Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Inter-Market Correlations

MRCI Logo
Multi-Year Correlation Studies as of 02/08/12
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2011 41% 76% 24% 66% 52%
2010 -16% -71% -41% -75% -51%
2009 -28% -53% -2% -43% -31%
2008 14% 74% 7% 70% 41%
2007 36% 64% 12% 55% 42%
2006 29% 46% 9% 61% 36%
2005 55% 77% 38% 70% 60%
2004 14% -9% -11% -18% -6%
2003 14% -47% 23% -46% -14%
2002 20% -25% 2% -58% -15%
2001 -14% 18% 14% 48% 17%
2000 50% 73% 39% 71% 58%
1999 75% 79% 42% 70% 66%
1998 24% 74% -6% 58% 38%
1997 45% 78% 14% 66% 51%
1996 34% 63% -2% 45% 35%
1995 13% 70% -20% 40% 26%
1994 41% 59% 15% 63% 44%
1993 58% 80% 26% 65% 57%
1992 54% 50% 31% 45% 45%
1991 36% 56% 40% 43% 44%
1990 18% 66% -12% 51% 31%
1989 12% -53% -1% -56% -25%
1988 2% 52% 4% 47% 26%
1987 55% 82% 32% 70% 60%
1986 44% 68% 27% 66% 51%
1985 -48% -1% -41% -2% -23%
1984 40% 82% 18% 74% 54%
1983 13% -19% -13% -29% -12%
1982 11% 34% 18% 49% 28%
1981 -6% 24% -19% 37% 9%
1980 2% 20% -10% 32% 11%
1979 -33% -72% -41% -51% -49%
1978 -17% -58% 1% -35% -27%
1977 53% 76% 26% 63% 55%
1976 54% 22% 37% 13% 31%
1975 -9% -54% 13% -47% -24%
1974 -33% -23% -2% -2% -15%
1973 45% 56% 20% 56% 44%
1972 63% 85% 56% 80% 71%
1971 -19% -63% -19% -59% -40%
1970 -13% -9% 7% 14% 0%
1969 8% 32% -17% 38% 15%
1968 24% -16% 15% 29% 13%
1967 6% -4% 39% 20% 15%
1966 36% 75% 5% 62% 44%
1965 37% 77% 13% 66% 48%
1964 49% 59% 23% 48% 44%
1963 -6% -23% 16% 2% -3%
1962 38% 57% 20% 59% 43%
1961 -5% -7% 10% -13% -4%
1960 43% 80% 29% 73% 56%
1959 16% 12% -12% -3% 3%
1958 4% -31% 12% -27% -11%
1957 32% 68% 20% 62% 45%
1956 31% 76% -3% 61% 41%
1955 32% 64% 0% 46% 35%
1954 34% 51% 42% 41% 42%
1953 15% 61% 5% 61% 35%
1952 30% 76% 10% 68% 46%
1951 39% 79% 7% 64% 47%
1950 3% 5% -30% -21% -11%
1949 1% 16% -9% 3% 3%
1948 8% -67% -4% -68% -33%
1947 32% 69% 50% 69% 55%
1946 32% 67% 7% 54% 40%
1945 26% 48% 2% 39% 29%
1944 51% 80% 29% 71% 58%
1943 -26% -63% -36% -62% -47%
1942 -63% -55% -37% -44% -50%
1941 -24% -21% -5% -23% -18%
1940 -49% 40% -50% 22% -9%
1939 -20% -74% -46% -77% -54%
1938 -17% 7% 14% 13% 4%
1937 27% 75% 7% 66% 44%
1936 23% 56% -15% 9% 18%
1935 45% 51% 48% 27% 43%
1934 17% 43% -9% 33% 21%
1933 -62% -83% -55% -78% -69%
1932 -25% -74% 10% -59% -37%
1931 -16% -68% 7% -52% -32%
1930 -7% 60% -12% 52% 23%
1929 30% 66% -24% -20% 13%
1928 12% 50%     31%
1927 -33% 58%     13%
1926 26% 71%     48%
1925 27% 33%     30%
1924 21% 35%     28%

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

Historically, when is the best time to buy? To hold? To sell?

Let MRCI help you with your cotton commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!