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XLeratorDB/windowing Documentation

SQL Server running INTERCEPT function


RunningINTERCEPT

Updated: 31 Oct 2012


Use the RunningINTERCEPT function to calculate the intercept of a series of x- and y-values within a resultant table or partition, without the need for a self-join. The intercept value is calculated from the first row of the resultant table or partition through to the current row. If the column values are presented to the functions out of order, an error message will be generated.
Syntax
SELECT [Example].[wct].[RunningINTERCEPT](
  <@Y, float,>
 ,<@X, float,>
 ,<@RowNum, int,>
 ,<@Id, tinyint,>)
GO
Arguments
@Y
the y-value passed into the function. @Y is an expression of type float or of a type that can be implicitly converted to float.
@X
the x-value passed into the function. @X is an expression of type float or of a type that can be implicitly converted to float.
@RowNum
the number of the row within the group for which the sum is being calculated. If @RowNum for the current row in a set is less than or equal to the previous @RowNum and @RowNum is not equal to 1, an error message will be generated. @RowNum is an expression of type int or of a type that can be implicitly converted to int.
@Id
a unique identifier for the RunningINTERCEPT calculation. @Id allows you to specify multiple RunningINTERCEPT calculations within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.
Remarks
·         If @Id is NULL then @Id = 0.
·         @RowNum must be in ascending order.
·         To calculate the intercept over a window of x- and y-values use the MovingINTERCEPT function.
·         If @RowNum = 1 then RunningINTERCEPT is NULL.
·         To calculate a single intercept value for a set of data use the INTERCEPT function.
·         There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem.
Example
In this example we will calculate the intercept, over time, in the closing prices for some stock indices. We will create a temporary table, #p, populate it with some data and then run the SELECT.
--Create the temporary table
CREATE TABLE #p(
   ticker            varchar(4),
   date_trade        datetime,
   price_open        money,
   price_high        money,
   price_low         money,
   price_close       money,
   volume            bigint,
   price_adj_close   money,
   PRIMARY KEY (ticker, date_trade)
   )
--Populate the table with some data
INSERT INTO #p VALUES ('GSPC', '2012-10-26', 1412.97, 1417.09, 1403.28, 1411.94, 3284910000, 1411.94)
INSERT INTO #p VALUES ('GSPC', '2012-10-25', 1409.74, 1421.12, 1405.14, 1412.97, 3512640000, 1412.97)
INSERT INTO #p VALUES ('GSPC', '2012-10-24', 1413.2, 1420.04, 1407.1, 1408.75, 3385970000, 1408.75)
INSERT INTO #p VALUES ('GSPC', '2012-10-23', 1433.74, 1433.74, 1407.56, 1413.11, 3587670000, 1413.11)
INSERT INTO #p VALUES ('GSPC', '2012-10-22', 1433.21, 1435.46, 1422.06, 1433.81, 3216220000, 1433.81)
INSERT INTO #p VALUES ('GSPC', '2012-10-19', 1457.34, 1457.34, 1429.85, 1433.19, 3875170000, 1433.19)
INSERT INTO #p VALUES ('GSPC', '2012-10-18', 1460.94, 1464.02, 1452.63, 1457.34, 3880030000, 1457.34)
INSERT INTO #p VALUES ('GSPC', '2012-10-17', 1454.22, 1462.2, 1453.35, 1460.91, 3655320000, 1460.91)
INSERT INTO #p VALUES ('GSPC', '2012-10-16', 1440.31, 1455.51, 1440.31, 1454.92, 3568770000, 1454.92)
INSERT INTO #p VALUES ('GSPC', '2012-10-15', 1428.75, 1441.31, 1427.24, 1440.13, 3483810000, 1440.13)
INSERT INTO #p VALUES ('GSPC', '2012-10-12', 1432.84, 1438.43, 1425.53, 1428.59, 3134750000, 1428.59)
INSERT INTO #p VALUES ('GSPC', '2012-10-11', 1432.82, 1443.9, 1432.82, 1432.84, 3672540000, 1432.84)
INSERT INTO #p VALUES ('GSPC', '2012-10-10', 1441.48, 1442.52, 1430.64, 1432.56, 3225060000, 1432.56)
INSERT INTO #p VALUES ('GSPC', '2012-10-09', 1455.9, 1455.9, 1441.18, 1441.48, 3216320000, 1441.48)
INSERT INTO #p VALUES ('GSPC', '2012-10-08', 1460.93, 1460.93, 1453.1, 1455.88, 2328720000, 1455.88)
INSERT INTO #p VALUES ('GSPC', '2012-10-05', 1461.4, 1470.96, 1456.89, 1460.93, 3172940000, 1460.93)
INSERT INTO #p VALUES ('GSPC', '2012-10-04', 1451.08, 1463.14, 1451.08, 1461.4, 3615860000, 1461.4)
INSERT INTO #p VALUES ('GSPC', '2012-10-03', 1446.05, 1454.3, 1441.99, 1450.99, 3531640000, 1450.99)
INSERT INTO #p VALUES ('GSPC', '2012-10-02', 1444.99, 1451.52, 1439.01, 1445.75, 3321790000, 1445.75)
INSERT INTO #p VALUES ('GSPC', '2012-10-01', 1440.9, 1457.14, 1440.9, 1444.49, 3505080000, 1444.49)
INSERT INTO #p VALUES ('GSPC', '2012-09-28', 1447.13, 1447.13, 1435.6, 1440.67, 3509230000, 1440.67)
INSERT INTO #p VALUES ('GSPC', '2012-09-27', 1433.36, 1450.2, 1433.36, 1447.15, 3150330000, 1447.15)
INSERT INTO #p VALUES ('GSPC', '2012-09-26', 1441.6, 1441.6, 1430.53, 1433.32, 3565380000, 1433.32)
INSERT INTO #p VALUES ('GSPC', '2012-09-25', 1456.94, 1463.24, 1441.59, 1441.59, 3739900000, 1441.59)
INSERT INTO #p VALUES ('GSPC', '2012-09-24', 1459.76, 1460.72, 1452.06, 1456.89, 3008920000, 1456.89)
INSERT INTO #p VALUES ('GSPC', '2012-09-21', 1460.34, 1467.07, 1459.51, 1460.15, 4833870000, 1460.15)
INSERT INTO #p VALUES ('GSPC', '2012-09-20', 1461.05, 1461.23, 1449.98, 1460.26, 3382520000, 1460.26)
INSERT INTO #p VALUES ('GSPC', '2012-09-19', 1459.5, 1465.15, 1457.88, 1461.05, 3451360000, 1461.05)
INSERT INTO #p VALUES ('GSPC', '2012-09-18', 1461.19, 1461.47, 1456.13, 1459.32, 3377390000, 1459.32)
INSERT INTO #p VALUES ('GSPC', '2012-09-17', 1465.42, 1465.63, 1457.55, 1461.19, 3482430000, 1461.19)
INSERT INTO #p VALUES ('GSPC', '2012-09-14', 1460.07, 1474.51, 1460.07, 1465.77, 5041990000, 1465.77)
INSERT INTO #p VALUES ('GSPC', '2012-09-13', 1436.56, 1463.76, 1435.34, 1459.99, 4606550000, 1459.99)
INSERT INTO #p VALUES ('GSPC', '2012-09-12', 1433.56, 1439.15, 1432.99, 1436.56, 3641200000, 1436.56)
INSERT INTO #p VALUES ('GSPC', '2012-09-11', 1429.13, 1437.76, 1429.13, 1433.56, 3509630000, 1433.56)
INSERT INTO #p VALUES ('GSPC', '2012-09-10', 1437.92, 1438.74, 1428.98, 1429.08, 3223670000, 1429.08)
INSERT INTO #p VALUES ('GSPC', '2012-09-07', 1432.12, 1437.92, 1431.45, 1437.92, 3717620000, 1437.92)
INSERT INTO #p VALUES ('GSPC', '2012-09-06', 1403.74, 1432.12, 1403.74, 1432.12, 3952870000, 1432.12)
INSERT INTO #p VALUES ('GSPC', '2012-09-05', 1404.94, 1408.81, 1401.25, 1403.44, 3389110000, 1403.44)
INSERT INTO #p VALUES ('GSPC', '2012-09-04', 1406.54, 1409.31, 1396.56, 1404.94, 3200310000, 1404.94)
INSERT INTO #p VALUES ('GSPC', '2012-08-31', 1400.07, 1413.09, 1398.96, 1406.58, 2938250000, 1406.58)
INSERT INTO #p VALUES ('GSPC', '2012-08-30', 1410.08, 1410.08, 1397.01, 1399.48, 2530280000, 1399.48)
INSERT INTO #p VALUES ('GSPC', '2012-08-29', 1409.32, 1413.95, 1406.57, 1410.49, 2571220000, 1410.49)
INSERT INTO #p VALUES ('GSPC', '2012-08-28', 1410.44, 1413.63, 1405.59, 1409.3, 2629090000, 1409.3)
INSERT INTO #p VALUES ('GSPC', '2012-08-27', 1411.13, 1416.17, 1409.11, 1410.44, 2472500000, 1410.44)
INSERT INTO #p VALUES ('GSPC', '2012-08-24', 1401.99, 1413.46, 1398.04, 1411.13, 2598790000, 1411.13)
INSERT INTO #p VALUES ('DJI', '2012-10-26', 13104.22, 13151.72, 13040.17, 13107.21, 1346400, 13107.21)
INSERT INTO #p VALUES ('DJI', '2012-10-25', 13079.64, 13214.11, 13017.37, 13103.68, 1145900, 13103.68)
INSERT INTO #p VALUES ('DJI', '2012-10-24', 13103.53, 13155.21, 13063.63, 13077.34, 1106700, 13077.34)
INSERT INTO #p VALUES ('DJI', '2012-10-23', 13344.9, 13344.9, 13083.28, 13102.53, 1222200, 13102.53)
INSERT INTO #p VALUES ('DJI', '2012-10-22', 13344.28, 13368.55, 13235.15, 13345.89, 1218800, 13345.89)
INSERT INTO #p VALUES ('DJI', '2012-10-19', 13545.33, 13545.49, 13312.22, 13343.51, 2390800, 13343.51)
INSERT INTO #p VALUES ('DJI', '2012-10-18', 13553.24, 13588.73, 13510.93, 13548.94, 1284100, 13548.94)
INSERT INTO #p VALUES ('DJI', '2012-10-17', 13539.63, 13561.65, 13468.9, 13557, 1355700, 13557)
INSERT INTO #p VALUES ('DJI', '2012-10-16', 13423.84, 13556.37, 13423.76, 13551.78, 1134500, 13551.78)
INSERT INTO #p VALUES ('DJI', '2012-10-15', 13329.54, 13437.66, 13325.93, 13424.23, 1148800, 13424.23)
INSERT INTO #p VALUES ('DJI', '2012-10-12', 13325.62, 13401.32, 13296.43, 13328.85, 1137400, 13328.85)
INSERT INTO #p VALUES ('DJI', '2012-10-11', 13346.28, 13428.49, 13326.12, 13326.39, 866300, 13326.39)
INSERT INTO #p VALUES ('DJI', '2012-10-10', 13473.53, 13478.83, 13327.62, 13344.97, 1011200, 13344.97)
INSERT INTO #p VALUES ('DJI', '2012-10-09', 13582.88, 13592.33, 13473.31, 13473.53, 1036300, 13473.53)
INSERT INTO #p VALUES ('DJI', '2012-10-08', 13589.26, 13610.38, 13552.09, 13583.65, 713000, 13583.65)
INSERT INTO #p VALUES ('DJI', '2012-10-05', 13569.18, 13661.87, 13568.75, 13610.15, 1155000, 13610.15)
INSERT INTO #p VALUES ('DJI', '2012-10-04', 13495.18, 13594.33, 13495.18, 13575.36, 1063900, 13575.36)
INSERT INTO #p VALUES ('DJI', '2012-10-03', 13479.21, 13536.27, 13439.12, 13494.61, 1038900, 13494.61)
INSERT INTO #p VALUES ('DJI', '2012-10-02', 13515.3, 13567.06, 13424.92, 13482.36, 907300, 13482.36)
INSERT INTO #p VALUES ('DJI', '2012-10-01', 13437.66, 13598.25, 13437.66, 13515.11, 1061200, 13515.11)
INSERT INTO #p VALUES ('DJI', '2012-09-28', 13485.89, 13487.66, 13367.27, 13437.13, 1469500, 13437.13)
INSERT INTO #p VALUES ('DJI', '2012-09-27', 13413.47, 13522.83, 13413.47, 13485.97, 1139900, 13485.97)
INSERT INTO #p VALUES ('DJI', '2012-09-26', 13458.63, 13480.37, 13406.91, 13413.51, 1243500, 13413.51)
INSERT INTO #p VALUES ('DJI', '2012-09-25', 13559.92, 13620.21, 13457.25, 13457.55, 1386300, 13457.55)
INSERT INTO #p VALUES ('DJI', '2012-09-24', 13577.85, 13601.9, 13521.68, 13558.92, 1203700, 13558.92)
INSERT INTO #p VALUES ('DJI', '2012-09-21', 13597.24, 13647.1, 13571.53, 13579.47, 4296100, 13579.47)
INSERT INTO #p VALUES ('DJI', '2012-09-20', 13575.17, 13599.02, 13503, 13596.93, 1179100, 13596.93)
INSERT INTO #p VALUES ('DJI', '2012-09-19', 13565.41, 13626.48, 13556.74, 13577.96, 1162100, 13577.96)
INSERT INTO #p VALUES ('DJI', '2012-09-18', 13552.33, 13582.12, 13517.81, 13564.64, 1207200, 13564.64)
