 |
| MRCI's Inter-Market Correlations |
| MRCI's Inter-Market Correlations(prev 160 trading days) - Jan 08, 2010 |
| |
#DX |
#HUI |
#XAU |
SIH10 |
GCG10 |
HGH10 |
PLF10 |
GLD |
SLV |
ABX |
AEM |
AU |
CBJ |
CDE |
CEF |
EGO |
FCX |
GFI |
GG |
GLG |
GOLD |
GSS |
HMY |
KGC |
HL |
IAG |
NEM |
PAAS |
PMU |
RANGY |
RIO |
RGLD |
SWC |
MDY |
| #DX |
|
-87 |
-88 |
-85 |
-81 |
-78 |
-75 |
-82 |
-86 |
-78 |
-71 |
-82 |
|
-92
| -88 |
-84 |
-91
| -83 |
-87 |
40 |
-69 |
-95
| -37 |
-59 |
-77 |
-86 |
-65 |
-76 |
5 |
|
|
-75 |
-69 |
-85 |
| #HUI |
-87 |
|
100
| 97
| 94
| 78 |
89 |
94
| 97
| 95
| 68 |
93
| |
80 |
97
| 91
| 91
| 95
| 95
| -55 |
91
| 93
| 60 |
51 |
93
| 95
| 91
| 95
| -4 |
|
|
94
| 86 |
82 |
| #XAU |
-88 |
100
| |
97
| 93
| 78 |
88 |
93
| 97
| 95
| 71 |
95
| |
82 |
97
| 90 |
91
| 95
| 96
| -54 |
89 |
93
| 60 |
54 |
90
| 94
| 89 |
95
| -1 |
|
|
94
| 86 |
83 |
| SIH10 |
-85 |
97
| 97
| |
92
| 79 |
91
| 92
| 100
| 90 |
68 |
90 |
|
82 |
97
| 88 |
91
| 93
| 89 |
-56 |
88 |
92
| 63 |
48 |
90 |
91
| 86 |
94
| 3 |
|
|
92
| 85 |
83 |
| GCG10 |
-81 |
94
| 93
| 92
| |
82 |
93
| 100
| 92
| 93
| 44 |
80 |
|
75 |
97
| 92
| 90
| 83 |
82 |
-69 |
92
| 88 |
41 |
25 |
97
| 96
| 90 |
87 |
-22 |
|
|
93
| 88 |
78 |
| HGH10 |
-78 |
78 |
78 |
79 |
82 |
|
90
| 81 |
78 |
70 |
43 |
64 |
|
81 |
82 |
93
| 94
| 63 |
69 |
-37 |
63 |
87 |
8 |
32 |
82 |
85 |
57 |
67 |
-44 |
|
|
63 |
76 |
94
|
| PLF10 |
-75 |
89 |
88 |
91
| 93
| 90
| |
93
| 91
| 84 |
47 |
77 |
|
80 |
93
| 95
| 94
| 77 |
77 |
-54 |
86 |
87 |
36 |
30 |
94
| 91
| 79 |
86 |
-27 |
|
|
84 |
93
| 89 |
| GLD |
-82 |
94
| 93
| 92
| 100
| 81 |
93
| |
92
| 93
| 45 |
80 |
|
75 |
97
| 92
| 91
| 83 |
83 |
-68 |
92
| 88 |
41 |
26 |
97
| 96
| 90
| 87 |
-23 |
|
|
93
| 88 |
78 |
| SLV |
-86 |
97
| 97
| 100
| 92
| 78 |
91
| 92
| |
90
| 69 |
90
| |
82 |
97
| 89 |
91
| 93
| 89 |
-57 |
88 |
93
| 63 |
48 |
90
| 92
| 87 |
94
| 2 |
|
|
92
| 86 |
83 |
| ABX |
-78 |
95
| 95
| 90 |
93
| 70 |
84 |
93
| 90
| |
53 |
87 |
|
68 |
93
| 86 |
83 |
88 |
92
| -63 |
