Indices
- S&P 500 2,046.15 -.55%
- DJIA 17,553.10 -1.08%
- NASDAQ 4,719.53 -.41%
- Russell 2000 1,100.65 -1.26%
- S&P 500 High Beta 28.69 -1.81%
- Goldman 50 Most Shorted 96.81 -3.72%
- Wilshire 5000 21,055.10 -.59%
- Russell 1000 Growth 986.50 -.56%
- Russell 1000 Value 977.18 -.63%
- S&P 500 Consumer Staples 544.96 -.02%
- Solactive US Cyclical 128.31 -1.20%
- Morgan Stanley Technology 1,023.41 +.30%
- Transports 7,494.45 -3.19%
- Utilities 663.75 +.74%
- Bloomberg European Bank/Financial Services 76.32 -.31%
- MSCI Emerging Markets 32.61 -1.16%
- HFRX Equity Hedge 1,113.40 +.24%
- HFRX Equity Market Neutral 1,005.78 +.68%
Sentiment/Internals
- NYSE Cumulative A/D Line 248,701 +.55%
- Bloomberg New Highs-Lows Index -85 -57
- Bloomberg Crude Oil % Bulls 29.63 +18.52%
- CFTC Oil Net Speculative Position 318,544 -4.7%
- CFTC Oil Total Open Interest 1,748,628 +1.98%
- Total Put/Call 1.11 -6.72%
- OEX Put/Call .73 -17.98%
- ISE Sentiment 88.0 +6.02%
- NYSE Arms 1.92 +114.73%
- Volatility(VIX) 15.32 +4.34%
- S&P 500 Implied Correlation 54.94 +.60%
- G7 Currency Volatility (VXY) 11.29 +.44%
- Emerging Markets Currency Volatility (EM-VXY) 10.84 -1.28%
- Smart Money Flow Index 19,217.77 -.12%
- ICI Money Mkt Mutual Fund Assets $2.715 Trillion +.21%
- ICI US Equity Weekly Net New Cash Flow -$2.359 Billion
- AAII % Bulls 20.4 -8.6%
- AAII % Bears 31.3 +3.1%
Futures Spot Prices
- CRB Index 182.55 +1.47%
- Crude Oil 46.15 +3.99%
- Reformulated Gasoline 158.50 +5.93%
- Natural Gas 2.10 +.43%
- Heating Oil 140.11 +5.45%
- Gold 1,274.70 -1.15%
- Bloomberg Base Metals Index 140.47 -3.03%
- Copper 207.10 -3.74%
- US No. 1 Heavy Melt Scrap Steel 218.33 USD/Ton unch.
- China Iron Ore Spot 54.54 USD/Ton -6.43%
- Lumber 321.0 +4.83%
- UBS-Bloomberg Agriculture 1,153.15 +3.12%
Economy
- Atlanta Fed GDPNow Forecast +2.8% +110.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +5.7% +30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.3761 +3.74%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.78 +.26%
- Citi US Economic Surprise Index -33.0 +3.7 points
- Citi Eurozone Economic Surprise Index -7.4 +3.6 points
- Citi Emerging Markets Economic Surprise Index .1 -9.7 points
- Fed Fund Futures imply 96.0% chance of no change, 4.0% chance of 25 basis point hike on 6/15
- US Dollar Index 94.62 +.87%
- MSCI Emerging Markets Currency Index 1,505.07 -.08%
- Euro/Yen Carry Return Index 128.32 +.53%
- Yield Curve 96.0 -8.0 basis points
- 10-Year US Treasury Yield 1.71% -7.0 basis points
- Federal Reserve's Balance Sheet $4.439 Trillion +.03%
- U.S. Sovereign Debt Credit Default Swap 21.14 -2.42%
- Illinois Municipal Debt Credit Default Swap 342.0 +.72%
- Western Europe Sovereign Debt Credit Default Swap Index 26.0 -.71%
- Asia Pacific Sovereign Debt Credit Default Swap Index 53.37 -3.02%
- Emerging Markets Sovereign Debt CDS Index 134.57 -.86%
- Israel Sovereign Debt Credit Default Swap 72.06 +3.55%
- Iraq Sovereign Debt Credit Default Swap 983.26 unch.
- Russia Sovereign Debt Credit Default Swap 255.70 -2.1%
- iBoxx Offshore RMB China Corporate High Yield Index 127.93 +.58%
- 10-Year TIPS Spread 1.61% -1.0 basis point
- TED Spread 36.25 -8.25 basis points
- 2-Year Swap Spread 13.25 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -23.75 +.25 basis point
- N. America Investment Grade Credit Default Swap Index 81.18 -4.37%
- America Energy Sector High-Yield Credit Default Swap Index 933.0 -4.74%
- European Financial Sector Credit Default Swap Index 97.56 -2.2%
- Emerging Markets Credit Default Swap Index 291.66 -.43%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.0 unch.
- M1 Money Supply $3.227 Trillion +1.2%
- Commercial Paper Outstanding 1,115.70 -.4%
- 4-Week Moving Average of Jobless Claims 268,250 +10,250
- Continuing Claims Unemployment Rate 1.6% +10 basis points
- Average 30-Year Mortgage Rate 3.57% -4.0 basis points
- Weekly Mortgage Applications 490.50 +.43%
- Bloomberg Consumer Comfort 41.7 -.3 point
- Weekly Retail Sales +1.10% +30.0 basis points
- Nationwide Gas $2.21/gallon +.01/gallon
- Baltic Dry Index 579.0 -8.24%
- China (Export) Containerized Freight Index 652.80 +1.43%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
- Rail Freight Carloads 259,876 +.56%
Best Performing Style
- Large-Cap Growth -.3%
Worst Performing Style
- Small-Cap Value -1.2%
Leading Sectors
- Internet +2.0%
- Software +1.9%
- Foods +1.6%
- Utilities +.9%
- Drugs +.9%
Lagging Sectors
- Road & Rail -4.1%
- Retail -4.2%
- Hospitals -5.8%
- Oil Service -6.0%
- Steel -8.0%
Weekly High-Volume Stock Gainers (23)
- LXU, AVXS, MKTO, KKD, TRUP, EA, NTRA, YELP, DERM, DW, BUFF, CVCO, AKRX, USPH, CUBI, AMH, TDG, ATVI, JACK, POST, JEC, PETS and PLNT
Weekly High-Volume Stock Losers (29)
- ALK, PINC, WEN, HMHC, TISI, JWN, BANC, FOGO, PVH, PBYI, SSNI, LGIH, TREX, RBC, GIII, IPXL, LL, CHRS, AMRI, GTN, KSS, PRAA, M, ZBRA, GPS, FRGI, IMPV, FOSL and XENT
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