Indices
- S&P 500 2,090.11 +.43%
- DJIA 17,798.49 +.37%
- NASDAQ 5,127.52 +1.06%
- Russell 2000 1,202.38 +3.05%
- S&P 500 High Beta 31.44 +.49%
- Goldman 50 Most Shorted 109.43 +4.17%
- Wilshire 5000 21,674.27 +.74%
- Russell 1000 Growth 1,023.39 +.81%
- Russell 1000 Value 990.43 +.24%
- S&P 500 Consumer Staples 510.69 +.79%
- Solactive US Cyclical 129.55 +.02%
- Morgan Stanley Technology 1,112.13 +.26%
- Transports 8,215.32 -.69%
- Utilities 563.02 -1.07%
- Bloomberg European Bank/Financial Services 104.36 +.4%
- MSCI Emerging Markets 34.16 -1.52%
- HFRX Equity Hedge 1,166.21 +.28%
- HFRX Equity Market Neutral 1,037.79 -.10%
Sentiment/Internals
- NYSE Cumulative A/D Line 234,905 +.88%
- Bloomberg New Highs-Lows Index -130 +151
- Bloomberg Crude Oil % Bulls 36.17 n/a
- CFTC Oil Net Speculative Position 228,555 n/a
- CFTC Oil Total Open Interest 1,662,829 n/a
- Total Put/Call 1.12 +19.15%
- OEX Put/Call 3.61 +86.08%
- ISE Sentiment 134.0 +47.25%
- NYSE Arms 1.89 +68.75%
- Volatility(VIX) 15.12 -11.0%
- S&P 500 Implied Correlation 56.83 -1.66%
- G7 Currency Volatility (VXY) 10.0 +2.77%
- Emerging Markets Currency Volatility (EM-VXY) 10.63 +4.52%
- Smart Money Flow Index 18,078.28 -.19%
- ICI Money Mkt Mutual Fund Assets $2.724 Trillion +.44%
- ICI US Equity Weekly Net New Cash Flow -$4.470 Billion
- AAII % Bulls 32.4 +5.2%
- AAII % Bears 26.0 -14.8%
Futures Spot Prices
- CRB Index 183.24 -.48%
- Crude Oil 41.71 +3.01%
- Reformulated Gasoline 139.05 +7.97%
- Natural Gas 2.21 -2.30%
- Heating Oil 135.24 -1.64%
- Gold 1,056.20 -2.32%
- Bloomberg Base Metals Index 134.95 -.68%
- Copper 205.05 -1.18%
- US No. 1 Heavy Melt Scrap Steel 139.0 USD/Ton unch.
- China Iron Ore Spot 44.5 USD/Ton -.91%
- Lumber 247.40 -.52%
- UBS-Bloomberg Agriculture 1,046.72 +.18%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.0% +60.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0247 +30.22%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.83 unch.
- Citi US Economic Surprise Index -15.50 -6.4 points
- Citi Eurozone Economic Surprise Index 28.20 +4.2 points
- Citi Emerging Markets Economic Surprise Index 5.40 +3.3 points
- Fed Fund Futures imply 28.0% chance of no change, 72.0% chance of 25 basis point hike on 12/16
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 1.85 -31.48%
- US Dollar Index 100.02 +.41%
- Euro/Yen Carry Return Index 135.93 -.50%
- Yield Curve 130.0 -5.0 basis points
- 10-Year US Treasury Yield 2.22% -4.0 basis points
- Federal Reserve's Balance Sheet $4.439 Trillion -.22%
- U.S. Sovereign Debt Credit Default Swap 20.63 +2.65%
- Illinois Municipal Debt Credit Default Swap 275.0 +1.92%
- Western Europe Sovereign Debt Credit Default Swap Index 17.74 -6.58%
- Asia Pacific Sovereign Debt Credit Default Swap Index 69.04 +1.74%
- Emerging Markets Sovereign Debt CDS Index 159.96 +5.93%
- Israel Sovereign Debt Credit Default Swap 78.50 +1.29%
- Iraq Sovereign Debt Credit Default Swap 823.98 +1.26%
- Russia Sovereign Debt Credit Default Swap 267.95 +5.95%
- iBoxx Offshore RMB China Corporates High Yield Index 124.14 -.01%
- 10-Year TIPS Spread 1.64% unch.
- TED Spread 24.25 -3.5 basis points
- 2-Year Swap Spread 6.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -53.25 -5.5 basis points
- N. America Investment Grade Credit Default Swap Index 84.48 +1.86%
- America Energy Sector High-Yield Credit Default Swap Index 1,314.0 +1.17%
- European Financial Sector Credit Default Swap Index 68.61 -2.33%
- Emerging Markets Credit Default Swap Index 319.29 +2.43%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 130.0 +2.5 basis points
- M1 Money Supply $3.092 Trillion n/a
- Commercial Paper Outstanding 1,057.0 -.80%
- 4-Week Moving Average of Jobless Claims 271,000 +250
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.95% -2.0 basis points
- Weekly Mortgage Applications 419.90 -3.23%
- Bloomberg Consumer Comfort 40.9 -.3 point
- Weekly Retail Sales +1.30% +10.0 basis points
- Nationwide Gas $2.05/gallon -.05/gallon
- Baltic Dry Index 581.0 +16.67%
- China (Export) Containerized Freight Index 750.54 -3.24%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +7.14%
- Rail Freight Carloads 264,702 -3.0%
Best Performing Style
- Small-Cap Growth +3.7%
Worst Performing Style
- Large-Cap Value +.2%
Leading Sectors
- Hospitals +7.8%
- Retail +5.3%
- HMOs +4.1%
- Alt Energy +3.6%
- Homebuilders +2.7%
Lagging Sectors
- Road & Rail -1.6%
- Steel -3.2%
- Gold & Silver -3.4%
- Disk Drives -3.8%
- Coal -4.5%
Weekly High-Volume Stock Gainers (17)
- AMWD, KIRK, TSN, BECN, GES, SRPT, BDBD, ANF, UVE, MENT, ADRO, CPRT, CMG, GMCR, PAHC, ESL and ETM
Weekly High-Volume Stock Losers (5)
- BLOX, DBD, TECD, GME and PSTG
Weekly Charts
ETFs
Stocks
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