Indices
- S&P 500 2,261.75 +.14%
- DJIA 19,916.50 +.39%
- NASDAQ 5,456.16 +.31%
- Russell 2000 1,3668.58 +.31%
- S&P 500 High Beta 37.27 +.31%
- Goldman 50 Most Shorted 121.59 -.73%
- Wilshire 5000 23,506.20 +.17%
- Russell 1000 Growth 1,064.39 +.06%
- Russell 1000 Value 1,113.26 +.21%
- S&P 500 Consumer Staples 535.01 -.21%
- Vanda Cyclicals-Defensives 1.2853 -.15%
- Morgan Stanley Technology 1,230.02 +.11%
- Transports 9,189.59 +.28%
- Utilities 660.53 +.40%
- Bloomberg European Bank/Financial Services 92.66 -1.63%
- MSCI Emerging Markets 34.31 -2.70%
- HFRX Equity Hedge 1,159.15 +.03%
- HFRX Equity Market Neutral 991.17 +.39%
Sentiment/Internals
- NYSE Cumulative A/D Line 273,257 +.49%
- Bloomberg New Highs-Lows Index 92 -34
- Bloomberg Crude Oil % Bulls 12.5 -57.5%
- CFTC Oil Net Speculative Position 422,767 +11.95%
- CFTC Oil Total Open Interest 2,104,703 +.31%
- Total Put/Call .84 -7.69%
- OEX Put/Call 2.14 +328.0%
- ISE Sentiment 103.0 +58.48%
- NYSE Arms .96 -17.54%
- Volatility(VIX) 11.63 -4.67%
- S&P 500 Implied Correlation 48.87 -2.62%
- G7 Currency Volatility (VXY) 10.99 -2.22%
- Emerging Markets Currency Volatility (EM-VXY) 11.33 -.87%
- Smart Money Flow Index 19,390.67 -.41%
- ICI Money Mkt Mutual Fund Assets $2.712 Trillion -.76%
- ICI US Equity Weekly Net New Cash Flow -$3.815 Billion
- AAII % Bulls 44.6 -.1%
- AAII % Bears 29.2 -9.8%
Futures Spot Prices
- CRB Index 190.53 -.47%
- Crude Oil 52.97 +1.81%
- Reformulated Gasoline 162.20 +4.38%
- Natural Gas 3.67 +8.25%
- Heating Oil 166.20 -.74%
- Gold 1,133.90 -.29%
- Bloomberg Base Metals Index 168.45 -2.82%
- Copper 248.20 -2.63%
- US No. 1 Heavy Melt Scrap Steel 248.33 USD/Ton +15.4%
- China Iron Ore Spot 78.1 USD/Ton -4.1%
- Lumber 307.70 -.74%
- UBS-Bloomberg Agriculture 1,103.85 -2.75%
Economy
- Atlanta Fed GDPNow Forecast +2.5% -10 basis points
- ECRI Weekly Leading Economic Index Growth Rate +11.3% +30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.4101 +3.91%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 131.03 +.15%
- Citi US Economic Surprise Index 21.0 -1.9 points
- Citi Eurozone Economic Surprise Index 56.3 -7.0 points
- Citi Emerging Markets Economic Surprise Index 7.9 +2.3 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 103.04 +.21%
- MSCI Emerging Markets Currency Index 1,501.61 +.05%
- Euro/Yen Carry Return Index 127.91 -.65%
- Yield Curve 134.0 +1.0 basis point
- 10-Year US Treasury Yield 2.54% -4.0 basis points
- Federal Reserve's Balance Sheet $4.431 Trillion -.03%
- U.S. Sovereign Debt Credit Default Swap 27.26 +.68%
- Illinois Municipal Debt Credit Default Swap 358.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 20.39 -.39%
- Asia Pacific Sovereign Debt Credit Default Swap Index 37.23 -.05%
- Emerging Markets Sovereign Debt CDS Index 81.03 -4.04%
- Israel Sovereign Debt Credit Default Swap 68.92 +1.35%
- Iraq Sovereign Debt Credit Default Swap 759.90 -.01%
- Russia Sovereign Debt Credit Default Swap 177.50 -3.19%
- iBoxx Offshore RMB China Corporate High Yield Index 133.13 +.10%
- 10-Year TIPS Spread 2.0% +11.0 basis points
- TED Spread 49.0 -.5 basis point
- 2-Year Swap Spread 30.0 +4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -62.25 -7.5 basis points
- N. America Investment Grade Credit Default Swap Index 66.80 -2.32%
- America Energy Sector High-Yield Credit Default Swap Index 454.0 +.59%
- European Financial Sector Credit Default Swap Index 92.32 -1.91%
- Emerging Markets Credit Default Swap Index 245.29 -1.39%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 134.0 unch.
- M1 Money Supply $3.340 Trillion +.26%
- Commercial Paper Outstanding 966.0 +1.7%
- 4-Week Moving Average of Jobless Claims 263,750 +6,000
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.30% +14.0 basis points
- Weekly Mortgage Applications 407.30 +2.47%
- Bloomberg Consumer Comfort 46.7 +1.2 points
- Weekly Retail Sales +1.1% +20.0 basis points
- Nationwide Gas $2.27/gallon +.04/gallon
- Baltic Dry Index 928.0 -1.90%
- China (Export) Containerized Freight Index 781.43 +1.41%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 unch.
- Rail Freight Carloads 269,249 -3.8%
Best Performing Style
- Small-Cap Value +.4
Worst Performing Style
- Small-Cap Growth -.3%
Leading Sectors
- Semis +2.6%
- Disk Drives +1.9%
- Road & Rail +1.4%
- Banks +1.3%
- Hospitals +1.1%
Lagging Sectors
- Steel -1.8%
- Social Media -1.9%
- 3-D Printing -2.3%
- Gaming -2.7%
- Retail -3.0%
Weekly High-Volume Stock Gainers (24)
- FRED, LOXO, AKBA, RARX, CLVS, STRP, INVN, CCN, BL, BEAT, JBL, ADSW, BELFB, NH, YELP, CTBI, GNCMA, ACAD, NX, SGRY, OFC, WAAS, MERT and AF
Weekly High-Volume Stock Losers (16)
- OFIX, MRCY, AVA, IPHS, NYCB, NPTN, CAMP, NTLA, BABY, AMBC, FINL, LNN, BBBY, RHT, SCMP and SELB
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