
Click on the above chart to view a larger version.
- Chart Key:
S&P 500 = September 2009 S&P 500 e-mini contract
Gold = October 2009 Comex Gold contract
Oil = October 2009 Light Sweet Crude oil contract
10yr T-note = September 2009 10-year US T-note contract
- strong positive correlation
- moderate positive correlation
- negligible correlation
- moderate negative correlation
- strong negative correlation
The correlation table shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFT’s DealBook 360 platform, from August 3 through 31, 2009.
Video Trade Journal by 

