icici 12 12
TRANSCRIPT
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 (in Rs.) Turnover (in Rs.)
1-Oct-12 1060 1060.9 1046 1053.5 1050.65 2161848 2273452000
28-Sep-12 1063 1073.6 1053.85 1062 1058.8 4152852 4422678000
27-Sep-12 1069 1072 1051.65 1053.25 1055.35 4693251 4976806000
26-Sep-12 1062.65 1071.1 1053.7 1064.4 1065.5 3015167 3203897000
25-Sep-12 1074.7 1081.25 1063.85 1067.85 1066.9 3732705 3993341000
24-Sep-12 1065.5 1086.9 1058.55 1070.5 1070.95 4806754 5161382000
21-Sep-12 1030 1086.25 1029.6 1066.55 1065.5 5932945 6319296000
20-Sep-12 1031 1041.9 1019.35 1021.25 1022.55 3070333 3162738000
18-Sep-12 1049.95 1056 1041.35 1049.65 1049.05 2860612 3000853000
17-Sep-12 1030 1069.7 1030 1058.85 1060.65 7767639 8179900000
14-Sep-12 987.75 1055.4 985.1 1005 1008 8251013 8328908000
13-Sep-12 955.8 965 955 959 959.45 3668211 3518751000
12-Sep-12 950.9 959.8 941.5 949.3 949.1 3246995 3088588000
11-Sep-12 930.6 949.9 928 947 945.8 2364984 2219723000
10-Sep-12 942.65 945.9 925.45 932 934.3 2421574 2259844000
8-Sep-12 939.9 943.95 938.35 942.95 941 254413 239286000
7-Sep-12 917.85 941 917 937.5 937.85 4723355 4401679000
6-Sep-12 891 902.4 886.05 896.6 896.45 2793538 2495604000
5-Sep-12 906.6 909.3 876.65 880 879.65 6081210 5398105000
4-Sep-12 902.8 914.8 892.5 914.75 912.65 2568220 2319718000
3-Sep-12 905.2 915.8 895.65 901.85 902.8 2494202 2256584000
31-Aug-12 915.55 922.6 895.05 903 902.15 3541523 3213820000
30-Aug-12 912.7 942.75 905 925.75 919.95 5543970 5075277000
29-Aug-12 925.25 931.85 914.3 914.65 916.4 2536659 2336684000
28-Aug-12 937 939.7 918.6 921.1 922.35 3467428 3212702000
27-Aug-12 957.8 957.8 932.5 935.15 935.25 2525729 2378390000
24-Aug-12 968.9 971.5 952.2 953.75 954.35 2634504 2524552000
23-Aug-12 977.35 988.9 969.05 972.8 973.85 4113639 4024787000
22-Aug-12 968.2 982.7 966.8 974.3 973.85 2159525 2102611000
21-Aug-12 966 979 958.65 978.5 975.2 2083236 2016614000
17-Aug-12 957.7 969 952.25 961.6 962.15 2954026 2844563000
16-Aug-12 971.4 975.8 953.05 957.5 956.4 2653273 2561796000
14-Aug-12 952.2 973.45 950.1 971 969.8 2356084 2273906000
13-Aug-12 951 954.5 936.2 950.5 948.95 3605178 3406061000
10-Aug-12 957 961.7 935 957.5 954.75 4404557 4177223000
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 (in Rs.) Turnover (in Rs.)
9-Aug-12 964.1 974 948.85 954.4 952.65 3666571 3524991000
8-Aug-12 978 980 956.05 957.9 958.25 3433726 3315194000
7-Aug-12 960 976.95 954.55 972.5 974.3 3903345 3784208000
6-Aug-12 952.45 960 950.2 954.3 954 3425041 3269712000
3-Aug-12 950 952 932.5 938.95 939.95 3655721 3436137000
2-Aug-12 957.9 963.5 954.05 960 958.9 2455189 2353942000
1-Aug-12 952 965 952 956.75 959.6 3086481 2960666000
31-Jul-12 971.5 973.25 950.5 960.95 961.4 5877510 5649157000
30-Jul-12 943 969.6 943 963.35 964.5 7388947 7106727000
27-Jul-12 932 948.9 922.05 930.45 928.25 7069793 6606392000
26-Jul-12 923.95 925 901 911.45 906.75 6308737 5767523000
25-Jul-12 915.9 922.4 907.35 919.1 917.95 2102695 1923944000
24-Jul-12 914 921.75 910 917 916.35 2036996 1869399000
23-Jul-12 929 929.7 909.6 913.5 913 3205981 2941372000
20-Jul-12 955.5 957 932.2 935.05 935.15 3550699 3336100000
19-Jul-12 947 956.9 945.55 950.75 950.85 3131459 2979991000
18-Jul-12 923.15 942 923.15 938.7 939.2 3517782 3282042000
17-Jul-12 928.8 932 918.4 921.05 922.9 2245644 2079687000
16-Jul-12 930 935 916.95 917.5 920.1 2172859 2015986000
13-Jul-12 929.9 936.5 923.25 925.55 926.05 2162883 2012114000
12-Jul-12 928.5 935 922.1 925.5 927.85 3207519 2977911000
11-Jul-12 936 940 930.5 935.95 936.55 3642298 3408111000
10-Jul-12 935 945 931.4 942.8 942.9 4681039 4401393000
9-Jul-12 929.5 942.8 924.1 930 930 4801462 4479840000
6-Jul-12 920.85 938 911.4 936 935.1 5090413 4716234000
5-Jul-12 901.85 923.9 894 922.25 920.85 3747357 3419423000
4-Jul-12 909 912.3 896.45 899.25 902.8 3565284 3220097000
3-Jul-12 899.9 910.85 898 899 901.6 3186840 2887578000
2-Jul-12 901 904 884.1 891.5 894.4 4684247 4182110000
29-Jun-12 870 904.95 870 889.45 899.5 4776815 4251579000
28-Jun-12 860.1 870 852.5 854.9 856.95 3967471 3402863000
27-Jun-12 850.05 862.35 849.3 850 852.5 2980070 2550067000
26-Jun-12 842.5 850.7 838.35 846 844.1 2225774 1880680000
25-Jun-12 855.9 870.7 843 843.9 846.9 3137980 2702737000
22-Jun-12 838.95 854 833 852.8 851.7 3008778 2539540000
21-Jun-12 832 854 827.8 850 849.65 3552483 2992747000
20-Jun-12 829.25 839.4 826.8 834 833 2308908 1924481000
19-Jun-12 813 829.3 808 827 826.8 3065365 2513625000
18-Jun-12 858 864.2 810.2 819.45 816.55 4866246 4032584000
15-Jun-12 823.6 855.55 823.15 841.7 845.7 3968080 3345122000
14-Jun-12 847 849 816 816.6 818.85 3549689 2946013000
13-Jun-12 838.7 857.7 835.15 849.4 849.35 4672227 3956107000
12-Jun-12 816.75 841.5 815.05 837.7 839.05 3252044 2706750000
11-Jun-12 838.6 848.5 823 825.05 826.75 3282784 2751681000
8-Jun-12 835.7 835.7 813 830.35 829.15 3425638 2813419000
7-Jun-12 818 837.5 815 837 830.05 4551601 3749388000
6-Jun-12 797 810.75 796.4 808.5 808.4 5121312 4119471000
5-Jun-12 796.7 803.5 787.2 792 792.05 3700081 2946128000
4-Jun-12 769.95 794.9 767.4 792.9 788.85 3598258 2810828000
1-Jun-12 784 795.8 778.9 781.45 781.7 4030963 3170554000
31-May-12 798.75 798.75 781 785.4 783.25 7258671 5705062000
30-May-12 833.9 837.45 813.1 815.5 817.25 3309512 2735258000
29-May-12 837.5 843.95 834 839.5 838.7 2595349 2179411000
28-May-12 817.15 836.6 817 835.95 834.4 2744949 2276851000
25-May-12 818 824.4 805.25 816.7 814.6 3489464 2843535000
24-May-12 801 826 791.8 820.85 820.6 3076915 2484354000
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 (in Rs.) Turnover (in Rs.)
23-May-12 793 804.85 790.2 791.45 793.3 2656987 2118093000
22-May-12 820.05 824.85 798.4 799.9 800.8 4181621 3406687000
21-May-12 797.1 818.8 797.1 808.5 811.1 3120508 2531291000
18-May-12 770.15 810 768.35 809.2 805.2 4433011 3493450000
17-May-12 797.9 806.8 780.6 785.5 787.45 3260903 2586406000
16-May-12 799 802.15 780 796.55 794.4 4669137 3692918000
15-May-12 794.2 821.5 791 818 816.85 3488933 2832022000
14-May-12 815 829.9 796.1 797.1 800.7 4695108 3798420000
11-May-12 809 823 803.6 812.95 813.2 2851045 2315200000
10-May-12 824 836.5 806.55 820.2 814.15 3726052 3068974000
9-May-12 822 828 810.05 822.3 821.95 5163648 4230721000
8-May-12 851.5 854 826 827.55 830.15 3923490 3299113000
7-May-12 819.75 854 797 850.2 848.25 6596861 5417275000
4-May-12 850.25 853.15 815.25 831.3 833.35 5525767 4607466000
3-May-12 875.1 879.7 851.05 861 857.55 4688549 4034872000
2-May-12 885.8 895 876.8 877 882.05 3864474 3430878000
30-Apr-12 870.5 889 870.5 882.3 882.35 5264315 4640278000
28-Apr-12 864.9 871 864.05 870.7 868.75 450887 391402000
27-Apr-12 845.5 875 841.05 860.4 860.85 14658969 12612774000
26-Apr-12 840.15 845.65 835.5 843.55 841.45 4378334 3681217000
25-Apr-12 845.05 855.5 827.25 839.95 838.4 5316160 4452304000
24-Apr-12 850 853.45 838.3 852.8 847.8 3247663 2746659000
23-Apr-12 850 868.5 836.1 837 843.9 3261817 2785292000
20-Apr-12 873 879 855.5 859.1 861.05 2909247 2522432000
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 (in Rs.) Turnover (in Rs.)
19-Apr-12 882 883.65 866.2 880 877.85 2915224 2547172000
18-Apr-12 893.05 898.9 876.8 878 881.25 3464234 3086370000
17-Apr-12 881 892.95 852.5 886.1 885.45 7214244 6340169000
16-Apr-12 858.15 876.45 858.15 875 873.6 3638741 3170231000
13-Apr-12 885 900.8 850.5 862.4 865 4415153 3881386000
12-Apr-12 871.15 884.9 870.1 877.5 879.35 3166756 2783648000
11-Apr-12 855.1 875 851 867.95 864.7 5876793 5065380000
10-Apr-12 870.85 874.6 855.05 863.8 863.8 3737743 3227519000
9-Apr-12 877.35 878.3 863.75 867.75 867.05 2084814 1814999000
4-Apr-12 899 900.85 880.4 892.15 890.25 2710841 2411828000
3-Apr-12 901 918.8 898 909 908.2 3216592 2924219000
2-Apr-12 887.8 893.25 881.05 888 890.45 2000263 1777166000
30-Mar-12 864 894.2 863.05 887 890.2 5896714 5206691000
29-Mar-12 851 870.35 847.15 862.2 855.75 8410108 7204474000
28-Mar-12 874.75 874.75 852.7 858 859.35 6752823 5823502000
27-Mar-12 887 888.35 852 883 877.9 8277621 7194344000
26-Mar-12 903.7 905 866.1 874 872.5 3935999 3460294000
23-Mar-12 906.8 923.4 897.1 914.65 910.55 3408332 3100336000
22-Mar-12 936.05 939.8 893.1 895.95 899.65 3637804 3343709000
21-Mar-12 902.1 939.8 897.25 938.25 934.05 3540711 3259901000
20-Mar-12 909.75 922 900.05 905 908.6 2734449 2491568000
19-Mar-12 927 930.55 895.1 911 907.9 3157545 2872657000
16-Mar-12 936 953.9 910.45 915 917.7 4773792 4470007000
15-Mar-12 955 956.6 923.6 933 930.2 3189504 2983957000
14-Mar-12 946.8 957.6 944.65 954.8 953.9 5248382 4995540000
13-Mar-12 935.3 943.2 927.6 932.25 929.85 2798670 2616995000
12-Mar-12 944 944 919.05 928.15 928.95 5578910 5190087000
9-Mar-12 876.95 917.1 875.95 915.85 914.2 6051905 5467784000
7-Mar-12 851 867.9 843.45 861.45 860.15 6106939 5220126000
6-Mar-12 870 891 850 852.9 853.25 7898282 6874083000
5-Mar-12 896.8 896.8 868.55 871 870.35 4095006 3592539000
3-Mar-12 903.05 909.4 902.7 904.25 904.9 170619 154579000
2-Mar-12 891 914.75 875 901 902.7 4204021 3777426000
1-Mar-12 902.5 902.5 870.1 881 883.5 4161650 3668295000
29-Feb-12 915 921.95 897.35 905.5 906.3 4991052 4541511000
28-Feb-12 896 919.8 895.2 909.9 910.8 4932052 4492409000
27-Feb-12 932.4 932.4 881.7 888.95 887.45 4923294 4415335000
