Indices
- S&P 500 1,940.19 +1.74%
- DJIA 16,466.30 +2.32%
- NASDAQ 4,613.95 +.50%
- Russell 2000 1,035.36 +1.44%
- S&P 500 High Beta 25.68 +2.07%
- Goldman 50 Most Shorted 87.81 -.37%
- Wilshire 5000 19,880.70 +1.66%
- Russell 1000 Growth 943.47 +.83%
- Russell 1000 Value 913.50 +2.58%
- S&P 500 Consumer Staples 520.74 +3.18%
- Solactive US Cyclical 112.61 +2.01%
- Morgan Stanley Technology 984.33 -.42%
- Transports 6,906.76 +1.89%
- Utilities 611.35 +3.77%
- Bloomberg European Bank/Financial Services 84.55 -1.4%
- MSCI Emerging Markets 30.25 +4.24%
- HFRX Equity Hedge 1,091.20 +.09%
- HFRX Equity Market Neutral 1,033.76 -.58%
Sentiment/Internals
- NYSE Cumulative A/D Line 222,065 +1.19%
- Bloomberg New Highs-Lows Index -477 +225
- Bloomberg Crude Oil % Bulls 27.8 +42.9%
- CFTC Oil Net Speculative Position 205,710 +14.68%
- CFTC Oil Total Open Interest 1,761,883 +4.48%
- Total Put/Call .90 -18.18%
- OEX Put/Call .83 -81.10%
- ISE Sentiment 107.0 +35.44%
- NYSE Arms .53 -53.73%
- Volatility(VIX) 20.18 -9.58%
- S&P 500 Implied Correlation 61.11 -3.75%
- G7 Currency Volatility (VXY) 10.08 -.59%
- Emerging Markets Currency Volatility (EM-VXY) 12.06 unch.
- Smart Money Flow Index 17,198.52 +.12%
- ICI Money Mkt Mutual Fund Assets $2.757 Trillion +.50%
- ICI US Equity Weekly Net New Cash Flow -$4.895 Billion
- AAII % Bulls 29.8 +38.2%
- AAII % Bears 40.0 -18.0%
Futures Spot Prices
- CRB Index 166.75 +1.80%
- Crude Oil 33.59 +4.22%
- Reformulated Gasoline 110.31 +1.87%
- Natural Gas 2.31 +8.26%
- Heating Oil 105.51 +5.77%
- Gold 1,117.30 +1.79%
- Bloomberg Base Metals Index 135.70 +2.32%
- Copper 206.05 +2.92%
- US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
- China Iron Ore Spot 41.72 USD/Ton -1.14%
- Lumber 240.40 +2.93%
- UBS-Bloomberg Agriculture 1,023.35 -.98%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.2% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.3013 +9.25%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.56 -.72%
- Citi US Economic Surprise Index -47.10 -3.6 points
- Citi Eurozone Economic Surprise Index -25.10 -19.3 points
- Citi Emerging Markets Economic Surprise Index -3.8 +4.2 points
- Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 3/16
- US Dollar Index 99.56 +.02%
- MSCI Emerging Markets Currency Index 1,428.04 +.30%
- Euro/Yen Carry Return Index 137.05 +2.31%
- Yield Curve 115.0 -4.0 basis points
- 10-Year US Treasury Yield 1.93% -12.0 basis points
- Federal Reserve's Balance Sheet $4.444 Trillion -.14%
- U.S. Sovereign Debt Credit Default Swap 20.87 -.84%
- Illinois Municipal Debt Credit Default Swap 301.0 -1.85%
- Western Europe Sovereign Debt Credit Default Swap Index 21.32 +10.86%
- Asia Pacific Sovereign Debt Credit Default Swap Index 76.81 +2.52%
- Emerging Markets Sovereign Debt CDS Index 192.24 -3.36%
- Israel Sovereign Debt Credit Default Swap 80.50 -15.16%
- Iraq Sovereign Debt Credit Default Swap 1,064.61 -8.16%
- Russia Sovereign Debt Credit Default Swap 331.74 -4.54%
- iBoxx Offshore RMB China Corporates High Yield Index 122.42 +.29%
- 10-Year TIPS Spread 1.41% +7.0 basis points
- TED Spread 29.75 -5.5 basis points
- 2-Year Swap Spread 6.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.5 +.75 basis point
- N. America Investment Grade Credit Default Swap Index 101.87 -2.97%
- America Energy Sector High-Yield Credit Default Swap Index 1,929.0 +6.53%
- European Financial Sector Credit Default Swap Index 91.49 +2.54%
- Emerging Markets Credit Default Swap Index 368.67 -2.15%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 165.0 +5.0 basis points
- M1 Money Supply $3.077 Trillion -.49%
- Commercial Paper Outstanding 1,061.40 +.90%
- 4-Week Moving Average of Jobless Claims 283,000 -2,000
- Continuing Claims Unemployment Rate 1.7% +10.0 basis points
- Average 30-Year Mortgage Rate 3.79% -2.0 basis points
- Weekly Mortgage Applications 472.80 +8.81%
- Bloomberg Consumer Comfort 44.6 +.6 point
- Weekly Retail Sales +1.40% -20.0 basis points
- Nationwide Gas $1.81/gallon -.04/gallon
- Baltic Dry Index 325.0 -8.19%
- China (Export) Containerized Freight Index 785.11 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -27.8%
- Rail Freight Carloads 253,134 -4.03%
Best Performing Style
- Mid-Cap Value +2.0%
Worst Performing Style
- Small-Cap Growth -1.0%
Leading Sectors
- Gold & Silver +12.2%
- Gaming +11.1%
- Steel +7.9%
- Hospitals +6.3%
- Oil Service +6.0%
Lagging Sectors
- Networking -1.6%
- 3D Printing -2.1%
- Education -3.0%
- HMOs -3.8%
- Biotech -7.8%
Weekly High-Volume Stock Gainers (13)
- TEX, SPKE, SWFT, FMER, CRAY, CVLT, TYC, GGG, ETH, EGHT, POOL, STOR and RMBS
Weekly High-Volume Stock Losers (17)
- TLMR, N, GPK, TUP, GRA, VASC, PKG, SEIC, PII, NOW, AXP, KS, LDRH, SC, DRII, LCI and OSIS
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