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 07/07/20
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2019 -11% 31% 3% 44% 17%
2018 23% 42% 55% 69% 47%
2017 7% 14% 40% 51% 28%
2016 -32% 7% -20% 31% -3%
2015 13% 39% 46% 63% 40%
2014 21% 43% 53% 68% 46%
2013 -10% 14% 35% 50% 22%
2012 -5% 26% 4% 35% 15%
2011 2% 29% 36% 56% 31%
2010 0% -32% 27% -26% -8%
2009 -15% -25% -50% -59% -38%
2008 27% 45% 12% 38% 31%
2007 9% 29% 45% 62% 36%
2006 -18% 14% 29% 55% 20%
2005 17% 39% 42% 59% 39%
2004 18% 3% 53% 15% 22%
2003 -26% -41% -52% -66% -46%
2002 -33% -36% -47% -59% -44%
2001 9% 30% -1% 21% 15%
2000 26% 42% 38% 56% 41%
1999 -5% 27% 44% 62% 32%
1998 2% 29% 39% 58% 32%
1997 10% 35% 48% 64% 39%
1996 10% 31% 52% 65% 40%
1995 -22% 14% 5% 35% 8%
1994 30% 48% 52% 67% 49%
1993 2% 36% 39% 59% 34%
1992 10% 23% 52% 60% 36%
1991 -30% 20% -13% 33% 2%
1990 18% 37% 51% 65% 43%
1989 -1% 8% 30% 34% 18%
1988 10% 35% 1% 34% 20%
1987 2% 27% 37% 57% 31%
1986 -6% 11% 38% 53% 24%
1985 -24% 14% 19% 45% 13%
1984 35% 50% 39% 56% 45%
1983 -6% -8% 31% 25% 10%
1982 -6% 19% -40% 14% -4%
1981 8% 23% 49% 64% 36%
1980 49% 43% 73% 74% 60%
1979 -9% -35% 28% 4% -3%
1978 -22% -21% -50% -24% -29%
1977 27% 45% 40% 58% 43%
1976 9% -1% 46% 14% 17%
1975 -47% -54% -52% -64% -54%
1974 -27% -14% -56% -37% -34%
1973 48% 57% 54% 66% 56%
1972 0% 16% 30% 38% 21%
1971 -28% -44% -7% -34% -28%
1970 -13% -18% -45% -37% -28%
1969 28% 47% 55% 66% 49%
1968 24% -9% 50% 40% 26%
1967 -44% -40% -45% -30% -39%
1966 41% 54% 51% 64% 53%
1965 17% 43% 47% 65% 43%
1964 7% 10% 44% 39% 25%
1963 -38% -19% -34% -4% -24%
1962 32% 39% 40% 53% 41%
1961 -53% -8% 1% 25% -9%
1960 35% 49% 35% 57% 44%
1959 6% 15% 52% 54% 32%
1958 -21% -22% -41% -39% -31%
1957 13% 42% 24% 54% 33%
1956 11% 38% 42% 62% 38%
1955 16% 30% 53% 63% 40%
1954 -29% -5% -1% 26% -2%
1953 22% 45% 46% 63% 44%
1952 27% 47% 46% 63% 46%
1951 9% 31% 44% 60% 36%
1950 -10% 1% 27% 35% 13%
1949 7% 23% 6% 13% 12%
1948 -4% -24% -3% -35% -17%
1947 -2% 27% -31% 12% 2%
1946 14% 35% 52% 67% 42%
1945 4% 31% 45% 61% 35%
1944 21% 35% 42% 57% 38%
1943 -20% -28% 20% 8% -5%
1942 10% -25% -34% -56% -26%
1941 -6% -20% -41% -52% -30%
1940 1% 25% -24% 5% 2%
1939 16% -16% 14% -31% -4%
1938 -7% 0% -47% -35% -22%
1937 23% 46% 46% 64% 45%
1936 13% 29% 46% 51% 35%
1935 -11% 30% -24% 28% 6%
1934 30% 24% 49% 44% 37%
1933 -23% -44% -18% -48% -33%
1932 -12% -37% -44% -61% -38%
1931 -10% -21% -38% -45% -29%
1930 -1% 27% -9% 15% 8%
1929 9% 32% 38% 40% 30%
1928 9% 28%     19%
1927 -6% 34%     14%
1926 36% 51%     44%
1925 7% 14%     10%
1924 -5% 27%     11%

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!