Go to moneycontrol, then in quotes type Nifty, under the chart you will find an option to Compare CNX NIFTY performance with other index, simply select BANK Nifty from drop down and voila, the graph appears.
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Karthik has explained in this post in a detailed manner
http://tradingqna.com/4743/what-is-the-meaning-correlation-and-how-can-use-our-advantage
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