(x) 1279406.503 Mean of (x) 2818578.304 b(yx) 2065.727793 SD of turnover (y) 2688243836.726 Mean of (y) 5852174376.96 b(xy) 0.000467899825 Regression equation of y on x: y-5852174376 =0.999(x-2818578.304) y=2065.728x+29758837.96 Intercept of y 29758837.961 Regression equation of x on y: x-2818578.304=0.000467899(y-5852174376.96) x=0.0004678y+80346.938 Intercept of x 80346.938
  • 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 4 More 2 10 5 0 0 5