Indices
- S&P 500 2,182.08 -.03%
- DJIA 18,564.40 +.13%
- NASDAQ 5,228.55 +.16%
- Russell 2000 1,228.30 -.24%
- S&P 500 High Beta 31.57 +.13%
- Goldman 50 Most Shorted 120.26 +1.90%
- Wilshire 5000 22,537.20 -.03%
- Russell 1000 Growth 1,057.12 +.03%
- Russell 1000 Value 1,041.85 -.08%
- S&P 500 Consumer Staples 563.14 +.69%
- Solactive US Cyclical 139.54 -.86%
- Morgan Stanley Technology 1,166.68 +.57%
- Transports 7,810.14 -.46%
- Utilities 692.60 +.17%
- Bloomberg European Bank/Financial Services 74.07 +3.51%
- MSCI Emerging Markets 37.35 +2.71%
- HFRX Equity Hedge 1,130.94 +.20%
- HFRX Equity Market Neutral 1,000.23 -.12%
Sentiment/Internals
- NYSE Cumulative A/D Line 268,374 +.87%
- Bloomberg New Highs-Lows Index 559 +413
- Bloomberg Crude Oil % Bulls 25.0 -48.6%
- CFTC Oil Net Speculative Position 267,192 -2.23%
- CFTC Oil Total Open Interest 1,792,640 +4.33%
- Total Put/Call .68 -23.91%
- OEX Put/Call 2.40 +617.39%
- ISE Sentiment 166.0 +52.52%
- NYSE Arms 1.06 -15.3%
- Volatility(VIX) 11.78 -.79%
- S&P 500 Implied Correlation 45.22 -1.14%
- G7 Currency Volatility (VXY) 9.74 +2.96%
- Emerging Markets Currency Volatility (EM-VXY) 190.10 +6.65%
- Smart Money Flow Index 19,601.17 +.03%
- ICI Money Mkt Mutual Fund Assets $2.745 Trillion +.22%
- ICI US Equity Weekly Net New Cash Flow -$7.430 Billion
- AAII % Bulls 31.3 +5.0%
- AAII % Bears 26.8 unch.
Futures Spot Prices
- CRB Index 182.09 +.66%
- Crude Oil 44.15 +5.84%
- Reformulated Gasoline 136.40 -1.29%
- Natural Gas 2.58 -5.22%
- Heating Oil 139.79 +5.95%
- Gold 1,339.80 +1.27%
- Bloomberg Base Metals Index 150.18 -.58%
- Copper 214.0 -.42%
- US No. 1 Heavy Melt Scrap Steel 206.0 USD/Ton unch.
- China Iron Ore Spot 60.37 USD/Ton -.61%
- Lumber 322.60 +.06%
- UBS-Bloomberg Agriculture 1,134.96 -1.19%
Economy
- Atlanta Fed GDPNow Forecast +3.5% -30.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.4% +20.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1291 -4.22%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.69 +.06%
- Citi US Economic Surprise Index 10.9 -10.0 points
- Citi Eurozone Economic Surprise Index 28.6 +.4 point
- Citi Emerging Markets Economic Surprise Index 3.0 +2.9 points
- Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 9/21
- US Dollar Index 95.65 -.67%
- MSCI Emerging Markets Currency Index 1,558.28 +1.02%
- Euro/Yen Carry Return Index 118.03 -.01%
- Yield Curve 81.0 -5.0 basis points
- 10-Year US Treasury Yield 1.51% -6.0 basis points
- Federal Reserve's Balance Sheet $4.429 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 31.75 +66.3%
- Illinois Municipal Debt Credit Default Swap 356.0 -.06%
- Western Europe Sovereign Debt Credit Default Swap Index 23.26 -6.16%
- Asia Pacific Sovereign Debt Credit Default Swap Index 43.91 -3.45%
- Emerging Markets Sovereign Debt CDS Index 116.24 -4.05%
- Israel Sovereign Debt Credit Default Swap 76.30 +.47%
- Iraq Sovereign Debt Credit Default Swap 857.0 -.01%
- Russia Sovereign Debt Credit Default Swap 230.87 +5.26%
- iBoxx Offshore RMB China Corporate High Yield Index 131.75 +.24%
- 10-Year TIPS Spread 1.45% -6.0 basis points
- TED Spread 54.0 +2.0 basis points
- 2-Year Swap Spread 25.0 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -40.0 +3.75 basis points
- N. America Investment Grade Credit Default Swap Index 71.60 -.63%
- America Energy Sector High-Yield Credit Default Swap Index 714.0 -4.85%
- European Financial Sector Credit Default Swap Index 88.29 -1.1%
- Emerging Markets Credit Default Swap Index 243.58 -4.68%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
- M1 Money Supply $3.207 Trillion -1.13%
- Commercial Paper Outstanding 1,023.30 +.1%
- 4-Week Moving Average of Jobless Claims 262,750 +2,500
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.45% +2.0 basis points
- Weekly Mortgage Applications 564.0 +7.06%
- Bloomberg Consumer Comfort 41.8 -1.2 points
- Weekly Retail Sales +.5% unch.
- Nationwide Gas $2.13/gallon +.01/gallon
- Baltic Dry Index 653.0 +2.67%
- China (Export) Containerized Freight Index 702.87 +.09%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
- Rail Freight Carloads 263,589 +.39%
Best Performing Style
- Mid-Cap Growth +.2%
Worst Performing Style
- Small-Cap Value -.01%
Leading Sectors
- Gold & Silver +3.6%
- Gaming +2.3%
- Energy +1.7%
- Retail +1.4%
- HMOs +1.2%
Lagging Sectors
- Road & Rail -1.8%
- Biotech -2.0%
- Steel -3.9%
- Coal -7.1%
- Hospitals -10.7%
Weekly High-Volume Stock Gainers (38)
- MFRM, DXPE, AOSL, FRPT, BID, WING, COTV, IPHI, NVRO, M, HCKT, DTSI, AMBR, DCO, YELP, EAT, LDR, VRTV, RL, CTRL, KSS, RAX, BREW, SM, VRX, MRK, CVG, MTN, FOSL, VRNS, DIOD, WMC, ZLTQ, HRTX, UNVR, DMRC, WTS and CPS
Weekly High-Volume Stock Losers (34)
- BGS, MDRX, RYAM, NUAN, DVA, FOXF, WBMD, WEB, DY, KLAC, OLED, TUBE, VRTU, PMC, OA, FLO, AMAG, ECOM, ECPG, EDIT, VSTO, MODN, AHS, ROG, MXL, BMY, W, SHLM, APEI, SPWR, SHEN, CPSI, IPXL and MYGN
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