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52 week Low:
week High: 2575.76 (12/01/2009) 1657.74
(10/03/2009)
Date Close
7/31/2010 2280.42
7/30/2010 2301.67
7/29/2010 2279.02
7/28/2010 2271.23
7/27/2010 2249.4
7/26/2010 2274.95
7/24/2010 2264.09
7/23/2010 2279.37
7/22/2010 2254.59
7/21/2010 2222.74
7/20/2010 2226.59
7/19/2010 2217.84
7/17/2010 2209.21
7/16/2010 2205.42
7/15/2010 2194.2
7/14/2010 2186.95
7/13/2010 2192.67
7/12/2010 2182.09
7/10/2010 2177.07
7/9/2010 2175.68
7/8/2010 2160.21
7/7/2010 2156.35
7/6/2010 2147.06
7/5/2010 2156.34
7/3/2010 2166.14
7/2/2010 2184.47
7/1/2010 2184.22
mcx ENERGY
7/20/2010 2624.27
7/19/2010 2610.61
7/17/2010 2609.29
7/16/2010 2611.09
7/15/2010 2634.5
7/14/2010 2614.42
7/13/2010 2582.95
7/12/2010 2601.28
7/10/2010 2580.9
7/9/2010 2594.94
7/8/2010 2565.01
7/7/2010 2521.09
7/6/2010 2515.54
7/5/2010 2516.18
7/3/2010 2513.97
7/2/2010 2553.41
7/1/2010 2593.42
MCX META
10 10 10 10 10 10
20 20 20 20 20 20
2 3/ 2 5/ 2 7/ 2 9/ 3 1/
7/ 7/ 7/ 7/ 7/
mcvcomdex
7/8/2010 2658
7/7/2010 2633.44
7/6/2010 2626.92
7/5/2010 2629.37
7/3/2010 2628.45
7/2/2010 2645.2
7/1/2010 2683.15
FUTURES
MIN 2147.06
MMAX 3338.5
AGRI
2350
2300
2250
2200
AGR
COMDE 2150 I
X
AGRI 2100
ENERGY
METAL 2050
10 10 10 10 10
20 20 20 20 20
/1/ /8/ 1 5/ 2 2/ 2 9/
7 7 7/ 7/ 7/
27 METAL
3360
3340
3320
3300
3280
3260
3240 META
3220 L
3200
3180
3160
0 10 10 10 10 10
/2 /2
0 20 20 20
1 8 5/ 2/ 9/
7/ 7/ 7/
1
7/
2
7/
2
S&P
CNX
Date NIFTY COMDEX
1-Jul-10 5251.4 2683.15 Tracking Error
2-Jul-10 5237.1 -0.00273 2645.2 -0.014245 0.011518003 0.000132664 100 100
5-Jul-10 5235.9 -0.00023 2629.37 -0.006002 0.005773242 3.333033E-05 8.404022769 42.1375013
6-Jul-10 5289.05 0.0101 2626.92 -0.000932 0.011032113 0.000121708 -370.3940446 6.544258085
7-Jul-10 5241.1 -0.00911 2633.44 0.002479 -0.011586165 0.000134239 333.9905135 -17.40227278
8-Jul-10 5296.85 0.010581 2658 0.009283 0.00129792 1.684597E-06 -388.0340761 -65.16752477
9-Jul-10 5352.45 0.010442 2670.35 0.004636 0.005806506 3.371551E-05 -382.9435439 -32.5423275
10-Jul-10 5352.45 0 2669.9 -0.000169 0.000168531 2.840284E-08 0 1.183108424
12-Jul-10 5383 0.005691 2681.23 0.004235 0.001456814 2.122306E-06 -208.7224718 -29.72751983
13-Jul-10 5400.65 0.003273 2668.37 -0.004808 0.008081322 6.530777E-05 -120.0484038 33.75158057
14-Jul-10 5386.15 -0.00269 2684.48 0.006019 -0.008707714 7.582429E-05 98.59450554 -42.25570954 Cha
15-Jul-10 5378.75 -0.00137 2691.41 0.002578 -0.003953018 1.562635E-05 50.41953828
0.015 -18.09908926
16-Jul-10 5393.9 0.002813 2685.22 -0.002303 0.005115239 2.616567E-05 -103.1495755 16.16420354
17-Jul-10 5393.9 0 2673.54 -0.004359 0.004359224 1.900284E-05 00.01 30.60221373
