Indices
- S&P 500 2,382.93 +.49%
- DJIA 20,994.26 +.73%
- NASDAQ 5,864.63 +.17%
- Russell 2000 1,393.29 -.32%
- S&P 500 High Beta 38.10 +.93%
- Goldman 50 Most Shorted 122.12 +1.07%
- Wilshire 5000 24,694.10 +.33%
- Russell 1000 Growth 1,140.4 +.35%
- Russell 1000 Value 1,153.75 +.50%
- S&P 500 Consumer Staples 565.31 -.60%
- Vanda Cyclicals-Defensives 1.296 -.29%
- Morgan Stanley Technology 1,348.18 -.78%
- Transports 9,477.35 +.43%
- Utilities 698.04 -.46%
- Bloomberg European Bank/Financial Services 95.52 +4.06%
- MSCI Emerging Markets 38.11 -1.44%
- HFRX Equity Hedge 1,187.75 +.81%
- HFRX Equity Market Neutral 1,000.10 +.56%
Sentiment/Internals
- NYSE Cumulative A/D Line 283,091 -.21%
- Bloomberg New Highs-Lows Index 304 -360
- Bloomberg Crude Oil % Bulls 23.08 -45.19%
- CFTC Oil Net Speculative Position 556,607 +9.47%
- CFTC Oil Total Open Interest 2,103,278 -3.69%
- Total Put/Call .93 unch.
- OEX Put/Call 1.89 +23.71%
- ISE Sentiment 89.0 -19.75%
- NYSE Arms .69 -58.82%
- Volatility(VIX) 11.12 -1.92%
- S&P 500 Implied Correlation 44.49 -3.19%
- G7 Currency Volatility (VXY) 9.72 +.21%
- Emerging Markets Currency Volatility (EM-VXY) 9.58 -2.04%
- Smart Money Flow Index 19,832.55 -.02%
- ICI Money Mkt Mutual Fund Assets $2.678 Trillion -.07%
- ICI US Equity Weekly Net New Cash Flow $.807 Billion
- AAII % Bulls 37.9 -1.4%
- AAII % Bears 35.6 +10.2%
Futures Spot Prices
- CRB Index 189.72 -.94%
- Crude Oil 53.26 -1.61%
- Reformulated Gasoline 165.09 -4.94%
- Natural Gas 2.82 +4.12%
- Heating Oil 159.35 -3.22%
- Gold 1,235.20 -2.59%
- Bloomberg Base Metals Index 180.11 +.76%
- Copper 270.35 +.62%
- US No. 1 Heavy Melt Scrap Steel 250.0 USD/Ton unch.
- China Iron Ore Spot 91.32 USD/Ton +.91%
- Lumber 371.40 +.44%
- UBS-Bloomberg Agriculture 1,181.15 +.52%
Economy
- Atlanta Fed GDPNow Forecast +1.8% -60.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +10.2% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0393 +40.36%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.98 +.09%
- Citi US Economic Surprise Index 36.80 -8.1 points
- Citi Eurozone Economic Surprise Index 70.0 -.2 point
- Citi Emerging Markets Economic Surprise Index 53.30 +7.0 points
- Fed Fund Futures imply 6.0% chance of no change 94.0% chance of 25 basis point hike on 3/15
- US Dollar Index 107.79 +.77%
- MSCI Emerging Markets Currency Index 1,559.89 -.37%
- Euro/Yen Carry Return Index 126.26 +2.08%
- Yield Curve 119.0 +1.0 basis point
- 10-Year US Treasury Yield 2.50% +18.0 basis points
- Federal Reserve's Balance Sheet $4.420 Trillion -.23%
- U.S. Sovereign Debt Credit Default Swap 25.41 -.18%
- Illinois Municipal Debt Credit Default Swap 390.0 -.06%
- Western Europe Sovereign Debt Credit Default Swap Index 21.18 -7.23%
- Asia Pacific Sovereign Debt Credit Default Swap Index 26.52 +4.8%
- Emerging Markets Sovereign Debt CDS Index 65.84 -.51%
- Israel Sovereign Debt Credit Default Swap 64.30 -.94%
- Iraq Sovereign Debt Credit Default Swap 525.32 -12.64%
- Russia Sovereign Debt Credit Default Swap 164.48 -3.60%
- iBoxx Offshore RMB China Corporate High Yield Index 135.35 +.33%
- 10-Year TIPS Spread 2.04% +2.0 basis points
- TED Spread 44.0 -11.0 basis points
- 2-Year Swap Spread 34.0 -2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -22.75 +5.0 basis points
- N. America Investment Grade Credit Default Swap Index 60.11 -3.41%
- America Energy Sector High-Yield Credit Default Swap Index 352.0 -1.38%
- European Financial Sector Credit Default Swap Index 85.90 -9.07%
- Emerging Markets Credit Default Swap Index 209.57 -5.61%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 142.50 +2.5 basis points
- M1 Money Supply $3.398 Trillion +1.0%
- Commercial Paper Outstanding 971.3 +.4%
- 4-Week Moving Average of Jobless Claims 234,250 -6,750
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.10% -6.0 basis points
- Weekly Mortgage Applications 392.90 +5.76%
- Bloomberg Consumer Comfort 49.80 +1.8 points
- Weekly Retail Sales +1.0% +10.0 basis points
- Nationwide Gas $2.32/gallon +.03/gallon
- Baltic Dry Index 904.0 +3.31%
- China (Export) Containerized Freight Index 794.99 -2.51%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
- Rail Freight Carloads 264,695 -1.05%
Best Performing Style
- Large-Cap Value +.5%
Worst Performing Style
- Small-Cap Value -.8%
Leading Sectors
- Biotechy +3.8%
- Homebuilders +2.9%
- Construction +2.5%
- HMOs +2.1%
- Gaming +2.0%
Lagging Sectors
- Alt Energy -2.1%
- Retail -2.2%
- Telecom -2.3%
- Coal -2.5%
- Gold & Silver -9.3%
Weekly High-Volume Stock Gainers (65)
- LJPC, WTW, KITE, KPTI, NTRI, AAOI, OLED, DY, BLDR, IBP, BID, IONS, SBY, GCP, LXU, OMED, AWI, ITCI, GOGO, FIX, TTD, HSII, USCR, ANF, BLD, TPC, AJRD, VRTU, ACIW, PCRX, NKTR, BWXT, FNGN, SPKE, ALB, AIRM, SCL, BURL, AMWD, SP, INCY, SPXC, JBT, SRPT, SSP, TCMD, MNST, WK, CBPX, EBIX, WNEB, WLH, AKRX, DERM, GKOS, WAGE, TRCO, NUS, INGN, BMCH, RP, MEI, TVTY, HEI/A and AMED
Weekly High-Volume Stock Losers (47)
- BNFT, PBYI, ARII, ABCB, HZNP, ECPG, EXXI, EVHC, SEMG, HPE, KBR, DGI, NNI, GEF, THC, SIG, DRQ, CSU, BGS, TASR, ITRI, MGRC, PMC, TGT, ANIP, XOXO, XPER, MGLN, APEI, ETSY, PRAA, DFIN, SSTK, AFSI, USM, MEDP, AHP, TDS, PTCT, INCR, LBY, OME, ZOES, PANW, FRGI, ESND and BW
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