Indices
- S&P 500 2,141.24 +.30%
- DJIA 18,161.65 +.03%
- NASDAQ 5,256.68 +.73%
- Russell 2000 1,217.81 +.35%
- S&P 500 High Beta 32.70 +1.41%
- Goldman 50 Most Shorted 113.63 -.25%
- Wilshire 5000 22,143.20 +.33%
- Russell 1000 Growth 1,035.19 +.63%
- Russell 1000 Value 1,024.48 unch.
- S&P 500 Consumer Staples 535.49 -.41%
- Vanda Cyclicals-Defensives 1.2075 -.72%
- Morgan Stanley Technology 1,190.71 +.92%
- Transports 8,009.75 -.34%
- Utilities 654.86 +.41%
- Bloomberg European Bank/Financial Services 80.90 +5.18%
- MSCI Emerging Markets 37.49 +1.67%
- HFRX Equity Hedge 1,144.45 +.15%
- HFRX Equity Market Neutral 1,000.68 +.53%
Sentiment/Internals
- NYSE Cumulative A/D Line 269,455 +.68%
- Bloomberg New Highs-Lows Index 38 +232
- Bloomberg Crude Oil % Bulls 25.53 +94.0%
- CFTC Oil Net Speculative Position 413,650 +13.96%
- CFTC Oil Total Open Interest 1,8880,412 +.47%
- Total Put/Call .97 +4.3%
- OEX Put/Call .72 +2.82%
- ISE Sentiment 100.0 +31.58%
- NYSE Arms 1.18 +1.68%
- Volatility(VIX) 13.45 -16.38%
- S&P 500 Implied Correlation 41.29 -15.22%
- G7 Currency Volatility (VXY) 9.34 -4.4%
- Emerging Markets Currency Volatility (EM-VXY) 9.37 -7.78%
- Smart Money Flow Index 19,021.74 -.71%
- ICI Money Mkt Mutual Fund Assets $2.635 Trillion -.51%
- ICI US Equity Weekly Net New Cash Flow -$4.255 Billion
- AAII % Bulls 23.7 -6.8%
- AAII % Bears 37.8 +12.1%
Futures Spot Prices
- CRB Index 189.40 -.08%
- Crude Oil 50.83 +.93%
- Reformulated Gasoline 152.88 +2.33%
- Natural Gas 2.99 -8.25%
- Heating Oil 157.24 +.38%
- Gold 1,267.50 -1.28%
- Bloomberg Base Metals Index 150.33 -1.25%
- Copper 209.0 -.78%
- US No. 1 Heavy Melt Scrap Steel 176.33 USD/Ton -8.0%
- China Iron Ore Spot 58.72 USD/Ton +2.51%
- Lumber 308.0 -4.70%
- UBS-Bloomberg Agriculture 1,182.19 +.37%
Economy
- Atlanta Fed GDPNow Forecast +2.0% +10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.5% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.2212 +4.04%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.95 +.44%
- Citi US Economic Surprise Index -23.0 -15.4 points
- Citi Eurozone Economic Surprise Index 16.6 -5.9 points
- Citi Emerging Markets Economic Surprise Index -18.40 +.5 point
- Fed Fund Futures imply 82.9% chance of no change, 17.1% chance of 25 basis point hike on 11/02
- US Dollar Index 98.76 +.68%
- MSCI Emerging Markets Currency Index 1,545.85 +.44%
- Euro/Yen Carry Return Index 117.83 -1.28%
- Yield Curve 91.0 -5.0 basis points
- 10-Year US Treasury Yield 1.74% -5.0 basis points
- Federal Reserve's Balance Sheet $4.428 Trillion +.22%
- U.S. Sovereign Debt Credit Default Swap 26.39 -.53%
- Illinois Municipal Debt Credit Default Swap 360.0 -.04%
- Western Europe Sovereign Debt Credit Default Swap Index 18.12 -12.33%
- Asia Pacific Sovereign Debt Credit Default Swap Index 34.07 -.22%
- Emerging Markets Sovereign Debt CDS Index 93.70 +.48%
- Israel Sovereign Debt Credit Default Swap 68.0 -3.18%
- Iraq Sovereign Debt Credit Default Swap 745.06 -.01%
- Russia Sovereign Debt Credit Default Swap 226.99 -3.17%
- iBoxx Offshore RMB China Corporate High Yield Index 132.47 +.13%
- 10-Year TIPS Spread 1.69% +1.0 basis point
- TED Spread 55.75 -4.0 basis points
- 2-Year Swap Spread 23.75 +1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -43.25 +1.0 basis point
- N. America Investment Grade Credit Default Swap Index 73.77 -2.02%
- America Energy Sector High-Yield Credit Default Swap Index 522.0 -13.56%
- European Financial Sector Credit Default Swap Index 93.50 -5.17%
- Emerging Markets Credit Default Swap Index 231.93 -4.4%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
- M1 Money Supply $3.371 Trillion -.14%
- Commercial Paper Outstanding 905.30 +.3%
- 4-Week Moving Average of Jobless Claims 251,750 +2,500
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 3.52% +5.0 basis points
- Weekly Mortgage Applications 512.90 +.65%
- Bloomberg Consumer Comfort 43.2 +1.1 points
- Weekly Retail Sales +.7% +20.0 basis points
- Nationwide Gas $2.23/gallon -.02/gallon
- Baltic Dry Index 849.0 -4.8%
- China (Export) Containerized Freight Index 729.64 +.19%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
- Rail Freight Carloads 269,234 +4.51%
Best Performing Style
- Small-Cap Value +.7%
Worst Performing Style
- Large-Cap Value unch.
Leading Sectors
- Steel +7.7%
- Airlines +3.8%
- HMOs +3.7%
- Banks +3.3%
- Alt Energy +1.7%
Lagging Sectors
- Computer Hardware -1.3%
- Insurance -2.2%
- Road & Rail -3.8%
- Coal -6.9%
- %
Weekly High-Volume Stock Gainers (13)
- NFLX, TACO, AFAM, CIR, EXPO, HOG, DPZ, HAS, GNC, PEGA, QSII, ADTN and LSTR
Weekly High-Volume Stock Losers (18)
- WWW, LII, EBAY, MANH, SCSS, CREE, CORR, ACHC, VIVO, HAFC, NHTC, RLI, TBI, DST, NKTR, BANC, VDSI and OPB
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