24-Feb-12 941.2 943.9 918.1 933.5 931.65 4389737 4074658000
23-Feb-12 952 959.1 932.1 944 943.95 5656901 5351290000
22-Feb-12 990 990 951.25 961.6 957.7 4774611 4632368000
21-Feb-12 977 998.8 976 990.05 991.3 3251673 3219072000
17-Feb-12 984.8 997.3 975.5 983 981.6 4343447 4278157000
16-Feb-12 981 981.9 961 970 968.8 3176454 3074360000
15-Feb-12 952.1 986.95 952.1 979.2 981.15 5608388 5447509000
14-Feb-12 927 950 926.7 948 943.7 3963195 3738097000
13-Feb-12 929 945.8 919 930.55 934.65 4862336 4534746000
10-Feb-12 933 939 916.3 928.2 930.45 3979616 3695541000
9-Feb-12 916.1 944.75 913.15 944.4 939.8 5764099 5337800000
8-Feb-12 927.9 929.85 911.1 918.4 920.45 22410138 20697768000
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 (in Rs.) Turnover (in Rs.)
7-Feb-12 939.7 946.2 926 939.3 937.75 3983428 3732455000
6-Feb-12 925 936.85 919.3 926.2 928.05 5841145 5424182000
3-Feb-12 904 918.75 892.1 915.3 916.3 4939885 4471470000
2-Feb-12 899 911.8 879.25 901 902.35 8497255 7639368000
1-Feb-12 908 910.35 878 889 889.9 7967012 7078371000
31-Jan-12 859.75 906.85 858.95 901.65 902.15 10270953 9141072000
30-Jan-12 877 881.25 848 850.8 852.2 4388723 3772502000
27-Jan-12 888 890.5 864.15 889.95 887.95 4594831 4032771000
25-Jan-12 891.8 895 869.3 875.45 880.05 5656183 4973642000
24-Jan-12 860 895 847.05 883.85 888.05 8473587 7442382000
23-Jan-12 843 871.6 843 856 856.75 4588076 3945209000
20-Jan-12 814 851.6 814 847 842.45 9647998 8063636000
19-Jan-12 780.5 801.9 780.5 800 797.2 4393175 3478725000
18-Jan-12 779.8 781.95 762 764.6 769.65 4425870 3403447000
17-Jan-12 800 804.4 783.4 785 785.55 4321203 3429928000
16-Jan-12 782 796.4 777.3 794 791.6 5080475 4005867000
13-Jan-12 787.8 809.7 780.8 790 789.45 5996956 4757090000
12-Jan-12 779.9 796.8 774.1 783.5 781.4 5013352 3933432000
11-Jan-12 778.1 790 773.15 781.5 780.15 4961288 3882373000
10-Jan-12 750.7 779 750.05 774.4 774.5 4043643 3112737000
9-Jan-12 746 755 731 744 747.8 3337783 2482776000
7-Jan-12 748.5 748.5 742.85 744.85 745.2 260405 194195000
6-Jan-12 742 763 728 754.2 751.7 4049806 3007228000
5-Jan-12 745 756.8 739 748.3 748.1 4218791 3158039000
4-Jan-12 733.4 749 730.4 741.75 743.1 5991317 4436393000
3-Jan-12 705 729 705 723 725.8 3363693 2418614000
2-Jan-12 690.15 699.5 685.1 696.25 696.55 2714114 1883203000
Arithmetic
Mean890.231 902.845 878.457 890.598 890.557 4288040.351 3817464859
S.D Values 73.62910882 73.02491953 72.96966161 72.40225315 72.3422924 2244451.433 2042293296
Median 899 909.3 879.25 892.15 896.45 3864474.000 3403447000
Max 1074.7 1086.9 1063.85 1070.5 1070.95 22410138 20697768000
Min 690.15 699.5 685.1 696.25 696.55 170619 154579000
Ist Quartile 839.55 853.725 827.025 840.825 841.95 3134719.5 2740958500
3rd Quartile 936.525 945.85 925.725 936.75 935.9 4927673 4444348500
Avg. Dev. 58.86611935 57.52482936 58.38661221 57.63667389 57.66062608 1411219.592 1281189822
Range 384.55 387.4 378.75 374.25 374.4 22239519 20543189000
Quartile Dev. 48.4875 46.0625 49.35 47.9625 46.975 896476.75 851695000
Coef. Of Var. 8.271 8.088 8.307 8.130 8.123 52.342 53.499
Coef. Of Q.D. 5.393 5.066 5.613 5.376 5.240 23.198 25.024
Coef. Of M.D. 6.612 6.372 6.646 6.472 6.475 32.911 33.561
Moment
Skewness 0.423 0.563 0.486 0.537 0.531 2.278 2.127
Open Price High Price Low Price Last Traded Price Close Price Total Traded Quantity Turnover (in Lakhs)
Open Price 1
High Price 0.988331119 1
Low Price 0.989874148 0.989999347 1
Last Traded Price 0.976817442 0.991200443 0.990945822 1
Close Price 0.977748978 0.992188479 0.991917101 0.999411999 1
Total Traded Quantity -0.028982348 0.01534966 -0.044279991 -0.001313062 -0.00156192 1
Turnover (in Lakhs) 0.114592885 0.160930482 0.101473091 0.143694997 0.143983113 0.987543941 1
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.988331119
R Square 0.976798401
Adjusted R Square 0.976675641
Standard Error 11.15259532
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 989693.49 989693.5 7956.990284 2.04E-156
Residual 189 23507.892 124.3804
Total 190 1013201.4
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 30.22 9.8157875 3.078891 0.002387114 10.8591665 49.58431 10.85917 49.58431
X Variable 1 0.98 0.0109888 89.20196 2.04E-156 0.958544605 1.001897 0.958545 1.001897
Regression Equation of High Price on Open Price: y=0.98x+30.22
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Hig
h P
rice
Open Price
High Price vs. Open Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.988331
R Square 0.976798
Adjusted R Square 0.976676
Standard Error 11.24487
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 1006138.2 1006138.2 7956.990284 2.04E-156
Residual 189 23898.498 126.44708
Total 190 1030036.7
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -9.461423 10.118786 -0.935035 0.350963197 -29.4216908 10.49884 -29.42169 10.49884
X Variable 1 0.996508 0.0111714 89.201963 2.04E-156 0.974471722 1.018545 0.974472 1.018545
Regression Equation of open price on high price: x=0.997y+-9.46
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Op
en
Pri
ce (
x)
High Price (Y)
Open Price vs. High Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.989874
R Square 0.979851
Adjusted R Square0.979744
Standard Error10.38525
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 991284.3 991284.3 9191.038 3.3E-162
Residual 189 20384.28 107.8534
Total 190 1011669
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 5.132484 9.140417 0.561515 0.575112 -12.89786 23.16283 -12.89786 23.16283
X Variable 1 0.981009 0.010233 95.8699 3.3E-162 0.960824 1.001193 0.960824 1.001193
Regression Equation of Low Price on Open Price: y=0.98x+5.13
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Low
Pri
ce
Open Price
Low Price vs. Open Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.989874
R Square 0.979851
Adjusted R Square0.979744
Standard Error10.4791
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 1009282 1009282 9191.038 3.3E-162
Residual 189 20754.39 109.8116
Total 190 1030037
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 12.811 9.183554 1.394993 0.164655 -5.30444 30.92643 -5.30444 30.92643
X Variable 1 0.99882 0.010418 95.8699 3.3E-162 0.978268 1.019371 0.978268 1.019371
Regression Equation of Open Price (x) on Low Price (y): x=0.999y+12.81
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Op
en
Pri
ce (
x)
Low Price (y)
Open Price Vs. Low Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.976817
R Square 0.954172
Adjusted R Square0.95393
Standard Error15.54039
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 950352.2 950352.2 3935.145 1.8E-128
Residual 189 45644.21 241.5037
Total 190 995996.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 35.49459 13.67764 2.595081 0.010199 8.514143 62.47503 8.514143 62.47503
X Variable 1 0.960541 0.015312 62.73073 1.8E-128 0.930336 0.990746 0.930336 0.990746
Regression Equation of LTP on Open : y=0.96x+35.49
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Last
Tra
din
g P
rice
Open Price
Last Trading Price Vs. Open Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.976817
R Square 0.954172
Adjusted R Square0.95393
Standard Error15.80372
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 982832.5 982832.5 3935.145 1.8E-128
Residual 189 47204.2 249.7577
Total 190 1030037
