| A | B | C | D | E | F | G | H | I | J | K | L | M | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Date | TOD | Regime | DofWeek | Hour | Holiday | NYSEvol | DJIndex | DNYSEvol | Open/Close | LogReturn | Minutes | DJIndex2 |
2 | 5/18/1933 | 3:00 PM | 1 | 4 | 6 | 0 | 0 | 27.52333333 | 4113 | 82.57 | |||
3 | 5/19/1933 | 10:00 AM | 1 | 5 | 0 | 0 | 0 | 27.43666667 | 3280 | Open | -0.3153811445 | Overnight | 82.31 |
4 | 5/19/1933 | 11:00 AM | 1 | 5 | 1 | 0 | 1210 | 27.43333333 | 3280 | -0.01214993015 | 12:00 AM | 82.3 | |
5 | 5/19/1933 | 12:00 PM | 1 | 5 | 2 | 0 | 610 | 27.3 | 3280 | -0.4872116824 | 12:00 AM | 81.9 | |
6 | 5/19/1933 | 1:00 PM | 1 | 5 | 3 | 0 | 530 | 27.15666667 | 3280 | -0.5264136536 | 12:00 AM | 81.47 | |
7 | 5/19/1933 | 2:00 PM | 1 | 5 | 4 | 0 | 300 | 27.29333333 | 3280 | 0.5019906471 | 12:00 AM | 81.88 | |
8 | 5/19/1933 | 3:00 PM | 1 | 5 | 5 | 0 | 630 | 27.25 | 3280 | Close | -0.1588951016 | 12:00 AM | 81.75 |
9 | 5/20/1933 | 10:00 AM | 1 | 6 | 0 | 0 | 0 | 27.05666667 | 1300 | Open | -0.7120089004 | Overnight | 81.17 |
10 | 5/20/1933 | 11:00 AM | 1 | 6 | 1 | 0 | 450 | 27.17333333 | 1300 | 0.4302668141 | 12:00 AM | 81.52 | |
11 | 5/20/1933 | 12:00 PM | 1 | 6 | 2 | 0 | 850 | 26.73666667 | 1300 | Close | -1.620019354 | 12:00 AM | 80.21 |
12 | 5/22/1933 | 10:00 AM | 1 | 1 | 0 | 0 | 0 | 26.73 | 2220 | Open | -0.02493765599 | Overnight | 80.19 |
13 | 5/22/1933 | 11:00 AM | 1 | 1 | 1 | 0 | 500 | 26.9 | 2220 | 0.6339756457 | 12:00 AM | 80.7 | |
14 | 5/22/1933 | 12:00 PM | 1 | 1 | 2 | 0 | 470 | 26.5 | 2220 | -1.498155362 | 12:00 AM | 79.5 | |
15 | 5/22/1933 | 1:00 PM | 1 | 1 | 3 | 0 | 530 | 26.54666667 | 2220 | 0.1759457536 | 12:00 AM | 79.64 | |
16 | 5/22/1933 | 2:00 PM | 1 | 1 | 4 | 0 | 150 | 26.48 | 2220 | -0.2514459459 | 12:00 AM | 79.44 | |
17 | 5/22/1933 | 3:00 PM | 1 | 1 | 5 | 0 | 570 | 26.64666667 | 2220 | Close | 0.6274333546 | 12:00 AM | 79.94 |
18 | 5/23/1933 | 10:00 AM | 1 | 2 | 0 | 0 | 0 | 26.88333333 | 3140 | Open | 0.8842451288 | Overnight | 80.65 |
19 | 5/23/1933 | 11:00 AM | 1 | 2 | 1 | 0 | 800 | 27.20666667 | 3140 | 1.195552541 | 12:00 AM | 81.62 | |
20 | 5/23/1933 | 12:00 PM | 1 | 2 | 2 | 0 | 770 | 27.49333333 | 3140 | 1.048150973 | 12:00 AM | 82.48 | |
21 | 5/23/1933 | 1:00 PM | 1 | 2 | 3 | 0 | 480 | 27.47 | 3140 | -0.08490509334 | 12:00 AM | 82.41 | |
22 | 5/23/1933 | 2:00 PM | 1 | 2 | 4 | 0 | 330 | 27.53 | 3140 | 0.2181819047 | 12:00 AM | 82.59 | |
23 | 5/23/1933 | 3:00 PM | 1 | 2 | 5 | 0 | 760 | 27.68666667 | 3140 | Close | 0.567463038 | 12:00 AM | 83.06 |
24 | 5/24/1933 | 10:00 AM | 1 | 3 | 0 | 0 | 0 | 28.03666667 | 4710 | Open | 1.256222777 | Overnight | 84.11 |
25 | 5/24/1933 | 11:00 AM | 1 | 3 | 1 | 0 | 1320 | 28.05 | 4710 | 0.04754546625 | 12:00 AM | 84.15 | |
26 | 5/24/1933 | 12:00 PM | 1 | 3 | 2 | 0 | 1070 | 28.25 | 4710 | 0.7104825624 | 12:00 AM | 84.75 | |
27 | 5/24/1933 | 1:00 PM | 1 | 3 | 3 | 0 | 810 | 28.22 | 4710 | -0.1062511168 | 12:00 AM | 84.66 | |
28 | 5/24/1933 | 2:00 PM | 1 | 3 | 4 | 0 | 700 | 28.17 | 4710 | -0.1773364536 | 12:00 AM | 84.51 | |
29 | 5/24/1933 | 3:00 PM | 1 | 3 | 5 | 0 | 810 | 28.09666667 | 4710 | Close | -0.2606636547 | 12:00 AM | 84.29 |
30 | 5/25/1933 | 10:00 AM | 1 | 4 | 0 | 0 | 0 | 28.19333333 | 4010 | Open | 0.3434598035 | Overnight | 84.58 |
31 | 5/25/1933 | 11:00 AM | 1 | 4 | 1 | 0 | 930 | 27.99 | 4010 | -0.7238239849 | 12:00 AM | 83.97 | |
32 | 5/25/1933 | 12:00 PM | 1 | 4 | 2 | 0 | 530 | 27.95333333 | 4010 | -0.1310850453 | 12:00 AM | 83.86 | |
33 | 5/25/1933 | 1:00 PM | 1 | 4 | 3 | 0 | 710 | 27.98333333 | 4010 | 0.1072641781 | 12:00 AM | 83.95 | |
34 | 5/25/1933 | 2:00 PM | 1 | 4 | 4 | 0 | 640 | 28.05 | 4010 | 0.2379537113 | 12:00 AM | 84.15 | |
35 | 5/25/1933 | 3:00 PM | 1 | 4 | 5 | 0 | 1200 | 27.91 | 4010 | Close | -0.500358442 | 12:00 AM | 83.73 |
36 | 5/26/1933 | 10:00 AM | 1 | 5 | 0 | 0 | 0 | 28.06 | 4350 | Open | 0.5360027126 | Overnight | 84.18 |
37 | 5/26/1933 | 11:00 AM | 1 | 5 | 1 | 0 | 970 | 28.2 | 4350 | 0.497690327 | 12:00 AM | 84.6 | |
38 | 5/26/1933 | 12:00 PM | 1 | 5 | 2 | 0 | 700 | 28.15 | 4350 | -0.1774623358 | 12:00 AM | 84.45 | |
39 | 5/26/1933 | 1:00 PM | 1 | 5 | 3 | 0 | 580 | 28.29 | 4350 | 0.4961030728 | 12:00 AM | 84.87 | |
