Indices
- S&P 500 2,078.99 +.20%
- DJIA 17,779.10 +.24%
- NASDAQ 5,003.25 -.16%
- Russell 2000 1,250.90 +.24%
- S&P 500 High Beta 32.97 -1.46%
- Goldman 50 Most Shorted 139.93 -1.01%
- Wilshire 5000 21,760.70 +.04%
- Russell 1000 Growth 1,003.48 +.49%
- Russell 1000 Value 1,012.37 -.18%
- S&P 500 Consumer Staples 505.55 +2.17%
- Solactive US Cyclical 129.60 -1.36%
- Morgan Stanley Technology 1,011.64 -.28%
- Transports 8,205.26 +.97%
- Utilities 571.85 +1.83%
- Bloomberg European Bank/Financial Services 116.87 +.66%
- MSCI Emerging Markets 38.38 -4.08%
- HFRX Equity Hedge 1,182.87 -2.46%
- HFRX Equity Market Neutral 989.04 -.70%
Sentiment/Internals
- NYSE Cumulative A/D Line 232,493 -.76%
- Bloomberg New Highs-Lows Index -370 -112
- Bloomberg Crude Oil % Bulls 28.21 +33.0%
- CFTC Oil Net Speculative Position 328,179 +.23%
- CFTC Oil Total Open Interest 1,670,091 +1.22%
- Total Put/Call 1.02 -.98%
- OEX Put/Call 1.0 +163.16%
- ISE Sentiment 79.0 -.34%
- NYSE Arms .92 -17.85%
- Volatility(VIX) 16.72 -1.07%
- S&P 500 Implied Correlation 58.39 -4.68%
- G7 Currency Volatility (VXY) 9.79 -2.68%
- Emerging Markets Currency Volatility (EM-VXY) 8.87 +.91%
- Smart Money Flow Index 16,735.92 -.31%
- ICI Money Mkt Mutual Fund Assets $2.634 Trillion +.73%
- ICI US Equity Weekly Net New Cash Flow -$5.514 Billion
- AAII % Bulls 27.9 +23.4%
- AAII % Bears 29.2 -16.8%
Futures Spot Prices
- CRB Index 218.25 -2.81%
- Crude Oil 52.72 -6.64%
- Reformulated Gasoline 202.22 -.63%
- Natural Gas 2.78 -2.29%
- Heating Oil 173.78 -5.19%
- Gold 1,160.80 -.47%
- Bloomberg Base Metals Index 158.15 -2.47%
- Copper 254.20 -3.70%
- US No. 1 Heavy Melt Scrap Steel 249.33 USD/Ton unch.
- China Iron Ore Spot 50.10 USD/Ton -9.34%
- Lumber 295.20 +2.37%
- UBS-Bloomberg Agriculture 1,164.74 -.18%
Economy
- ECRI Weekly Leading Economic Index Growth Rate 1.2% -20.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1268 +.94%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.70 +.06%
- Citi US Economic Surprise Index -21.8 +3.3 points
- Citi Eurozone Economic Surprise Index -3.9 +.5 point
- Citi Emerging Markets Economic Surprise Index -19.5 -.9 point
- Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 7/29
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 7.43 +13.1%
- US Dollar Index 96.02 +.1%
- Euro/Yen Carry Return Index 142.88 +.13%
- Yield Curve 177.0 +1.0 basis point
- 10-Year US Treasury Yield 2.42% +4.0 basis points
- Federal Reserve's Balance Sheet $4.443 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 15.94 -4.33%
- Illinois Municipal Debt Credit Default Swap 229.0 +1.60%
- Western Europe Sovereign Debt Credit Default Swap Index 25.25 -3.99%
- Asia Pacific Sovereign Debt Credit Default Swap Index 59.92 +.98%
- Emerging Markets Sovereign Debt CDS Index 298.53 -4.29%
- Israel Sovereign Debt Credit Default Swap 66.0 +1.14%
- Iraq Sovereign Debt Credit Default Swap 740.24 +2.22%
- Russia Sovereign Debt Credit Default Swap 327.66 -1.11%
- iBoxx Offshore RMB China Corporates High Yield Index 119.24 -1.24%
- 10-Year TIPS Spread 1.89% -3.0 basis points
- TED Spread 26.75 -.5 basis point
- 2-Year Swap Spread 25.75 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.25 +1.5 basis points
- N. America Investment Grade Credit Default Swap Index 69.41 +2.05%
- America Energy Sector High-Yield Credit Default Swap Index 1,259.0 +1.27%
- European Financial Sector Credit Default Swap Index 79.42 -13.33%
- Emerging Markets Credit Default Swap Index 298.55 -.23%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 91.0 +.5 basis point
- M1 Money Supply $3.049 Trillion +.62%
- Commercial Paper Outstanding 1,020.60 +7.20%
- 4-Week Moving Average of Jobless Claims 279,500 +4,750
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 4.04% -4 basis points
- Weekly Mortgage Applications 383.50 +4.64%
- Bloomberg Consumer Comfort 43.50 -.5 point
- Weekly Retail Sales +1.50% +10.0 basis points
- Nationwide Gas $2.76/gallon -.01/gallon
- Baltic Dry Index 853.0 +5.96%
- China (Export) Containerized Freight Index 804.80 +1.79%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +15.38%
- Rail Freight Carloads 255,015 -7.46%
Best Performing Style
- Small-Cap Growth +.4%
Worst Performing Style
- Mid-Cap Value -.5%
Leading Sectors
- Airlines +2.6%
- Utilities +1.9%
- Drugs +1.9%
- Homebuilders +1.9%
- Tobacco +1.1%
Lagging Sectors
- Disk Drives -4.0%
- 3D Printing -4.6%
- Oil Tankers -5.0%
- Gold & Silver -6.1%
- Coal -9.5%
Weekly High-Volume Stock Gainers (5)
- DEPO, TISI, CTCT, MDCO and TCS
Weekly High-Volume Stock Losers (9)
- WCIC, HNT, CAP, YELP, SC, CATM, AOS, PRFT and QLGC
Weekly Charts
ETFs
Stocks
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