Sp 500 Monthly

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Date Open High Low Close Volume Adj Close

1/3/2000 148.25 148.25 135 139.56 8376900 113.45

2/1/2000 139.75 144.56 132.72 137.44 9759000 111.73

3/1/2000 137.63 155.75 135.03 150.38 11167100 122.56

4/3/2000 150.13 153.11 133.5 145.09 12525700 118.25

5/1/2000 146.56 148.48 136.5 142.81 7594500 116.39

6/1/2000 143.69 149.16 143 145.28 6116600 118.687/3/2000 145.44 151.98 141.52 143 5602200 116.82

8/1/2000 143.63 153.09 142.63 152.34 4662100 124.45

9/1/2000 153.25 153.59 142.13 143.63 6126800 117.63

10/2/2000 144.28 145.75 130.16 142.95 8461100 117.07

11/1/2000 142.25 144.3 129.75 132.28 7995300 108.33

12/1/2000 133.19 139.56 125.53 131.19 8709500 107.73

1/2/2001 132 138.7 127.56 137.02 9095300 112.52

2/1/2001 137.1 137.99 121.8 123.95 10180600 101.79

3/1/2001 124.05 127.75 108.04 116.69 14880400 96.08

4/2/2001 116.3 127.27 109.3 126.66 13130300 104.295/1/2001 125.07 132.09 123.44 125.95 9905100 103.71

6/1/2001 126.2 129.23 120.4 122.6 10162000 101.23

7/2/2001 122.8 124.32 116.75 121.35 9943300 100.2

8/1/2001 121.97 123.25 112.04 114.15 12416700 94.26

9/4/2001 113.85 116.17 93.8 104.44 29389500 86.56

10/1/2001 103.9 111.79 102.83 105.8 23510200 87.69

11/1/2001 106.6 116.9 105.7 114.05 18390200 94.53

12/3/2001 113.65 118 112 114.3 16151100 94.74

1/2/2002 115.11 117.99 108.4 113.18 17585200 93.81

2/1/2002 113.09 113.3 107.82 111.15 23592000 92.133/1/2002 111.72 117.9 111.51 114.52 20155500 95.19

4/1/2002 114.23 115.1 106.63 107.86 19269700 89.65

5/1/2002 107.97 111.25 104.9 107.22 21475100 89.12

6/3/2002 107.09 107.6 95.19 98.96 28153300 82.54

7/1/2002 99.18 99.8 77.68 91.16 53132600 76.04

8/1/2002 90.88 97.15 83.55 91.78 43934400 76.56

9/3/2002 90.73 93.33 80.9 81.79 54346200 68.53

10/1/2002 82.43 91.29 77.07 88.52 60255100 74.17

11/1/2002 88.35 94.95 87.45 93.98 41881400 78.74

12/2/2002 95.47 96.05 87.11 88.23 36301000 74.291/2/2003 88.85 93.86 84.15 86.06 46030300 72.46

2/3/2003 86.14 86.81 81 84.9 47679700 71.48

3/3/2003 85.26 89.88 79.38 84.74 57999500 71.64

4/1/2003 85.25 92.8 84.91 91.91 49753400 77.7

5/1/2003 91.92 97.09 90.5 96.95 44478000 81.96

6/2/2003 97.53 102.18 96.67 97.63 42919900 82.83

7/1/2003 97.25 101.9 96.43 99.39 43190800 84.33

8/1/2003 99.19 101.82 96.34 101.44 38162300 86.06

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9/2/2003 101.64 104.7 99.25 99.95 42346500 85.13

10/1/2003 100.24 105.97 100.2 105.3 37280900 89.68

11/3/2003 105.75 106.95 103.62 106.45 33745300 90.66

12/1/2003 106.85 111.52 105.96 111.28 32266000 95.22

1/2/2004 111.74 116.5 110.73 113.48 38432900 97.11

2/2/2004 113.7 116.6 112.78 115.02 37699400 98.42

3/1/2004 115.43 116.97 108.85 113.1 51022600 97.124/1/2004 113.07 115.41 110.9 110.96 48442900 95.28

5/3/2004 111.37 113.26 108.06 112.86 50222500 96.91

6/1/2004 112.46 114.94 111.87 114.53 36862400 98.71

7/1/2004 114.25 114.4 108.21 110.84 47438100 95.53

8/2/2004 110.19 111.63 106.59 111.11 43955300 95.76

9/1/2004 110.95 113.74 110.41 111.76 39734600 96.72

10/1/2004 112.26 114.68 109.35 113.2 52042400 97.97

11/1/2004 113.56 119.14 113.2 117.89 48346900 102.33

12/1/2004 118.16 121.66 117.73 120.87 42628100 105.41

1/3/2005 121.56 121.76 116.37 118.16 61837200 103.05

2/1/2005 118.25 121.67 118.1 120.63 57631000 105.2

3/1/2005 120.82 123.25 116.25 117.96 63414700 103.28

4/1/2005 118.63 119.26 113.55 115.75 82729100 101.34

5/2/2005 116.07 120.25 114.8 119.48 65620200 104.61

6/1/2005 119.52 121.94 118.75 119.18 52345900 104.77

7/1/2005 119.45 124.64 118.26 123.74 61933200 108.77

8/1/2005 123.83 124.74 120.38 122.58 61283000 107.75

9/1/2005 122.52 124.74 120.44 123.04 63563200 108.62

10/3/2005 122.96 123.34 116.88 120.13 88679300 106.05

11/1/2005 120.58 127.41 120.13 125.41 59035200 110.71

12/1/2005 126.02 128.09 124.36 124.51 53228200 110.5

1/3/2006 125.19 129.44 124.39 127.5 65342300 113.15

2/1/2006 127.82 130.04 125.4 128.23 64191500 113.8

3/1/2006 128.6 131.47 127.18 129.83 61465300 115.68

4/3/2006 130.07 131.86 128.02 131.47 71378000 117.14

5/1/2006 131.47 132.8 124.76 127.51 83621500 113.61

6/1/2006 127.38 129.43 122.34 127.28 100820700 113.91

7/3/2006 127.43 128.14 122.39 127.85 87044700 114.42

8/1/2006 127.34 131.04 126.28 130.64 63385000 116.92

9/1/2006 131.14 133.99 129.35 133.58 70582700 120.07

10/2/2006 133.54 139 132.65 137.79 68846200 123.86

11/1/2006 138.22 141.16 135.62 140.53 75526300 126.32

12/1/2006 140.53 143.24 138.97 141.62 62910900 128.01

1/3/2007 142.25 144.13 140.25 143.75 71109900 129.93

2/1/2007 144.15 146.42 139 140.93 88004400 127.38

3/1/2007 139.34 143.81 136.75 142 138477200 128.86

4/2/2007 142.16 149.8 141.48 148.29 94608200 134.57

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5/1/2007 148.42 153.89 147.67 153.32 119229300 139.13

6/1/2007 153.88 154.4 148.06 150.43 176313600 137.1

7/2/2007 150.87 155.53 145.04 145.72 205031000 132.81

8/1/2007 145.18 150.59 137 147.59 277452000 134.51

9/4/2007 147.45 154.39 144.33 152.58 163177900 139.72

10/1/2007 152.6 157.52 148.66 154.65 177001000 141.61

11/1/2007 153.29 153.41 140.66 148.66 271219900 136.1312/3/2007 148.19 152.89 143.96 146.21 170095700 134.6

1/2/2008 146.53 146.99 126 137.37 307167300 126.46

2/1/2008 137.94 139.61 131.73 133.82 220182200 123.19

3/3/2008 133.14 135.81 126.07 131.97 281440600 122.09

4/1/2008 133.61 140.59 132.33 138.26 191956700 127.91

5/1/2008 138.38 144.3 137.52 140.35 179255100 129.84

6/2/2008 139.83 140.89 127.04 127.98 269879800 118.99

7/1/2008 126.52 129.16 120.02 126.83 337891300 117.92

8/1/2008 127.12 131.51 124.76 128.79 215877300 119.74

9/2/2008 130.03 130.71 110.53 115.99 401587700 108.4710/1/2008 115.27 116.69 83.58 96.83 534504800 90.55

