Indices
- S&P 500 2,103.26 +3.21%
- DJIA 17,972.40 +3.29%
- NASDAQ 4,865.80 +3.36%
- Russell 2000 1,154.02 +2.29%
- S&P 500 High Beta 29.49 +2.05%
- Goldman 50 Most Shorted 105.28 +5.50%
- Wilshire 5000 21,672.30 +3.19%
- Russell 1000 Growth 1,009.50 +3.25%
- Russell 1000 Value 1,011.58 +3.11%
- S&P 500 Consumer Staples 564.76 +3.76%
- Solactive US Cyclical 131.60 +2.12%
- Morgan Stanley Technology 1,061.58 +2.03%
- Transports 7,545.10 +3.16%
- Utilities 714.39 +4.22%
- Bloomberg European Bank/Financial Services 68.07 -2.41%
- MSCI Emerging Markets 34.37 +4.07%
- HFRX Equity Hedge 1,106.05 -.49%
- HFRX Equity Market Neutral 987.85 -.55%
Sentiment/Internals
- NYSE Cumulative A/D Line 258,738 +.77%
- Bloomberg New Highs-Lows Index 321 +137
- Bloomberg Crude Oil % Bulls 46.43 +1.04%
- CFTC Oil Net Speculative Position 318,595 +1.92%
- CFTC Oil Total Open Interest 1,726,381 -2.7%
- Total Put/Call 1.03 -15.2%
- OEX Put/Call .91 -31.45%
- ISE Sentiment 111.0 +101.85%
- NYSE Arms 1.05 -55.26%
- Volatility(VIX) 14.81 -42.04%
- S&P 500 Implied Correlation 53.63 -18.71%
- G7 Currency Volatility (VXY) 10.90 -12.45%
- Emerging Markets Currency Volatility (EM-VXY) 10.16 -7.59%
- Smart Money Flow Index 19,439.71 +.94%
- ICI Money Mkt Mutual Fund Assets $2.718 Trillion +.55%
- ICI US Equity Weekly Net New Cash Flow -$3.902 Billion
- AAII % Bulls 28.9 +31.6%
- AAII % Bears 33.4 -5.1%
Futures Spot Prices
- CRB Index 193.38 +2.37%
- Crude Oil 48.33 +1.72%
- Reformulated Gasoline 148.19 -3.39%
- Natural Gas 2.97 +10.75%
- Heating Oil 149.35 +1.90%
- Gold 1,339.20 +1.58%
- Bloomberg Base Metals Index 148.62 +3.59%
- Copper 221.95 +5.23%
- US No. 1 Heavy Melt Scrap Steel 218.0 USD/Ton unch.
- China Iron Ore Spot 54.33 USD/Ton +7.35%
- Lumber 315.80 +6.56%
- UBS-Bloomberg Agriculture 1,214.46 +2.07%
Economy
- Atlanta Fed GDPNow Forecast +2.6% unch.
- ECRI Weekly Leading Economic Index Growth Rate +7.2% +10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.2823 +4.98%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.14 -.26%
- Citi US Economic Surprise Index -14.30 +9.5 points
- Citi Eurozone Economic Surprise Index 9.20 +5.4 points
- Citi Emerging Markets Economic Surprise Index -13.20 -7.3 points
- Fed Fund Futures imply 98.0% chance of no change, 2.0% chance of 25 basis point hike on 7/27
- US Dollar Index 95.60 +.07%
- MSCI Emerging Markets Currency Index 1,518.11 +1.19%
- Euro/Yen Carry Return Index 119.36 +.61%
- Yield Curve 87.0 -7.0 basis points
- 10-Year US Treasury Yield 1.46% -11.0 basis points
- Federal Reserve's Balance Sheet $4.426 Trillion -.37%
- U.S. Sovereign Debt Credit Default Swap 20.01 -13.4%
- Illinois Municipal Debt Credit Default Swap 357.0 +2.7%
- Western Europe Sovereign Debt Credit Default Swap Index 31.01 -15.49%
- Asia Pacific Sovereign Debt Credit Default Swap Index 52.12 -5.22%
- Emerging Markets Sovereign Debt CDS Index 125.40 -6.0%
- Israel Sovereign Debt Credit Default Swap 77.09 -9.33%
- Iraq Sovereign Debt Credit Default Swap 878.51 -3.42%
- Russia Sovereign Debt Credit Default Swap 228.12 -11.20%
- iBoxx Offshore RMB China Corporate High Yield Index 130.24 +.26%
- 10-Year TIPS Spread 1.47% +2.0 basis points
- TED Spread 37.75 -2.5 basis points
- 2-Year Swap Spread 16.25 +2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -38.25 +5.0 basis points
- N. America Investment Grade Credit Default Swap Index 75.32 -4.68%
- America Energy Sector High-Yield Credit Default Swap Index 774.0 +6.06%
- European Financial Sector Credit Default Swap Index 105.27 -10.6%
- Emerging Markets Credit Default Swap Index 267.32 -11.48%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 +5.0 basis points
- M1 Money Supply $3.267 Trillion +.59%
- Commercial Paper Outstanding 1,050.90 +1.1%
- 4-Week Moving Average of Jobless Claims 266,750 -250
- Continuing Claims Unemployment Rate 1.5% -10.0 basis points
- Average 30-Year Mortgage Rate 3.48% -8.0 basis points
- Weekly Mortgage Applications 508.40 -2.64%
- Bloomberg Consumer Comfort 43.9 -.3 point
- Weekly Retail Sales +.7% unch.
- Nationwide Gas $2.28/gallon -.04/gallon
- Baltic Dry Index 660.0 +8.37%
- China (Export) Containerized Freight Index 651.59 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
- Rail Freight Carloads 268,196 +1.07%
Best Performing Style
- Large-Cap Growth +3.3%
Worst Performing Style
- Small-Cap Value +2.2%
Leading Sectors
- Steel +8.3%
- Gold & Silver +7.9%
- Foods +5.6%
- Drugs +5.3%
- Homebuilders +5.2%
Lagging Sectors
- Gaming +.3%
- Disk Drives +.2%
- Agriculture unch.
- Hospitals -1.5%
- Oil Tankers -2.8%
Weekly High-Volume Stock Gainers (41)
- TSRO, HTWR, XNCR, CRCM, SCNB, TDOC, XBIT, FINL, TERP, HSY, DRII, NTK, CPK, IQNT, DKS, CASY, MSEX, STOR, FIZZ, PRMW, COTV, EPR, YORW, CONE, PVTB, GIS, EQY, CWT, UBA, LMOS, WOR, BURL, VEC, SUI, CTMX, TYL, PAYX, AHH, CCI, HIW and SWX
Weekly High-Volume Stock Losers (83)
- GNTX, CVLT, PH, IIVI, FSB, FLIC, DNOW, GNC, HZNP, KW, RNST, RAVN, GCI, VRTV, TUP, MTX, ALB, ST, WAL, BUFF, CUB, GATX, UCBI, PKOH, DRI, FLR, LGF, PUB, LBY, SWN, XPO, FOE, PBCT, CBF, PCAR, PVH, ADSK, SPXC, MSGN, NCR, GWR, OPB, HLI, SIVB, AYR, CFG, MET, PJT, NCLH, TGI, PCLN, KMT, CCL, FLEX, EPAM, ACHC, NTRA, EEFT, AMP, CBG, GDEN, ITT, AIMT, LEA, TRMB, LPLA, RCL, COLL, FLOW, SCHW, PAG, ZBRA, VOYA, WBC, MAN, MC, EVR, JLL, BSET, GHL, NNBR, SCOR and BW
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