91
| 84 |
55 |
37 |
89 |
93
| 95
| 90 |
-10 |
|
|
95
| 84 |
69 |
| AEM |
-71 |
68 |
71 |
68 |
44 |
43 |
47 |
45 |
69 |
53 |
|
81 |
|
68 |
60 |
50 |
56 |
79 |
77 |
0 |
44 |
72 |
66 |
92
| 43 |
53 |
46 |
69 |
35 |
|
|
55 |
47 |
61 |
| AU |
-82 |
93
| 95
| 90 |
80 |
64 |
77 |
80 |
90
| 87 |
81 |
|
|
78 |
87 |
78 |
80 |
94
| 95
| -40 |
82 |
85 |
70 |
68 |
78 |
83 |
83 |
92
| 11 |
|
|
88 |
80 |
73 |
| CBJ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CDE |
-92
| 80 |
82 |
82 |
75 |
81 |
80 |
75 |
82 |
68 |
68 |
78 |
|
|
82 |
80 |
87 |
74 |
79 |
-31 |
66 |
89 |
34 |
59 |
70 |
78 |
56 |
72 |
2 |
|
|
70 |
68 |
85 |
| CEF |
-88 |
97
| 97
| 97
| 97
| 82 |
93
| 97
| 97
| 93
| 60 |
87 |
|
82 |
|
92
| 93
| 90
| 89 |
-61 |
91
| 93
| 54 |
41 |
94
| 95
| 88 |
91
| -10 |
|
|
93
| 87 |
83 |
| EGO |
-84 |
91
| 90 |
88 |
92
| 93
| 95
| 92
| 89 |
86 |
50 |
78 |
|
80 |
92
| |
96
| 79 |
82 |
-49 |
82 |
91
| 30 |
35 |
94
| 94
| 77 |
83 |
-31 |
|
|
81 |
87 |
92
|
| FCX |
-91
| 91
| 91
| 91
| 90
| 94
| 94
| 91
| 91
| 83 |
56 |
80 |
|
87 |
93
| 96
| |
79 |
84 |
-52 |
79 |
94
| 31 |
40 |
89 |
92
| 73 |
82 |
-23 |
|
|
80 |
84 |
94
|
| GFI |
-83 |
95
| 95
| 93
| 83 |
63 |
77 |
83 |
93
| 88 |
79 |
94
| |
74 |
90
| 79 |
79 |
|
93
| -44 |
81 |
89 |
74 |
63 |
81 |
86 |
85 |
91
| 14 |
|
|
89 |
74 |
73 |
| GG |
-87 |
95
| 96
| 89 |
82 |
69 |
77 |
83 |
89 |
92
| 77 |
95
| |
79 |
89 |
82 |
84 |
93
| |
-40 |
82 |
89 |
59 |
66 |
80 |
88 |
83 |
89 |
5 |
|
|
88 |
77 |
76 |
| GLG |
40 |
-55 |
-54 |
-56 |
-69 |
-37 |
-54 |
-68 |
-57 |
-63 |
0 |
-40 |
|
-31 |
-61 |
-49 |
-52 |
-44 |
-40 |
|
-65 |
-44 |
-29 |
24 |
-60 |
-55 |
-67 |
-51 |
1 |
|
|
-64 |
-48 |
-28 |
| GOLD |
-69 |
91
| 89 |
88 |
92
| 63 |
86 |
92
| 88 |
91
| 44 |
82 |
|
66 |
91
| 82 |
79 |
81 |
82 |
-65 |
|
76 |
57 |
28 |
92
| 87 |
94
| 90 |
-4 |
|
|
96
| 89 |
67 |
| GSS |
-95
| 93
| 93
| 92
| 88 |
87 |
87 |
88 |
93
| 84 |
72 |
85 |
|
89 |
93
| 91
| 94
| 89 |
89 |
-44 |
76 |
|
43 |
58 |
86 |
92
| 73 |
83 |
-7 |
|
|
81 |
75 |
90
