Indices
- S&P 500 2,369.27 -.72%
- DJIA 20,894.10 -.74%
- NASDAQ 5,852.78 -.52%
- Russell 2000 1,362.89 -2.54%
- S&P 500 High Beta 37.30 -2.39%
- Goldman 50 Most Shorted 119.22 -2.8%
- Wilshire 5000 24,518.64 -1.0%
- Russell 1000 Growth 1,137.94 -.37%
- Russell 1000 Value 1,141.0 -1.31%
- S&P 500 Consumer Staples 563.79 -.39%
- Vanda Cyclicals-Defensives 1.296 -.29%
- Morgan Stanley Technology 1,354.37 +.14%
- Transports 9,270.19 -2.66%
- Utilities 687.80 -1.71%
- Bloomberg European Bank/Financial Services 96.78 +1.16%
- MSCI Emerging Markets 37.88 -.70%
- HFRX Equity Hedge 1,183.64 -.36%
- HFRX Equity Market Neutral 1,000.14 -.33%
Sentiment/Internals
- NYSE Cumulative A/D Line 278,206 -1.73%
- Bloomberg New Highs-Lows Index 25 -279
- