Indices
- S&P 500 2,091.80 -.71%
- DJIA 17,850.10 -.87%
- NASDAQ 5,068.45 -.02%
- Russell 2000 1,258.50 +.96%
- S&P 500 High Beta 34.72 unch.
- Goldman 50 Most Shorted 144.91 +1.0%
- Wilshire 5000 21,942.40 -.44%
- Russell 1000 Growth 1,005.45 -.54%
- Russell 1000 Value 1,025.10 -.71%
- S&P 500 Consumer Staples 487.28 -2.56%
- Solactive US Cyclical 137.26 -.93%
- Morgan Stanley Technology 1,046.89 -.15%
- Transports 8,509.77 +2.54%
- Utilities 562.96 -4.07%
- Bloomberg European Bank/Financial Services 117.80 -1.13%
- MSCI Emerging Markets 40.41 -2.31%
- HFRX Equity Hedge 1,224.73 -.13%
- HFRX Equity Market Neutral 985.44 -.20%
Sentiment/Internals
- NYSE Cumulative A/D Line 237,811 -.97%
- Bloomberg New Highs-Lows Index -178 -80
- Bloomberg Crude Oil % Bulls 20.6 -33.1%
- CFTC Oil Net Speculative Position 347,991 +1.33%
- CFTC Oil Total Open Interest 1,614,397 -.42%
- Total Put/Call 1.02 -11.40%
- OEX Put/Call .80 -76.19%
- ISE Sentiment 93.0 +1.08%
- NYSE Arms .81 -25.47%
- Volatility(VIX) 14.45 +3.54%
- S&P 500 Implied Correlation 63.73 +2.61%
- G7 Currency Volatility (VXY) 10.29 +1.88%
- Emerging Markets Currency Volatility (EM-VXY) 9.66 +3.09%
- Smart Money Flow Index 17,361.08 -1.18%
- ICI Money Mkt Mutual Fund Assets $2.614 Trillion +.18%
- ICI US Equity Weekly Net New Cash Flow -$5.390 Billion
- AAII % Bulls 27.3 +1.3%
- AAII % Bears 24.6 -2.0%
Futures Spot Prices
- CRB Index 222.53 -.29%
- Crude Oil 58.92 -2.16%
- Reformulated Gasoline 202.58 -1.81%
- Natural Gas 2.59 -2.16%
- Heating Oil 186.57 -4.63%
- Gold 1,170.60 -1.61%
- Bloomberg Base Metals Index 167.76 -1.95%
- Copper 269.65 -1.46%
- US No. 1 Heavy Melt Scrap Steel 231.67 USD/Ton unch.
- China Iron Ore Spot 64.45 USD/Ton +4.20%
- Lumber 291.20 +6.58%
- UBS-Bloomberg Agriculture 1,082.84 +2.54%
Economy
- ECRI Weekly Leading Economic Index Growth Rate 1.0% -40.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0447 +19.2%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.94 +.19%
- Citi US Economic Surprise Index -47.90 +6.3 points
- Citi Eurozone Economic Surprise Index 6.0 +17.1 points
- Citi Emerging Markets Economic Surprise Index -21.50 -7.6 points
- Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 6/17
- US Dollar Index 96.34 -.53%
- Euro/Yen Carry Return Index 145.80 +2.37%
- Yield Curve 169.0 +19.0 basis points
- 10-Year US Treasury Yield 2.40% +30.0 basis points
- Federal Reserve's Balance Sheet $4.427 Trillion +.03%
- U.S. Sovereign Debt Credit Default Swap 16.18 -2.96%
- Illinois Municipal Debt Credit Default Swap 225.0 -1.45%
- Western Europe Sovereign Debt Credit Default Swap Index 23.19 -.81%
- Asia Pacific Sovereign Debt Credit Default Swap Index 62.02 +3.84%
- Emerging Markets Sovereign Debt CDS Index 310.26 +.34%
- Israel Sovereign Debt Credit Default Swap 65.50 unch.
- Iraq Sovereign Debt Credit Default Swap 661.52 +1.48%
- Russia Sovereign Debt Credit Default Swap 349.04 +12.97%
- iBoxx Offshore RMB China Corporates High Yield Index 120.11 +.02%
- 10-Year TIPS Spread 1.88% +4.0 basis points
- TED Spread 27.0 -1.75 basis points
- 2-Year Swap Spread 24.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.25 +2.25 basis points
- N. America Investment Grade Credit Default Swap Index 66.92 +5.04%
- America Energy Sector High-Yield Credit Default Swap Index 1,162.0 +4.14%
- European Financial Sector Credit Default Swap Index 77.20 +1.50%
- Emerging Markets Credit Default Swap Index 307.30 +5.97%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 87.50 unch.
- M1 Money Supply $2.991 Trillion +.75%
- Commercial Paper Outstanding 943.90 -.10%
- 4-Week Moving Average of Jobless Claims 274,750 -1,500
- Continuing Claims Unemployment Rate 1.6% -10 basis points
- Average 30-Year Mortgage Rate 3.87% unch.
- Weekly Mortgage Applications 369.50 -7.60%
- Bloomberg Consumer Comfort 40.5 -.4 point
- Weekly Retail Sales +1.80% unch.
- Nationwide Gas $2.76/gallon +.02/gallon
- Baltic Dry Index 603.0 +2.38%
- China (Export) Containerized Freight Index 890.42 -.14%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
- Rail Freight Carloads 247,170 -12.07%
Best Performing Style
- Small-Cap Growth +1.5%
Worst Performing Style
- Mid-Cap Value -.7%
Leading Sectors
- Gaming +6.5%
- Social Media +4.0%
- I-Banks +3.2%
- Banks +2.7%
- Steel +2.6%
Lagging Sectors
- HMOs -2.0%
- Semis -2.5%
- Gold & Silver -2.7%
- Coal -2.8%
- Utilities -4.1%
Weekly High-Volume Stock Gainers (26)
- HRTX, RXDX, IMGN, OMG, BRLI, HUM, GIII, REGI, XENT, EROS, BOOT, STCK, AMBA, FIVE, GES, PVH, SNCR, ALTR, AMPH, GME, CUZ, TITN, ADMS, ZION, NX and XNCR
Weekly High-Volume Stock Losers (13)
- VEEV, VNCE, VWR, BGG, CRRC, OPK, CTLT, NAV, GEF, MRTX, VRA, RGLS and PBYI
Weekly Charts
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