U.S. stock index futures rose on Thursday after data showed first-time claims for jobless benefits fell more than expected last week.

* Futures also overcame earlier weakness as several top retail chains reported June same-store sales that beat Wall Street's expectations.

* S&P 500 futures rose 4.3 points and were above fair value, a formula that evaluates pricing by taking into account interest rates, dividends and time to expiration on the contract. Dow Jones industrial average futures gained 34 points, and Nasdaq 100 futures added 6.5 points.

(Reporting by Leah Schnurr)