Indices
- S&P 500 2,182.114 -.08%
- DJIA 18,557.50 -.13%
- NASDAQ 5,237.32 +.05%
- Russell 2000 1,235.82 +.48%
- S&P 500 High Beta 32.35 +2.31%
- Goldman 50 Most Shorted 119.91 -.36%
- Wilshire 5000 22,565.40 -.01%
- Russell 1000 Growth 1,053.54 -.39%
- Russell 1000 Value 1,044.02 +.22%
- S&P 500 Consumer Staples 561.75 -.32%
- Solactive US Cyclical 140.91 +.86%
- Morgan Stanley Technology 1,181.03 +1.14%
- Transports 7,930.77 +1.53%
- Utilities 682.50 -1.40%
- Bloomberg European Bank/Financial Services 71.57 -3.38%
- MSCI Emerging Markets 37.44 +.21%
- HFRX Equity Hedge 1,135.95 +.44%
- HFRX Equity Market Neutral 999.17 -.11%
Sentiment/Internals
- NYSE Cumulative A/D Line 269,443 +.40%
- Bloomberg New Highs-Lows Index 283 -276
- Bloomberg Crude Oil % Bulls 29.03 +16.12%
- CFTC Oil Net Speculative Position 258,250 -3.35%
- CFTC Oil Total Open Interest 1,829,979 +2.08%
- Total Put/Call .83 +12.0%
- OEX Put/Call .85 -65.95%
- ISE Sentiment 84.0 -38.97%
- NYSE Arms .95 -9.91%
- Volatility(VIX) 11.65 +1.13%
- S&P 500 Implied Correlation 44.51 -.41%
- G7 Currency Volatility (VXY) 10.15 +4.21%
- Emerging Markets Currency Volatility (EM-VXY) 9.98 -.99%
- Smart Money Flow Index 19,664.99 +.33%
- ICI Money Mkt Mutual Fund Assets $2.710 Trillion -1.27%
- ICI US Equity Weekly Net New Cash Flow -$4.375 Billion
- AAII % Bulls 35.6 +13.7%
- AAII % Bears 26.4 -1.5%
Futures Spot Prices
- CRB Index 188.60 +3.22%
- Crude Oil 48.31 +8.03%
- Reformulated Gasoline 150.20 +9.46%
- Natural Gas 2.60 +.31%
- Heating Oil 151.75 +7.19%
- Gold 1,343.80 +.45%
- Bloomberg Base Metals Index 151.65 +.98%
- Copper 217.15 +1.64%
- US No. 1 Heavy Melt Scrap Steel 209.33 USD/Ton +1.62%
- China Iron Ore Spot 60.95 USD/Ton +.96%
- Lumber 322.30 -.99%
- UBS-Bloomberg Agriculture 1,154.52 +1.58%
Economy
- Atlanta Fed GDPNow Forecast +3.6% +10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.4% unch.
- Philly Fed ADS Real-Time Business Conditions Index .3593 -5.02%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.96 +.21%
- Citi US Economic Surprise Index 4.6 -6.3 points
- Citi Eurozone Economic Surprise Index 27.6 -1.0 point
- Citi Emerging Markets Economic Surprise Index -1.80 -4.8 points
- Fed Fund Futures imply 76.0% chance of no change, 24.0% chance of 25 basis point hike on 9/21
- US Dollar Index 94.60 -1.13%
- MSCI Emerging Markets Currency Index 1,555.99 +.12%
- Euro/Yen Carry Return Index 118.47 +.31%
- Yield Curve 84.0 +3.0 basis points
- 10-Year US Treasury Yield 1.59% +8.0 basis points
- Federal Reserve's Balance Sheet $4.426 Trillion -.06%
- U.S. Sovereign Debt Credit Default Swap 26.45 -16.69%
- Illinois Municipal Debt Credit Default Swap 356.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 24.75 +6.41%
- Asia Pacific Sovereign Debt Credit Default Swap Index 43.74 -.34%
- Emerging Markets Sovereign Debt CDS Index 114.90 -1.15%
- Israel Sovereign Debt Credit Default Swap 70.0 -4.11%
- Iraq Sovereign Debt Credit Default Swap 856.93 -.01%
- Russia Sovereign Debt Credit Default Swap 229.70 +.99%
- iBoxx Offshore RMB China Corporate High Yield Index 131.40 -.27%
- 10-Year TIPS Spread 1.49% +4.0 basis points
- TED Spread 51.75 -2.25 basis points
- 2-Year Swap Spread 25.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -37.0 +3.0 basis points
- N. America Investment Grade Credit Default Swap Index 70.68 -.93%
- America Energy Sector High-Yield Credit Default Swap Index 679.0 -5.43%
- European Financial Sector Credit Default Swap Index 92.23 +4.55%
- Emerging Markets Credit Default Swap Index 241.07 -1.96%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
- M1 Money Supply $3.278 Trillion +2.21%
- Commercial Paper Outstanding 1,012.30 -1.1%
- 4-Week Moving Average of Jobless Claims 265,250 +2,500
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.43% -2.0 basis points
- Weekly Mortgage Applications 541.5 -3.99%
- Bloomberg Consumer Comfort 43.6 +1.8 points
- Weekly Retail Sales +.4% -10.0 basis points
- Nationwide Gas $2.14/gallon +.01/gallon
- Baltic Dry Index 682.0 +1.64%
- China (Export) Containerized Freight Index 711.28 +1.20%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
- Rail Freight Carloads 266,944 +1.27%
Best Performing Style
- Small-Cap Value +.7%
Worst Performing Style
- Large-Cap Growth -.5%
Leading Sectors
- Computer Hardware +3.6%
- Oil Service +3.4%
- Road & Rail +3.1%
- Semis +2.1%
- Defense +1.6%
Lagging Sectors
- Restaurants -1.7%
- REITs -2.1%
- Hospitals -2.1%
- Telecom -2.6%
- Gold & Silver -3.3%
Weekly High-Volume Stock Gainers (20)
- ACIA, SEMI, PTI, REN, SYRS, GK, URBN, NTAP, AVXS, TWLO, OSIS, RETA, AIMT, NXRT, GBT, PPS, DKS, PLANT, DY and PATK
Weekly High-Volume Stock Losers (11)
- LOW, MAA, ALRM, VRSN, OMED, CREE, BGG, PTLA, HAIN, CXW and GEO
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment