Indices
S&P 500 1,091.38 -.19%
DJIA 10,318.16 +.46%
NASDAQ 2,146.04 -1.0%
Russell 2000 584.68 -.27%
Wilshire 5000 11,064.80 -.27%
Russell 1000 Growth 484.97 -.34%
Russell 1000 Value 554.93 -.26%
Morgan Stanley Consumer 670.50 +.43%
Morgan Stanley Cyclical 780.52 -.53%
Morgan Stanley Technology 544.01 -1.73%
Transports 3,945.52 -1.73%
Utilities 371.84 -.46%
MSCI Emerging Markets 40.77 -.19%
Lyxor L/S Equity Long Bias Index 959.53 -.07%
Lyxor L/S Equity Variable Bias Index 849.24 +.37%
Lyxor L/S Equity Short Bias Index 989.66 -2.41%
Sentiment/Internals
NYSE Cumulative A/D Line +59,399 -1.79%
Bloomberg New Highs-Lows Index +41 +197.62 %
Bloomberg Crude Oil % Bulls 26.0 +23.81%
CFTC Oil Net Speculative Position +86,348 -1.93%
CFTC Oil Total Open Interest 1,250,074 +1.22%
Total Put/Call .92 -8.91%
OEX Put/Call 1.23 -13.99%
ISE Sentiment 129.0 -13.42%
NYSE Arms 1.29 +16.22%
Volatility(VIX) 22.19 -5.0%
G7 Currency Volatility (VXY) 12.95 +.24%
Smart Money Flow Index 9,451.37 +2.54%
Money Mkt Mutual Fund Assets $3.339 Trillion +.1%
AAII % Bulls 42.73 +10.64%
AAII % Bears 31.82 -17.61%
Futures Spot Prices
CRB Index 274.58 +2.03%
Crude Oil 77.47 +.36%
Reformulated Gasoline 198.06 +2.94%
Natural Gas 4.42 +.43%
Heating Oil 197.56 +.45%
Gold 1,146.80 +2.46%
Bloomberg Base Metals 191.94 +3.48%
Copper 313.40 +4.71%
US No. 1 Heavy Melt Scrap Steel 237.33 USD/Ton -.7%
China Hot Rolled Domestic Steel Sheet 3,695 Yuan/Ton +1.79%
S&P GSCI Agriculture 346.50 +2.33%
Economy
ECRI Weekly Leading Economic Index 127.40 -.31%
Citi US Economic Surprise Index -23.10 -35.88%
Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 12/16
US Dollar Index 75.58 +.32%
Yield Curve 264.0 +3 basis points
10-year US Treasury Yield 3.37% -5 basis points
Federal Reserve’s Balance Sheet $2.192 Trillion +3.52%
U.S. Sovereign Debt Credit Default Swap 31.0 +11 basis points
10-year TIPS Spread 2.19% +3 basis points
TED Spread 26.0 +4 basis points
N. Amer. Investment Grade Credit Default Swap Index 103.24 +5.19%
Euro Financial Sector Credit Default Swap Index 72.33 +5.28%
Emerging Markets Credit Default Swap Index 268.96 +2.08%
CMBS Super Senior AAA 10-year Treasury Spread 484.0 -18 basis points
M1 Money Supply $1.719 Trillion +1.35%
Business Loans 657.0 -.59%
4-Wk MA of Jobless Claims 514,000 -1.2%
Continuing Claims Unemployment Rate 4.30% unch.
Average 30-year Mortgage Rate 4.83% -8 basis points
Weekly Mortgage Applications 611.70 -2.52%
ABC Consumer Confidence -45 +1 point
Weekly Retail Sales +1.80% +10 basis points
Nationwide Gas $2.64/gallon -.01/gallon
US Heating Demand Next 7 Days 7.0% below normal
Baltic Dry Index 4,507 +9.63%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 32.50 +8.33%
Rail Freight Carloads 208,056 +.56%
Iraqi 2028 Govt Bonds 75.25 +.12%
Best Performing Style
Small-Cap Value +.17%
Worst Performing Style
Mid-Cap Growth -1.51%
Leading Sectors
Agriculture +4.52%
Oil Tankers +3.83%
Steel +2.86%
Drugs +1.92%
Banks +1.23%
Lagging Sectors
Construction -2.93%
Papers -3.03%
Networking -3.38%
Oil Service -4.11%
Homebuilders -4.17%
No comments:
Post a Comment