Indices
- S&P 500 2,293.31 +.97%
- DJIA 20,085.97 +1.32%
- NASDAQ 5,657.77 +1.84%
- Russell 2000 1,370.79 +1.37%
- S&P 500 High Beta 37.89 +1.75%
- Goldman 50 Most Shorted 121.27 +.43%
- Wilshire 5000 23,848.0 +1.04%
- Russell 1000 Growth 1,094.83 +1.23%
- Russell 1000 Value 1,115.87 +.73%
- S&P 500 Consumer Staples 537.45 -.38%
- Vanda Cyclicals-Defensives 1.3113 +1.34%
- Morgan Stanley Technology 1,306.08 +2.73%
- Transports 9,437.37 +2.29%
- Utilities 656.63 -.25%
- Bloomberg European Bank/Financial Services 96.24 +2.38%
- MSCI Emerging Markets 37.28 +2.25%
- HFRX Equity Hedge 1,173.35 +.71%
- HFRX Equity Market Neutral 995.47 +.49%
Sentiment/Internals
- NYSE Cumulative A/D Line 279,272 +1.15%
- Bloomberg New Highs-Lows Index 756 +522
- Bloomberg Crude Oil % Bulls 21.21 -44.53%
- CFTC Oil Net Speculative Position 464,678 +7.18%
- CFTC Oil Total Open Interest 2,179,122 +3.05%
- Total Put/Call .97 -2.02%
- OEX Put/Call 1.55 +91.46%
- ISE Sentiment 74.0 -2.60%
- NYSE Arms 1.02 +26.58%
- Volatility(VIX) 10.53 -10.31%
- S&P 500 Implied Correlation 47.24 -7.86%
- G7 Currency Volatility (VXY) 10.20 -2.11%
- Emerging Markets Currency Volatility (EM-VXY) 10.78 -2.18%
- Smart Money Flow Index 19,375.34 +.62%
- ICI Money Mkt Mutual Fund Assets $2.686 Trillion +.74%
- ICI US Equity Weekly Net New Cash Flow -$1.237 Billion
- AAII % Bulls 31.6 -14.7%
- AAII % Bears 33.5 +2.5%
Futures Spot Prices
- CRB Index 193.14 -.59%
- Crude Oil 52.89 +.99%
- Reformulated Gasoline 152.40 -2.67%
- Natural Gas 3.42 +3.84%
- Heating Oil 161.01 -2.47%
- Gold 1,189.0 -1.93%
- Bloomberg Base Metals Index 176.55 +.94%
- Copper 268.80 +2.73%
- US No. 1 Heavy Melt Scrap Steel 279.33 USD/Ton +.6%
- China Iron Ore Spot 83.34 USD/Ton +3.64%
- Lumber 329.0 +.77%
- UBS-Bloomberg Agriculture 1,185.79 -.84%
Economy
- Atlanta Fed GDPNow Forecast +2.9% +10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +11.9% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1108 -13.71%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.37 +.07%
- Citi US Economic Surprise Index 35.80 -8.8 points
- Citi Eurozone Economic Surprise Index 51.0 -12.5 points
- Citi Emerging Markets Economic Surprise Index 39.50 +1.0 point
- Fed Fund Futures imply 85.5% chance of no change 14.5% chance of 25 basis point hike on 2/1
- US Dollar Index 100.61 -.17%
- MSCI Emerging Markets Currency Index 1,534.23 +.46%
- Euro/Yen Carry Return Index 128.56 +.36%
- Yield Curve 127.0 -1.0 basis point
- 10-Year US Treasury Yield 2.48% +1.0 basis point
- Federal Reserve's Balance Sheet $4.414 Trillion -.18%
- U.S. Sovereign Debt Credit Default Swap 26.55 -11.46%
- Illinois Municipal Debt Credit Default Swap 405.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 21.82 +5.01%
- Asia Pacific Sovereign Debt Credit Default Swap Index 32.46 -5.64%
- Emerging Markets Sovereign Debt CDS Index 76.25 -3.14%
- Israel Sovereign Debt Credit Default Swap 70.0 +1.5%
- Iraq Sovereign Debt Credit Default Swap 703.42 unch.
- Russia Sovereign Debt Credit Default Swap 183.75 +.13%
- iBoxx Offshore RMB China Corporate High Yield Index 133.41 +.26%
- 10-Year TIPS Spread 2.07% +3.0 basis points
- TED Spread 53.75 -1.25 basis points
- 2-Year Swap Spread 29.75 -2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -37.5 +3.25 basis points
- N. America Investment Grade Credit Default Swap Index 64.36 -2.26%
- America Energy Sector High-Yield Credit Default Swap Index 404.0 -5.86%
- European Financial Sector Credit Default Swap Index 86.81 +1.29%
- Emerging Markets Credit Default Swap Index 235.03 -1.17%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 133.50 +.5 basis point
- M1 Money Supply $3.411 Trillion +.63%
- Commercial Paper Outstanding 963.20 -.4%
- 4-Week Moving Average of Jobless Claims 245,500 -1,250
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.19% +10.0 basis points
- Weekly Mortgage Applications 397.40 +3.98%
- Bloomberg Consumer Comfort 45.2 unch.
- Weekly Retail Sales +.5% -10.0 basis points
- Nationwide Gas $2.29/gallon -.04/gallon
- Baltic Dry Index 840.0 -9.2%
- China (Export) Containerized Freight Index 876.10 +4.25%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 45.0 -10.0%
- Rail Freight Carloads 267,803 +1.82%
Best Performing Style
- Small-Cap Value +1.4%
Worst Performing Style
- Large-Cap Value +.8%
Leading Sectors
- Homebuilders +6.9%
- Computer Hardware +5.4%
- Construction +3.9%
- Semis +3.1%
- Road & Rail +3.1%
Lagging Sectors
- Energy -.6%
- REITs -.7%
- Airlines -1.7%
- Retail -1.7%
- Oil Service -2.6%
Weekly High-Volume Stock Gainers (30)
- ATI, CRR, CDZI, MPSX, STX, IIVI, AVHI, SWKS, OLED, XXIA, RCL, BNCN, NEWR, VIRT, HZO, EXP, PNFP, ROK, SYNA, MSA, CHTR, RMD, FLW, PSTB, MGI, MDP, SHW, MRCY, CARO and MGEE
Weekly High-Volume Stock Losers (14)
- PETS, DISH, WHR, ENLC, VRTS, WU, CVLT, TDG, HZN, ENTL, WRLD, BMY, QCOM and VIVO
Weekly Charts
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