Indices
- S&P 500 2,191.73 -1.05%
- DJIA 19,172.0 +.03%
- NASDAQ 5,255.43 -2.78%
- Russell 2000 1,314.76 -2.46%
- S&P 500 High Beta 36.52 +1.42%
- Goldman 50 Most Shorted 119.80 -1.98%
- Wilshire 5000 22,787.90 -1.23%
- Russell 1000 Growth 1,032.33 -2.04%
- Russell 1000 Value 1,078.85 -.18%
- S&P 500 Consumer Staples 516.36 -1.67%
- Vanda Cyclicals-Defensives 1.3137 -.008%
- Morgan Stanley Technology 1,182.85 -3.50%
- Transports 9,050.91 -.09%
- Utilities 633.61 -1.31%
- Bloomberg European Bank/Financial Services 85.17 -.1%
- MSCI Emerging Markets 35.20 -.24%
- HFRX Equity Hedge 1,153.39 +.38%
- HFRX Equity Market Neutral 997.98 -.17%
Sentiment/Internals
- NYSE Cumulative A/D Line 268,516 -.64%
- Bloomberg New Highs-Lows Index 240-400
- Bloomberg Crude Oil % Bulls 56.41 +26.94%
- CFTC Oil Net Speculative Position 276,320 unch.
- CFTC Oil Total Open Interest 1,995,504 -1.58%
- Total Put/Call .95 +24.05%
- OEX Put/Call 1.21 -83.57%
- ISE Sentiment 93.0 -21.74%
- NYSE Arms .88 -15.53%
- Volatility(VIX) 14.12 +14.83%
- S&P 500 Implied Correlation 52.96 -.8%
- G7 Currency Volatility (VXY) 10.67 +1.52%
- Emerging Markets Currency Volatility (EM-VXY) 10.95 -2.41%
- Smart Money Flow Index 19,137.31 -.5%
- ICI Money Mkt Mutual Fund Assets $2.719 Trillion +.51%
- ICI US Equity Weekly Net New Cash Flow -$.844 Billion
- AAII % Bulls 43.8 -12.3%
- AAII % Bears 25.1 +13.7%
Futures Spot Prices
- CRB Index 191.69 +3.21%
- Crude Oil 51.66 +12.38%
- Reformulated Gasoline 155.99 +13.66%
- Natural Gas 3.45 +12.44%
- Heating Oil 166.28 +13.17%
- Gold 1,176.30 -.59%
- Bloomberg Base Metals Index 173.62 -1.88%
- Copper 262.70 -1.92%
- US No. 1 Heavy Melt Scrap Steel 207.0 USD/Ton unch.
- China Iron Ore Spot 77.79 USD/Ton -2.29%
- Lumber 336.90 +.75%
- UBS-Bloomberg Agriculture 1,134.20 -2.5%
Economy
- Atlanta Fed GDPNow Forecast +2.9% -70.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.3% +210.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1274 +6.05%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 130.29 +.29%
- Citi US Economic Surprise Index 24.70 +15.4 points
- Citi Eurozone Economic Surprise Index 61.40 -1.9 points
- Citi Emerging Markets Economic Surprise Index 1.5 +7.1 points
- Fed Fund Futures imply 0.0% chance of no change 100.0% chance of 25 basis point hike on 12/14
- US Dollar Index 100.78 -.76%
- MSCI Emerging Markets Currency Index 1,500.32 +.27%
- Euro/Yen Carry Return Index 126.67 +1.03%
- Yield Curve 128.0 +4.0 basis points
- 10-Year US Treasury Yield 2.39% +3.0 basis points
- Federal Reserve's Balance Sheet $4.407 Trillion -.46%
- U.S. Sovereign Debt Credit Default Swap 29.9 +3.45%
- Illinois Municipal Debt Credit Default Swap 358.0 -.02%
- Western Europe Sovereign Debt Credit Default Swap Index 23.19 -1.23%
- Asia Pacific Sovereign Debt Credit Default Swap Index 41.47 -6.38%
- Emerging Markets Sovereign Debt CDS Index 99.97 -1.23%
- Israel Sovereign Debt Credit Default Swap 71.09 -3.41%
- Iraq Sovereign Debt Credit Default Swap 760.05 +1.38%
- Russia Sovereign Debt Credit Default Swap 222.33 -3.29%
- iBoxx Offshore RMB China Corporate High Yield Index 132.95 +.05%
- 10-Year TIPS Spread 1.95% +2.0 basis points
- TED Spread 47.0 +2.5 basis points
- 2-Year Swap Spread 20.5 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap 615.0 -5.75 basis points
- N. America Investment Grade Credit Default Swap Index 72.83 -.44%
- America Energy Sector High-Yield Credit Default Swap Index 551.0 -10.26%
- European Financial Sector Credit Default Swap Index 104.75 -3.6%
- Emerging Markets Credit Default Swap Index 272.82 +.69%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 135.0 -2.5 basis points
- M1 Money Supply $3.404 Trillion +.64%
- Commercial Paper Outstanding 923.8 +.2%
- 4-Week Moving Average of Jobless Claims 251,500 +500
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.08% +5.0 basis points
- Weekly Mortgage Applications 417.20 -9.4%
- Bloomberg Consumer Comfort 44.9 +.1 point
- Weekly Retail Sales +1.20% +30.0 basis points
- Nationwide Gas $2.16/gallon +.03/gallon
- Baltic Dry Index 1,196.0 +1.27%
- China (Export) Containerized Freight Index 774.05 -.40%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
- Rail Freight Carloads 222,893 -19.35%
Best Performing Style
- Large-Cap Value -.2%
Worst Performing Style
- Small-Cap Growth -3.8%
Leading Sectors
- Oil Service +7.3%
- Coal +4.9%
- Gold & Silver +4.2%
- Energy +3.4%
- Banks +1.4%
Lagging Sectors
- Hospitals -3.5%
- Software -3.5%
- Alt Energy -4.6%
- Biotech -4.7%
- Semis -5.0%
Weekly High-Volume Stock Gainers (10)
- TLYS, CLC, NOVN, SKX, TIME, THO, PKY, WGL, IIIN and UA/C
Weekly High-Volume Stock Losers (8)
- GOOD, KNSL, SNBC, SSNC, BOJA, SITE, SCVL and GES
Weekly Charts
ETFs
Stocks
*5-Day Change
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