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 5.538002 14.14931 0.391397 0.695945 -22.37287 33.44887 -22.37287 33.44887
X Variable 1 0.99337 0.015835 62.73073 1.8E-128 0.962133 1.024607 0.962133 1.024607
Regression Equation of Open Price (x) on LTP(y) x=0.993y+5.54
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Op
en
Pri
ce (
x)
Last Traded Price (y)
Open Price Vs. Last Traded Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.977749
R Square 0.955993
Adjusted R Square0.95576
Standard Error15.21594
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 950589.2 950589.2 4105.777 3.9E-130
Residual 189 43758.18 231.5248
Total 190 994347.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 35.34634 13.39208 2.639347 0.009 8.929193 61.76348 8.929193 61.76348
X Variable 1 0.960661 0.014992 64.07634 3.9E-130 0.931087 0.990235 0.931087 0.990235
Regression Equation of Close Price on Open Price y=0.96x+35.35
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Clo
se P
rice
Open Price
Close Price vs. Open Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.977749
R Square 0.955993
Adjusted R Square0.95576
Standard Error15.4866
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 984707.9 984707.9 4105.777 3.9E-130
Residual 189 45328.76 239.8347
Total 190 1030037
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 4.001765 13.87616 0.288391 0.773363 -23.37028 31.37381 -23.37028 31.37381
X Variable 1 0.995141 0.015531 64.07634 3.9E-130 0.964506 1.025777 0.964506 1.025777
Regression Equation of Open Price (x) on Close Price (y) x=0.995y+4
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Op
en
Pri
ce (
x)
Close Price (y)
Open Price Vs. Close Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.989999
R Square 0.980099
Adjusted R Square 0.979993
Standard Error 10.32117
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 991535.08 991535.1 9307.870564 1.0274E-162
Residual 189 20133.513 106.5265
Total 190 1011668.6
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -14.68283 9.2875871 -1.580909 0.115570966 -33.00347548 3.637821 -33.00348 3.637821
X Variable 1 0.98925 0.0102537 96.47731 1.0274E-162 0.9690238 1.009477 0.969024 1.009477
Regression Equation of Low Price on High Price y=0.99x-14.68
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Low
Pri
ce
High Price
Low Price Vs. High Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.989999
R Square 0.980099
Adjusted R Square0.979993
Standard Error10.32898
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 993037.4 993037.4 9307.871 1E-162
Residual 189 20164.02 106.6879
Total 190 1013201
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 32.51479 9.051997 3.592001 0.000418 14.65886 50.37071 14.65886 50.37071
X Variable 1 0.990749 0.010269 96.47731 1E-162 0.970492 1.011006 0.970492 1.011006
Regression Equation of High Price (x) on Low Price (y) x=0.991y+32.51
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Hig
h P
rice
(x)
Low Price (y)
High Price Vs. Low Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9912
R Square 0.982478
Adjusted R Square0.982386
Standard Error9.60917
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 978544.9 978544.9 10597.64 6.1E-168
Residual 189 17451.53 92.33615
Total 190 995996.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 3.328388 8.646889 0.384923 0.700727 -13.7284 20.3852 -13.7284 20.3852
X Variable 1 0.982749 0.009546 102.9448 6.1E-168 0.963918 1.00158 0.963918 1.00158
Regression Equation of LTP on High Price y=0.98x+3.33
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Last
Tra
de
d P
rice
High Price
