- S&P 500 1,805.75 +.55%
- DJIA 16,o86.40 +.48%
- NASDAQ 4,059.88 +2.29%
- Russell 2000 1,142.89 +2.08%
- S&P 500 High Beta 29.40 +.77%
- Wilshire 5000 18,947.90 +.67%
- Russell 1000 Growth 840.95 +1.10%
- Russell 1000 Value 906.51 unch.
- S&P 500 Consumer Staples 441.58 -.02%
- Morgan Stanley Cyclical 1,432.60 +1.39%
- Morgan Stanley Technology 867.77 +1.16%
- Transports 7,235.69 +.87%
- Utilities 487.13 -1.76%
- Bloomberg European Bank/Financial Services 106.88 +2.25%
- MSCI Emerging Markets 42.20 +1.07%
- HFRX Equity Hedge 1,147.54 +.37%
- HFRX Equity Market Neutral 949.60 -.02%
- NYSE Cumulative A/D Line 195,776 +1.48%
- Bloomberg New Highs-Lows Index 615 +466
- Bloomberg Crude Oil % Bulls 31.03 n/a
- CFTC Oil Net Speculative Position 313,160 n/a
- CFTC Oil Total Open Interest 1,620,640 n/a
- Total Put/Call .80 -14.89%
- OEX Put/Call .74 -46.76%
- ISE Sentiment 164.0 +13.89%
- NYSE Arms 1.29 +9.0%
- Volatility(VIX) 13.69 +8.61%
- S&P 500 Implied Correlation 54.37 -3.83%
- G7 Currency Volatility (VXY) 8.21 +1.73%
- Emerging Markets Currency Volatility (EM-VXY) 8.83 +2.79%
- Smart Money Flow Index 12,086.81 +.61%
- ICI Money Mkt Mutual Fund Assets $2.678 Trillion +.57%
- ICI US Equity Weekly Net New Cash Flow $3.973 Billion -26.9%
- AAII % Bulls 47.3 +37.5%
- AAII % Bears 28.3 -4.2%
- CRB Index 274.98 -.05%
- Crude Oil 92.89 -2.12%
- Reformulated Gasoline 267.05 -1.53%
- Natural Gas 3.95 +5.83%
- Heating Oil 303.65 +1.51%
- Gold 1,251.50 +.76%
- Bloomberg Base Metals Index 185.80 -1.0%
- Copper 323.05 +1.46%
- US No. 1 Heavy Melt Scrap Steel 360.67 USD/Ton unch.
- China Iron Ore Spot 136.40 USD/Ton -.07%
- Lumber 364.80 +.77%
- UBS-Bloomberg Agriculture 1,387.01 +.10%
- ECRI Weekly Leading Economic Index Growth Rate 2.7% +30 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0642 +4.05%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.77 +.14%
- Citi US Economic Surprise Index 6.90 +.2 point
- Citi Emerging Markets Economic Surprise Index -15.0 -.7 point
- Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 12/18
- US Dollar Index 80.65 +.02%
- Euro/Yen Carry Return Index 145.11 +1.41%
- Yield Curve 246.0 unch.
- 10-Year US Treasury Yield 2.74% unch.
- Federal Reserve's Balance Sheet $3.864 Trillion n/a
- U.S. Sovereign Debt Credit Default Swap 30.45 +1.90%
- Illinois Municipal Debt Credit Default Swap 186.0 -2.47%
- Western Europe Sovereign Debt Credit Default Swap Index 60.0 -4.0%
- Asia Pacific Sovereign Debt Credit Default Swap Index 107.20 +5.38%
- Emerging Markets Sovereign Debt CDS Index 234.34 +1.89%
- Israel Sovereign Debt Credit Default Swap 106.0 -2.0%
- Egypt Sovereign Debt Credit Default Swap 629.85 -5.29%
- China Blended Corporate Spread Index 350.50 -2.5 basis points
- 10-Year TIPS Spread 2.16% -4 basis points
- TED Spread 18.25 +1.25 basis points
- 2-Year Swap Spread 9.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -3.5 -1.75 basis points
- N. America Investment Grade Credit Default Swap Index 69.56 -.11%
- European Financial Sector Credit Default Swap Index 97.65 -4.28%
- Emerging Markets Credit Default Swap Index 293.18 +1.55%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 110.0 +7.0 basis points
- M1 Money Supply $2.587 Trillion n/a
- Commercial Paper Outstanding 1,059.20 +.50%
- 4-Week Moving Average of Jobless Claims 331,800 -6,700
- Continuing Claims Unemployment Rate 2.1% -10 basis points
- Average 30-Year Mortgage Rate 4.29% +7 basis points
- Weekly Mortgage Applications 449.60 -.33%
- Bloomberg Consumer Comfort -33.70 +.9 point
- Weekly Retail Sales +3.50% +10 basis points
- Nationwide Gas $3.28/gallon +.04/gallon
- Baltic Dry Index 1,719 +14.67%
- China (Export) Containerized Freight Index 1,066.22 +.08%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
- Rail Freight Carloads 267,759 +.42%
- Small-Cap Value +2.1%
- Mid-Cap Value -.1%
- Biotech +4.6%
- Airlines +3.4%
- Computer Hardware +3.2%
- HMOs +2.5%
- Defense +2.2%
- REITs -1.4%
- Steel -1.6%
- Computer Services -1.6%
- Utilities -1.8%
- Oil Service -2.4%
- BONT, UVE, ENTA, KCG, ENT, SPLK, WETF, IIIN, TWC, JOSB, WDAY, CSII, ANIK, DAKT, TIF, POST, FBRC, BERY, LGND, NLSN, WAIR, CBF, BKS and MENT
- DLTR, ROST, ADT, OGE, GME, GEOS, LL, LQDT, NUAN, TFM, BRLI, DLLR, TLYS and BLOX
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