Indices
- S&P 500 2,017.98 +.87%
- DJIA 17,198.50 +1.12%
- NASDAQ 4,740.37 +.46%
- Russell 2000 1,082.98 +.02%
- S&P 500 High Beta 28.70 +.59%
- Goldman 50 Most Shorted 98.01 +.31%
- Wilshire 5000 20,746.90 +.87%
- Russell 1000 Growth 976.22 +.59%
- Russell 1000 Value 960.21 +1.05%
- S&P 500 Consumer Staples 534.94 +.42%
- Solactive US Cyclical 126.03 +1.57%
- Morgan Stanley Technology 1,023.02 +1.17%
- Transports 7,681.49 +.33%
- Utilities 646.34 +2.07%
- Bloomberg European Bank/Financial Services 85.94 +2.63%
- MSCI Emerging Markets 32.83 +1.29%
- HFRX Equity Hedge 1,102.36 +.08%
- HFRX Equity Market Neutral 1,005.64 -1.16%
Sentiment/Internals
- NYSE Cumulative A/D Line 233,037 +.47%
- Bloomberg New Highs-Lows Index 7.0 +6
- Bloomberg Crude Oil % Bulls 28.6 -14.3%
- CFTC Oil Net Speculative Position 212,518 +3.24%
- CFTC Oil Total Open Interest 1,800,298 +1.33%
- Total Put/Call 1.05 +26.51%
- OEX Put/Call 1.15 -61.41%
- ISE Sentiment 94.0 +23.68%
- NYSE Arms .92 +35.71%
- Volatility(VIX) 16.91 +.41%
- S&P 500 Implied Correlation 59.62 +2.97%
- G7 Currency Volatility (VXY) 10.45 -2.52%
- Emerging Markets Currency Volatility (EM-VXY) 11.67 -.17%
- Smart Money Flow Index 18,510.85 +.26%
- ICI Money Mkt Mutual Fund Assets $2.803 Trillion -.04%
- ICI US Equity Weekly Net New Cash Flow -$2.189 Billion
- AAII % Bulls 37.4 +16.7%
- AAII % Bears 24.4 -16.7%
Futures Spot Prices
- CRB Index 173.53 +2.95%
- Crude Oil 38.48 +5.94%
- Reformulated Gasoline 144.21 +8.02%
- Natural Gas 1.82 +8.92%
- Heating Oil 121.95 +4.63%
- Gold 1,259.50 -.05%
- Bloomberg Base Metals Index 145.05 -.87%
- Copper 224.35 -.73%
- US No. 1 Heavy Melt Scrap Steel 157.66 USD/Ton -5.78%
- China Iron Ore Spot 57.09 USD/Ton +6.21%
- Lumber 291.60 +6.19%
- UBS-Bloomberg Agriculture 1,051.37 +2.20%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -3.1% +40.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .2673 -1.84%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.95 +.01%
- Citi US Economic Surprise Index -9.30 +3.6 points
- Citi Eurozone Economic Surprise Index -54.80 +7.7 points
- Citi Emerging Markets Economic Surprise Index -21.30 -12.5 points
- Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 3/16
- US Dollar Index 96.17 -1.09%
- MSCI Emerging Markets Currency Index 1,470.66 +.25%
- Euro/Yen Carry Return Index 132.59 +1.33%
- Yield Curve 102.0 +1.0 basis point
- 10-Year US Treasury Yield 1.98% +10.0 basis points
- Federal Reserve's Balance Sheet $4.442 Trillion +.06%
- U.S. Sovereign Debt Credit Default Swap 20.0 +8.31%
- Illinois Municipal Debt Credit Default Swap 356.0 -3.47%
- Western Europe Sovereign Debt Credit Default Swap Index 27.77 -11.2%
- Asia Pacific Sovereign Debt Credit Default Swap Index 65.65 -3.62%
- Emerging Markets Sovereign Debt CDS Index 166.42 -7.28%
- Israel Sovereign Debt Credit Default Swap 77.50 -5.65%
- Iraq Sovereign Debt Credit Default Swap 1,063.29 -8.94%
- Russia Sovereign Debt Credit Default Swap 282.53 -6.45%
- iBoxx Offshore RMB China Corporates High Yield Index 125.28 +.71%
- 10-Year TIPS Spread 1.55% +2.0 basis points
- TED Spread 32.0 -4.5 basis points
- 2-Year Swap Spread 5.25 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.50 +7.5 basis points
- N. America Investment Grade Credit Default Swap Index 84.53 -11.97%
- America Energy Sector High-Yield Credit Default Swap Index 1,823.0 -7.77%
- European Financial Sector Credit Default Swap Index 75.70 -24.86%
- Emerging Markets Credit Default Swap Index 318.97 -6.30%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 170.0 unch.
- M1 Money Supply $3.154 Trillion +1.56%
- Commercial Paper Outstanding 1,084.40 +.10%
- 4-Week Moving Average of Jobless Claims 267,500 -2,750
- Continuing Claims Unemployment Rate 1.6% -10.0 basis points
- Average 30-Year Mortgage Rate 3.68% +4.0 basis points
- Weekly Mortgage Applications 497.30 +.16%
- Bloomberg Consumer Comfort 43.8 +.2 point
- Weekly Retail Sales +.70% -10.0 basis points
- Nationwide Gas $1.80/gallon +.08/gallon
- Baltic Dry Index 384.0 +10.03%
- China (Export) Containerized Freight Index 735.66 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +36.36%
- Rail Freight Carloads 265,186 -2.87%
Best Performing Style
- Mid-Cap Value +1.3%
Worst Performing Style
- Small-Cap Growth -.5%
Leading Sectors
- HMOs +4.0%
- Gold & Silver +2.4%
- Drugs +2.1%
- Homebuilders +2.1%
- Utilities +2.0%
Lagging Sectors
- Papers -1.5%
- Steel -1.5%
- Airlines -1.5%
- Disk Drives -3.7%
- 3D Printing -4.4%
Weekly High-Volume Stock Gainers (17)
- OMER, NATL, ATSG, CKEC, BUFF, URBN, UEIC, EXPR, MSEX, BETR, LOCO, SWHC, ANAT, CPGX, PRLB, KTWO and NGS
Weekly High-Volume Stock Losers (16)
- TRU, WING, MENT, PEN, HRTG, RAVN, HRB, SHAK, RNG, HIFR, CCRN, FNHC, JCOM, VRTS, OME and SCOR
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