Indices
- S&P 500 2,076.78 -1.21%
- DJIA 17,730.11 -.90%
- NASDAQ 5,009.21 -2.01%
- Russell 2000 1,248.26 -2.73%
- S&P 500 High Beta 33.46 -2.79%
- Goldman 50 Most Shorted 141.25 -4.99%
- Wilshire 5000 21,746.23 -1.37%
- Russell 1000 Growth 998.99 -1.24%
- Russell 1000 Value 1,015.02 -1.24%
- S&P 500 Consumer Staples 494.86 -.37%
- Solactive US Cyclical 131.46 -2.28%
- Morgan Stanley Technology 1,015.18 -2.78%
- Transports 8,122.50 -1.42%
- Utilities 561.13 +1.55%
- Bloomberg European Bank/Financial Services 117.12 -2.94%
- MSCI Emerging Markets 40.01 -.55%
- HFRX Equity Hedge 1,209.85 -1.69%
- HFRX Equity Market Neutral 994.63 +.26%
Sentiment/Internals
- NYSE Cumulative A/D Line 234,277 -.72%
- Bloomberg New Highs-Lows Index -258 -438
- Bloomberg Crude Oil % Bulls 21.21 +8.71%
- CFTC Oil Net Speculative Position 327,433 +.09%
- CFTC Oil Total Open Interest 1,650,025 -.12%
- Total Put/Call 1.02 -5.56%
- OEX Put/Call .38 -69.35%
- ISE Sentiment 83.0 -7.78%
- NYSE Arms 1.12 -10.40%
- Volatility(VIX) 16.79 +19.84%
- S&P 500 Implied Correlation 61.30 -.16%
- G7 Currency Volatility (VXY) 9.81 +3.15%
- Emerging Markets Currency Volatility (EM-VXY) 8.86 +2.67%
- Smart Money Flow Index 16,846.51 -2.45%
- ICI Money Mkt Mutual Fund Assets $2.615 Trillion +.5%
- ICI US Equity Weekly Net New Cash Flow -$3.463 Billion
- AAII % Bulls 22.6 -36.4%
- AAII % Bears 35.1 +61.9%
Futures Spot Prices
- CRB Index 224.55 +.09%
- Crude Oil 56.58 -5.23%
- Reformulated Gasoline 202.49 +.44%
- Natural Gas 2.84 +2.94%
- Heating Oil 183.34 -1.55%
- Gold 1,165.0 -.79%
- Bloomberg Base Metals Index 162.75 +.25%
- Copper 263.10 -.68%
- US No. 1 Heavy Melt Scrap Steel 249.33 USD/Ton unch.
- China Iron Ore Spot 55.63 USD/Ton -10.3%
- Lumber 285.70 -2.43%
- UBS-Bloomberg Agriculture 1,166.91 +5.55%
Economy
- ECRI Weekly Leading Economic Index Growth Rate 1.4% +20.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1537 +3.63%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.62 +.12%
- Citi US Economic Surprise Index -25.1 +5.5 points
- Citi Eurozone Economic Surprise Index -4.4 -11.8 points
- Citi Emerging Markets Economic Surprise Index -18.6 +2.3 points
- Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 7/29
- US Dollar Index 96.11 +.94%
- Euro/Yen Carry Return Index 142.55 -1.52%
- Yield Curve 176.0 -1.0 basis point
- 10-Year US Treasury Yield 2.38% -9.0 basis points
- Federal Reserve's Balance Sheet $4.441 Trillion -.36%
- U.S. Sovereign Debt Credit Default Swap 17.02 +4.14%
- Illinois Municipal Debt Credit Default Swap 228.0 +5.35%
- Western Europe Sovereign Debt Credit Default Swap Index 26.15 +14.89%
- Asia Pacific Sovereign Debt Credit Default Swap Index 59.11 +2.96%
- Emerging Markets Sovereign Debt CDS Index 312.11 +2.83%
- Israel Sovereign Debt Credit Default Swap 65.09 +.49%
- Iraq Sovereign Debt Credit Default Swap 687.39 +4.67%
- Russia Sovereign Debt Credit Default Swap 330.87 +1.09%
- iBoxx Offshore RMB China Corporates High Yield Index 120.76 -.04%
- 10-Year TIPS Spread 1.92% -2.0 basis points
- TED Spread 27.25 -.75 basis point
- 2-Year Swap Spread 26.0 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap 20.75 -.25 basis point
- N. America Investment Grade Credit Default Swap Index 68.19 +3.37%
- America Energy Sector High-Yield Credit Default Swap Index 1,194.0 +11.0%
- European Financial Sector Credit Default Swap Index 89.43 +15.9%
- Emerging Markets Credit Default Swap Index 302.10 +.19%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 90.50 +2.0 basis points
- M1 Money Supply $3.030 Trillion +1.01%
- Commercial Paper Outstanding 952.30 -2.9%
- 4-Week Moving Average of Jobless Claims 274,750 +1,000
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 4.08% +6 basis points
- Weekly Mortgage Applications 366.50 -4.68%
- Bloomberg Consumer Comfort 44.0 +1.4 points
- Weekly Retail Sales +1.40% +10.0 basis points
- Nationwide Gas $2.77/gallon -.01/gallon
- Baltic Dry Index 794.0 -4.22%
- China (Export) Containerized Freight Index 811.09 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -13.33%
- Rail Freight Carloads 275,564 -.49%
Best Performing Style
- Large-Cap Value -1.4%
Worst Performing Style
- Small-Cap Growth -3.0%
Leading Sectors
- Gaming +3.3%
- Hospitals +1.9%
- Utilities +1.3%
- Tobacco +1.3%
- Agriculture +.6%
Lagging Sectors
- Airlines -5.0%
- Steel -6.2%
- Coal -6.3%
- Alt Energy -6.6%
- Disk Drives -6.9%
Weekly High-Volume Stock Gainers (37)
- CB, BSET, LJPC, THC, ASMB, PRTO, CYH, CACC, LPNT, LPG, NNBR, HRTG, CFI, UHS, CHRS, IBP, HCA, AVAV, IPI, TRR, DERM, GRBK, MYRG, GNCA, JUNO, CBMG, PETX, NGHC, UBSI, CARA, ACHC, ED, XNCR, LNN, STRZA, CLGX and STL
Weekly High-Volume Stock Losers (60)
- GEF, UE, PDVW, CY, LADR, CVTI, HYH, TDW, ATI, UIL, EVDY, FANG, KN, DWA, RYAM, SYY, SMTC, CBPX, CTL, SEMI, CXO, NSM, CNCE, CCC, COUP, ROVI, DV, VTAE, VCYT, VSAR, CRS, TECD, CBT, VICR, TW, TMST, NKTR, COLL, UNT, KATE, NVIV, RELY, TAL, SNX, CSII, IMDZ, APOG, PARR, ADRO, UPL, SPNC, HIFR, CREE, TUES, MU, LIFE, APOL, WRLD, AMBC and MEI
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment