Indices
- S&P 500 1,921.22 -3.40%
- DJIA 16,102.38 -3.24%
- NASDAQ 4,683.92 -2.99%
- Russell 2000 1,136.17 -2.30%
- S&P 500 High Beta 29.59 -2.86%
- Goldman 50 Most Shorted 122.94 -1.93%
- Wilshire 5000 20,096.17 -3.23%
- Russell 1000 Growth 941.39 -3.14%
- Russell 1000 Value 921.47 -3.49%
- S&P 500 Consumer Staples 475.61 -2.50%
- Solactive US Cyclical 118.03 -2.90%
- Morgan Stanley Technology 983.56 -3.76%
- Transports 7,793.83 -1.45%
- Utilities 541.97 -5.28%
- Bloomberg European Bank/Financial Services 103.83 -4.3%
- MSCI Emerging Markets 32.51 -3.97%
- HFRX Equity Hedge 1,159.36 +.62%
- HFRX Equity Market Neutral 1,012.72 +.13%
Sentiment/Internals
- NYSE Cumulative A/D Line 228,206 +.29%
- Bloomberg New Highs-Lows Index -288 +29
- Bloomberg Crude Oil % Bulls 27.27 -23.01%
- CFTC Oil Net Speculative Position 215,563 +2.37%
- CFTC Oil Total Open Interest 1,677,151 -.69%
- Total Put/Call 1.43 +11.72%
- OEX Put/Call 2.05 +177.03%
- ISE Sentiment 67.0 -15.19%
- NYSE Arms 3.14 +196.22%
- Volatility(VIX) 27.80 +6.72%
- S&P 500 Implied Correlation 63.97 +6.60%
- G7 Currency Volatility (VXY) 10.89 +7.19%
- Emerging Markets Currency Volatility (EM-VXY) 12.47 +7.31%
- Smart Money Flow Index 16,696.35 -.11%
- ICI Money Mkt Mutual Fund Assets $2.678 Trillion -.6%
- ICI US Equity Weekly Net New Cash Flow -$9.789 Billion
- AAII % Bulls 32.4 -.4%
- AAII % Bears 31.7 -17.3%
Futures Spot Prices
- CRB Index 196.70 -.2%
- Crude Oil 46.09 +1.28%
- Reformulated Gasoline 141.63 +2.20%
- Natural Gas 2.66 -2.60%
- Heating Oil 159.54 +1.50%
- Gold 1,121.40 -1.09%
- Bloomberg Base Metals Index 148.23 +1.68%
- Copper 232.10 -.88%
- US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.
- China Iron Ore Spot 56.50 USD/Ton +.82%
- Lumber 228.40 -3.67%
- UBS-Bloomberg Agriculture 1,001.98 -1.37%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -1.7% -80.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1913 unch.
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.48 +.21%
- Citi US Economic Surprise Index -15.6 -8.1 points
- Citi Eurozone Economic Surprise Index 25.4 +10.8 points
- Citi Emerging Markets Economic Surprise Index -23.8 -14.2 points
- Fed Fund Futures imply 70.0% chance of no change, 30.0% chance of 25 basis point hike on 9/17
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.39 -25.84%
- US Dollar Index 96.24 +.09%
- Euro/Yen Carry Return Index 138.51 -2.6%
- Yield Curve 143.0 -4.0 basis points
- 10-Year US Treasury Yield 2.13% -5.0 basis points
- Federal Reserve's Balance Sheet $4.437 Trillion +.02%
- U.S. Sovereign Debt Credit Default Swap 16.60 +1.38%
- Illinois Municipal Debt Credit Default Swap 244.0 -3.26%
- Western Europe Sovereign Debt Credit Default Swap Index 21.87 -2.08%
- Asia Pacific Sovereign Debt Credit Default Swap Index 83.42 +4.13%
- Emerging Markets Sovereign Debt CDS Index 274.90 -1.41%
- Israel Sovereign Debt Credit Default Swap 68.61 -2.67%
- Iraq Sovereign Debt Credit Default Swap 756.73 +2.74%
- Russia Sovereign Debt Credit Default Swap 384.20 +2.11%
- iBoxx Offshore RMB China Corporates High Yield Index 116.86 +.06%
- 10-Year TIPS Spread 1.52% -10.0 basis points
- TED Spread 31.75 +4.5 basis points
- 2-Year Swap Spread 13.25 -2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -24.0 -2.75 basis points
- N. America Investment Grade Credit Default Swap Index 82.95 +4.72%
- America Energy Sector High-Yield Credit Default Swap Index 1,802.0 -4.34%
- European Financial Sector Credit Default Swap Index 83.98 +3.43%
- Emerging Markets Credit Default Swap Index 360.98 +4.76%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 114.5 +13.5 basis points
- M1 Money Supply $3.054 Trillion +.50%
- Commercial Paper Outstanding 1,032.30 -1.70%
- 4-Week Moving Average of Jobless Claims 275,500 +3,000
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 3.89% +5 basis points
- Weekly Mortgage Applications 459.50 +11.34%
- Bloomberg Consumer Comfort 41.4 -.6 point
- Weekly Retail Sales +1.60% -10.0 basis points
- Nationwide Gas $2.42/gallon -.09/gallon
- Baltic Dry Index 891.0 -1.54%
- China (Export) Containerized Freight Index 820.91 -2.78%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.5 +12.5%
- Rail Freight Carloads 284,531 +1.99%
Best Performing Style
- Small-Cap Value -2.1%
Worst Performing Style
- Large-Cap Value -3.5%
Leading Sectors
- Airlines +1.1%
- Homebuilders unch.
- Tobacco -.7%
- Telecom -1.1%
- Foods -1.3%
Lagging Sectors
- Biotech -4.5%
- Medical Equipment -5.0%
- Utilities -5.5%
- Coal -7.0%
- Gold & Silver -8.6%
Weekly High-Volume Stock Gainers (16)
- PSEM, VRA, MDCO, MEI, MTRX, TKAI, BGS, LE, GEF, SWHC, ISLE, MPG, BIG, NAV, UAL and MDP
Weekly High-Volume Stock Losers (12)
- ABM, ADSK, FIVE, VRNT, RGS, SAIC, DLTR, SCOR, TDOC, AVAV, JOY and HTWR
Weekly Charts
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