INSERT INTO #p VALUES ('DJI', '2012-09-17', 13588.57, 13593.15, 13526.67, 13553.1, 1280200, 13553.1)
INSERT INTO #p VALUES ('DJI', '2012-09-14', 13540.4, 13653.24, 13533.94, 13593.37, 1851600, 13593.37)
INSERT INTO #p VALUES ('DJI', '2012-09-13', 13329.71, 13573.33, 13325.11, 13539.86, 1517700, 13539.86)
INSERT INTO #p VALUES ('DJI', '2012-09-12', 13321.62, 13373.62, 13317.52, 13333.35, 1115200, 13333.35)
INSERT INTO #p VALUES ('DJI', '2012-09-11', 13254.6, 13354.34, 13253.21, 13323.36, 1049200, 13323.36)
INSERT INTO #p VALUES ('DJI', '2012-09-10', 13308.56, 13324.1, 13251.39, 13254.29, 1238100, 13254.29)
INSERT INTO #p VALUES ('DJI', '2012-09-07', 13289.53, 13320.27, 13266.22, 13306.64, 1422100, 13306.64)
INSERT INTO #p VALUES ('DJI', '2012-09-06', 13045.23, 13294.13, 13045.08, 13292, 1286500, 13292)
INSERT INTO #p VALUES ('DJI', '2012-09-05', 13036.09, 13095.91, 13018.74, 13047.48, 925500, 13047.48)
INSERT INTO #p VALUES ('DJI', '2012-09-04', 13092.15, 13092.39, 12977.09, 13035.94, 1039200, 13035.94)
INSERT INTO #p VALUES ('DJI', '2012-08-31', 13002.72, 13151.87, 13002.64, 13090.84, 1197800, 13090.84)
INSERT INTO #p VALUES ('DJI', '2012-08-30', 13101.29, 13101.37, 12978.91, 13000.71, 899800, 13000.71)
INSERT INTO #p VALUES ('DJI', '2012-08-29', 13103.46, 13144.81, 13081.27, 13107.48, 915300, 13107.48)
INSERT INTO #p VALUES ('DJI', '2012-08-28', 13122.74, 13147.32, 13081.12, 13102.99, 816300, 13102.99)
INSERT INTO #p VALUES ('DJI', '2012-08-27', 13157.74, 13176.17, 13115.46, 13124.67, 960700, 13124.67)
INSERT INTO #p VALUES ('DJI', '2012-08-24', 13052.82, 13175.51, 13027.2, 13157.97, 880300, 13157.97)
INSERT INTO #p VALUES ('IXIC', '2012-10-26', 2986.05, 2999.14, 2961.16, 2987.95, 1839700000, 2987.95)
INSERT INTO #p VALUES ('IXIC', '2012-10-25', 3005.04, 3007.71, 2975.98, 2986.12, 1922660000, 2986.12)
INSERT INTO #p VALUES ('IXIC', '2012-10-24', 3011.82, 3012.95, 2978.73, 2981.7, 1967000000, 2981.7)
INSERT INTO #p VALUES ('IXIC', '2012-10-23', 2989.44, 3006.59, 2974.07, 2990.46, 1830840000, 2990.46)
INSERT INTO #p VALUES ('IXIC', '2012-10-22', 3005.92, 3020.61, 2995.78, 3016.96, 1654130000, 3016.96)
INSERT INTO #p VALUES ('IXIC', '2012-10-19', 3066.56, 3066.56, 3000.27, 3005.62, 2225580000, 3005.62)
INSERT INTO #p VALUES ('IXIC', '2012-10-18', 3097.77, 3102.56, 3065.24, 3072.87, 2043290000, 3072.87)
INSERT INTO #p VALUES ('IXIC', '2012-10-17', 3091.38, 3112.45, 3088.05, 3104.12, 1770920000, 3104.12)
INSERT INTO #p VALUES ('IXIC', '2012-10-16', 3073.21, 3102.97, 3070.25, 3101.17, 1736930000, 3101.17)
INSERT INTO #p VALUES ('IXIC', '2012-10-15', 3053.21, 3066.31, 3037.27, 3064.18, 1563440000, 3064.18)
INSERT INTO #p VALUES ('IXIC', '2012-10-12', 3049.08, 3061.77, 3039.58, 3044.11, 1524840000, 3044.11)
INSERT INTO #p VALUES ('IXIC', '2012-10-11', 3075.89, 3078.08, 3047.14, 3049.41, 1595020000, 3049.41)
INSERT INTO #p VALUES ('IXIC', '2012-10-10', 3066.25, 3071.57, 3046.78, 3051.78, 1788970000, 3051.78)
INSERT INTO #p VALUES ('IXIC', '2012-10-09', 3108.01, 3108.01, 3062.52, 3065.02, 1645740000, 3065.02)
INSERT INTO #p VALUES ('IXIC', '2012-10-08', 3121.33, 3125.49, 3107.57, 3112.35, 1186260000, 3112.35)
INSERT INTO #p VALUES ('IXIC', '2012-10-05', 3161.21, 3171.46, 3130.76, 3136.19, 1607940000, 3136.19)
INSERT INTO #p VALUES ('IXIC', '2012-10-04', 3142.38, 3153.48, 3132.56, 3149.46, 1585190000, 3149.46)
INSERT INTO #p VALUES ('IXIC', '2012-10-03', 3130.85, 3142.36, 3115.04, 3135.23, 1704050000, 3135.23)
INSERT INTO #p VALUES ('IXIC', '2012-10-02', 3127.73, 3131.64, 3101.64, 3120.04, 1609570000, 3120.04)
INSERT INTO #p VALUES ('IXIC', '2012-10-01', 3130.31, 3146.99, 3103.89, 3113.53, 1758170000, 3113.53)
INSERT INTO #p VALUES ('IXIC', '2012-09-28', 3125.31, 3132.51, 3109.91, 3116.23, 1864640000, 3116.23)
INSERT INTO #p VALUES ('IXIC', '2012-09-27', 3105.87, 3142.02, 3098.46, 3136.6, 1691800000, 3136.6)
INSERT INTO #p VALUES ('IXIC', '2012-09-26', 3113.4, 3114.54, 3080.28, 3093.7, 1738010000, 3093.7)
INSERT INTO #p VALUES ('IXIC', '2012-09-25', 3170.37, 3176.3, 3117.73, 3117.73, 1975470000, 3117.73)
INSERT INTO #p VALUES ('IXIC', '2012-09-24', 3155.35, 3167.74, 3150.71, 3160.78, 1704860000, 3160.78)
INSERT INTO #p VALUES ('IXIC', '2012-09-21', 3194.86, 3196.93, 3178.09, 3179.96, 2526250000, 3179.96)
INSERT INTO #p VALUES ('IXIC', '2012-09-20', 3166.84, 3178.45, 3156.46, 3175.96, 1809130000, 3175.96)
INSERT INTO #p VALUES ('IXIC', '2012-09-19', 3179.04, 3189.35, 3170.29, 3182.62, 1850920000, 3182.62)
INSERT INTO #p VALUES ('IXIC', '2012-09-18', 3173.62, 3179.37, 3169.41, 3177.8, 1707200000, 3177.8)
INSERT INTO #p VALUES ('IXIC', '2012-09-17', 3183.4, 3183.4, 3168.63, 3178.67, 1485390000, 3178.67)
INSERT INTO #p VALUES ('IXIC', '2012-09-14', 3166.24, 3195.67, 3164.26, 3183.95, 1984720000, 3183.95)
INSERT INTO #p VALUES ('IXIC', '2012-09-13', 3117.66, 3167.63, 3112.62, 3155.83, 1870050000, 3155.83)
INSERT INTO #p VALUES ('IXIC', '2012-09-12', 3115.33, 3120.12, 3098.82, 3114.31, 1689140000, 3114.31)
INSERT INTO #p VALUES ('IXIC', '2012-09-11', 3105.02, 3117.86, 3099.1, 3104.53, 1586250000, 3104.53)
INSERT INTO #p VALUES ('IXIC', '2012-09-10', 3131.34, 3133.89, 3102.76, 3104.02, 1575370000, 3104.02)
INSERT INTO #p VALUES ('IXIC', '2012-09-07', 3133.22, 3139.61, 3128.17, 3136.42, 1740640000, 3136.42)
INSERT INTO #p VALUES ('IXIC', '2012-09-06', 3087.94, 3135.81, 3087.67, 3135.81, 1918900000, 3135.81)
INSERT INTO #p VALUES ('IXIC', '2012-09-05', 3072.58, 3082.75, 3062.54, 3069.27, 1495030000, 3069.27)
INSERT INTO #p VALUES ('IXIC', '2012-09-04', 3063.25, 3082.26, 3040.24, 3075.06, 1505960000, 3075.06)
INSERT INTO #p VALUES ('IXIC', '2012-08-31', 3069.64, 3078.52, 3040.59, 3066.96, 1394760000, 3066.96)
INSERT INTO #p VALUES ('IXIC', '2012-08-30', 3066.73, 3067.54, 3045.92, 3048.71, 1216640000, 3048.71)
INSERT INTO #p VALUES ('IXIC', '2012-08-29', 3078.05, 3087.24, 3067.62, 3081.19, 1282900000, 3081.19)
INSERT INTO #p VALUES ('IXIC', '2012-08-28', 3069.4, 3083.19, 3063.65, 3077.14, 1364740000, 3077.14)
INSERT INTO #p VALUES ('IXIC', '2012-08-27', 3083.62, 3085.81, 3068.13, 3073.19, 1383530000, 3073.19)
INSERT INTO #p VALUES ('IXIC', '2012-08-24', 3045.22, 3076.8, 3042.22, 3069.79, 1349740000, 3069.79)
--Calculate the INTERCEPT for DJI
SELECT ticker
,cast(convert(varchar, date_trade, 106) as char(11)) as [trade date]
,price_close as [Closing Price]
,wct.RunningINTERCEPT(price_close,convert(float, date_trade),ROW_NUMBER() over (ORDER BY date_trade ASC),NULL) as [INTERCEPT]
FROM #p
WHERE ticker = 'DJI'
ORDER BY date_trade ASC
--Clean up
DROP TABLE #p
This produces the following result.
ticker trade date          Closing Price              INTERCEPT
------ ----------- --------------------- ----------------------
DJI    24 Aug 2012              13157.97                   NULL
DJI    27 Aug 2012              13124.67       469845.270435983
DJI    28 Aug 2012              13102.99        553556.67002926
DJI    29 Aug 2012              13107.48       471489.717612114
DJI    30 Aug 2012              13000.71       886730.362595414
DJI    31 Aug 2012              13090.84       643747.834434902
DJI    04 Sep 2012              13035.94       496716.219783845
DJI    05 Sep 2012              13047.48        409829.67629724
DJI    06 Sep 2012              13292.00      -44403.3721036542
DJI    07 Sep 2012              13306.64       -295181.00258685
DJI    10 Sep 2012              13254.29      -365672.255742923
DJI    11 Sep 2012              13323.36      -460440.019848391
DJI    12 Sep 2012              13333.35       -514552.22568212
DJI    13 Sep 2012              13539.86      -683767.404199407
DJI    14 Sep 2012              13593.37      -820060.033074282
DJI    17 Sep 2012              13553.10       -866205.43529188
DJI    18 Sep 2012              13564.64      -891149.563633173
DJI    19 Sep 2012              13577.96      -904407.788062262
DJI    20 Sep 2012              13596.93      -912586.371088695
DJI    21 Sep 2012              13579.47      -904107.707349092
DJI    24 Sep 2012              13558.92      -865001.306359731
DJI    25 Sep 2012              13457.55      -796843.112479794
DJI    26 Sep 2012              13413.51      -727242.787132865
DJI    27 Sep 2012              13485.97      -688260.220234556
DJI    28 Sep 2012              13437.13      -641695.775840377
DJI    01 Oct 2012              13515.11       -608651.28756516
DJI    02 Oct 2012              13482.36      -572532.852580269
DJI    03 Oct 2012              13494.61        -543666.0996033
DJI    04 Oct 2012              13575.36      -533112.319923992
DJI    05 Oct 2012              13610.15       -528266.52520419
DJI    08 Oct 2012              13583.65      -512421.166296604
DJI    09 Oct 2012              13473.53      -479867.015023091
DJI    10 Oct 2012              13344.97      -432278.517487333
DJI    11 Oct 2012              13326.39      -388812.392385628
DJI    12 Oct 2012              13328.85      -351505.520000139
DJI    15 Oct 2012              13424.23       -326855.07786557
DJI    16 Oct 2012              13551.78      -320977.559708114
DJI    17 Oct 2012              13557.00      -315715.159740371
DJI    18 Oct 2012              13548.94       -309532.33622574
DJI    19 Oct 2012              13343.51      -282622.573028647
DJI    22 Oct 2012              13345.89      -256077.921588017
DJI    23 Oct 2012              13102.53       -209617.30814369
DJI    24 Oct 2012              13077.34      -167074.626377353
DJI    25 Oct 2012              13103.68      -132248.726298971
DJI    26 Oct 2012              13107.21      -102001.494866316
Notice that in the previous example that the interval between dates is unequal because there are no prices for the weekends and holidays. Additionally, since we start so far away from the origin, the intercept value is misleading. To eliminate both problems, we can use the RANK function which will have the effect of equally spacing the x-values and starting almost at the point of origin.
SELECT ticker
,cast(convert(varchar, date_trade, 106) as char(11)) as [trade date]
,price_close as [Closing Price]
,wct.RunningINTERCEPT(price_close,RANK() over (ORDER BY date_trade ASC), ROW_NUMBER() over (ORDER BY date_trade ASC),NULL) as [INTERCEPT]
FROM #p
WHERE ticker = 'DJI'
ORDER BY date_trade ASC
This produces the folowing result.
ticker trade date          Closing Price              INTERCEPT
------ ----------- --------------------- ----------------------
DJI    24 Aug 2012              13157.97                   NULL
DJI    27 Aug 2012              13124.67               13191.27
DJI    28 Aug 2012              13102.99       13183.5233333333
DJI    29 Aug 2012              13107.48              13166.565
DJI    30 Aug 2012              13000.71              13198.277
DJI    31 Aug 2012              13090.84       13167.7473333333
DJI    04 Sep 2012              13035.94       13165.2328571429
DJI    05 Sep 2012              13047.48       13156.3832142857
DJI    06 Sep 2012              13292.00       13093.8580555555
DJI    07 Sep 2012              13306.64       13056.4286666667
DJI    10 Sep 2012              13254.29       13045.9969090909
DJI    11 Sep 2012              13323.36       13030.5286363636
DJI    12 Sep 2012              13333.35       13021.8388461538
DJI    13 Sep 2012              13539.86       12989.4581318681
DJI    14 Sep 2012              13593.37       12963.5111428571
DJI    17 Sep 2012              13553.10            12954.11725
DJI    18 Sep 2012              13564.64            12949.91125
DJI    19 Sep 2012              13577.96       12949.1502614379
DJI    20 Sep 2012              13596.93       12950.2254385965
DJI    21 Sep 2012              13579.47       12956.2409473684
DJI    24 Sep 2012              13558.92       12966.0641904762
DJI    25 Sep 2012              13457.55       12985.9258441558
DJI    26 Sep 2012              13413.51       13008.1054940711
DJI    27 Sep 2012              13485.97       13022.0994202899
DJI    28 Sep 2012              13437.13             13039.3544
DJI    01 Oct 2012              13515.11       13049.2333230769
DJI    02 Oct 2012              13482.36       13061.4300569801
DJI    03 Oct 2012              13494.61       13072.1552380952
DJI    04 Oct 2012              13575.36       13076.8990640394
DJI    05 Oct 2012              13610.15       13079.8478390804
DJI    08 Oct 2012              13583.65       13085.2725806452
DJI    09 Oct 2012              13473.53       13097.9174596774
DJI    10 Oct 2012              13344.97       13117.5564772727
DJI    11 Oct 2012              13326.39        13136.418342246
DJI    12 Oct 2012              13328.85       13153.3349747899
DJI    15 Oct 2012              13424.23       13163.3785396825
DJI    16 Oct 2012              13551.78       13165.8484684685
DJI    17 Oct 2012              13557.00       13168.3361593172
DJI    18 Oct 2012              13548.94       13171.5099055331
DJI    19 Oct 2012              13343.51       13185.1257307692
DJI    22 Oct 2012              13345.89       13197.5068414634
DJI    23 Oct 2012              13102.53       13220.4840882695
DJI    24 Oct 2012              13077.34       13242.3903654485
DJI    25 Oct 2012              13103.68       13260.9565750529
DJI    26 Oct 2012              13107.21       13277.5754545455
 
In this example, we calculate the intercept for each of the three indices and compare them side-by-side.
SELECT cast(convert(varchar,p1.date_trade, 106) as char(11)) as [trade date]
,p1.price_close as [S&P]
,p2.price_close as [DJIA]
,p3.price_close as [NASDAQ]
,ROUND(wct.RunningINTERCEPT(p1.price_close,RANK() over (ORDER BY p1.date_trade ASC), ROW_NUMBER() over (ORDER BY p1.date_trade ASC),1), 2) as [S&P b]
,ROUND(wct.RunningINTERCEPT(p2.price_close,RANK() over (ORDER BY p2.date_trade ASC), ROW_NUMBER() over (ORDER BY p2.date_trade ASC),2), 2) as [DJIA b]
,ROUND(wct.RunningINTERCEPT(p3.price_close,RANK() over (ORDER BY p3.date_trade ASC), ROW_NUMBER() over (ORDER BY p3.date_trade ASC),3), 2) as [NASDAQ b]
FROM #p p1
JOIN #p p2
ON p2.date_trade = p1.date_trade
AND p2.ticker = 'DJI'
JOIN #p p3
ON p3.date_trade = p1.date_trade
AND p3.ticker = 'IXIC'
WHERE p1.ticker = 'GSPC'
This produces the following result.
trade date  S&P     DJIA     NASDAQ  S&P b   DJIA b  NASDAQ b
----------- ------- -------- ------- ------- ------- --------
24 Aug 2012 1411.13 13157.97 3069.79    NULL    NULL     NULL
27 Aug 2012 1410.44 13124.67 3073.19 1411.82 13191.3 3066.39
28 Aug 2012 1409.30 13102.99 3077.14 1412.12 13183.5 3066.02
29 Aug 2012 1410.49 13107.48 3081.19 1411.11 13166.6 3065.79
30 Aug 2012 1399.48 13000.71 3048.71 1415.14 13198.3 3080.25
31 Aug 2012 1406.58 13090.84 3066.96 1413.35 13167.8 3077.85
04 Sep 2012 1404.94 13035.94 3075.06 1412.64 13165.2 3073.87
05 Sep 2012 1403.44 13047.48 3069.27 1412.36 13156.4 3073.23
06 Sep 2012 1432.12 13292.00 3135.81 1405.57 13093.9 3057.96
07 Sep 2012 1437.92 13306.64 3136.42 1400.78 13056.4 3050.07
10 Sep 2012 1429.08 13254.29 3104.02 1399.93   13046 3052.36
11 Sep 2012 1433.56 13323.36 3104.53 1399.04 13030.5 3054.63
12 Sep 2012 1436.56 13333.35 3114.31  1398.4 13021.8 3055.36
13 Sep 2012 1459.99 13539.86 3155.83    1395 12989.5  3050.6
14 Sep 2012 1465.77 13593.37 3183.95 1392.33 12963.5 3044.32
17 Sep 2012 1461.19 13553.10 3178.67 1391.49 12954.1 3041.39
18 Sep 2012 1459.32 13564.64 3177.80 1391.57 12949.9 3040.23
19 Sep 2012 1461.05 13577.96 3182.62 1391.88 12949.2 3039.69
20 Sep 2012 1460.26 13596.93 3175.96 1392.62 12950.2 3040.79
21 Sep 2012 1460.15 13579.47 3179.96 1393.58 12956.2 3041.99
24 Sep 2012 1456.89 13558.92 3160.78 1394.99 12966.1 3045.45
25 Sep 2012 1441.59 13457.55 3117.73 1397.81 12985.9 3052.71
26 Sep 2012 1433.32 13413.51 3093.70 1401.04 13008.1 3061.09
27 Sep 2012 1447.15 13485.97 3136.60 1402.71 13022.1 3064.64
28 Sep 2012 1440.67 13437.13 3116.23 1404.79 13039.4  3069.5
01 Oct 2012 1444.49 13515.11 3113.53 1406.36 13049.2 3073.98
02 Oct 2012 1445.75 13482.36 3120.04 1407.73 13061.4 3077.44
03 Oct 2012 1450.99 13494.61 3135.23 1408.63 13072.2 3079.45
04 Oct 2012 1461.40 13575.36 3149.46 1408.79 13076.9 3080.34
05 Oct 2012 1460.93 13610.15 3136.19 1409.08 13079.9 3082.15
08 Oct 2012 1455.88 13583.65 3112.35 1409.78 13085.3 3085.39
09 Oct 2012 1441.48 13473.53 3065.02 1411.38 13097.9 3091.24
10 Oct 2012 1432.56 13344.97 3051.78 1413.39 13117.6 3097.15
11 Oct 2012 1432.84 13326.39 3049.41 1415.18 13136.4 3102.43
12 Oct 2012 1428.59 13328.85 3044.11 1417.05 13153.3 3107.33
15 Oct 2012 1440.13 13424.23 3064.18 1418.08 13163.4 3110.48
16 Oct 2012 1454.92 13551.78 3101.17 1418.24 13165.9 3111.23
17 Oct 2012 1460.91 13557.00 3104.12 1418.13 13168.3 3111.72
18 Oct 2012 1457.34 13548.94 3072.87 1418.26 13171.5 3113.76
19 Oct 2012 1433.19 13343.51 3005.62 1419.64 13185.1 3118.91
22 Oct 2012 1433.81 13345.89 3016.96 1420.87 13197.5 3122.87
23 Oct 2012 1413.11 13102.53 2990.46 1422.98 13220.5  3127.6
24 Oct 2012 1408.75 13077.34 2981.70  1425.1 13242.4 3132.15
25 Oct 2012 1412.97 13103.68 2986.12 1426.81   13261 3135.93
26 Oct 2012 1411.94 13107.21 2987.95 1428.41 13277.6 3139.14
 

yle="color: gray">('IXIC', '2012-09-26', 3113.4, 3114.54, 3080.28, 3093.7, 1738010000, 3093.7)

INSERT INTO #p VALUES ('IXIC', '2012-09-25', 3170.37, 3176.3, 3117.73, 3117.73, 1975470000, 3117.73)
INSERT INTO #p VALUES ('IXIC', '2012-09-24', 3155.35, 3167.74, 3150.71, 3160.78, 1704860000, 3160.78)
INSERT INTO #p VALUES ('IXIC', '2012-09-21', 3194.86, 3196.93, 3178.09, 3179.96, 2526250000, 3179.96)
INSERT INTO #p VALUES ('IXIC', '2012-09-20', 3166.84, 3178.45, 3156.46, 3175.96, 1809130000, 3175.96)
INSERT INTO #p VALUES ('IXIC', '2012-09-19', 3179.04, 3189.35, 3170.29, 3182.62, 1850920000, 3182.62)
INSERT INTO #p VALUES ('IXIC', '2012-09-18', 3173.62, 3179.37, 3169.41, 3177.8, 1707200000, 3177.8)
INSERT INTO #p VALUES ('IXIC', '2012-09-17', 3183.4, 3183.4, 3168.63, 3178.67, 1485390000, 3178.67)
INSERT INTO #p VALUES ('IXIC', '2012-09-14', 3166.24, 3195.67, 3164.26, 3183.95, 1984720000, 3183.95)
INSERT INTO #p VALUES ('IXIC', '2012-09-13', 3117.66, 3167.63, 3112.62, 3155.83, 1870050000, 3155.83)
INSERT INTO #p VALUES ('IXIC', '2012-09-12', 3115.33, 3120.12, 3098.82, 3114.31, 1689140000, 3114.31)
INSERT INTO #p VALUES ('IXIC', '2012-09-11', 3105.02, 3117.86, 3099.1, 3104.53, 1586250000, 3104.53)
INSERT INTO #p VALUES ('IXIC', '2012-09-10', 3131.34, 3133.89, 3102.76, 3104.02, 1575370000, 3104.02)
INSERT INTO #p VALUES ('IXIC', '2012-09-07', 3133.22, 3139.61, 3128.17, 3136.42, 1740640000, 3136.42)
INSERT INTO #p VALUES ('IXIC', '2012-09-06', 3087.94, 3135.81, 3087.67, 3135.81, 1918900000, 3135.81)
INSERT INTO #p VALUES ('IXIC', '2012-09-05', 3072.58, 3082.75, 3062.54, 3069.27, 1495030000, 3069.27)
INSERT INTO #p VALUES ('IXIC', '2012-09-04', 3063.25, 3082.26, 3040.24, 3075.06, 1505960000, 3075.06)
INSERT INTO #p VALUES ('IXIC', '2012-08-31', 3069.64, 3078.52, 3040.59, 3066.96, 1394760000, 3066.96)
INSERT INTO #p VALUES ('IXIC', '2012-08-30', 3066.73, 3067.54, 3045.92, 3048.71, 1216640000, 3048.71)
INSERT INTO #p VALUES ('IXIC', '2012-08-29', 3078.05, 3087.24, 3067.62, 3081.19, 1282900000, 3081.19)
INSERT INTO #p VALUES ('IXIC', '2012-08-28', 3069.4, 3083.19, 3063.65, 3077.14, 1364740000, 3077.14)
INSERT INTO #p VALUES ('IXIC', '2012-08-27', 3083.62, 3085.81, 3068.13, 3073.19, 1383530000, 3073.19)
INSERT INTO #p VALUES ('IXIC', '2012-08-24', 3045.22, 3076.8, 3042.22, 3069.79, 1349740000, 3069.79)
--Calculate the INTERCEPT for DJI
SELECT ticker
,cast(convert(varchar, date_trade, 106) as char(11)) as [trade date]
,price_close as [Closing Price]
,wct.RunningINTERCEPT(price_close,convert(float, date_trade),ROW_NUMBER() over (ORDER BY date_trade ASC),NULL) as [INTERCEPT]
FROM #p
WHERE ticker = 'DJI'
ORDER BY date_trade ASC
--Clean up
DROP TABLE #p
This produces the following result.
ticker trade date          Closing Price              INTERCEPT
------ ----------- --------------------- ----------------------
DJI    24 Aug 2012              13157.97                   NULL
DJI    27 Aug 2012              13124.67       469845.270435983
DJI    28 Aug 2012              13102.99        553556.67002926
DJI    29 Aug 2012              13107.48       471489.717612114
DJI    30 Aug 2012              13000.71       886730.362595414
DJI    31 Aug 2012              13090.84       643747.834434902
DJI    04 Sep 2012              13035.94       496716.219783845
DJI    05 Sep 2012              13047.48        409829.67629724
DJI    06 Sep 2012              13292.00      -44403.3721036542
DJI    07 Sep 2012              13306.64       -295181.00258685
DJI    10 Sep 2012              13254.29      -365672.255742923
DJI    11 Sep 2012              13323.36      -460440.019848391
DJI    12 Sep 2012              13333.35       -514552.22568212
DJI    13 Sep 2012              13539.86      -683767.404199407
DJI    14 Sep 2012              13593.37      -820060.033074282
DJI    17 Sep 2012              13553.10       -866205.43529188
DJI    18 Sep 2012              13564.64      -891149.563633173
DJI    19 Sep 2012              13577.96      -904407.788062262
DJI    20 Sep 2012              13596.93      -912586.371088695
DJI    21 Sep 2012              13579.47      -904107.707349092
DJI    24 Sep 2012              13558.92      -865001.306359731
DJI    25 Sep 2012              13457.55      -796843.112479794
DJI    26 Sep 2012              13413.51      -727242.787132865
DJI    27 Sep 2012              13485.97      -688260.220234556
DJI    28 Sep 2012              13437.13      -641695.775840377
DJI    01 Oct 2012              13515.11       -608651.28756516
DJI    02 Oct 2012              13482.36      -572532.852580269
DJI    03 Oct 2012              13494.61        -543666.0996033
DJI    04 Oct 2012              13575.36      -533112.319923992
DJI    05 Oct 2012              13610.15       -528266.52520419
DJI    08 Oct 2012              13583.65      -512421.166296604
DJI    09 Oct 2012              13473.53      -479867.015023091
DJI    10 Oct 2012              13344.97      -432278.517487333
DJI    11 Oct 2012              13326.39      -388812.392385628
DJI    12 Oct 2012              13328.85      -351505.520000139
DJI    15 Oct 2012              13424.23       -326855.07786557
DJI    16 Oct 2012              13551.78      -320977.559708114
DJI    17 Oct 2012              13557.00      -315715.159740371
DJI    18 Oct 2012              13548.94       -309532.33622574
DJI    19 Oct 2012              13343.51      -282622.573028647
DJI    22 Oct 2012              13345.89      -256077.921588017
DJI    23 Oct 2012              13102.53       -209617.30814369
DJI    24 Oct 2012              13077.34      -167074.626377353
DJI    25 Oct 2012              13103.68      -132248.726298971
DJI    26 Oct 2012              13107.21      -102001.494866316
Notice that in the previous example that the interval between dates is unequal because there are no prices for the weekends and holidays. Additionally, since we start so far away from the origin, the intercept value is misleading. To eliminate both problems, we can use the RANK function which will have the effect of equally spacing the x-values and starting almost at the point of origin.
SELECT ticker
,cast(convert(varchar, date_trade, 106) as char(11)) as [trade date]
,price_close as [Closing Price]
,wct.RunningINTERCEPT(price_close,RANK() over (ORDER BY date_trade ASC), ROW_NUMBER() over (ORDER BY date_trade ASC),NULL) as [INTERCEPT]
FROM #p
WHERE ticker = 'DJI'
ORDER BY date_trade ASC
This produces the folowing result.
ticker trade date          Closing Price              INTERCEPT
------ ----------- --------------------- ----------------------
DJI    24 Aug 2012              13157.97                   NULL
DJI    27 Aug 2012              13124.67               13191.27
DJI    28 Aug 2012              13102.99       13183.5233333333
DJI    29 Aug 2012              13107.48              13166.565
DJI    30 Aug 2012              13000.71              13198.277
DJI    31 Aug 2012              13090.84       13167.7473333333
DJI    04 Sep 2012              13035.94       13165.2328571429
DJI    05 Sep 2012              13047.48       13156.3832142857
DJI    06 Sep 2012              13292.00       13093.8580555555
DJI    07 Sep 2012              13306.64       13056.4286666667
DJI    10 Sep 2012              13254.29       13045.9969090909
DJI    11 Sep 2012              13323.36       13030.5286363636
DJI    12 Sep 2012              13333.35       13021.8388461538
DJI    13 Sep 2012              13539.86       12989.4581318681
DJI    14 Sep 2012              13593.37       12963.5111428571
DJI    17 Sep 2012              13553.10            12954.11725
DJI    18 Sep 2012              13564.64            12949.91125
DJI    19 Sep 2012              13577.96       12949.1502614379
DJI    20 Sep 2012              13596.93       12950.2254385965
DJI    21 Sep 2012              13579.47       12956.2409473684
DJI    24 Sep 2012              13558.92       12966.0641904762
DJI    25 Sep 2012              13457.55       12985.9258441558
DJI    26 Sep 2012              13413.51       13008.1054940711
DJI    27 Sep 2012              13485.97       13022.0994202899
DJI    28 Sep 2012              13437.13             13039.3544
DJI    01 Oct 2012              13515.11       13049.2333230769
DJI    02 Oct 2012              13482.36       13061.4300569801
DJI    03 Oct 2012              13494.61       13072.1552380952
DJI    04 Oct 2012              13575.36       13076.8990640394
DJI    05 Oct 2012              13610.15       13079.8478390804
DJI    08 Oct 2012              13583.65       13085.2725806452
DJI    09 Oct 2012              13473.53       13097.9174596774
DJI    10 Oct 2012              13344.97       13117.5564772727
DJI    11 Oct 2012              13326.39        13136.418342246
DJI    12 Oct 2012              13328.85       13153.3349747899
DJI    15 Oct 2012              13424.23       13163.3785396825
DJI    16 Oct 2012              13551.78       13165.8484684685
DJI    17 Oct 2012              13557.00       13168.3361593172
DJI    18 Oct 2012              13548.94       13171.5099055331
DJI    19 Oct 2012              13343.51       13185.1257307692
DJI    22 Oct 2012              13345.89       13197.5068414634
DJI    23 Oct 2012              13102.53       13220.4840882695
DJI    24 Oct 2012              13077.34       13242.3903654485
DJI    25 Oct 2012              13103.68       13260.9565750529
DJI    26 Oct 2012              13107.21       13277.5754545455
 
In this example, we calculate the intercept for each of the three indices and compare them side-by-side.
