U.S. stock index futures fell further on Thursday after data showed the number of Americans filing an initial claim for unemployment benefits rose in the latest week, overshadowing a rise in August personal spending.

S&P 500 futures fell 4.2 points and were below 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 dropped 46 points and Nasdaq 100 futures lost 9 points.

(Editing by Padraic Cassidy)

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