- S&P 500 2,007.71 +.55%
- DJIA 17,137.30 +.34%
- NASDAQ 4,582.90 +.55%
- Russell 2000 1,170.13 +.36%
- S&P 500 High Beta 34.14 +.50%
- Wilshire 5000 20,968.20 +.54%
- Russell 1000 Growth 937.05 +.47%
- Russell 1000 Value 1,010.79 +.69%
- S&P 500 Consumer Staples 467.61 +.94%
- Solactive US Cyclical 137.91 +.53%
- Morgan Stanley Technology 995.18 +.28%
- Transports 8,601.80 +2.34%
- Utilities 568.14 +1.43%
- Bloomberg European Bank/Financial Services 111.61 +2.85%
- MSCI Emerging Markets 45.56 +.94%
- HFRX Equity Hedge 1,185.55 +.44%
- HFRX Equity Market Neutral 975.71 +.26%
- NYSE Cumulative A/D Line 232,404 -.27%
- Bloomberg New Highs-Lows Index 271 +215
- Bloomberg Crude Oil % Bulls 30.0 -20.72%
- CFTC Oil Net Speculative Position 302,564 -4.77%
- CFTC Oil Total Open Interest 1,559,353 +.59%
- Total Put/Call 1.02 +7.37%
- OEX Put/Call 2.43 -26.59%
- ISE Sentiment 105.0 +15.38%
- NYSE Arms .94 -22.95%
- Volatility(VIX) 12.09 +.33%
- S&P 500 Implied Correlation 47.09 -9.5%
- G7 Currency Volatility (VXY) 6.57 +10.05%
- Emerging Markets Currency Volatility (EM-VXY) 6.40 +.47%
- Smart Money Flow Index 11,315.41 -.96%
- ICI Money Mkt Mutual Fund Assets $2.586 Trillion -.34%
- ICI US Equity Weekly Net New Cash Flow -$2.207 Billion
- AAII % Bulls 44.7 -14.0%
- AAII % Bears 24.0 +24.6%
- CRB Index 288.02 -1.14%
- Crude Oil 93.29 -1.36%
- Reformulated Gasoline 258.34 -.38%
- Natural Gas 3.79 -6.37%
- Heating Oil 281.92 -.99%
- Gold 1,266.30 -1.81%
- Bloomberg Base Metals Index 204.50 -.27%
- Copper 316.95 +1.33%
- US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
- China Iron Ore Spot 83.60 USD/Ton -4.89%
- Lumber 332.10 -4.54%
- UBS-Bloomberg Agriculture 1,261.50 -1.51%
- ECRI Weekly Leading Economic Index Growth Rate 1.8% -50 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0606 -2.02%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.02 +.19%
- Citi US Economic Surprise Index 37.90 +3.3 points
- Citi Eurozone Economic Surprise Index -42.50 +2.6 points
- Citi Emerging Markets Economic Surprise Index -13.40 -.7 point
- Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 9/17
- US Dollar Index 83.74 +1.21%
- Euro/Yen Carry Return Index 142.13 -.40%
- Yield Curve 195.0 +10.0 basis points
- 10-Year US Treasury Yield 2.46% +12.0 basis points
- Federal Reserve's Balance Sheet $4.373 Trillion +.03%
- U.S. Sovereign Debt Credit Default Swap 16.83 +6.29%
- Illinois Municipal Debt Credit Default Swap 156.0 -2.35%
- Western Europe Sovereign Debt Credit Default Swap Index 26.32 -14.07%
- Asia Pacific Sovereign Debt Credit Default Swap Index 62.11 -4.35%
- Emerging Markets Sovereign Debt CDS Index 204.67 -6.39%
- Israel Sovereign Debt Credit Default Swap 82.50 +1.23%
- Iraq Sovereign Debt Credit Default Swap 314.48 -4.82%
- Russia Sovereign Debt Credit Default Swap 228.33 -11.44%
- China Blended Corporate Spread Index 306.19 -1.53%
- 10-Year TIPS Spread 2.16% +3.0 basis points
- TED Spread 20.75 -.5 basis point
- 2-Year Swap Spread 21.75 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.5 -1.75 basis points
- N. America Investment Grade Credit Default Swap Index 57.29 +.59%
- European Financial Sector Credit Default Swap Index 55.83 -8.78%
- Emerging Markets Credit Default Swap Index 225.87 -19.94%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 82.0 -.5 basis point
- M1 Money Supply $2.800 Trillion +.25%
- Commercial Paper Outstanding 1,047.60 +.80%
- 4-Week Moving Average of Jobless Claims 302,750 +3,000
- Continuing Claims Unemployment Rate 1.9% unch.
- Average 30-Year Mortgage Rate 4.10% unch.
- Weekly Mortgage Applications 352.70 +.20%
- Bloomberg Consumer Comfort 37.7 +.4 point
- Weekly Retail Sales +4.30% +10.0 basis points
- Nationwide Gas $3.44/gallon unch.
- Baltic Dry Index 1,147 unch.
- China (Export) Containerized Freight Index 1,121.48 +1.34%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
- Rail Freight Carloads 273,458 +2.90%
- Mid-Cap Growth +.9%
- Small-Cap Growth +.3%
- Alt Energy +2.6%
- Road & Rail +2.6%
- Airlines +2.0%
- Software +1.8%
- HMOs +1.7%
- Biotech -1.2%
- Oil Service -1.6%
- Homebuilders -1.6%
- Hospitals -3.0%
- Gaming -5.0%
- INFI, SPLK, UTHR, VEEV, MEI, CSLT, CPWR, RALY, ACAD, CBK, NCLH, GPRO, CNQR, BLOX and CORE
- SIX, SIR, TUBE, CLD, FNSR, MTRX, RPRX and CONN
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