Last 5 Thursdays:

Initial Jobless Claims:

4/23: 4.427M
4/16: 5.237M
4/9: 6.615M
4/2: 6.867M
3/26: 3.307M

$SPX Return:

4/23: +1.5% (currently)
4/16: +0.58%
4/9: +1.45% 
4/2: +2.28%
3/26: +6.24%

¯\_(ツ)_/¯