LTP vs. High Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9912
R Square 0.982478
Adjusted R Square0.982386
Standard Error9.69181
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 995448.4 995448.4 10597.64 6.1E-168
Residual 189 17752.99 93.93118
Total 190 1013201
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 12.4919 8.677225 1.439619 0.15163 -4.62476 29.60855 -4.62476 29.60855
X Variable 1 0.999725 0.009711 102.9448 6.1E-168 0.980568 1.018881 0.980568 1.018881
Regression Equation of High Price(x) on LTP(y) x=0.9997y+12.49
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Hig
h P
rice
Last Traded Price
High Price vs. Last Traded Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.992188
R Square 0.984438
Adjusted R Square0.984356
Standard Error9.048387
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 978873.3 978873.3 11955.95 8.3E-173
Residual 189 15474.06 81.87332
Total 190 994347.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 3.137863 8.142265 0.38538 0.70039 -12.92353 19.19925 -12.92353 19.19925
X Variable 1 0.982914 0.008989 109.3433 8.3E-173 0.965181 1.000646 0.965181 1.000646
Regression Equation of Close Price on High Price y=0.98x+3.14
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Clo
se P
rice
High Price
Close Price Vs. High Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.992188
R Square 0.984438
Adjusted R Square0.984356
Standard Error9.133769
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 997433.9 997433.9 11955.95 8.3E-173
Residual 189 15767.46 83.42573
Total 190 1013201
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 10.90737 8.183956 1.332775 0.18421 -5.236262 27.051 -5.236262 27.051
X Variable 1 1.001551 0.00916 109.3433 8.3E-173 0.983482 1.019619 0.983482 1.019619
Regression Equation of High Price (x) on Close Price (y): x=1.0016y+10.91
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Hig
h P
rice
(x)
Close Price (y)
High Price vs. Close Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.990946
R Square 0.981974
Adjusted R Square0.981878
Standard Error9.746579
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 978042.2 978042.2 10295.64 8.9E-167
Residual 189 17954.21 94.99581
Total 190 995996.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 26.86406 8.541595 3.145087 0.001929 10.01495 43.71317 10.01495 43.71317
X Variable 1 0.98324 0.00969 101.4674 8.9E-167 0.964125 1.002355 0.964125 1.002355
Regression Equation of LTP on Low Price y=0.98x+26.86
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Last
Tra
de
d P
rice
Low Price
LTP vs. Low Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.990946
R Square 0.981974
Adjusted R Square0.981878
Standard Error9.822962
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 993431.9 993431.9 10295.64 8.9E-167
Residual 189 18236.72 96.49058
Total 190 1011669
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -10.9941 8.794648 -1.25008 0.212814 -28.3423 6.354227 -28.3423 6.354227
X Variable 1 0.998712 0.009843 101.4674 8.9E-167 0.979296 1.018127 0.979296 1.018127
Regression Equation of Low Price (x) on LTP (y) x=0.999y-10.99
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Low
Pri
ce (
x)
Last Traded Price (y)
Low Price Vs. Last Traded Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.991917
R Square 0.9839
Adjusted R Square0.983814
Standard Error9.203592
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 978337.9 978337.9 11549.79 2.1E-171
Residual 189 16009.45 84.70611
Total 190 994347.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 26.69186 8.065739 3.309289 0.00112 10.78142 42.60229 10.78142 42.60229
X Variable 1 0.983389 0.00915 107.47 2.1E-171 0.965339 1.001439 0.965339 1.001439
Regression Equation of Close Price on Low Price y=0.98x+26.69
0
200
400
600
800
1000
1200
0 500 1000 1500
Clo
se P
rice
Low Price
Close Price Vs. Low Price
Close Price Vs. Low Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.991917
R Square 0.9839
Adjusted R Square0.983814
Standard Error9.283408
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 995380.3 995380.3 11549.79 2.1E-171
Residual 189 16288.33 86.18166
Total 190 1011669
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -12.56215 8.318035 -1.51023 0.132655 -28.97026 3.845966 -28.97026 3.845966
X Variable 1 1.000519 0.00931 107.47 2.1E-171 0.982155 1.018884 0.982155 1.018884
Regression Equation of Low Price (x) on Close Price (y) x=1.001y-12.56
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Low
Pri
ce (
x)
Close Price (y)
Low Price vs. Close Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.999412
R Square 0.998824
Adjusted R Square0.998818
Standard Error2.487014
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 993178.4 993178.4 160572.3 8E-279
Residual 189 1169.01 6.185241
Total 190 994347.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 1.219175 2.226662 0.547535 0.584657 -3.17313 5.611478 -3.17313 5.611478
X Variable 1 0.998584 0.002492 400.7147 8E-279 0.993669 1.0035 0.993669 1.0035
Regression Equation of Close Price on Last Traded Price y=0.999x+1.22
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Clo
se P
rice
Last Traded Price
Close Price vs. Last Traded Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.999412
R Square 0.998824
Adjusted R Square 0.998818
Standard Error 2.489076
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 994825.4 994825.4 160572.3085 8.0329E-279
Residual 189 1170.949 6.195498
Total 190 995996.4
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -0.172431 2.230239 -0.077315 0.938454793 -4.571789268 4.226928 -4.571789 4.226928
X Variable 1 1.00024 0.002496 400.7147 8.0329E-279 0.995316485 1.005164 0.995316 1.005164
Regression Equation of LTP on Close Price x=1y-0.17
0
200
400
600
800
1000
1200
0 200 400 600 800 1000 1200
Last
Tra
de
d P
rice
(x)
Close Price (y)
Last Traded Price Vs. Close Price
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.987544
R Square 0.975243
Adjusted R Square0.975112
Standard Error354082.8
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 9.33E+14 9.33E+14 7445.216 9.4E-154
Residual 189 2.37E+13 1.25E+11
Total 190 9.57E+14
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 144957.9 54423.68 2.663508 0.008401 37602.01 252313.8 37602.01 252313.8
X Variable 1 0.001085 1.26E-05 86.28566 9.4E-154 0.00106 0.00111 0.00106 0.00111
Regression Equation of Turn Over on Total Traded Quantity y=0.001x+144957.89
0
5E+09
1E+10
1.5E+10
2E+10
2.5E+10
0 5000000 10000000 15000000 20000000 25000000
Turn
ove
r
Total Traded Quantity
Turn over Vs. Total Traded Quantity
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.987544
R Square 0.975243
Adjusted R Square0.975112
Standard Error3.22E+08
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 7.73E+20 7.73E+20 7445.216 9.4E-154
Residual 189 1.96E+19 1.04E+17
Total 190 7.92E+20
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -3.6E+07 50375514 -0.70966 0.478787 -1.4E+08 63620794 -1.4E+08 63620794
X Variable 1 898.5957 10.41419 86.28566 9.4E-154 878.0527 919.1387 878.0527 919.1387
Regression Equation of Total Traded Quantity (x) on Turnover (y) x=898.596y-35749694.91
0
5000000
10000000
15000000
20000000
25000000
0 1E+10 2E+10
Tota
l Tra
de
d Q
uan
tity
(x)
Turnover (y)
Total Traded Quantity vs. Turnover