Indices
- S&P 500 2,256.17 -.04%
- DJIA 19,849.0 +.46%
- NASDAQ 5,435.09 -.10%
- Russell 2000 1,367.18 -1.37%
- S&P 500 High Beta 37.15 -2.44%
- Goldman 50 Most Shorted 122.44 -1.88%
- Wilshire 5000 23,459.10 -.30%
- Russell 1000 Growth 1,062.75 -.01%
- Russell 1000 Value 1,109.68 -.29%
- S&P 500 Consumer Staples 535.0 +.76%
- Vanda Cyclicals-Defensives 1.2992 -.41%
- Morgan Stanley Technology 1,228.38 -.09%
- Transports 9,173.64 -2.33%
- Utilities 655.92 +1.74%
- Bloomberg European Bank/Financial Services 94.24 +1.04%
- MSCI Emerging Markets 35.25 -2.35%
- HFRX Equity Hedge 1,158.83 -.13%
- HFRX Equity Market Neutral 987.33 -.97%
Sentiment/Internals
- NYSE Cumulative A/D Line 271,914 -.66%
- Bloomberg New Highs-Lows Index 128 -1,231
- Bloomberg Crude Oil % Bulls 29.41 +56.85%
- CFTC Oil Net Speculative Position 377,626 +31.17%
- CFTC Oil Total Open Interest 2,098,290 +3.87%
- Total Put/Call .90 +11.11%
- OEX Put/Call .49 -41.67%
- ISE Sentiment 62.0 -8.05%
- NYSE Arms 1.33 +63.64%
- Volatility(VIX) 12.51 +6.55%
- S&P 500 Implied Correlation 49.11 -4.55%
- G7 Currency Volatility (VXY) 11.24 +6.74%
- Emerging Markets Currency Volatility (EM-VXY) 11.23 +2.24%
- Smart Money Flow Index 19,470.02 -.06%
- ICI Money Mkt Mutual Fund Assets $2.733 Trillion -.14%
- ICI US Equity Weekly Net New Cash Flow -$8.761 Billion
- AAII % Bulls 44.7 +3.6%
- AAII % Bears 32.3 +22.1%
Futures Spot Prices
- CRB Index 191.43 -.29%
- Crude Oil 51.97 +.93%
- Reformulated Gasoline 155.81 +3.46%
- Natural Gas 3.42 -8.24%
- Heating Oil 167.41 +2.22%
- Gold 1,136.20 -2.14%
- Bloomberg Base Metals Index 173.34 -1.61%
- Copper 255.50 -3.77%
- US No. 1 Heavy Melt Scrap Steel 215.27 USD/Ton +4.0%
- China Iron Ore Spot 81.49 USD/Ton -.21%
- Lumber 310.0 -2.30%
- UBS-Bloomberg Agriculture 1,135.0 -.86%
Economy
- Atlanta Fed GDPNow Forecast +2.6% unch.
- ECRI Weekly Leading Economic Index Growth Rate +11.0% +130.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.3446 +7.32%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 130.84 +.25%
- Citi US Economic Surprise Index 22.90 -7.3 points
- Citi Eurozone Economic Surprise Index 63.30 +.7 point
- Citi Emerging Markets Economic Surprise Index 5.6 +2.7 points
- Fed Fund Futures imply 87.6% chance of no change 12.4% chance of 25 basis point hike on 2/1
- US Dollar Index 102.82 +1.27%
- MSCI Emerging Markets Currency Index 1,5103.94 -.60%
- Euro/Yen Carry Return Index 128.58 +1.07%
- Yield Curve 133.0 -1.0 basis point
- 10-Year US Treasury Yield 2.58% +12.0 basis points
- Federal Reserve's Balance Sheet $4.432 Trillion +.51%
- U.S. Sovereign Debt Credit Default Swap 27.07 -2.10%
- Illinois Municipal Debt Credit Default Swap 358.0 -.06%
- Western Europe Sovereign Debt Credit Default Swap Index 20.47 -14.51%
- Asia Pacific Sovereign Debt Credit Default Swap Index 37.15 +3.37%
- Emerging Markets Sovereign Debt CDS Index 84.44 -7.49%
- Israel Sovereign Debt Credit Default Swap 69.32 -.96%
- Iraq Sovereign Debt Credit Default Swap 759.97 unch.
- Russia Sovereign Debt Credit Default Swap 183.81 -7.85%
- iBoxx Offshore RMB China Corporate High Yield Index 132.99 -.03%
- 10-Year TIPS Spread 1.89% -11.0 basis points
- TED Spread 49.50 +7.0 basis points
- 2-Year Swap Spread 25.75 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -54.75 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 68.39 +.56%
- America Energy Sector High-Yield Credit Default Swap Index 451.0 -2.51%
- European Financial Sector Credit Default Swap Index 94.12 -3.79%
- Emerging Markets Credit Default Swap Index 248.80 -.64%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 134.0 -1.0 basis point
- M1 Money Supply $3.332 Trillion -.90%
- Commercial Paper Outstanding 950.30 +1.60%
- 4-Week Moving Average of Jobless Claims 257,750 +6,250
- Continuing Claims Unemployment Rate 1.5% +10.0 basis points
- Average 30-Year Mortgage Rate 4.16% +3.0 basis points
- Weekly Mortgage Applications 397.50 -4.0%
- Bloomberg Consumer Comfort 45.5 +.4 point
- Weekly Retail Sales +.9% +20.0 basis points
- Nationwide Gas $2.23/gallon +.03/gallon
- Baltic Dry Index 966.0 -11.38%
- China (Export) Containerized Freight Index 770.56 +.58%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 +23.53%
- Rail Freight Carloads 279,874 +.38%
Best Performing Style
- Large-Cap Growth -.1%
Worst Performing Style
- Small-Cap Value -1.6%
Leading Sectors
- Hospitals +4.4%
- Tobacco +1.8%
- Utilities +1.7%
- Drugs +1.7%
- Energy +1.2%
Lagging Sectors
- Retail -3.9%
- Social Media -4.1%
- Steel -4.2%
- Gold & Silver -6.7%
- Coal -10.0%
Weekly High-Volume Stock Gainers (18)
- AKAO, SVNT, EBS, INVN, NSR, OKSB, CCN, FLO, SWC, EVBG, CWH, PAY, VBTX, HEOP, AFAM, KMG, FBK and RRGB
Weekly High-Volume Stock Losers (19)
- SMSEY, CPE, AVXS, VLY, NSA, AJRD, ARI, WWE, HBHC, ALXN, ABM, VIA, GWR, VSTE, SCWX, RH, XTLY, DLTH and MGNX
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