Indices
- S&P 500 2,095.17 +.09%
- DJIA 17,904.60 +.32%
- NASDAQ 5,051.53 -.30%
- Russell 2000 1,265.10 +.31%
- S&P 500 High Beta 34.59 -.43%
- Goldman 50 Most Shorted 144.97 +.04%
- Wilshire 5000 21,963.50 +.10%
- Russell 1000 Growth 1,004.93 -.09%
- Russell 1000 Value 1,028.60 +.26%
- S&P 500 Consumer Staples 491.38 +.86%
- Solactive US Cyclical 136.80 -.38%
- Morgan Stanley Technology 1,041.96 -.46%
- Transports 8,417.41 -1.1%
- Utilities 560.99 -.36%
- Bloomberg European Bank/Financial Services 118.24 +.37%
- MSCI Emerging Markets 40.44 +.09%
- HFRX Equity Hedge 1,220.97 -.31%
- HFRX Equity Market Neutral 988.86 +.35%
Sentiment/Internals
- NYSE Cumulative A/D Line 237,328 -.20%
- Bloomberg New Highs-Lows Index -3 +175
- Bloomberg Crude Oil % Bulls 23.1 +12.09%
- CFTC Oil Net Speculative Position 339,518 -2.43%
- CFTC Oil Total Open Interest 1,651,449 +2.30%
- Total Put/Call 1.04 +.97%
- OEX Put/Call .90 +26.32%
- ISE Sentiment 106.0 +16.49%
- NYSE Arms 1.70 +135.80%
- Volatility(VIX) 13.76 -2.39%
- S&P 500 Implied Correlation 61.0 -5.67%
- G7 Currency Volatility (VXY) 10.35 +.58%
- Emerging Markets Currency Volatility (EM-VXY) 9.36 -2.70%
- Smart Money Flow Index 17,374.89 +.08%
- ICI Money Mkt Mutual Fund Assets $2.610 Trillion -.29%
- ICI US Equity Weekly Net New Cash Flow -$4.218 Billion
- AAII % Bulls 20.0 -26.7%
- AAII % Bears 32.6 +32.3%
Futures Spot Prices
- CRB Index 223.53 +.45%
- Crude Oil 59.96 +1.89%
- Reformulated Gasoline 212.89 +4.74%
- Natural Gas 2.75 +6.09%
- Heating Oil 188.67 +1.20%
- Gold 1,179.70 +.63%
- Bloomberg Base Metals Index 166.83 -.55%
- Copper 267.95 -.83%
- US No. 1 Heavy Melt Scrap Steel 231.67 USD/Ton unch.
- China Iron Ore Spot 65.13 USD/Ton +1.06%
- Lumber 294.50 +1.10%
- UBS-Bloomberg Agriculture 1,064.96 -1.59%
Economy
- ECRI Weekly Leading Economic Index Growth Rate .9% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0432 -4.43%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.11 +.14%
- Citi US Economic Surprise Index -33.0 +14.9 points
- Citi Eurozone Economic Surprise Index 4.70 -1.3 points
- Citi Emerging Markets Economic Surprise Index -15.80 +5.7 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 94.99 -1.45%
- Euro/Yen Carry Return Index 145.1 -.32%
- Yield Curve 166.0 -3.0 basis points
- 10-Year US Treasury Yield 2.38% -2.0 basis points
- Federal Reserve's Balance Sheet $4.429 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 16.51 +2.03%
- Illinois Municipal Debt Credit Default Swap 223.0 -.90%
- Western Europe Sovereign Debt Credit Default Swap Index 23.08 -.45%
- Asia Pacific Sovereign Debt Credit Default Swap Index 60.92 -1.30%
- Emerging Markets Sovereign Debt CDS Index 319.04 +3.55%
- Israel Sovereign Debt Credit Default Swap 65.50 -.62%
- Iraq Sovereign Debt Credit Default Swap 675.24 +2.08%
- Russia Sovereign Debt Credit Default Swap 348.82 -.13%
- iBoxx Offshore RMB China Corporates High Yield Index 120.26 +.12%
- 10-Year TIPS Spread 1.86% -2.0 basis points
- TED Spread 28.0 +1.0 basis point
- 2-Year Swap Spread 27.25 +2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -20.25 -1.0 basis point
- N. America Investment Grade Credit Default Swap Index 67.56 +.93%
- America Energy Sector High-Yield Credit Default Swap Index 1,571.0 +35.58%
- European Financial Sector Credit Default Swap Index 78.32 +1.51%
- Emerging Markets Credit Default Swap Index 312.91 +1.82%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 87.50 unch.
- M1 Money Supply $2.964 Trillion -.89%
- Commercial Paper Outstanding 965.10 +2.20%
- 4-Week Moving Average of Jobless Claims 278,750 +4,000
- Continuing Claims Unemployment Rate 1.7% +10 basis points
- Average 30-Year Mortgage Rate 4.04% +17 basis points
- Weekly Mortgage Applications 400.50 +8.39%
- Bloomberg Consumer Comfort 40.1 -.4 point
- Weekly Retail Sales +1.20% -60.0 basis points
- Nationwide Gas $2.79/gallon +.03/gallon
- Baltic Dry Index 642.0 +3.11%
- China (Export) Containerized Freight Index 851.40 -1.24%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.7%
- Rail Freight Carloads 281,315 +13.81%
Best Performing Style
- Small-Cap Value +.5%
Worst Performing Style
- Mid-Cap Growth -.1%
Leading Sectors
- Insurance +1.9%
- Homebuilders +1.5%
- Banks +1.5%
- Steel +1.2%
- Foods +1.1%
Lagging Sectors
- Semis -1.7%
- Gold & Silver -1.8%
- Oil Tankers -3.0%
- Gaming -4.9%
- Coal -8.0%
Weekly High-Volume Stock Gainers (23)
- ISLE, HCC, LOXO, SIGM, TBRA, RCPT, ZOES, FLXN, MXL, KKD, LLY, NWBO, IXYS, DMND, WETF, HLS, FOLD, DWRE, AZZ, OXM, BOX, FRSH and IDT
Weekly High-Volume Stock Losers (18)
- LC, NRZ, THO, CTRE, SNH, WGO, IRWD, BURL, AVID, NEM, NEWM, ESL, LE, FRAN, VNCE, ZUMZ, ESPR and SHLD
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment