Indices
- S&P 500 1,922.03 -5.96%
- DJIA 17,425.03 -6.19%
- NASDAQ 4,643.63 -7.26%
- Russell 2000 1,046.20 -7.89%
- S&P 500 High Beta 26.45 -9.67%
- Goldman 50 Most Shorted 94.12 -8.85%
- Wilshire 5000 19,794.61 -6.19%
- Russell 1000 Growth 939.64 -6.05%
- Russell 1000 Value 906.48 -6.03%
- S&P 500 Consumer Staples 503.22 -2.93%
- Solactive US Cyclical 114.23 -7.51%
- Morgan Stanley Technology 1,002.14 -7.50%
- Transports 6,946.36 -7.48%
- Utilities 578.82 +.17%
- Bloomberg European Bank/Financial Services 90.46 -8.62%
- MSCI Emerging Markets 32.42 -1.21%
- HFRX Equity Hedge 1,133.78 -1.96%
- HFRX Equity Market Neutral 1,037.36 -.44%
Sentiment/Internals
- NYSE Cumulative A/D Line 226,596 -1.91%
- Bloomberg New Highs-Lows Index -1,493 -1,081
- Bloomberg Crude Oil % Bulls 16.7 -50.0%
- CFTC Oil Net Speculative Position 184,177 -6.20%
- CFTC Oil Total Open Interest 1,703,201 +3.29%
- Total Put/Call 1.34 +32.67%
- OEX Put/Call .43 -79.33%
- ISE Sentiment 50.0 -33.33%
- NYSE Arms 1.70 +35.43%
- Volatility(VIX) 26.37 +43.88%
- S&P 500 Implied Correlation 63.67 +7.81%
- G7 Currency Volatility (VXY) 9.89 +7.15%
- Emerging Markets Currency Volatility (EM-VXY) 11.93 +4.56%
- Smart Money Flow Index 17,608.65 -.70%
- ICI Money Mkt Mutual Fund Assets $2.735 Trillion -.88%
- ICI US Equity Weekly Net New Cash Flow -$2.925 Billion
- AAII % Bulls 22.2 -11.6%
- AAII % Bears 38.3 +62.0%
Futures Spot Prices
- CRB Index 168.57 -4.30%
- Crude Oil 32.91 -11.17%
- Reformulated Gasoline 112.51 -11.29%
- Natural Gas 2.48 +5.36%
- Heating Oil 104.49 -4.96%
- Gold 1,103.40 +4.0%
- Bloomberg Base Metals Index 131.69 -4.43%
- Copper 201.60 -5.53%
- US No. 1 Heavy Melt Scrap Steel 142.33 USD/Ton unch.
- China Iron Ore Spot 42.13 USD/Ton -3.31%
- Lumber 247.10 -4.52%
- UBS-Bloomberg Agriculture 1,027.28 -1.47%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -1.4% -50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0034 +149.27%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.82 +.07%
- Citi US Economic Surprise Index -21.30 +10.5 points
- Citi Eurozone Economic Surprise Index 25.50 +10.1 points
- Citi Emerging Markets Economic Surprise Index 1.10 -11.8 points
- Fed Fund Futures imply 92.0% chance of no change, 0.0% chance of 25 basis point hike on 1/27
- US Dollar Index 98.44 -.21%
- MSCI Emerging Markets Currency Index 1,432.73 -1.6%
- Euro/Yen Carry Return Index 134.12 -1.78%
- Yield Curve 118.0 -4.0 basis points
- 10-Year US Treasury Yield 2.11% -16.0 basis points
- Federal Reserve's Balance Sheet $4.448 Trillion n/a
- U.S. Sovereign Debt Credit Default Swap 20.29 +5.45%
- Illinois Municipal Debt Credit Default Swap 292.0 +2.32%
- Western Europe Sovereign Debt Credit Default Swap Index 17.17 +6.02%
- Asia Pacific Sovereign Debt Credit Default Swap Index 76.31 +5.3%
- Emerging Markets Sovereign Debt CDS Index 195.98 +6.63%
- Israel Sovereign Debt Credit Default Swap 87.50 +7.46%
- Iraq Sovereign Debt Credit Default Swap 951.72 +2.23%
- Russia Sovereign Debt Credit Default Swap 335.12 +8.41%
- iBoxx Offshore RMB China Corporates High Yield Index 123.60 -.16%
- 10-Year TIPS Spread 1.50% -8.0 basis points
- TED Spread 42.25 -4.25 basis points
- 2-Year Swap Spread 8.0 -3.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -19.0 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 96.35 +8.92%
- America Energy Sector High-Yield Credit Default Swap Index 1,583.0 -6.37%
- European Financial Sector Credit Default Swap Index 80.80 +5.21%
- Emerging Markets Credit Default Swap Index 374.69 +4.80%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
- M1 Money Supply $3.077 Trillion -.24%
- Commercial Paper Outstanding 1,081.30 +2.4%
- 4-Week Moving Average of Jobless Claims 275,750 -1,250
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.97% -4.0 basis points
- Weekly Mortgage Applications 328.60 -11.57%
- Bloomberg Consumer Comfort 44.2 +.6 point
- Weekly Retail Sales +2.20% +20.0 basis points
- Nationwide Gas $1.99/gallon -.01/gallon
- Baltic Dry Index 445.0 -6.90%
- China (Export) Containerized Freight Index 734.95 +1.62%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 60.0 +14.3%
- Rail Freight Carloads 187,920 +2.02%
Best Performing Style
- Mid-Cap Value -5.1%
Worst Performing Style
- Small-Cap Growth -8.0%
Leading Sectors
- Gold & Silver +3.7%
- Utilities +.3%
- Coal -1.8%
- Tobacco -2.1%
- REITs -2.8%
Lagging Sectors
- Biotech -10.1%
- Gaming -11.2%
- Steel -11.2%
- Homebuilding -12.0%
- Oil Tankers -13.7%
Weekly High-Volume Stock Gainers (6)
- DVAX, MCRN, NLS, TDOC, CHUY and MSM
Weekly High-Volume Stock Losers (23)
- NTK, HLF, OCFC, BRKR, APPF, SONC, VWR, ARRS, HF, CALD, FOSL, GIMO, CFMS, SYNA, PAG, AN, SRI, KBH, ACAD, NHTC, FIT, XLRN and EPZM
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment