• Correlation
• P-value
• Number of Observations

The ODS TRACE ON information statement used in conjunction with this code is shown below:

ods trace on;

proc corr data=sashelp.cars;
   var cylinders mpg_highway mpg_city horsepower length;
run;

Output Added:
-------------
Name:       PearsonCorr
Label:      Pearson Correlations
Template:   base.corr.StackedMatrix
Path:       Corr.PearsonCorr

The template name BASE.CORR.StackedMatrix is used in the EDIT statement in PROC TEMPLATE to generate the desired changes.

Operating System and Release Information

/* Add the WORK library to the ODS PATH */
ods path (prepend) work.template(update);

/* The Matrix column is the correlation, 
   Matrix2 is the p-value, 
   Matrix3 is the number of observations contributing
*/
proc template;
   edit base.corr.stackedmatrix;
      column (RowName RowLabel) (Matrix) * (Matrix2) * (Matrix3) * (Matrix4); 
      edit matrix2 ;
         format=pvalue8.6; 
         style={foreground=red};
      end;
   end;
run;

title;
footnote;
/*Remove "The CORR Procedure" from the output */
ods nopproctitle;
ods trace on;

ods escapechar="^";

options orientation=portrait nodate nonumber;

ods rtf file="file.rtf" startpage=no;

/* Exclude all other libraries from the ODS PATH.    */
/* This is used for demonstration purposes to show   */
/* the default PROC CORR Pearsoncorr table's output. */
ods path sashelp.tmplmst;

ods rtf text="^S={just=c outputwidth=100% font_size=13pt font_weight=bold}Default output";
ods select pearsoncorr;
proc corr data=sashelp.cars ;
   var cylinders mpg_highway mpg_city horsepower length;
run;

ods path (prepend) work.template(update);
ods rtf text="^S={just=c outputwidth=100% font_size=13pt font_weight=bold}Pvalues are now red and have more decimal places";
ods select pearsoncorr;
proc corr data=sashelp.cars ;
   var cylinders mpg_highway mpg_city horsepower length;
run;

ods _all_ close;
/* Turn off ODS TRACE */
ods trace off;

/* Delete the edited BASE.CORR.StackedMatrix table template */
proc template;
   delete base.corr.stackedmatrix;
run;

Click here to view the RTF output.