|
| HMY |
-37 |
60 |
60 |
63 |
41 |
8 |
36 |
41 |
63 |
55 |
66 |
70 |
|
34 |
54 |
30 |
31 |
74 |
59 |
-29 |
57 |
43 |
|
51 |
40 |
39 |
64 |
68 |
55 |
|
|
65 |
45 |
24 |
| KGC |
-59 |
51 |
54 |
48 |
25 |
32 |
30 |
26 |
48 |
37 |
92
| 68 |
|
59 |
41 |
35 |
40 |
63 |
66 |
24 |
28 |
58 |
51 |
|
26 |
36 |
27 |
52 |
34 |
|
|
36 |
32 |
49 |
| HL |
-77 |
93
| 90
| 90 |
97
| 82 |
94
| 97
| 90
| 89 |
43 |
78 |
|
70 |
94
| 94
| 89 |
81 |
80 |
-60 |
92
| 86 |
40 |
26 |
|
94
| 88 |
88 |
-28 |
|
|
90 |
90
| 82 |
| IAG |
-86 |
95
| 94
| 91
| 96
| 85 |
91
| 96
| 92
| 93
| 53 |
83 |
|
78 |
95
| 94
| 92
| 86 |
88 |
-55 |
87 |
92
| 39 |
36 |
94
| |
87 |
85 |
-24 |
|
|
90
| 85 |
83 |
| NEM |
-65 |
91
| 89 |
86 |
90 |
57 |
79 |
90
| 87 |
95
| 46 |
83 |
|
56 |
88 |
77 |
73 |
85 |
83 |
-67 |
94
| 73 |
64 |
27 |
88 |
87 |
|
91
| -6 |
|
|
96
| 86 |
58 |
| PAAS |
-76 |
95
| 95
| 94
| 87 |
67 |
86 |
87 |
94
| 90 |
69 |
92
| |
72 |
91
| 83 |
82 |
91
| 89 |
-51 |
90 |
83 |
68 |
52 |
88 |
85 |
91
| |
5 |
|
|
92
| 90 |
75 |
| PMU |
5 |
-4 |
-1 |
3 |
-22 |
-44 |
-27 |
-23 |
2 |
-10 |
35 |
11 |
|
2 |
-10 |
-31 |
-23 |
14 |
5 |
1 |
-4 |
-7 |
55 |
34 |
-28 |
-24 |
-6 |
5 |
|
|
|
0 |
-25 |
-25 |
| RANGY |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RIO |
61 |
-62 |
-63 |
|
|
|
|
-60 |
-47 |
-63 |
-49 |
-23 |
-10 |
-48 |
-47 |
-55 |
-25 |
-7 |
-61 |
73 |
-60 |
-29 |
-13 |
-58 |
-45 |
-31 |
-65 |
-53 |
-39 |
34 |
|
-36 |
-21 |
30 |
| RGLD |
-22 |
39 |
48 |
|
|
|
|
16 |
12 |
37 |
30 |
43 |
4 |
14 |
8 |
65 |
58 |
59 |
31 |
-22 |
22 |
54 |
18 |
23 |
13 |
47 |
33 |
21 |
60 |
10 |
-36 |
|
9 |
22 |
| SWC |
-65 |
67 |
61 |
|
|
|
|
73 |
85 |
64 |
82 |
-61 |
-9 |
53 |
84 |
55 |
17 |
-31 |
74 |
-10 |
77 |
55 |
49 |
73 |
52 |
-28 |
34 |
66 |
28 |
-72 |
-21 |
9 |
|
-50 |
| MDY |
55 |
-53 |
-37 |
|
|
|
|
-71 |
-72 |
-59 |
-63 |
49 |
-37 |
-55 |
-74 |
-24 |
57 |
53 |
-55 |
71 |
-66 |
-18 |
-34 |
-65 |
-34 |
16 |
-44 |
-60 |
12 |
74 |
30 |
22 |
-50 |
|
Correlation Study Help Page
#DX=Cash Dollar Index