40 | 5/26/1933 | 2:00 PM | 1 | 5 | 4 | 0 | 740 | 28.46 | 4350 | 0.5991207348 | 12:00 AM | 85.38 | |
41 | 5/26/1933 | 3:00 PM | 1 | 5 | 5 | 0 | 1360 | 28.80666667 | 4350 | Close | 1.210724917 | 12:00 AM | 86.42 |
42 | 5/27/1933 | 10:00 AM | 1 | 6 | 0 | 0 | 0 | 29.71333333 | 4310 | Open | 3.098903701 | Overnight | 89.14 |
43 | 5/27/1933 | 11:00 AM | 1 | 6 | 1 | 0 | 2560 | 29.63 | 4310 | -0.2808517265 | 12:00 AM | 88.89 | |
44 | 5/27/1933 | 12:00 PM | 1 | 6 | 2 | 0 | 1750 | 29.87 | 4310 | Close | 0.8067270643 | 12:00 AM | 89.61 |
45 | 5/29/1933 | 10:00 AM | 1 | 1 | 0 | 0 | 0 | 29.80666667 | 6950 | Open | -0.212255009 | Overnight | 89.42 |
46 | 5/29/1933 | 11:00 AM | 1 | 1 | 1 | 0 | 1640 | 29.56 | 6950 | -0.8309986058 | 12:00 AM | 88.68 | |
47 | 5/29/1933 | 12:00 PM | 1 | 1 | 2 | 0 | 1270 | 29.94333333 | 6950 | 1.288461049 | 12:00 AM | 89.83 | |
48 | 5/29/1933 | 1:00 PM | 1 | 1 | 3 | 0 | 1660 | 30.1 | 6950 | 0.5218465182 | 12:00 AM | 90.3 | |
49 | 5/29/1933 | 2:00 PM | 1 | 1 | 4 | 0 | 980 | 30.07333333 | 6950 | -0.08863284427 | 12:00 AM | 90.22 | |
50 | 5/29/1933 | 3:00 PM | 1 | 1 | 5 | 0 | 1400 | 30.00666667 | 6950 | Close | -0.2219264115 | 12:00 AM | 90.02 |
51 | 5/31/1933 | 10:00 AM | 1 | 3 | 0 | 1 | 0 | 30.02333333 | 6080 | Open | 0.05552779309 | Overnight | 90.07 |
52 | 5/31/1933 | 11:00 AM | 1 | 3 | 1 | 1 | 1690 | 30.06666667 | 6080 | 0.1442281273 | 12:00 AM | 90.2 | |
53 | 5/31/1933 | 12:00 PM | 1 | 3 | 2 | 1 | 910 | 29.80666667 | 6080 | -0.8685056263 | 12:00 AM | 89.42 | |
54 | 5/31/1933 | 1:00 PM | 1 | 3 | 3 | 1 | 1000 | 29.92 | 6080 | 0.3795070969 | 12:00 AM | 89.76 | |
55 | 5/31/1933 | 2:00 PM | 1 | 3 | 4 | 1 | 1210 | 29.99666667 | 6080 | 0.2559111271 | 12:00 AM | 89.99 | |
56 | 5/31/1933 | 3:00 PM | 1 | 3 | 5 | 1 | 1270 | 29.37 | 6080 | Close | -2.111251917 | 12:00 AM | 88.11 |
57 | 6/1/1933 | 10:00 AM | 1 | 4 | 0 | 0 | 0 | 29.35 | 4750 | Open | -0.06811989364 | Overnight | 88.05 |
58 | 6/1/1933 | 11:00 AM | 1 | 4 | 1 | 0 | 1060 | 29.44666667 | 4750 | 0.3288171226 | 12:00 AM | 88.34 | |
59 | 6/1/1933 | 12:00 PM | 1 | 4 | 2 | 0 | 780 | 29.57333333 | 4750 | 0.4292336874 | 12:00 AM | 88.72 | |
60 | 6/1/1933 | 1:00 PM | 1 | 4 | 3 | 0 | 880 | 29.77 | 4750 | 0.6628120654 | 12:00 AM | 89.31 | |
61 | 6/1/1933 | 2:00 PM | 1 | 4 | 4 | 0 | 830 | 29.92 | 4750 | 0.5025978079 | 12:00 AM | 89.76 | |
62 | 6/1/1933 | 3:00 PM | 1 | 4 | 5 | 0 | 1200 | 29.7 | 4750 | Close | -0.7380107298 | 12:00 AM | 89.1 |
63 | 6/2/1933 | 10:00 AM | 1 | 5 | 0 | 0 | 0 | 29.85333333 | 6880 | Open | 0.5149457254 | Overnight | 89.56 |
64 | 6/2/1933 | 11:00 AM | 1 | 5 | 1 | 0 | 1440 | 29.95333333 | 6880 | 0.3344111911 | 12:00 AM | 89.86 | |
65 | 6/2/1933 | 12:00 PM | 1 | 5 | 2 | 0 | 1620 | 30.13 | 6880 | 0.5880738168 | 12:00 AM | 90.39 | |
66 | 6/2/1933 | 1:00 PM | 1 | 5 | 3 | 0 | 1290 | 30.29666667 | 6880 | 0.551634232 | 12:00 AM | 90.89 | |
67 | 6/2/1933 | 2:00 PM | 1 | 5 | 4 | 0 | 1040 | 30.29 | 6880 | -0.02200704234 | 12:00 AM | 90.87 | |
68 | 6/2/1933 | 3:00 PM | 1 | 5 | 5 | 0 | 1490 | 30.73666667 | 6880 | Close | 1.463867084 | 12:00 AM | 92.21 |
69 | 6/3/1933 | 10:00 AM | 1 | 6 | 0 | 0 | 0 | 30.75 | 3590 | Open | 0.04336983696 | Overnight | 92.25 |
70 | 6/3/1933 | 11:00 AM | 1 | 6 | 1 | 0 | 2100 | 30.61333333 | 3590 | -0.4454350349 | 12:00 AM | 91.84 | |
71 | 6/3/1933 | 12:00 PM | 1 | 6 | 2 | 0 | 1490 | 30.00666667 | 3590 | Close | -2.001606471 | 12:00 AM | 90.02 |
72 | 6/5/1933 | 10:00 AM | 1 | 1 | 0 | 0 | 0 | 29.95333333 | 5010 | Open | -0.1778964223 | Overnight | 89.86 |
73 | 6/5/1933 | 11:00 AM | 1 | 1 | 1 | 0 | 1170 | 30.18 | 5010 | 0.7538838366 | 12:00 AM | 90.54 | |
74 | 6/5/1933 | 12:00 PM | 1 | 1 | 2 | 0 | 950 | 30.19333333 | 5010 | 0.04416961203 | 12:00 AM | 90.58 | |
75 | 6/5/1933 | 1:00 PM | 1 | 1 | 3 | 0 | 830 | 30.31 | 5010 | 0.385654161 | 12:00 AM | 90.93 | |
76 | 6/5/1933 | 2:00 PM | 1 | 1 | 4 | 0 | 890 | 30.51 | 5010 | 0.6576807659 | 12:00 AM | 91.53 | |
77 | 6/5/1933 | 3:00 PM | 1 | 1 | 5 | 0 | 1170 | 30.63 | 5010 | Close | 0.3925422116 | 12:00 AM | 91.89 |
78 | 6/6/1933 | 10:00 AM | 1 | 2 | 0 | 0 | 0 | 30.76333333 | 6220 | Open | 0.4343583765 | Overnight | 92.29 |
79 | 6/6/1933 | 11:00 AM | 1 | 2 | 1 | 0 | 1470 | 30.77333333 | 6220 | 0.03250094823 | 12:00 AM | 92.32 | |
80 | 6/6/1933 | 12:00 PM | 1 | 2 | 2 | 0 | 1260 | 30.96 | 6220 | 0.604753463 | 12:00 AM | 92.88 | |