19-Jul-10 5386.45 -0.00138 2675.2 0.000621 -0.002002852 4.011414E-06 50.68746326 -4.357428152
0.005
20-Jul-10 5368 -0.00343 2681.07 0.002192 -0.005622966 3.161774E-05 125.8304262 -15.38683989
21-Jul-10 5399.35 0.005823 2703.7 0.008405 -0.00258206 6.667036E-06 -213.55365950 -59.00564652
22-Jul-10 5441.95 0.007859 2715.94 0.004517 0.003341964 1.116872E-05 -288.2090062 1 3 5 7 9 1 1 13 1 5 1 7
-31.7092038
-0.005
23-Jul-10 5449.1 0.001313 2745.49 0.010821 -0.009508442 9.041048E-05 -48.15189999 -75.967699
24-Jul-10 5449.1 0 2750.64 0.001874 -0.001874046 3.51205E-06 0
-0.01 -13.15600349
26-Jul-10 5418.6 -0.00561 2757.28 0.002411 -0.008024053 6.438542E-05 205.8450435 -16.92599805
27-Jul-10 5430.6 0.002212 2753.19 -0.001484 0.003696593 1.36648E-05 -0.015
-81.12613462 10.42097528
28-Jul-10 5397.55 -0.0061 2717.52 -0.013041 0.006936062 4.810895E-05 223.8698587 91.54596155
-0.02
29-Jul-10 5408.9 0.002101 2725.43 0.002907 -0.000805916 6.495007E-07 -77.035348 -20.40403524
30-Jul-10 5367.6 -0.00766 2746.35 0.007647 -0.015311407 0.000234439 281.0939644 -53.67954043
31-Jul-10 5367.6 0 2746.88 0.000193 -0.000192965 3.723541E-08 0 -1.354633178
0.000875 0.000939 Variance 0.001170092
SD 0.034206603
var 4.874962E-05
150 400
sd 0.7%
300
100 200
100
50 Column I
0 Column H
Linear
-100 (Column H)
0
1 3 5 7 9 11 13 15 17 19 21 23 25 -200
-50 -300
-400
100
50 Column I
0 Column H
Linear
-100 (Column H)
0
1 3 5 7 9 11 13 15 17 19 21 23 25 -200
-50 -300
-400
-100 -500
105
S & P CNX
NIFTY COMDEX 104
100 100
99.72769 98.58562 103
99.70484 97.99564
100.717 97.90433 102
99.80386 98.14733
100.8655 99.06267
101
101.9242 99.52295
101.9242 99.50618
102.506 99.92844 100
102.8421 99.44915
Chart Title
102.566 100.0496 99
102.4251 100.3078
102.7136 100.0771
98
102.7136 99.64184
102.5717 99.70371
102.2204 99.92248 97
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
102.8173 100.7659 Tracking Error
5 7 9 11 13 15 17 103.6286 Linear (Tracking
19 21 23 101.2221
25 Error)
103.7647 102.3234
103.7647 102.5153
103.1839 102.7628
103.4124 102.6104
102.7831 101.281
102.9992 101.5758
102.2127 102.3554
102.2127 102.3752
3.42066
Column I
Column H
Linear
(Column H)
Column I
Column H
Linear
(Column H)
104
103
102
101
100
S & P CNX
NIFTY
99 COMDEX
98
97
96
95
14 15 16 17 18 19 20 21 22 23 24 25 26
FUTURES
102
101
100
99
98
97
96
95
1 3 5 7 9 11 13 15 17 19 21
96
95
1 3 5 7 9 11 13 15 17 19 21
104 106
METAL 103
COMDEX AGRI ENERGY METAL
104
3290.67 102 100 100 100 100
3231.86 0.982128 98.58562 100.0114 98.45725 98.21283
Chart Title 3236.94 1.001572
101
97.96135 99.17224 96.93648 98.3672
102
102
100
COMDE
98 X
ENERGY
96
94
92
7 9 11 13 15 17 19 21 23 25 27
94
92
7 9 11 13 15 17 19 21 23 25 27
106
104
102
100 COMDE
X
AGRI
98
96
94
27
104
103
102
101
100
METAL
99 COMDE
X
98
97
96
95
25 27
SPOT
104 104
106
103 103
f(x) = 0.178495245119611 x + 97.8955279108621
102
102 104
101
101
100 102
100 COMDEX FUTURES
99
COMDEX SPOT 100
99
98 Linear (COMDEX
98 SPOT)
97 98
97 96
96 95 96
95 94
1 3 5 7 9 1 1 13 15 17 19 21 23 25 2 7 94
1 3 5 7 9
96 95 96
95 94
1 3 5 7 9 1 1 13 15 17 19 21 23 25 2 7 94
1 3 5 7 9
106 106
102
104 104
101
102
102
100 100
100
98 ENERGY FUTURE
99
98 ENERGY SPOT
96
96 98
94
94 92 97
92 90
96
1 3 5 7 9 1 1 1 3 15 17 1 9 2 1 2 3 2 5 2 7
1 3 5 7 9
FUTURES
COMDEX
COMDEX FUTURES
AGRI FUTURE
AGRI FUTUREENERGYENERGY FUTUREMETALMETAL FUTURE
2683.15 100 2184.22 100 2593.42 100 3290.67 100
2645.2 98.58562 2184.47 100.0114 2553.41 98.45725 3231.86 98.21283
2628.45 97.96135 2166.14 99.17224 2513.97 96.93648 3236.94 98.3672
2629.37 97.99564 2156.34 98.72357 2516.18 97.02169 3242.02 98.52158
2626.92 97.90433 2147.06 98.29871 2515.54 96.99702 3240.93 98.48845
2633.44 98.14733 2156.35 98.72403 2521.09 97.21102 3247.68 98.69358
2658 99.06267 2160.21 98.90075 2565.01 98.90454 3265.68 99.24058
2670.35 99.52295 2175.68 99.60901 2594.94 100.0586 3260.12 99.07162
2669.9 99.50618 2177.07 99.67265 2580.9 99.51724 3272.3 99.44176
2681.23 99.92844 2182.09 99.90248 2601.28 100.3031 3278.87 99.64141
2668.37 99.44915 2192.67 100.3869 2582.95 99.59629 3258.48 99.02178
2684.48 100.0496 2186.95 100.125 2614.42 100.8097 3271.76 99.42534
2691.41 100.3078 2194.2 100.4569 2634.5 101.584 3266.05 99.25182
2685.22 100.0771 2205.42 100.9706 2611.09 100.6813 3267.79 99.3047
2673.54 99.64184 2209.21 101.1441 2609.29 100.6119 3237.29 98.37784
2675.2 99.70371 2217.84 101.5392 2610.61 100.6628 3236 98.33864
2681.07 99.92248 2226.59 101.9398 2624.27 101.1895 3233.21 98.25385
2703.7 100.7659 2222.74 101.7636 2659.7 102.5557 3259.69 99.05855
2715.94 101.2221 2254.59 103.2217 2638.82 101.7506 3292.77 100.0638
2745.49 102.3234 2279.37 104.3562 2689.05 103.6874 3315.31 100.7488
2750.64 102.5153 2264.09 103.6567 2695.12 103.9215 3327.35 101.1147
2757.28 102.7628 2274.95 104.1539 2701.94 104.1844 3333.44 101.2997
2753.19 102.6104 2249.4 102.9841 2697.14 103.9994 3338.5 101.4535
2717.52 101.281 2271.23 103.9836 2652.84 102.2912 3282.28 99.74504
2725.43 101.5758 2279.02 104.3402 2659.52 102.5488 3292.36 100.0514
2746.35 102.3554 2301.67 105.3772 2684.86 103.5258 3303.54 100.3911
2746.88 102.3752 2280.42 104.4043 2673.94 103.1048 3330.96 101.2244
106 106
104 104
102 102
96 96
94 94
1 3 5 7 9 11 13 1 5 1 7 19 2 1 23 25 2 7
96 96
94 94
1 3 5 7 9 11 13 1 5 1 7 19 2 1 23 25 2 7
102 103
101 102
100 101
97 98
96 97
1 3 5 7 9 11 13 15 1 7 1 9 2 1 2 3 25 27