Indices
- S&P 500 2,317.60 +.89%
- DJIA 20,277.04 +1.04%
- NASDAQ 5,736.95 +1.27%
- Russell 2000 1,390.07 +.86%
- S&P 500 High Beta 38.01 +.42%
- Goldman 50 Most Shorted 123.34 +2.54%
- Wilshire 5000 24,117.10 +.89%
- Russell 1000 Growth 1,111.17 +1.28%
- Russell 1000 Value 1,124.45 +.53%
- S&P 500 Consumer Staples 549.77 +1.18%
- Vanda Cyclicals-Defensives 1.2965 -1.59%
- Morgan Stanley Technology 1,326.99 +1.69%
- Transports 9,392.38 +1.77%
- Utilities 668.13 +1.1%
- Bloomberg European Bank/Financial Services 93.46 -2.23%
- MSCI Emerging Markets 38.03 +1.20%
- HFRX Equity Hedge 1,168.87 -.26%
- HFRX Equity Market Neutral 995.18 -.45%
Sentiment/Internals
- NYSE Cumulative A/D Line 280,621 +.73%
- Bloomberg New Highs-Lows Index 600 +316
- Bloomberg Crude Oil % Bulls 18.42 -48.69%
- CFTC Oil Net Speculative Position 492,692 +2.11%
- CFTC Oil Total Open Interest 2,181,656 +1.39%
- Total Put/Call .95 -8.82%
- OEX Put/Call .76 +19.15%
- ISE Sentiment 82.0 -10.9%
- NYSE Arms .93 -4.81%
- Volatility(VIX) 10.84 -1.09%
- S&P 500 Implied Correlation 46.20 -3.1%
- G7 Currency Volatility (VXY) 10.82 +7.88%
- Emerging Markets Currency Volatility (EM-VXY) 10.19 -1.92%
- Smart Money Flow Index 19,416.48 +.49%
- ICI Money Mkt Mutual Fund Assets $2.677 Trillion -.12%
- ICI US Equity Weekly Net New Cash Flow -$.906 Billion
- AAII % Bulls 35.8 +9.2%
- AAII % Bears 27.7 -19.1%
Futures Spot Prices
- CRB Index 193.20 -.12%
- Crude Oil 53.95 +.11%
- Reformulated Gasoline 159.35 +1.95%
- Natural Gas 3.04 -.46%
- Heating Oil 166.74 -.27%
- Gold 1,232.40 +.9%
- Bloomberg Base Metals Index 179.56 +1.80%
- Copper 276.95 +5.95%
- US No. 1 Heavy Melt Scrap Steel 279.33 USD/Ton unch.
- China Iron Ore Spot 86.62 USD/Ton +5.39%
- Lumber 369.90 +5.3%
- UBS-Bloomberg Agriculture 1,203.15 +1.32%
Economy
- Atlanta Fed GDPNow Forecast +2.7% -70.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +11.8% unch.
- Philly Fed ADS Real-Time Business Conditions Index .2173 -2.07%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.55 +.14%
- Citi US Economic Surprise Index 40.80 -4.5 points
- Citi Eurozone Economic Surprise Index 51.80 -4.1 points
- Citi Emerging Markets Economic Surprise Index 38.60 +.6 point
- Fed Fund Futures imply 76.0% chance of no change 30.0% chance of 25 basis point hike on 3/15
- US Dollar Index 100.65 +.96%
- MSCI Emerging Markets Currency Index 1,550.87 -.02%
- Euro/Yen Carry Return Index 125.91 -.75%
- Yield Curve 122.0 -7.0 basis points
- 10-Year US Treasury Yield 2.41% -8.0 basis points
- Federal Reserve's Balance Sheet $4.418 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 27.73 -10.96%
- Illinois Municipal Debt Credit Default Swap 404.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 23.92 unch.
- Asia Pacific Sovereign Debt Credit Default Swap Index 28.87 -7.3%
- Emerging Markets Sovereign Debt CDS Index 69.58 -4.17%
- Israel Sovereign Debt Credit Default Swap 67.26 -1.36%
- Iraq Sovereign Debt Credit Default Swap 652.30 unch.
- Russia Sovereign Debt Credit Default Swap 178.06 +1.16%
- iBoxx Offshore RMB China Corporate High Yield Index 134.34 +.50%
- 10-Year TIPS Spread 2.0% -4.0 basis points
- TED Spread 50.0 -3.5 basis points
- 2-Year Swap Spread 31.25 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -26.0 +2.75 basis points
- N. America Investment Grade Credit Default Swap Index 64.75 +1.0%
- America Energy Sector High-Yield Credit Default Swap Index 375.0 +1.43%
- European Financial Sector Credit Default Swap Index 93.85 +7.39%
- Emerging Markets Credit Default Swap Index 230.20 +1.29%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 137.50 +2.5 basis points
- M1 Money Supply $3.403 Trillion -.30%
- Commercial Paper Outstanding 965.30 unch.
- 4-Week Moving Average of Jobless Claims 244,250 -3,750
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.17% -2.0 basis points
- Weekly Mortgage Applications 393.60 +2.31%
- Bloomberg Consumer Comfort 47.2 +.6 point
- Weekly Retail Sales +.7% +30.0 basis points
- Nationwide Gas $2.27/gallon -.01/gallon
- Baltic Dry Index 707.0 -5.98%
- China (Export) Containerized Freight Index 877.89 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
- Rail Freight Carloads 271,480 +.55%
Best Performing Style
- Mid-Cap Growth +1.3%
Worst Performing Style
- Small-CAp Value unch.
Leading Sectors
- Steel +6.5%
- Computer Hardware +3.1%
- Gold & Silver +2.7%
- Restaurants +2.4%
- Computer Services +2.3%
Lagging Sectors
- Energy -.3%
- HMOs -.4%
- Telecom -.5%
- Alt Energy -.6%
- Oil Service -.8%
Weekly High-Volume Stock Gainers (40)
- ESPR, AQMS, MDCO, CLF, FMI, LITE, COHR, ADES, PCYG, LPX, OSUR, HAS, ACOR, PAYC, MDSO, PCMI, FLT, THS, CALD, PRLB, PAHC, FGL, CSC, DATA, EEFT, HUBG, IMPV, TRHC, IXYS, PNRA, ATH, BLKB, HT, KFRC, DNKN, PFSI, CTT, BWLD, RPXC and KNSL
Weekly High-Volume Stock Losers (27)
- SEE, FARM, DECK, RGS, AMC, ZG, USNA, GRUB, TWTR, AKAM, HAE, LMNX, SABR, LGIH, HLI, PE, YRCW, HBI, CHRS, ENSG, IRBT, MTRX, SNCR, DNB, SPSC, ACET and SCOR
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