Indices
- S&P 500 2,358.82 +.51%
- DJIA 20,751.50 +.69%
- NASDAQ 5,827.64 +.22%
- Russell 2000 1,392.64 -.52%
- S&P 500 High Beta 37.67 -1.42%
- Goldman 50 Most Shorted 120.41 -1.10%
- Wilshire 5000 24,497.20 +.39%
- Russell 1000 Growth 1,130.88 +.61%
- Russell 1000 Value 1,142.09 +.30%
- S&P 500 Consumer Staples 566.03 +1.92%
- Vanda Cyclicals-Defensives 1.3077 +.59%
- Morgan Stanley Technology 1,352.95 +.94%
- Transports 9,385.33 -.96%
- Utilities 697.82 +4.07%
- Bloomberg European Bank/Financial Services 91.79 -3.22%
- MSCI Emerging Markets 38.55 -.03%
- HFRX Equity Hedge 1,183.13 +.11%
- HFRX Equity Market Neutral 999.08 +.43%
Sentiment/Internals
- NYSE Cumulative A/D Line 283,689 +.35%
- Bloomberg New Highs-Lows Index 764 -79
- Bloomberg Crude Oil % Bulls 42.11 +104.52%
- CFTC Oil Net Speculative Position 508,456 +6.6%
- CFTC Oil Total Open Interest 2,183,943 -.33%
- Total Put/Call .78 -18.95%
- OEX Put/Call 3.81 +888.24%
- ISE Sentiment 92.0 +5.75%
- NYSE Arms 1.58 +21.7%
- Volatility(VIX) 11.55 -.43%
- S&P 500 Implied Correlation 46.37 +2.1%
- G7 Currency Volatility (VXY) 10.41 +.58%
- Emerging Markets Currency Volatility (EM-VXY) 9.58 -2.04%
- Smart Money Flow Index 19,836.74 +.70%
- ICI Money Mkt Mutual Fund Assets $2.680 Trillion +.19%
- ICI US Equity Weekly Net New Cash Flow -$2.101 Billion
- AAII % Bulls 38.5 +16.2%
- AAII % Bears 32.3 -.2%
Futures Spot Prices
- CRB Index 191.08 -.96%
- Crude Oil 53.99 +.99%
- Reformulated Gasoline 151.33 -.56%
- Natural Gas 2.67 -7.84%
- Heating Oil 164.03 +.73%
- Gold 1,257.90 +1.44%
- Bloomberg Base Metals Index 178.76 -.71%
- Copper 267.20 -1.42%
- US No. 1 Heavy Melt Scrap Steel 250.0 USD/Ton -3.85%
- China Iron Ore Spot 90.50 USD/Ton +.14%
- Lumber 368.70 +1.60%
- UBS-Bloomberg Agriculture 1,171.83 -2.21%
Economy
- Atlanta Fed GDPNow Forecast +2.4% unch.
- ECRI Weekly Leading Economic Index Growth Rate +10.5% -60.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0798 +5.23%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.86 +.13%
- Citi US Economic Surprise Index 44.90 -8.2 points
- Citi Eurozone Economic Surprise Index 70.20 +28.7 points
- Citi Emerging Markets Economic Surprise Index 46.30 +4.2 points
- Fed Fund Futures imply 60.0% chance of no change 40.0% chance of 25 basis point hike on 3/15
- US Dollar Index 101.08 +.18%
- MSCI Emerging Markets Currency Index 1,568.15 +.68%
- Euro/Yen Carry Return Index 123.64 -1.08%
- Yield Curve 118.0 -4.0 basis points
- 10-Year US Treasury Yield 2.32% -10.0 basis points
- Federal Reserve's Balance Sheet $4.430 Trillion +.31%
- U.S. Sovereign Debt Credit Default Swap 24.59 -9.69%
- Illinois Municipal Debt Credit Default Swap 390.0 -3.50%
- Western Europe Sovereign Debt Credit Default Swap Index 22.67 +3.0%
- Asia Pacific Sovereign Debt Credit Default Swap Index 25.18 -7.1%
- Emerging Markets Sovereign Debt CDS Index 66.18 -1.88%
- Israel Sovereign Debt Credit Default Swap 64.97 -4.13%
- Iraq Sovereign Debt Credit Default Swap 601.39 unch.
- Russia Sovereign Debt Credit Default Swap 169.57 -6.79%
- iBoxx Offshore RMB China Corporate High Yield Index 134.91 +.23%
- 10-Year TIPS Spread 2.02% unch.
- TED Spread 55.0 +1.0 basis point
- 2-Year Swap Spread 36.25 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -2.0 basis points
- N. America Investment Grade Credit Default Swap Index 62.79 -2.07%
- America Energy Sector High-Yield Credit Default Swap Index 356.0 -5.8%
- European Financial Sector Credit Default Swap Index 94.59 +2.45%
- Emerging Markets Credit Default Swap Index 220.28 -3.21%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 +1.0 basis point
- M1 Money Supply $3.364 Trillion +.87%
- Commercial Paper Outstanding 967.20 +.2%
- 4-Week Moving Average of Jobless Claims 241,000 -4,250
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.16% +1.0 basis point
- Weekly Mortgage Applications 371.50 -1.98%
- Bloomberg Consumer Comfort 48.0 -.1 point
- Weekly Retail Sales +.9% +10.0 basis points
- Nationwide Gas $2.29/gallon unch.
- Baltic Dry Index 856.0 +15.5%
- China (Export) Containerized Freight Index 815.46 -3.54%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -18.75%
- Rail Freight Carloads 267,503 +1.04%
Best Performing Style
- Large-Cap Growth +.6%
Worst Performing Style
- Small-Cap Value -.7%
Leading Sectors
- Hospitals +8.6%
- Utilities +4.0%
- Alt Energy +2.4%
- Medical Equipment +2.2%
- Homebuilders +2.0%
Lagging Sectors
- Papers -2.3%
- Airlines -2.6%
- Construction -2.7%
- Steel -4.1%
- Gold & Silver -4.9%
Weekly High-Volume Stock Gainers (28)
- TELL, VSAR, LNTH, TROX, SQ, COHU, PLKI, ANET, LMOS, DGI, UCTT, LL, HAWK, VMI, RAVN, TTD, FSLR, WIRE, CGNX, NRCIA, HSNI, EXAS, ROG, KHC, TRUE, AMN, CCN and GBT
Weekly High-Volume Stock Losers (27)
- SSNI, LMAT, CPB, TREX, CAR, DENN, CVG, TRIP, MATX, OUT, NLS, AAN, PZZA, DIN, WAB, JACK, ARRS, EME, PI, TXRH, NUS, GTLS, LB, CIR, AMPH, ORC and AMRI
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