Indices
- S&P 500 2,346.39 +1.27%
- DJIA 20,574.10 +1.53%
- NASDAQ 5,826.80 +1.64%
- Russell 2000 1,397.72 +.62%
- S&P 500 High Beta 38.19 +.47%
- Goldman 50 Most Shorted 121.89 -1.11%
- Wilshire 5000 24,393.15 +1.20%
- Russell 1000 Growth 1,124.29 +1.25%
- Russell 1000 Value 1,137.56 +1.18%
- S&P 500 Consumer Staples 558.13 +1.57%
- Vanda Cyclicals-Defensives 1.3161 +1.51%
- Morgan Stanley Technology 1,347.33 +1.60%
- Transports 9,472.88 +.84%
- Utilities 669.72 +.05%
- Bloomberg European Bank/Financial Services 94.85 +1.49%
- MSCI Emerging Markets 38.31 +.77%
- HFRX Equity Hedge 1,185.30 +.81%
- HFRX Equity Market Neutral 998.35 +.24%
Sentiment/Internals
- NYSE Cumulative A/D Line 282,698 +.81%
- Bloomberg New Highs-Lows Index 843 +243
- Bloomberg Crude Oil % Bulls 20.6 +11.8%
- CFTC Oil Net Speculative Position 476,990 -3.19%
- CFTC Oil Total Open Interest 2,191,158 +.44%
- Total Put/Call .99 +1.02%
- OEX Put/Call .26 -68.7%
- ISE Sentiment 80.0 +10.0%
- NYSE Arms 1.10 +1.80%
- Volatility(VIX) 11.54 +6.45%
- S&P 500 Implied Correlation 46.20 -3.1%
- G7 Currency Volatility (VXY) 10.35 -4.34%
- Emerging Markets Currency Volatility (EM-VXY) 9.79 -3.83%
- Smart Money Flow Index 19,699.59 +1.46%
- ICI Money Mkt Mutual Fund Assets $2.675 Trillion -.08%
- ICI US Equity Weekly Net New Cash Flow -$.031 Billion
- AAII % Bulls 33.1 -7.6%
- AAII % Bears 32.4 +17.0%
Futures Spot Prices
- CRB Index 191.80 -1.11%
- Crude Oil 53.18 -1.32%
- Reformulated Gasoline 150.76 -5.75%
- Natural Gas 2.84 -5.57%
- Heating Oil 162.68 -2.32%
- Gold 1,239.10 +.36%
- Bloomberg Base Metals Index 180.03 +.26%
- Copper 270.55 -2.65%
- US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton -6.92%
- China Iron Ore Spot 90.37 USD/Ton +4.33%
- Lumber 364.30 -1.63%
- UBS-Bloomberg Agriculture 1,189.20 -1.18%
Economy
- Atlanta Fed GDPNow Forecast +2.4% -30.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +11.1% -70.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0851 +5.97%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.69 +.11%
- Citi US Economic Surprise Index 53.10 -12.3 points
- Citi Eurozone Economic Surprise Index 41.50 -10.3 points
- Citi Emerging Markets Economic Surprise Index 42.10 +3.5 points
- Fed Fund Futures imply 68.0% chance of no change 32.0% chance of 25 basis point hike on 3/15
- US Dollar Index 100.89 +.18%
- MSCI Emerging Markets Currency Index 1,563.49 +.84%
- Euro/Yen Carry Return Index 125.03 -.53%
- Yield Curve 122.0 unch.
- 10-Year US Treasury Yield 2.42% +1.0 basis point
- Federal Reserve's Balance Sheet $4.416 Trillion -.03%
- U.S. Sovereign Debt Credit Default Swap 27.22 -9.34%
- Illinois Municipal Debt Credit Default Swap 404.0 -.07%
- Western Europe Sovereign Debt Credit Default Swap Index 22.0 -9.65%
- Asia Pacific Sovereign Debt Credit Default Swap Index 27.04 -6.49%
- Emerging Markets Sovereign Debt CDS Index 67.45 -3.07%
- Israel Sovereign Debt Credit Default Swap 67.43 -.79%
- Iraq Sovereign Debt Credit Default Swap 601.42 -7.8%
- Russia Sovereign Debt Credit Default Swap 176.25 +.20%
- iBoxx Offshore RMB China Corporate High Yield Index 134.60 +.19%
- 10-Year TIPS Spread 2.02% +2.0 basis points
- TED Spread 54.0 +4.0 basis points
- 2-Year Swap Spread 36.25 +5.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -25.75 +.25 basis point
- N. America Investment Grade Credit Default Swap Index 64.12 -1.35%
- America Energy Sector High-Yield Credit Default Swap Index 377.0 -.3%
- European Financial Sector Credit Default Swap Index 92.49 -1.30%
- Emerging Markets Credit Default Swap Index 227.09 -1.79%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 139.0 +1.5 basis points
- M1 Money Supply $3.335 Trillion -2.0%
- Commercial Paper Outstanding 965.30 -.1%
- 4-Week Moving Average of Jobless Claims 245,250 +1,000
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.15% -2.0 basis points
- Weekly Mortgage Applications 379.0 -3.71%
- Bloomberg Consumer Comfort 48.1 +.9 point
- Weekly Retail Sales +.8% +10.0 basis points
- Nationwide Gas $2.29/gallon +.02/gallon
- Baltic Dry Index 710.0 +1.14%
- China (Export) Containerized Freight Index 845.43 -3.24%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
- Rail Freight Carloads 264,761 -2.47%
Best Performing Style
- Large-Cap Growth +1.1%
Worst Performing Style
- Small-Cap Value +.4%
Leading Sectors
- Biotech +3.2%
- Banks +3.1%
- Steel +3.0%
- Drugs +2.6%
- Social Media+2.5%
Lagging Sectors
- Energy -2.5%
- Gold & Silver -2.7%
- Oil Service -2.7%
- Tobacco -3.3%
- Gaming -3.9%
Weekly High-Volume Stock Gainers (32)
- EDIT, SAGE, CTRL, GBT, INFN, CYNO, KATE, NSP, ZLTQ, RPD, OMF, ICPT, ATVI, ON, TOWR, BG, DBD, TRU, AYR, PGNX, SSNC, RNG, PBPB, SCI, MYGN, CTB, MASI, SBCF, MPO, MJN, HMHC and WYN
Weekly High-Volume Stock Losers (21)
- ZTS, MGM, FLO, WEX, VDSI, TRIP, HAIN, HAWK, SYNT, HIBB, FOSL, CRY, KNL, FET, BGFV, INT, YELP, MOH, PHH, UBNT and ECOM
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