Indices
- S&P 500 2,297.42 +.07%
- DJIA 20,071.46 -.11%
- NASDAQ 5,666.76 +.11%
- Russell 2000 1,377.83 +.47%
- S&P 500 High Beta 37.85 -.16%
- Goldman 50 Most Shorted 120.33 -.72%
- Wilshire 5000 23,909.98 +.20%
- Russell 1000 Growth 1,097.05 +.09%
- Russell 1000 Value 1,115.87 +.19%
- S&P 500 Consumer Staples 543.55 +1.16%
- Vanda Cyclicals-Defensives 1.2980 -1.01%
- Morgan Stanley Technology 1,304.13 -.19%
- Transports 9,241.56 -2.15%
- Utilities 662.07 +.67%
- Bloomberg European Bank/Financial Services 95.59 -.68%
- MSCI Emerging Markets 37.57 +.78%
- HFRX Equity Hedge 1,168.11 -.25%
- HFRX Equity Market Neutral 999.99 +.43%
Sentiment/Internals
- NYSE Cumulative A/D Line 278,584 -.25%
- Bloomberg New Highs-Lows Index 284 -472
- Bloomberg Crude Oil % Bulls 21.21 -44.53%
- CFTC Oil Net Speculative Position 482,523 +3.84%
- CFTC Oil Total Open Interest 2,151,809 -1.25%
- Total Put/Call 1.02 +3.03%
- OEX Put/Call .28 -87.5%
- ISE Sentiment 92.0 +14.46%
- NYSE Arms 1.21 +30.39%
- Volatility(VIX) 10.92 +3.59%
- S&P 500 Implied Correlation 44.92 +5.08%
- G7 Currency Volatility (VXY) 10.03 -1.67%
- Emerging Markets Currency Volatility (EM-VXY) 10.32 -3.34%
- Smart Money Flow Index 19,322.48 -.27%
- ICI Money Mkt Mutual Fund Assets $2.680 Trillion -.21%
- ICI US Equity Weekly Net New Cash Flow -$3.987 Billion
- AAII % Bulls 32.8 +3.9%
- AAII % Bears 34.2 +2.0%
Futures Spot Prices
- CRB Index 193.20 -.12%
- Crude Oil 53.79 +1.09%
- Reformulated Gasoline 155.35 +.12%
- Natural Gas 3.06 -8.62%
- Heating Oil 166.45 +2.79%
- Gold 1,216.80 +2.18%
- Bloomberg Base Metals Index 176.39 -.09%
- Copper 261.80 -2.89%
- US No. 1 Heavy Melt Scrap Steel 279.33 USD/Ton unch.
- China Iron Ore Spot 82.19 USD/Ton -1.38%
- Lumber 351.0 +6.72%
- UBS-Bloomberg Agriculture 1,187.53 +.12%
Economy
- Atlanta Fed GDPNow Forecast +3.4% +50.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +11.8% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1499 -5.25%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.37 +.16%
- Citi US Economic Surprise Index 45.30 +9.5 points
- Citi Eurozone Economic Surprise Index 55.90 +4.9 points
- Citi Emerging Markets Economic Surprise Index 38.0 -1.5 points
- Fed Fund Futures imply 76.0% chance of no change 24.0% chance of 25 basis point hike on 3/15
- US Dollar Index 99.90 -.92%
- MSCI Emerging Markets Currency Index 1,547.42 +.73%
- Euro/Yen Carry Return Index 127.07 -1.43%
- Yield Curve 129.0 +2.0 basis points
- 10-Year US Treasury Yield 2.49% +1.0 basis point
- Federal Reserve's Balance Sheet $4.415 Trillion +.03%
- U.S. Sovereign Debt Credit Default Swap 27.24 -5.97%
- Illinois Municipal Debt Credit Default Swap 404.0 -.06%
- Western Europe Sovereign Debt Credit Default Swap Index 23.04 +5.40%
- Asia Pacific Sovereign Debt Credit Default Swap Index 31.14 -3.48%
- Emerging Markets Sovereign Debt CDS Index 72.61 -4.77%
- Israel Sovereign Debt Credit Default Swap 68.18 -2.61%
- Iraq Sovereign Debt Credit Default Swap 652.33 -7.26%
- Russia Sovereign Debt Credit Default Swap 180.75 +1.65%
- iBoxx Offshore RMB China Corporate High Yield Index 133.68 +.20%
- 10-Year TIPS Spread 2.04% -3.0 basis points
- TED Spread 53.5 -.25 basis point
- 2-Year Swap Spread 30.75 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -28.75 +8.75 basis points
- N. America Investment Grade Credit Default Swap Index 64.43 +.34%
- America Energy Sector High-Yield Credit Default Swap Index 369.0 -7.02%
- European Financial Sector Credit Default Swap Index 87.23 +.66%
- Emerging Markets Credit Default Swap Index 225.82 -4.6%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 135.0 +1.5 basis points
- M1 Money Supply $3.413 Trillion +.07%
- Commercial Paper Outstanding 965.30 +.20%
- 4-Week Moving Average of Jobless Claims 248,000 +2,500
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.19% unch.
- Weekly Mortgage Applications 384.70 -3.2%
- Bloomberg Consumer Comfort 46.6 +1.4 points
- Weekly Retail Sales +.4% -10.0 basis points
- Nationwide Gas $2.28/gallon -.01/gallon
- Baltic Dry Index 770.0 -6.89%
- China (Export) Containerized Freight Index 877.89 +.20%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -11.1%
- Rail Freight Carloads 269,988 +.82%
Best Performing Style
- Small-Cap Growth +.5%
Worst Performing Style
- Small-Cap Value unch.
Leading Sectors
- Gold & Silver +4.0%
- Biotech +2.6%
- HMOs +2.5%
- Drugs +1.9%
- Medical Equipment +1.9%
Lagging Sectors
- Telecom -1.8%
- Internet -1.8%
- Airlines -2.0%
- Gaming -3.2%
- Steel -5.0%
Weekly High-Volume Stock Gainers (16)
- MNTA, BRKS, MJN, CARA, CDNS, LRN, SANM, AVY, UTEK, BOOT, TYPE, XXIA, TGI, PGEN, QCP and SATS
Weekly High-Volume Stock Losers (26)
- R, SNA, RMBS, FHB, PAYC, CRUS, MIC, MCRN, SM, POWI, UPS, SBH, CASH, TMHC, SPKE, RL, RYAM, KEYW, SFLY, PBI, CSGS, OPB, EEQ, UA and TPX
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