- S&P 500 2,063.50 +1.16%
- DJIA 17,810.0 +.99%
- NASDAQ 4,712.96 +.52%
- Russell 2000 1,172.42 -.12%
- S&P 500 High Beta 34.60 +.90%
- Wilshire 5000 21,422.80 +1.05%
- Russell 1000 Growth 965.14 +1.07%
- Russell 1000 Value 1,028.16 +1.28%
- S&P 500 Consumer Staples 498.60 +1.42%
- Solactive US Cyclical 142.48 +1.87%
- Morgan Stanley Technology 997.35 +.28%
- Transports 9,094.16 +.36%
- Utilities 596.15 +1.73%
- Bloomberg European Bank/Financial Services 105.49 +2.57%
- MSCI Emerging Markets 41.74 +1.30%
- HFRX Equity Hedge 1,175.10 +.12%
- HFRX Equity Market Neutral 982.27 -.02%
- NYSE Cumulative A/D Line 229,210+.31%
- Bloomberg New Highs-Lows Index -85 -88
- Bloomberg Crude Oil % Bulls 31.82 unch.
- CFTC Oil Net Speculative Position 255,363 -7.76%
- CFTC Oil Total Open Interest 1,459,175 -3.33%
- Total Put/Call .74 -17.78%
- OEX Put/Call 1.08 -51.13%
- ISE Sentiment 83.0 -47.13%
- NYSE Arms .55 -32.93%
- Volatility(VIX) 12.90 -3.08%
- S&P 500 Implied Correlation 30.29 -24.95%
- G7 Currency Volatility (VXY) 8.71 +.58%
- Emerging Markets Currency Volatility (EM-VXY) 7.77 -4.55%
- Smart Money Flow Index 17,605.52 +.78%
- ICI Money Mkt Mutual Fund Assets $2.654 Trillion +.37%
- ICI US Equity Weekly Net New Cash Flow +$.193 Billion
- AAII % Bulls 49.1 -15.2%
- AAII % Bears 23.8 +23.4%
- CRB Index 269.10 +.87%
- Crude Oil 76.75 +.96%
- Reformulated Gasoline 205.65 +.46%
- Natural Gas 4.24 +4.46%
- Heating Oil 240.76 -.76%
- Gold 1,200.70 +1.04%
- Bloomberg Base Metals Index 196.84 +2.42%
- Copper 303.80 -.23%
- US No. 1 Heavy Melt Scrap Steel 339.0 USD/Ton -8.85%
- China Iron Ore Spot 70.31 USD/Ton -6.84%
- Lumber 333.0 +4.22%
- UBS-Bloomberg Agriculture 1,246.30 -.11%
- ECRI Weekly Leading Economic Index Growth Rate -2.4% +40 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0664 +9.29%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.58 +.05%
- Citi US Economic Surprise Index 19.90 +4.5 points
- Citi Eurozone Economic Surprise Index -36.0 -9.6 points
- Citi Emerging Markets Economic Surprise Index -1.0 +4.1 points
- Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 12/17
- US Dollar Index 88.27 +.86%
- Euro/Yen Carry Return Index 152.45 +.17%
- Yield Curve 181.0 unch.
- 10-Year US Treasury Yield 2.31% -1.0 basis point
- Federal Reserve's Balance Sheet $4.452 Trillion +.1%
- U.S. Sovereign Debt Credit Default Swap 16.68 -.92%
- Illinois Municipal Debt Credit Default Swap 173.0 +2.76%
- Western Europe Sovereign Debt Credit Default Swap Index 30.70 -2.26%
- Asia Pacific Sovereign Debt Credit Default Swap Index 63.89 +.40%
- Emerging Markets Sovereign Debt CDS Index 243.99 -1.09%
- Israel Sovereign Debt Credit Default Swap 80.84 +4.84%
- Iraq Sovereign Debt Credit Default Swap 351.86 -1.60%
- Russia Sovereign Debt Credit Default Swap 282.99 -4.28%
- China Blended Corporate Spread Index 327.17 +1.0%
- 10-Year TIPS Spread 1.87% -3.0 basis points
- TED Spread 23.25 +.5 basis point
- 2-Year Swap Spread 21.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -9.50 unch.
- N. America Investment Grade Credit Default Swap Index 63.88 -2.47%
- European Financial Sector Credit Default Swap Index 64.33 -4.30%
- Emerging Markets Credit Default Swap Index 269.94 -4.17%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 86.0 -1.0 basis point
- M1 Money Supply $2.856 Trillion -1.54%
- Commercial Paper Outstanding 1,090.70 +1.0%
- 4-Week Moving Average of Jobless Claims 287,500 +2,500
- Continuing Claims Unemployment Rate 1.8% unch.
- Average 30-Year Mortgage Rate 3.99% -2 basis points
- Weekly Mortgage Applications 391.30 +4.93%
- Bloomberg Consumer Comfort 38.5 +.3 point
- Weekly Retail Sales +3.80% unch.
- Nationwide Gas $2.84/gallon -.07/gallon
- Baltic Dry Index 1,332 +6.05%
- China (Export) Containerized Freight Index 1,054.96 +1.38%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
- Rail Freight Carloads 273,695 +.95%
- Mid-Cap Value +1.4%
- Small-Cap Value -.3%
- Hospitals +6.2%
- Gold & Silver +4.2%
- Homebuilders +3.3%
- Energy +3.3%
- Semis +2.7%
- Education -.7%
- I-Banks -.8%
- Software -1.3%
- Computer Services -1.5%
- Social Media -3.6%
- CLDX, SUNE, TERP, SSI, OPLK, TSE, MAC, DISH, AVID, CVTI, WSM, BHI, SHEN, DDS, AGN, BBY, ACT, MTSI, SCMP and TGT
- WD, CQH, GMCR, HAL, MC, WLH, LGIH, VRTS, AGTC, VASC and MOV
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment