Indices
- S&P 500 1,961.05 +.51%
- DJIA 16,433.09 +.36%
- NASDAQ 4,822.34 +1.88%
- Russell 2000 1,157.79 +1.1%
- S&P 500 High Beta 30.11 +.30%
- Goldman 50 Most Shorted 120.93 -2.10%
- Wilshire 5000 20,502.23 +.56%
- Russell 1000 Growth 965.09 +1.21%
- Russell 1000 Value 935.52 -.2%
- S&P 500 Consumer Staples 480.52 -.63%
- Solactive US Cyclical 120.47 +2.07%
- Morgan Stanley Technology 1,009.97 +1.20%
- Transports 8.051.62 +2.29%
- Utilities 549.46 -.14%
- Bloomberg European Bank/Financial Services 104.88 +1.01%
- MSCI Emerging Markets 33.25 +2.28%
- HFRX Equity Hedge 1,165.02 +.21%
- HFRX Equity Market Neutral 1,020.75 +.63%
Sentiment/Internals
- NYSE Cumulative A/D Line 227,051 -.51%
- Bloomberg New Highs-Lows Index -328 -40
- Bloomberg Crude Oil % Bulls 27.27 unch.
- CFTC Oil Net Speculative Position 231,430 +5.03%
- CFTC Oil Total Open Interest 1,704,251 +.91%
- Total Put/Call 1.23 -14.0%
- OEX Put/Call 1.89 -10.24%
- ISE Sentiment 82.0 -13.98%
- NYSE Arms 1.11 +49.33%
- Volatility(VIX) 24.06 -6.25%
- S&P 500 Implied Correlation 63.83 -.54%
- G7 Currency Volatility (VXY) 10.66 -2.11%
- Emerging Markets Currency Volatility (EM-VXY) 12.64 +1.36%
- Smart Money Flow Index 16,505.20 -1.14%
- ICI Money Mkt Mutual Fund Assets $2.663 Trillion -.58%
- ICI US Equity Weekly Net New Cash Flow +$1.779 Billion
- AAII % Bulls 34.7 +7.0%
- AAII % Bears 35.0 +10.6%
Futures Spot Prices
- CRB Index 196.72 -.9%
- Crude Oil 44.79 -4.11%
- Reformulated Gasoline 137.40 -4.0%
- Natural Gas 2.70 -.52%
- Heating Oil 155.15 -3.98%
- Gold 1,106.50 -1.51%
- Bloomberg Base Metals Index 151.94 +2.50%
- Copper 245.40 +3.30%
- US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.
- China Iron Ore Spot 59.01 USD/Ton +4.44%
- Lumber 248.20 +9.45%
- UBS-Bloomberg Agriculture 1,022.22 +1.91%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.0% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0408 +7.09%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.42 -.05%
- Citi US Economic Surprise Index -22.2 -6.6 points
- Citi Eurozone Economic Surprise Index 24.6 -.8 point
- Citi Emerging Markets Economic Surprise Index -22.8 +1.0 point
- Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point hike on 9/17
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 3.95 -9.4%
- US Dollar Index 95.19 -1.06%
- Euro/Yen Carry Return Index 142.76 +3.13%
- Yield Curve 148.0 +5.0 basis points
- 10-Year US Treasury Yield 2.19% +6.0 basis points
- Federal Reserve's Balance Sheet $4.440 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 15.83 -4.03%
- Illinois Municipal Debt Credit Default Swap 245.0 +.13%
- Western Europe Sovereign Debt Credit Default Swap Index 21.47 -1.85%
- Asia Pacific Sovereign Debt Credit Default Swap Index 86.33 +3.49%
- Emerging Markets Sovereign Debt CDS Index 273.53 -.50%
- Israel Sovereign Debt Credit Default Swap 68.38 -.48%
- Iraq Sovereign Debt Credit Default Swap 805.39 +6.43%
- Russia Sovereign Debt Credit Default Swap 369.51 -3.23%
- iBoxx Offshore RMB China Corporates High Yield Index 117.86 +.85%
- 10-Year TIPS Spread 1.59% +7.0 basis points
- TED Spread 31.25 -.5 basis point
- 2-Year Swap Spread 14.5 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -24.0 unch.
- N. America Investment Grade Credit Default Swap Index 79.58 -4.82%
- America Energy Sector High-Yield Credit Default Swap Index 1,905 +5.75%
- European Financial Sector Credit Default Swap Index 82.21 -2.18%
- Emerging Markets Credit Default Swap Index 354.37 -1.80%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 116.0 +1.5 basis points
- M1 Money Supply $3.041 Trillion -.41%
- Commercial Paper Outstanding 1,043.2 +1.10%
- 4-Week Moving Average of Jobless Claims 275,750 +250
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 3.90% +1 basis point
- Weekly Mortgage Applications 430.80 -6.25%
- Bloomberg Consumer Comfort 41.4 unch.
- Weekly Retail Sales +1.30% -30.0 basis points
- Nationwide Gas $2.36/gallon -.06/gallon
- Baltic Dry Index 830.0 -5.14%
- China (Export) Containerized Freight Index 819.87 -.13%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.5 +22.2%
- Rail Freight Carloads 279,867 -1.64%
Best Performing Style
- Small-Cap Growth +1.6%
Worst Performing Style
- Large-Cap Value -.5%
Leading Sectors
- Biotech +4.4%
- Airlines +3.5%
- HMOs +2.2%
- Internet +1.8%
- Computer Hardware +1.8%
Lagging Sectors
- Gaming -2.1%
- Telecom -2.2%
- Energy -2.4%
- Oil Service -5.4%
- Coal -14.0%
Weekly High-Volume Stock Gainers (18)
- VTAE, STRP, ZSPH, CNW, MRTX, TRR, TE, TITN, LJPC, FARM, PLAY, KOP, PGI, MDP, CFI, MSI, APLE and BGS
Weekly High-Volume Stock Losers (8)
- JOY, BSFT, CONN, FLXN, MEG, KKD, MW and BKS
Weekly Charts
ETFs
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