- S&P 500 2,067.56 +.72%
- DJIA 17,828.24 +.62%
- NASDAQ 4,791.63 +1.91%
- Russell 2000 1,173.23 +.21%
- S&P 500 High Beta 34.43 +.18%
- Wilshire 5000 21,463.11 +.68%
- Russell 1000 Growth 972.69 +1.32%
- Russell 1000 Value 1,024.03 +.09%
- S&P 500 Consumer Staples 506.50 +2.04%
- Solactive US Cyclical 143.37 -.08%
- Morgan Stanley Technology 1,019.24 +2.67%
- Transports 9,198.20 +1.60%
- Utilities 599.70 +1.0%
- Bloomberg European Bank/Financial Services 108.05 +2.43%
- MSCI Emerging Markets 41.73 +1.33%
- HFRX Equity Hedge 1,186.23 +.95%
- HFRX Equity Market Neutral 984.45 +.22%
- NYSE Cumulative A/D Line 231,815 +1.57%
- Bloomberg New Highs-Lows Index 25 +110
- Bloomberg Crude Oil % Bulls 22.73 -29.74%
- CFTC Oil Net Speculative Position 255,363 n/a
- CFTC Oil Total Open Interest 1,459,175 n/a
- Total Put/Call .74 n/a
- OEX Put/Call 7.80 +622.22%
- ISE Sentiment 74.0 -10.84%
- NYSE Arms 1.24 +29.17%
- Volatility(VIX) 13.33 -1.84%
- S&P 500 Implied Correlation 68.53 (new maturities)
- G7 Currency Volatility (VXY) 8.77 +.92%
- Emerging Markets Currency Volatility (EM-VXY) 8.03 +3.35%
- Smart Money Flow Index 17,547.81 +.16%
- ICI Money Mkt Mutual Fund Assets $2.662 Trillion +.32%
- ICI US Equity Weekly Net New Cash Flow -$3.622 Billion
- AAII % Bulls 52.2 +6.2%
- AAII % Bears 20.8 -12.7%
- CRB Index 254.37 -5.14%
- Crude Oil 66.15 -12.47%
- Reformulated Gasoline 182.76 -9.88%
- Natural Gas 4.09 -8.38%
- Heating Oil 216.12 -9.67%
- Gold 1,175.50 -1.55%
- Bloomberg Base Metals Index 191.91 -2.50%
- Copper 284.60 -5.60%
- US No. 1 Heavy Melt Scrap Steel 339.0 USD/Ton -8.9%
- China Iron Ore Spot 71.32 USD/Ton +1.44%
- Lumber 327.70 -.03%
- UBS-Bloomberg Agriculture 1,239.63 -.63%
- ECRI Weekly Leading Economic Index Growth Rate -2.3% +10 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1719 +.116%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.58 +.04%
- Citi US Economic Surprise Index 6.10 -13.8 points
- Citi Eurozone Economic Surprise Index -21.50 +14.5 points
- Citi Emerging Markets Economic Surprise Index -.9 +.1 point
- Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 12/17
- US Dollar Index 88.36 +.09%
- Euro/Yen Carry Return Index 154.20 +1.17%
- Yield Curve 170.0 -11.0 basis points
- 10-Year US Treasury Yield 2.16% -17.0 basis points
- Federal Reserve's Balance Sheet $4.446 Trillion -.15%
- U.S. Sovereign Debt Credit Default Swap 16.47 -1.29%
- Illinois Municipal Debt Credit Default Swap 176.0 +1.82%
- Western Europe Sovereign Debt Credit Default Swap Index 28.11 -8.43%
- Asia Pacific Sovereign Debt Credit Default Swap Index 62.35 -2.41%
- Emerging Markets Sovereign Debt CDS Index 250.11 +2.51%
- Israel Sovereign Debt Credit Default Swap 76.33 -5.57%
- Iraq Sovereign Debt Credit Default Swap 340.72 -3.16%
- Russia Sovereign Debt Credit Default Swap 314.31 +11.07%
- China Blended Corporate Spread Index 323.87 -.50%
- 10-Year TIPS Spread 1.80% -7.0 basis points
- TED Spread 22.0 -1.25 basis points
- 2-Year Swap Spread 20.75 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -11.25 -1.75 basis points
- N. America Investment Grade Credit Default Swap Index 61.47 -3.77%
- European Financial Sector Credit Default Swap Index 59.42 -7.63%
- Emerging Markets Credit Default Swap Index 273.58 +1.35%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 87.0 +1.0 basis point
- M1 Money Supply $2.841 Trillion -.51%
- Commercial Paper Outstanding 1,090.70 unch.
- 4-Week Moving Average of Jobless Claims 294,000 +6,500
- Continuing Claims Unemployment Rate 1.7% -10 basis points
- Average 30-Year Mortgage Rate 3.97% -2 basis points
- Weekly Mortgage Applications 374.50 -4.29%
- Bloomberg Consumer Comfort 40.7 +2.2 points
- Weekly Retail Sales +4.0% +20 basis points
- Nationwide Gas $2.79/gallon -.05/gallon
- Baltic Dry Index 1,187 -10.35%
- China (Export) Containerized Freight Index 1,047.04 -.75%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
- Rail Freight Carloads 269,373 -1.58%
- Large-Cap Growth +1.3%
- Small-Cap Value -.3%
- Airlines +6.2%
- Biotech +3.4%
- REITs +2.4%
- Medical Equipment +2.4%
- Networking +1.9%
- Construction -4.3%
- Coal -6.6%
- Oil Tankers -8.0%
- Energy -8.5%
- Oil Service -11.5%
- FPRX, KIRK, VEEV, EIGI, BWS, NGVC, CVTI, CBPX, POST, ZAYO, BLOX, PANW, HIBB, BERY, OUTR, AVID, AERI, LORL, LQ, FIVE, CTRN, MTSI and SCAI
- LQDT, LOCO, DCI, GMCR, ARUN, GME and WAIR
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