SELECT cast(convert(varchar,p1.date_trade, 106) as char(11)) as [trade date]
,p1.price_close as [S&P]
,p2.price_close as [DJIA]
,p3.price_close as [NASDAQ]
,ROUND(wct.RunningINTERCEPT(p1.price_close,RANK() over (ORDER BY p1.date_trade ASC), ROW_NUMBER() over (ORDER BY p1.date_trade ASC),1), 2) as [S&P b]
,ROUND(wct.RunningINTERCEPT(p2.price_close,RANK() over (ORDER BY p2.date_trade ASC), ROW_NUMBER() over (ORDER BY p2.date_trade ASC),2), 2) as [DJIA b]
,ROUND(wct.RunningINTERCEPT(p3.price_close,RANK() over (ORDER BY p3.date_trade ASC), ROW_NUMBER() over (ORDER BY p3.date_trade ASC),3), 2) as [NASDAQ b]
FROM #p p1
JOIN #p p2
ON p2.date_trade = p1.date_trade
AND p2.ticker = 'DJI'
JOIN #p p3
ON p3.date_trade = p1.date_trade
AND p3.ticker = 'IXIC'
WHERE p1.ticker = 'GSPC'
This produces the following result.
trade date  S&P     DJIA     NASDAQ  S&P b   DJIA b  NASDAQ b
----------- ------- -------- ------- ------- ------- --------
24 Aug 2012 1411.13 13157.97 3069.79    NULL    NULL     NULL
27 Aug 2012 1410.44 13124.67 3073.19 1411.82 13191.3 3066.39
28 Aug 2012 1409.30 13102.99 3077.14 1412.12 13183.5 3066.02
29 Aug 2012 1410.49 13107.48 3081.19 1411.11 13166.6 3065.79
30 Aug 2012 1399.48 13000.71 3048.71 1415.14 13198.3 3080.25
31 Aug 2012 1406.58 13090.84 3066.96 1413.35 13167.8 3077.85
04 Sep 2012 1404.94 13035.94 3075.06 1412.64 13165.2 3073.87
05 Sep 2012 1403.44 13047.48 3069.27 1412.36 13156.4 3073.23
06 Sep 2012 1432.12 13292.00 3135.81 1405.57 13093.9 3057.96
07 Sep 2012 1437.92 13306.64 3136.42 1400.78 13056.4 3050.07
10 Sep 2012 1429.08 13254.29 3104.02 1399.93   13046 3052.36
11 Sep 2012 1433.56 13323.36 3104.53 1399.04 13030.5 3054.63
12 Sep 2012 1436.56 13333.35 3114.31  1398.4 13021.8 3055.36
13 Sep 2012 1459.99 13539.86 3155.83    1395 12989.5  3050.6
14 Sep 2012 1465.77 13593.37 3183.95 1392.33 12963.5 3044.32
17 Sep 2012 1461.19 13553.10 3178.67 1391.49 12954.1 3041.39
18 Sep 2012 1459.32 13564.64 3177.80 1391.57 12949.9 3040.23
19 Sep 2012 1461.05 13577.96 3182.62 1391.88 12949.2 3039.69
20 Sep 2012 1460.26 13596.93 3175.96 1392.62 12950.2 3040.79
21 Sep 2012 1460.15 13579.47 3179.96 1393.58 12956.2 3041.99
24 Sep 2012 1456.89 13558.92 3160.78 1394.99 12966.1 3045.45
25 Sep 2012 1441.59 13457.55 3117.73 1397.81 12985.9 3052.71
26 Sep 2012 1433.32 13413.51 3093.70 1401.04 13008.1 3061.09
27 Sep 2012 1447.15 13485.97 3136.60 1402.71 13022.1 3064.64
28 Sep 2012 1440.67 13437.13 3116.23 1404.79 13039.4  3069.5
01 Oct 2012 1444.49 13515.11 3113.53 1406.36 13049.2 3073.98
02 Oct 2012 1445.75 13482.36 3120.04 1407.73 13061.4 3077.44
03 Oct 2012 1450.99 13494.61 3135.23 1408.63 13072.2 3079.45
04 Oct 2012 1461.40 13575.36 3149.46 1408.79 13076.9 3080.34
05 Oct 2012 1460.93 13610.15 3136.19 1409.08 13079.9 3082.15
08 Oct 2012 1455.88 13583.65 3112.35 1409.78 13085.3 3085.39
09 Oct 2012 1441.48 13473.53 3065.02 1411.38 13097.9 3091.24
10 Oct 2012 1432.56 13344.97 3051.78 1413.39 13117.6 3097.15
11 Oct 2012 1432.84 13326.39 3049.41 1415.18 13136.4 3102.43
12 Oct 2012 1428.59 13328.85 3044.11 1417.05 13153.3 3107.33
15 Oct 2012 1440.13 13424.23 3064.18 1418.08 13163.4 3110.48
16 Oct 2012 1454.92 13551.78 3101.17 1418.24 13165.9 3111.23
17 Oct 2012 1460.91 13557.00 3104.12 1418.13 13168.3 3111.72
18 Oct 2012 1457.34 13548.94 3072.87 1418.26 13171.5 3113.76
19 Oct 2012 1433.19 13343.51 3005.62 1419.64 13185.1 3118.91
22 Oct 2012 1433.81 13345.89 3016.96 1420.87 13197.5 3122.87
23 Oct 2012 1413.11 13102.53 2990.46 1422.98 13220.5  3127.6
24 Oct 2012 1408.75 13077.34 2981.70  1425.1 13242.4 3132.15
25 Oct 2012 1412.97 13103.68 2986.12 1426.81   13261 3135.93
26 Oct 2012 1411.94 13107.21 2987.95 1428.41 13277.6 3139.14
 


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