81 | 6/6/1933 | 1:00 PM | 1 | 2 | 3 | 0 | 920 | 30.7 | 6220 | -0.8433394128 | 12:00 AM | 92.1 | |
82 | 6/6/1933 | 2:00 PM | 1 | 2 | 4 | 0 | 1210 | 30.91 | 6220 | 0.6817101551 | 12:00 AM | 92.73 | |
83 | 6/6/1933 | 3:00 PM | 1 | 2 | 5 | 0 | 1350 | 30.63333333 | 6220 | Close | -0.899101545 | 12:00 AM | 91.9 |
84 | 6/7/1933 | 10:00 AM | 1 | 3 | 0 | 0 | 0 | 30.81333333 | 6640 | Open | 0.5858756045 | Overnight | 92.44 |
85 | 6/7/1933 | 11:00 AM | 1 | 3 | 1 | 0 | 1520 | 30.81 | 6640 | -0.01081841295 | 12:00 AM | 92.43 | |
86 | 6/7/1933 | 12:00 PM | 1 | 3 | 2 | 0 | 1520 | 30.94 | 6640 | 0.4210532536 | 12:00 AM | 92.82 | |
87 | 6/7/1933 | 1:00 PM | 1 | 3 | 3 | 0 | 1140 | 30.91 | 6640 | -0.09700890009 | 12:00 AM | 92.73 | |
88 | 6/7/1933 | 2:00 PM | 1 | 3 | 4 | 0 | 1140 | 31.10333333 | 6640 | 0.6235238434 | 12:00 AM | 93.31 | |
89 | 6/7/1933 | 3:00 PM | 1 | 3 | 5 | 0 | 1320 | 30.99333333 | 6640 | Close | -0.3542866983 | 12:00 AM | 92.98 |
90 | 6/8/1933 | 10:00 AM | 1 | 4 | 0 | 0 | 0 | 31.15 | 6360 | Open | 0.5042117639 | Overnight | 93.45 |
91 | 6/8/1933 | 11:00 AM | 1 | 4 | 1 | 0 | 1840 | 31.36 | 6360 | 0.6718950249 | 12:00 AM | 94.08 | |
92 | 6/8/1933 | 12:00 PM | 1 | 4 | 2 | 0 | 1070 | 31.25 | 6360 | -0.35138193 | 12:00 AM | 93.75 | |
93 | 6/8/1933 | 1:00 PM | 1 | 4 | 3 | 0 | 1470 | 31.03666667 | 6360 | -0.685007495 | 12:00 AM | 93.11 | |
94 | 6/8/1933 | 2:00 PM | 1 | 4 | 4 | 0 | 880 | 30.95333333 | 6360 | -0.2688607309 | 12:00 AM | 92.86 | |
95 | 6/8/1933 | 3:00 PM | 1 | 4 | 5 | 0 | 1100 | 31.17333333 | 6360 | Close | 0.7082334572 | 12:00 AM | 93.52 |
96 | 6/9/1933 | 10:00 AM | 1 | 5 | 0 | 0 | 0 | 31.1 | 5310 | Open | -0.2355209311 | Overnight | 93.3 |
97 | 6/9/1933 | 11:00 AM | 1 | 5 | 1 | 0 | 1300 | 30.74666667 | 5310 | -1.142623189 | 12:00 AM | 92.24 | |
98 | 6/9/1933 | 12:00 PM | 1 | 5 | 2 | 0 | 1060 | 30.97333333 | 5310 | 0.7345031941 | 12:00 AM | 92.92 | |
99 | 6/9/1933 | 1:00 PM | 1 | 5 | 3 | 0 | 640 | 31.05 | 5310 | 0.2472189145 | 12:00 AM | 93.15 | |
100 | 6/9/1933 | 2:00 PM | 1 | 5 | 4 | 0 | 860 | 31.34666667 | 5310 | 0.9509126624 | 12:00 AM | 94.04 |