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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/23/17
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2016 -11% 19% -6% 32% 9%
2015 76% 66% 69% 69% 70%
2014 73% 72% 75% 77% 74%
2013 80% 78% 80% 82% 80%
2012 57% 60% 41% 53% 53%
2011 66% 50% 62% 45% 56%
2010 31% -7% 32% -13% 11%
2009 -84% -79% -79% -75% -79%
2008 23% 38% -1% 25% 21%
2007 82% 84% 75% 79% 80%
2006 71% 67% 72% 73% 71%
2005 34% 43% 46% 55% 45%
2004 82% 57% 82% 36% 64%
2003 -61% -65% -64% -68% -65%
2002 -39% -42% -62% -61% -51%
2001 -22% 23% -47% 7% -10%
2000 63% 64% 67% 69% 66%
1999 70% 68% 71% 73% 71%
1998 73% 73% 77% 80% 76%
1997 78% 73% 73% 73% 74%
1996 86% 86% 83% 85% 85%
1995 61% 62% 56% 65% 61%
1994 82% 76% 55% 62% 69%
1993 54% 53% 67% 64% 59%
1992 81% 81% 76% 77% 79%
1991 34% 44% 34% 49% 40%
1990 70% 54% 66% 54% 61%
1989 15% 33% 24% 43% 29%
1988 -1% 25% 1% 32% 14%
1987 78% 77% 76% 78% 77%
1986 86% 85% 79% 79% 82%
1985 36% 44% 65% 61% 51%
1984 42% 48% 41% 48% 45%
1983 82% 76% 76% 69% 76%
1982 -62% -38% -50% -6% -39%
1981 70% 66% 70% 71% 69%
1980 -24% -16% 53% 55% 17%
1979 15% -18% 58% 20% 19%
1978 -80% -57% -76% -24% -59%
1977 29% 39% 41% 51% 40%
1976 84% 59% 78% 29% 63%
1975 -48% -52% -51% -58% -52%
1974 -77% -57% -85% -54% -68%
1973 51% 54% 57% 62% 56%
1972 48% 48% 52% 48% 49%
1971 44% 14% 26% -1% 21%
1970 -86% -83% -84% -65% -80%
1969 52% 54% 62% 64% 58%
1968 37% 10% 62% 52% 40%
1967 -54% -42% -20% -5% -30%
1966 52% 56% 50% 59% 54%
1965 72% 68% 68% 69% 69%
1964 77% 69% 75% 66% 72%
1963 -12% 5% -16% 15% -2%
1962 55% 53% 59% 62% 57%
1961 27% 43% 63% 69% 50%
1960 40% 46% 27% 42% 39%
1959 90% 84% 89% 79% 85%
1958 -57% -46% -50% -34% -47%
1957 16% 37% 14% 42% 27%
1956 69% 66% 70% 72% 69%
1955 87% 88% 86% 87% 87%
1954 56% 59% 37% 50% 50%
1953 56% 54% 56% 61% 57%
1952 53% 56% 59% 65% 58%
1951 75% 75% 75% 74% 75%
1950 81% 76% 69% 66% 73%
1949 -6% -16% 4% -14% -8%
1948 -10% -6% -16% -20% -13%
1947 -31% 4% -47% -2% -19%
1946 81% 79% 79% 80% 80%
1945 86% 70% 85% 74% 79%
1944 48% 44% 50% 50% 48%
1943 47% 22% 58% 30% 39%
1942 -72% -66% -69% -67% -69%
1941 -68% -67% -72% -73% -70%
1940 14% -6% -2% -23% -4%
1939 -2% -17% -7% -28% -14%
1938 -82% -55% -84% -51% -68%
1937 66% 65% 60% 65% 64%
1936 86% 86% 90% 84% 87%
1935 22% 35% -52% 4% 2%
1934 67% 27% 60% 22% 44%
1933 -36% -46% -30% -48% -40%
1932 -70% -69% -70% -73% -71%
1931 -75% -65% -70% -59% -67%
1930 -3% 19% 9% 14% 10%
1929 84% 82% 92% 92% 88%
1928 79% 81%     80%
1927 42% 49%     46%
1926 63% 67%     65%
1925 87% 83%     85%
1924 -34% 19%     -7%

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Newsflash

Seasonal AVERAGE charts for both CORN, SOYBEANS & FEEDER CATTLE.

Being able to see at what average spread different delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.

Updated daily for MRCI Online subscribers here! http://www.mrci.com/specialspreadcharts.htm