Indices
- S&P 500 2,088.97 -1.58%
- DJIA 17,900.90 -1.34%
- NASDAQ 5,050.53 -2.58%
- Russell 2000 1,165.64 -1.57%
- S&P 500 High Beta 31.80 -2.03%
- Goldman 50 Most Shorted 104.67 -3.64%
- Wilshire 5000 21,519.10 -1.73%
- Russell 1000 Growth 1,002.57 -1.80%
- Russell 1000 Value 1,006.64 -1.27%
- S&P 500 Consumer Staples 529.46 -1.79%
- Vanda Cyclicals-Defensives 1.2067 +.23%
- Morgan Stanley Technology 1,176.46 -1.93%
- Transports 8,083.76 +1.0%
- Utilities 653.73 -.72%
- Bloomberg European Bank/Financial Services 78.73 -4.86%
- MSCI Emerging Markets 36.29 -2.28%
- HFRX Equity Hedge 1,127.17 -1.28%
- HFRX Equity Market Neutral 997.80 +.09%
Sentiment/Internals
- NYSE Cumulative A/D Line 263,059 -1.59%
- Bloomberg New Highs-Lows Index -385 -295
- Bloomberg Crude Oil % Bulls 25.0 +162.6%
- CFTC Oil Net Speculative Position 403,586 -1.08%
- CFTC Oil Total Open Interest 1,821,737 +.58%
- Total Put/Call 1.41 +28.18%
- OEX Put/Call 1.81 -73.96%
- ISE Sentiment 75.0 +105.5%
- NYSE Arms 1.08 +5.1%
- Volatility(VIX) 22.36 +37.12%
- S&P 500 Implied Correlation 71.01 +31.79%
- G7 Currency Volatility (VXY) 10.27 +10.55%
- Emerging Markets Currency Volatility (EM-VXY) 10.67 +8.58%
- Smart Money Flow Index 18,423.63 -3.37%
- ICI Money Mkt Mutual Fund Assets $2.677 Trillion +.99%
- ICI US Equity Weekly Net New Cash Flow -$5.455 Billion
- AAII % Bulls 23.6 -4.5%
- AAII % Bears 34.3 +.7%
Futures Spot Prices
- CRB Index 182.50 -3.54%
- Crude Oil 44.10 -9.33%
- Reformulated Gasoline 138.87 -4.63%
- Natural Gas 2.78 -10.79%
- Heating Oil 143.31 -7.26%
- Gold 1,305.0 +2.12%
- Bloomberg Base Metals Index 159.57 +2.22%
- Copper 226.20 +3.0%
- US No. 1 Heavy Melt Scrap Steel 176.33 USD/Ton unch.
- China Iron Ore Spot 65.0 USD/Ton +1.63%
- Lumber 311.50 +3.6%
- UBS-Bloomberg Agriculture 1,174.38 -1.28%
Economy
- Atlanta Fed GDPNow Forecast +3.1% +100.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +7.3% -70.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1567 +5.37%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 129.13 +.02%
- Citi US Economic Surprise Index -12.90 -3.8 points
- Citi Eurozone Economic Surprise Index 36.2 -7.3 points
- Citi Emerging Markets Economic Surprise Index -3.0 +11.1 points
- Fed Fund Futures imply 26.0% chance of no change, 74.0% chance of 25 basis point hike on 12/14
- US Dollar Index 97.07 -1.35%
- MSCI Emerging Markets Currency Index 1,541.79 +.10%
- Euro/Yen Carry Return Index 119.69 -.31%
- Yield Curve 99.0 unch.
- 10-Year US Treasury Yield 1.78% -8.0 basis points
- Federal Reserve's Balance Sheet $4.413 Trillion -.04%
- U.S. Sovereign Debt Credit Default Swap 23.60 -10.66%
- Illinois Municipal Debt Credit Default Swap 359.0 -.03%
- Western Europe Sovereign Debt Credit Default Swap Index 19.35 +4.03%
- Asia Pacific Sovereign Debt Credit Default Swap Index 36.38 +7.05%
- Emerging Markets Sovereign Debt CDS Index 94.90 +5.28%
- Israel Sovereign Debt Credit Default Swap 69.12 +3.16%
- Iraq Sovereign Debt Credit Default Swap 749.95 unch.
- Russia Sovereign Debt Credit Default Swap 237.23 +6.38%
- iBoxx Offshore RMB China Corporate High Yield Index 132.59 +.03%
- 10-Year TIPS Spread 1.69% -4.0 basis points
- TED Spread 51.5 -9.25 basis points
- 2-Year Swap Spread 24.25 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -46.0 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 80.29 +5.35%
- America Energy Sector High-Yield Credit Default Swap Index 658.0 +10.15%
- European Financial Sector Credit Default Swap Index 100.21 +4.67%
- Emerging Markets Credit Default Swap Index 250.47 +5.45%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
- M1 Money Supply $3.347 Trillion +1.47%
- Commercial Paper Outstanding 907.50 +.5%
- 4-Week Moving Average of Jobless Claims 257,750 +4,750
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 3.54% +7.0 basis points
- Weekly Mortgage Applications 486.20 -1.18%
- Bloomberg Consumer Comfort 44.6 +.7 point
- Weekly Retail Sales +.6% unch.
- Nationwide Gas $2.22/gallon -.01/gallon
- Baltic Dry Index 849.0 +1.8%
- China (Export) Containerized Freight Index 752.92 +2.02%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +14.29%
- Rail Freight Carloads 273,421 -.77%
Best Performing Style
- Mid-Cap Growth -.8%
Worst Performing Style
- Large-Cap Growth -1.6%
Leading Sectors
- Gold & Silver +4.8%
- Networking +3.0%
- Road & Rail +1.4%
- Gaming +.9%
- Airlines +.9%
Lagging Sectors
- Alt Energy -3.3%
- Biotech -3.5%
- Construction -3.6%
- Social Media -3.6%
- Telecom -4.5%
Weekly High-Volume Stock Gainers (32)
- BRCD, IGNT, JBSS, MPG, LHCG, EGRX, IPHS, TMH, BG, BGFV, RCL, VVI, DF, ADM, LOPE, ZG, AMKR, NXTM, SHOO, ITRI, SQ, VRTS, EVHC, MCY, IM, WSTC, NGVT, CRUS, LION, VCRA, HLS and TNET
Weekly High-Volume Stock Losers (73)
- KIM, SBAC, VAL, BFAM, HLF, QUOT, ATR, KATE, GTLS, FB, HCP, SHPG, ACIW, SABR, EGL, CERN, CALD, CACC, ABC, ABBV, XOXO, SFM, PLT, KFRC, GT, BGS, LB, THHH, FARO, HSTM, AN, LMNX, ZEN, SBRA, CRL, HURN, BSFT, TYPE, NSR, VRX, CAH, BEAT, GLT, FLT, INT, AGN, PAYC, ZBH, PBI, ONCE, MPW, AMGN, ACLS, CKH, FSLR, HZO, MTCH, LL, DNOW, PODD, PLOW, CSU, BKD, MCK, THS, DXCM, AXL, SYNA, INST, PMC, CTL, ANIP and DPLO
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