11/3/2008 96.78 100.86 74.34 90.09 467397100 84.25

12/1/2008 87.51 92.43 81.86 90.24 323359700 85.07

1/2/2009 90.44 94.45 80.05 82.83 362760400 78.09

2/2/2009 81.57 87.74 73.81 73.93 407663300 69.7

3/2/2009 72.52 83.3 67.1 79.52 417157600 75.5

4/1/2009 78.53 89.02 78.33 87.42 301163100 83

5/1/2009 87.44 93.7 86.72 92.53 272718800 87.85

6/1/2009 93.67 96.11 88.85 91.95 240170100 87.8

7/1/2009 92.34 99.83 87 98.81 204691000 94.35

8/3/2009 99.85 104.35 98.11 102.46 196839300 97.83

9/1/2009 101.95 108.06 99.57 105.59 192016100 101.3

10/1/2009 103 110.31 101.99 103.56 218514000 99.35

11/2/2009 104.13 111.74 103.08 109.94 179587000 105.47

12/1/2009 110.92 113.03 109.02 111.44 135205600 107.49

1/4/2010 112.37 115.14 107.22 107.39 211448400 103.58

2/1/2010 108.15 111.58 104.58 110.74 243447400 106.81

3/1/2010 111.2 118.17 111.17 117 176551500 112.85

4/1/2010 117.8 122.12 117.1 118.81 197956600 114.6

5/3/2010 119.38 120.68 104.38 109.37 385590600 105.49

6/1/2010 108.35 113.2 102.88 103.22 272280000 100.03

7/1/2010 103.15 112.29 101.13 110.27 235498600 106.87

8/2/2010 111.99 113.18 104.29 105.31 218904700 102.06

9/1/2010 106.73 115.79 106.66 114.13 205845200 111.2

10/1/2010 114.99 119.76 113.18 118.49 186276000 115.45

11/1/2010 119.07 122.95 117.59 118.49 200838500 115.45

12/1/2010 120.2 126.2 120.19 125.75 127907600 123.17

1/3/2011 126.71 130.35 125.7 128.68 150478100 126.04

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2/1/2011 129.46 134.69 129.38 133.15 155864500 130.41

3/1/2011 133.57 133.69 125.28 132.59 213912800 130.43

4/1/2011 133.41 136.57 129.51 136.43 146399300 134.21

5/2/2011 137.07 137.18 131.38 134.9 166778000 132.7

6/1/2011 134.51 134.92 126.19 131.97 224277400 130.46

7/1/2011 132.09 135.7 127.97 129.33 207393800 127.85

8/1/2011 130.84 130.96 110.27 122.22 406620800 120.829/1/2011 122.29 123.4 111.3 113.15 308413100 112.44

10/3/2011 112.49 129.42 107.43 125.5 283279500 124.71

11/1/2011 122.03 128.02 116.2 124.99 254230300 124.2

12/1/2011 124.85 127.26 120.03 125.5 187820700 125.5

1/3/2012 127.76 133.4 126.43 131.32 152051600 131.32

2/1/2012 132.29 134.62 132.13 134.45 163775900 134.45

7/25/2019 Sp 500 Monthly

5/24

%RET WMA EWMA STDEV

#NAME? #NAME? Err:512

#NAME? #NAME? Err:512

#NAME? #NAME? 0.37%

#NAME? #NAME? 2.30%

#NAME? #NAME? 2.39%

#NAME? #NAME? 2.35%#NAME? #NAME? 2.33%

#NAME? #NAME? 2.29%

#NAME? #NAME? 2.71%

#NAME? #NAME? 2.97%

#NAME? #NAME? 2.88%

#NAME? #NAME? 3.38%

#NAME? #NAME? 3.28% 4.871%

#NAME? #NAME? 3.35% 5.656%

#NAME? #NAME? 4.07% #DIV/0!

#NAME? #NAME? 4.19% #DIV/0!#NAME? #NAME? 4.53% #DIV/0!

