Indices
- S&P 500 2,121.89 +1.48%
- DJIA 18,149.30 +1.23%
- NASDAQ 4,956.37 +2.36%
- Russell 2000 1,176.16 +2.11%
- S&P 500 High Beta 29.63 +.92%
- Goldman 50 Most Shorted 107.83 +2.93%
- Wilshire 5000 21,960.40 +1.57%
- Russell 1000 Growth 1,026.77 +2.18%
- Russell 1000 Value 1,020.30 +.87%
- S&P 500 Consumer Staples 570.61 +1.0%
- Solactive US Cyclical 134.46 +2.06%
- Morgan Stanley Technology 1,082.06 +2.28%
- Transports 7,695.19 +2.84%
- Utilities 715.98 -.13%
- Bloomberg European Bank/Financial Services 66.54 -2.13%
- MSCI Emerging Markets 34.07 -.33%
- HFRX Equity Hedge 1,107.06 +.09%
- HFRX Equity Market Neutral 991.78 +.40%
Sentiment/Internals
- NYSE Cumulative A/D Line 259,265 +.20%
- Bloomberg New Highs-Lows Index 8 -315
- Bloomberg Crude Oil % Bulls 22.22 -52.14%
- CFTC Oil Net Speculative Position 304,239 -4.51%
- CFTC Oil Total Open Interest 1,720.740 -.33%
- Total Put/Call .82 -13.0%
- OEX Put/Call 1.16 +53.09%
- ISE Sentiment 91.0 -26.79%
- NYSE Arms .48 -54.29%
- Volatility(VIX) 13.37 -13.62%
- S&P 500 Implied Correlation 49.33 -10.10%
- G7 Currency Volatility (VXY) 10.93 +.28%
- Emerging Markets Currency Volatility (EM-VXY) 10.11 unch.
- Smart Money Flow Index 19,435.69 -.02%
- ICI Money Mkt Mutual Fund Assets $2.701 Trillion -.64%
- ICI US Equity Weekly Net New Cash Flow -$1.927 Billion
- AAII % Bulls 31.1 +7.4%
- AAII % Bears 26.7 -20.3%
Futures Spot Prices
- CRB Index 187.07 -2.78%
- Crude Oil 45.32 -5.91%
- Reformulated Gasoline 137.73 -7.83%
- Natural Gas 2.80 -4.5%
- Heating Oil 141.46 -3.19%
- Gold 1,360.60 +2.69%
- Bloomberg Base Metals Index 147.97 -.44%
- Copper 212.25 -3.59%
- US No. 1 Heavy Melt Scrap Steel 218.0 USD/Ton unch.
- China Iron Ore Spot 55.17 USD/Ton +1.555%
- Lumber 319.20 +4.71%
- UBS-Bloomberg Agriculture 1,171.91 -3.79%
Economy
- Atlanta Fed GDPNow Forecast +2.4% -20.0
- ECRI Weekly Leading Economic Index Growth Rate +6.8% -40.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1304 +5.16%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.87 +.58%
- Citi US Economic Surprise Index 5.30 +19.0 points
- Citi Eurozone Economic Surprise Index 7.40 -1.8 points
- Citi Emerging Markets Economic Surprise Index -14.60 -1.4 points
- Fed Fund Futures imply 96.0% chance of no change, 4.0% chance of 25 basis point hike on 7/27
- US Dollar Index 96.39 +.77%
- MSCI Emerging Markets Currency Index 1,509.33 -.68%
- Euro/Yen Carry Return Index 116.01 -2.72%
- Yield Curve 76.0 -11.0 basis points
- 10-Year US Treasury Yield 1.36% -10.0 basis points
- Federal Reserve's Balance Sheet $4.430 Trillion +.11%
- U.S. Sovereign Debt Credit Default Swap 19.98 +1.91%
- Illinois Municipal Debt Credit Default Swap 357.0 -.08%
- Western Europe Sovereign Debt Credit Default Swap Index 31.95 +4.38%
- Asia Pacific Sovereign Debt Credit Default Swap Index 52.91 -.12%
- Emerging Markets Sovereign Debt CDS Index 123.92 -1.17%
- Israel Sovereign Debt Credit Default Swap 77.0 +1.32%
- Iraq Sovereign Debt Credit Default Swap 878.29 -.03%
- Russia Sovereign Debt Credit Default Swap 228.27 -.10%
- iBoxx Offshore RMB China Corporate High Yield Index 130.24 -.01%
- 10-Year TIPS Spread 1.47% unch.
- TED Spread 38.25 +.5 basis point
- 2-Year Swap Spread 15.75 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -43.25 -5.0 basis points
- N. America Investment Grade Credit Default Swap Index 72.72 -3.44%
- America Energy Sector High-Yield Credit Default Swap Index 766.0 -.69%
- European Financial Sector Credit Default Swap Index 108.14 +1.05%
- Emerging Markets Credit Default Swap Index 259.28 -2.95%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
- M1 Money Supply $3.241 Trillion -.80%
- Commercial Paper Outstanding 1,039.80 -1.1%
- 4-Week Moving Average of Jobless Claims 264,750 -2,000
- Continuing Claims Unemployment Rate 1.6% +10.0 basis points
- Average 30-Year Mortgage Rate 3.41% -7.0 basis points
- Weekly Mortgage Applications 580.80 +14.2%
- Bloomberg Consumer Comfort 43.5 -.4 point
- Weekly Retail Sales +.7% unch.
- Nationwide Gas $2.25/gallon -.03/gallon
- Baltic Dry Index 699.0 +3.25%
- China (Export) Containerized Freight Index 645.80 -.9%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
- Rail Freight Carloads 265,176 -1.13%
Best Performing Style
- Small-Cap Growth +2.7%
Worst Performing Style
- Large-Cap Value +.7%
Leading Sectors
- Gold & Silver +9.0%
- Homebuilders +6.1%
- Biotech +5.1%
- Steel +4.3%
- Retail +3.4%
Lagging Sectors
- HMOs -.7%
- Energy -1.1%
- Oil Tankers -2.1%
- 3D Printing -2.7%
- Disk Drives -3.8%
Weekly High-Volume Stock Gainers (7)
- NTK, WWAV, INSY, NSA, BSET, HOG and DHR
Weekly High-Volume Stock Losers (4)
- LGF, FSLR, HUM and XBIT
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment