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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/17/13
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2012 67% 72% 52% 61% 63%
2011 85% 71% 82% 64% 76%
2010 58% -13% 67% -4% 27%
2009 -80% -80% -84% -82% -81%
2008 12% 48% -19% 25% 16%
2007 85% 83% 88% 81% 84%
2006 74% 73% 82% 79% 77%
2005 48% 53% 73% 56% 57%
2004 72% 49% 78% 55% 64%
2003 -57% -60% -70% -65% -63%
2002 -37% -51% -83% -79% -62%
2001 -24% 2% -51% -22% -24%
2000 59% 72% 81% 77% 72%
1999 77% 75% 84% 74% 78%
1998 87% 84% 90% 83% 86%
1997 88% 81% 89% 75% 83%
1996 85% 84% 89% 85% 86%
1995 84% 78% 63% 63% 72%
1994 75% 79% 69% 68% 73%
1993 77% 74% 87% 73% 78%
1992 90% 87% 88% 87% 88%
1991 28% 41% 23% 26% 30%
1990 75% 78% 74% 74% 75%
1989 62% -9% 70% 6% 32%
1988 10% 38% 10% 31% 22%
1987 91% 86% 91% 84% 88%
1986 87% 82% 89% 82% 85%
1985 25% 31% 61% 52% 42%
1984 46% 62% 57% 60% 56%
1983 77% 59% 73% 59% 67%
1982 -68% -36% -80% -30% -53%
1981 68% 66% 74% 72% 70%
1980 -9% -3% 62% 49% 25%
1979 27% -23% 50% 28% 21%
1978 -75% -78% -75% -76% -76%
1977 42% 59% 59% 61% 55%
1976 86% 75% 86% 74% 80%
1975 -40% -55% -55% -62% -53%
1974 -61% -60% -78% -73% -68%
1973 50% 57% 69% 71% 62%
1972 77% 75% 84% 75% 78%
1971 54% 9% 36% 4% 26%
1970 -84% -71% -90% -73% -80%
1969 40% 39% 53% 54% 46%
1968 57% 24% 75% 75% 58%
1967 -43% -40% -19% -15% -29%
1966 51% 61% 60% 59% 58%
1965 88% 81% 91% 76% 84%
1964 91% 81% 93% 85% 87%
1963 -2% -16% -10% -14% -11%
1962 58% 65% 73% 74% 67%
1961 25% 23% 58% 50% 39%
1960 43% 57% 31% 45% 44%
1959 83% 75% 87% 79% 81%
1958 -54% -57% -60% -62% -58%
1957 19% 42% 12% 32% 26%
1956 84% 77% 87% 75% 81%
1955 85% 86% 89% 88% 87%
1954 65% 66% 46% 47% 56%
1953 51% 56% 67% 63% 59%
1952 73% 72% 89% 72% 77%
1951 88% 83% 91% 82% 86%
1950 77% 66% 72% 53% 67%
1949 -33% -13% -20% -8% -19%
1948 31% -25% 7% -29% -4%
1947 -49% 8% -59% -14% -28%
1946 84% 82% 88% 82% 84%
1945 84% 79% 88% 78% 82%
1944 65% 69% 72% 68% 68%
1943 55% 12% 63% 31% 40%
1942 -84% -70% -84% -64% -76%
1941 -63% -63% -68% -68% -66%
1940 -2% 27% -22% 4% 2%
1939 23% -37% 18% -33% -7%
1938 -71% -57% -77% -70% -69%
1937 77% 72% 84% 68% 75%
1936 81% 84% 82% 81% 82%
1935 41% 38% -44% -14% 5%
1934 63% 58% 62% 57% 60%
1933 -36% -55% -30% -46% -42%
1932 -81% -75% -83% -73% -78%
1931 -73% -80% -72% -78% -76%
1930 3% 41% 13% 39% 24%
1929 82% 80% 86% 86% 84%
1928 84% 78%     81%
1927 49% 55%     52%
1926 66% 71%     68%
1925 83% 79%     81%
1924 -26% -3%     -15%

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Newsflash

Yes, most definitely!

…along with all other financial Futures contracts. Seasonality occurs when there is a cyclical event that drives the supply/demand fundamentals consistently during certain times of the year. These events will occur with such high frequency they are called Seasonal Patterns. Read more.... http://lessons.tradingacademy.com/article/the-sp-has-a-seasonal-pattern-really/