Indices
- S&P 500 2,173.42 -.12%
- DJIA 18,420.15 -.74%
- NASDAQ 5,160.16 +1.23%
- Russell 2000 1,219.65 +.55%
- S&P 500 High Beta 31.10 +.19%
- Goldman 50 Most Shorted 114.58 +3.60%
- Wilshire 5000 22,460.0 +.08%
- Russell 1000 Growth 1,051.45 +.32%
- Russell 1000 Value 1,038.74 -.40%
- S&P 500 Consumer Staples 559.88 -1.48%
- Solactive US Cyclical 140.50 +1.13%
- Morgan Stanley Technology 1,143.32 +.93%
- Transports 7,586.03 -1.34%
- Utilities 711.77 -1.17%
- Bloomberg European Bank/Financial Services 71.75 -.2%
- MSCI Emerging Markets 35.92 +.57%
- HFRX Equity Hedge 1,129.83 +.12%
- HFRX Equity Market Neutral 997.85 +.45%
Sentiment/Internals
- NYSE Cumulative A/D Line 266,062 +.28%
- Bloomberg New Highs-Lows Index 274 +117
- Bloomberg Crude Oil % Bulls 20.0 -22.51%
- CFTC Oil Net Speculative Position 289,581 -1.77%
- CFTC Oil Total Open Interest 1,685,116 -2.52%
- Total Put/Call 1.31 +50.62%
- OEX Put/Call 4.38 +87.35%
- ISE Sentiment 58.0 -3.09%
- NYSE Arms 1.03 +18.08%
- Volatility(VIX) 12.16 +2.66%
- S&P 500 Implied Correlation 47.88 -2.73%
- G7 Currency Volatility (VXY) 9.53 -10.9%
- Emerging Markets Currency Volatility (EM-VXY) 9.43 -5.03%
- Smart Money Flow Index 19,568.12 -.12%
- ICI Money Mkt Mutual Fund Assets $2.715 Trillion unch.
- ICI US Equity Weekly Net New Cash Flow -$10.349 Billion
- AAII % Bulls 31.3 -11.8%
- AAII % Bears 28.4 +6.3%
Futures Spot Prices
- CRB Index 180.69 -1.28%
- Crude Oil 41.49 -6.48%
- Reformulated Gasoline 131.52 -3.84%
- Natural Gas 2.88 +4.03%
- Heating Oil 128.05 -6.11%
- Gold 1,349.0 +1.77%
- Bloomberg Base Metals Index 151.1 -.98%
- Copper 222.40 -.60%
- US No. 1 Heavy Melt Scrap Steel 206.0 USD/Ton unch.
- China Iron Ore Spot 59.37 USD/Ton +6.26%
- Lumber 319.70 -3.0%
- UBS-Bloomberg Agriculture 1,142.81 -.41%
Economy
- Atlanta Fed GDPNow Forecast +1.8% -60.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.0% +50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1542 -9.4%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.54 +.53%
- Citi US Economic Surprise Index 16.30 -20.4 points
- Citi Eurozone Economic Surprise Index 28.3 +20.3 points
- Citi Emerging Markets Economic Surprise Index -6.40 +4.6 points
- Fed Fund Futures imply 80.0% chance of no change, 20.0% chance of 25 basis point hike on 9/21
- US Dollar Index 95.69 -1.72%
- MSCI Emerging Markets Currency Index 1,525.54 +.16%
- Euro/Yen Carry Return Index 119.08 -1.92%
- Yield Curve 80.0 -6.0 basis points
- 10-Year US Treasury Yield 1.47% -9.0 basis points
- Federal Reserve's Balance Sheet $4.425 Trillion -.38%
- U.S. Sovereign Debt Credit Default Swap 18.44 +1.18%
- Illinois Municipal Debt Credit Default Swap 356.0 +.04%
- Western Europe Sovereign Debt Credit Default Swap Index 25.30 -2.5%
- Asia Pacific Sovereign Debt Credit Default Swap Index 47.30 -.39%
- Emerging Markets Sovereign Debt CDS Index 123.40 -4.46%
- Israel Sovereign Debt Credit Default Swap 75.50 +.74%
- Iraq Sovereign Debt Credit Default Swap 882.83 +6.22%
- Russia Sovereign Debt Credit Default Swap 238.99 +4.5%
- iBoxx Offshore RMB China Corporate High Yield Index 131.33 +.23%
- 10-Year TIPS Spread 1.52% +1.0 basis point
- TED Spread 52.0 +11.5 basis points
- 2-Year Swap Spread 21.75 -4.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -46.75 +3.0 basis points
- N. America Investment Grade Credit Default Swap Index 74.08 +3.63%
- America Energy Sector High-Yield Credit Default Swap Index 795.0 +9.0%
- European Financial Sector Credit Default Swap Index 92.29 +1.25%
- Emerging Markets Credit Default Swap Index 261.99 +4.03%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
- M1 Money Supply $3.238 Trillion -1.02%
- Commercial Paper Outstanding 1,026.30 +.1%
- 4-Week Moving Average of Jobless Claims 256,500 -1,250
- Continuing Claims Unemployment Rate 1.6% +10.0 basis points
- Average 30-Year Mortgage Rate 3.48% +3.0 basis points
- Weekly Mortgage Applications 545.80 -11.15%
- Bloomberg Consumer Comfort 42.9 unch.
- Weekly Retail Sales +.6% unch.
- Nationwide Gas $2.14/gallon -.04/gallon
- Baltic Dry Index 665.0 -7.38%
- China (Export) Containerized Freight Index 704.65 +1.06%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
- Rail Freight Carloads 266,322 +3.22%
Best Performing Style
- Small-Cap Growth +.7%
Worst Performing Style
- Large-Cap Value -.5%
Leading Sectors
- Gold & Silver +6.2%
- Gaming +5.2%
- Steel +4.7%
- Hospitals +3.7%
- Semis +3.1%
Lagging Sectors
- Oil Service -2.4%
- Homebuilders -2.7%
- Restaurants -3.4%
- HMOs -5.7%
- Oil Tankers -8.8%
Weekly High-Volume Stock Gainers (26)
- EXAS, PBYI, LOGM, N, HWAY, LLTC, CRUS, BWLD, GRUB, TPX, CRY, EVER, IPAR, ENTG, HSII, RAVN, OUTR, EPIQ, MHO, TNC, SRAQ, SAM, TXN, MXIM, ADI and PNRA
Weekly High-Volume Stock Losers (28)
- SERV, NANO, ATHN, FRGI, UA, CLW, WFM, MD, CRI, CHUY, ABAX, PRLB, OPB, BJRI, TIS, SEIC, SANM, AIRM, AKAM, THRM, KEX, GMED, CNMD, OLN, GIII, TGI, SKX and GNC
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