Indices
- S&P 500 2,091.69 +.08%
- DJIA 17,847.63 +.28%
- NASDAQ 5,142.27 +.29%
- Russell 2000 1,183.40 -1.59%
- S&P 500 High Beta 31.0 -1.40%
- Goldman 50 Most Shorted 106.74 -2.56%
- Wilshire 5000 21,632.31 -.19%
- Russell 1000 Growth 1,024.33 +.09%
- Russell 1000 Value 987.91 -.26%
- S&P 500 Consumer Staples 515.31 +.91%
- Solactive US Cyclical 128.92 -.49%
- Morgan Stanley Technology 1,122.61 +.94%
- Transports 7,954.83 -3.17%
- Utilities 561.30 -.32%
- Bloomberg European Bank/Financial Services 101.77 -2.48%
- MSCI Emerging Markets 33.64 -1.53%
- HFRX Equity Hedge 1,162.32 -.33%
- HFRX Equity Market Neutral 1,041.94 +.40%
Sentiment/Internals
- NYSE Cumulative A/D Line 232,056 -.97%
- Bloomberg New Highs-Lows Index -389 -259
- Bloomberg Crude Oil % Bulls 26.5 -15.3%
- CFTC Oil Net Speculative Position 208,478 -1.67%
- CFTC Oil Total Open Interest 1,661,176 +1.76%
- Total Put/Call .89 -20.54%
- OEX Put/Call 1.39 -70.64%
- ISE Sentiment 130.0 -2.99%
- NYSE Arms 1.11 -40.21%
- Volatility(VIX) 14.96 +.40%
- S&P 500 Implied Correlation 55.81 -2.23%
- G7 Currency Volatility (VXY) 9.0 -10.0%
- Emerging Markets Currency Volatility (EM-VXY) 10.59 -.38%
- Smart Money Flow Index 17,705.53 -2.06%
- ICI Money Mkt Mutual Fund Assets $2.741 Trillion +.65%
- ICI US Equity Weekly Net New Cash Flow -$3.528 Billion
- AAII % Bulls 29.5 -8.9%
- AAII % Bears 21.2 -18.6%
Futures Spot Prices
- CRB Index 183.24 unch.
- Crude Oil 40.10 -4.0%
- Reformulated Gasoline 128.08 -4.43%
- Natural Gas 2.18 -2.07%
- Heating Oil 135.09 -.69%
- Gold 1,086.10 +2.74%
- Bloomberg Base Metals Index 135.96 +.75%
- Copper 207.85 +1.27%
- US No. 1 Heavy Melt Scrap Steel 139.0 USD/Ton unch.
- China Iron Ore Spot 40.03 USD/Ton -10.04%
- Lumber 252.10 +1.90%
- UBS-Bloomberg Agriculture 1,078.81 +3.07%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -1.2% +80.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0408 +2.86%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.95 +.1%
- Citi US Economic Surprise Index -25.80 -10.3 points
- Citi Eurozone Economic Surprise Index 19.10 -9.1 points
- Citi Emerging Markets Economic Surprise Index 12.10 +6.7 points
- Fed Fund Futures imply 24.0% chance of no change, 76.0% chance of 25 basis point hike on 12/16
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 1.61 -12.97%
- US Dollar Index 98.36 -1.72%
- Euro/Yen Carry Return Index 139.98 +2.99%
- Yield Curve 133.0 +3.0 basis points
- 10-Year US Treasury Yield 2.27% +5.0 basis points
- Federal Reserve's Balance Sheet $4.440 Trillion +.03%
- U.S. Sovereign Debt Credit Default Swap 20.50 -.15%
- Illinois Municipal Debt Credit Default Swap 279.0 +1.27%
- Western Europe Sovereign Debt Credit Default Swap Index 17.73 -.03%
- Asia Pacific Sovereign Debt Credit Default Swap Index 68.86 -.27%
- Emerging Markets Sovereign Debt CDS Index 165.65 +3.56%
- Israel Sovereign Debt Credit Default Swap 78.50 unch.
- Iraq Sovereign Debt Credit Default Swap 834.50 +1.28%
- Russia Sovereign Debt Credit Default Swap 280.32 +4.62%
- iBoxx Offshore RMB China Corporates High Yield Index 123.87 -.22%
- 10-Year TIPS Spread 1.63% -1.0 basis points
- TED Spread 23.75 -.5 basis point
- 2-Year Swap Spread 10.0 +4.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -35.25 +18.0 basis points
- N. America Investment Grade Credit Default Swap Index 82.55 -2.29%
- America Energy Sector High-Yield Credit Default Swap Index 1,336.0 +2.03%
- European Financial Sector Credit Default Swap Index 70.93 +3.50%
- Emerging Markets Credit Default Swap Index 336.95 +5.57%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 130.0 unch.
- M1 Money Supply $3.115 Trillion +.76%
- Commercial Paper Outstanding 1,042.40 -1.40%
- 4-Week Moving Average of Jobless Claims 269,250 -1,750
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.93% -2.0 basis points
- Weekly Mortgage Applications 418.90 -.24%
- Bloomberg Consumer Comfort 39.6 -1.3 points
- Weekly Retail Sales +1.90% +60.0 basis points
- Nationwide Gas $2.05/gallon unch.
- Baltic Dry Index 574.0 -1.20%
- China (Export) Containerized Freight Index 718.58 -4.26%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 +33.33%
- Rail Freight Carloads 219,470 -17.09%
Best Performing Style
- Large-Cap Growth unch.
Worst Performing Style
- Small-Cap Value -1.7%
Leading Sectors
- Gold & Silver +10.4%
- Alt Energy +3.5%
- Semis +3.1%
- Coal +2.9%
- Airlines +2.9%
Lagging Sectors
- Hospitals -3.5%
- Oil Service -3.6%
- Energy -3.7%
- Road & Rail -7.2%
- Oil Tankers -9.4%
Weekly High-Volume Stock Gainers (9)
- BLOX, ONDK, CTMX, ITC, SCVL, PLAB, DYAX, FIZZ and HSII
Weekly High-Volume Stock Losers (15)
- AMSG, PFPT, TRNO, UHAL, TIER, CMI, REX, BKS, IMS, MPG, CHRW, INCR, VRNT, ISLE and CSC
Weekly Charts
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