S&P 500 Snapshot: Down 0.9% From Thursday, Up 2% YTD
The S&P 500 closed the third full week of January up 2% YTD. The index dropped after opening today and is down 0.9% from Thursday.
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The U.S. Treasury puts the closing yield on the 10-year note at 1.70%. The 2-year note is at 1.49%.
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Here's a snapshot of the index going back to 2010.
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A Perspective on Drawdowns
Here's a snapshot of record highs and selloffs since the 2009 trough.
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Here's a table with the number of days of a 1% or more change in either direction and the number of days of corrections (down 10% or more from the record high) going back to 2013.
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Here is a more conventional log-scale chart with drawdowns highlighted.
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Here is a linear scale version of the same chart with the 50- and 200-day moving averages.
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A Perspective on Volatility
For a sense of the correlation between the closing price and intraday volatility, the chart below overlays the S&P 500 since 2007 with the intraday price range. We've also included a 20-day moving average to help identify trends in volatility.
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