#NAME? #NAME? 4.40% #DIV/0! Des!ipti"e Statistis


#NAME? #NAME? 4.18% #DIV/0! AVERA#E$ 0.12%

#NAME? #NAME? 4.32% #DIV/0! STD DEV$ 4.73%

#NAME? #NAME? 4.68% #DIV/0! SEW$ -0.61

#NAME? #NAME? 4.55% #DIV/0! E&CESS'(RTOS)S$ 1.02


#NAME? #NAME? 4.63% #DIV/0! MED)A*$ 0.68%

#NAME? #NAME? 4.50% #DIV/0! M)*$ -18.06%#NAME? #NAME? 4.39% #DIV/0! MA&$ 10.36%

#NAME? #NAME? 4.33% #DIV/0! + ,$ -1.94%

#NAME? #NAME? 4.44% #DIV/0! + -$ 3.07%



#NAME? #NAME? 4.88% #DIV/0! Co!!elog!am Anal.sis

#NAME? #NAME? 4.73% #DIV/0! Lag AC/ (L

#NAME? #NAME? 5.33% #DIV/0! , 14.14% 16.28%

#NAME? #NAME? 5.52% #DIV/0! 0 -4.63% 16.28%

#NAME? #NAME? 5.55% #DIV/0! -

14.65% 16.60%

#NAME? #NAME? 5.56% #DIV/0! 1 10.04% 16.63%

#NAME? #NAME? 5.43% #DIV/0! 2 1.15% 16.97%

#NAME? #NAME? 5.27% #DIV/0! 3 -11.50% 17.13%

#NAME? #NAME? 5.11% #DIV/0! 4 3.01% 17.13%

#NAME? #NAME? 5.34% #DIV/0! 5 1.09% 17.33%

#NAME? #NAME? 5.34% #DIV/0! 6 -10.05% 17.35%

#NAME? #NAME? 5.19% #DIV/0! ,7 -3.66% 17.35%

#NAME? #NAME? 5.05% #DIV/0! ,, 3.61% 17.50%

1/1/2000 1/1/2002

0%

200%

400%

600%

800%

1000%

1200%

7/25/2019 Sp 500 Monthly

6/24

#NAME? #NAME? 4.92% #DIV/0! ,0 5.42% 17.52%

#NAME? #NAME? 4.78% #DIV/0! ,- -5.84% 17.54%

#NAME? #NAME? 4.80% #DIV/0! ,1 -10.86% 17.59%

#NAME? #NAME? 4.66% #DIV/0! ,2 6.88% 17.64%

#NAME? #NAME? 4.68% #DIV/0! ,3 7.79% 17.81%

#NAME? #NAME? 4.56% #DIV/0! ,4 -12.39% 17.89%

#NAME? #NAME? 4.43% #DIV/0! ,5 -1.96% 17.97%#NAME? #NAME? 4.31% #DIV/0!





#NAME? #NAME? 3.84% #DIV/0! E#ARCH8,9,:

#NAME? #NAME? 3.73% #DIV/0! 'r) V$*+

#NAME? #NAME? 3.63% #DIV/0! ; 0.12%

#NAME? #NAME? 3.68% #DIV/0! -9.23

#NAME? #NAME? 3.64% #DIV/0! 0.31

#NAME? #NAME? 3.57% #DIV/0! -0.58

#NAME? #NAME? 3.50% #DIV/0! -0.46




#NAME? #NAME? 3.24% #DIV/0! Step Mean STD

#NAME? #NAME? 3.27% #DIV/0! Mr-12 , 0.12% 4.27%

#NAME? #NAME? 3.18% #DIV/0! A,r-12 0 0.12% 4.85%

#NAME? #NAME? 3.09% #DIV/0! M-12 - 0.12% 4.57%

#NAME? #NAME? 3.05% #DIV/0! *-12 1 0.12% 4.70%

#NAME? #NAME? 3.14% #DIV/0! *$-12 2 0.12% 4.64%

#NAME? #NAME? 3.05% #DIV/0! A*-12 3 0.12% 4.67%

#NAME? #NAME? 3.01% #DIV/0! +,-12 4 0.12% 4.65%

#NAME? #NAME? 2.92% #DIV/0! -12 5 0.12% 4.66%

#NAME? #NAME? 2.86% #DIV/0! N-12 6 0.12% 4.66%

#NAME? #NAME? 2.79% #DIV/0! D+-12 ,7 0.12% 4.66%

#NAME? #NAME? 2.81% #DIV/0! -13 ,, 0.12% 4.66%

#NAME? #NAME? 2.72% #DIV/0! +-13 ,0 0.12% 4.66%

#NAME? #NAME? 2.64% #DIV/0! Mr-13 ,- 0.12% 4.66%

#NAME? #NAME? 2.62% #DIV/0! A,r-13 ,1 0.12% 4.66%

#NAME? #NAME? 2.62% #DIV/0! M-13 ,2 0.12% 4.66%

#NAME? #NAME? 2.65% #DIV/0! *-13 ,3 0.12% 4.66%

#NAME? #NAME? 2.61% #DIV/0! *$-13 ,4 0.12% 4.66%

#NAME? #NAME? 2.56% #DIV/0! A*-13 ,5 0.12% 4.66%




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Sp 500 Monthly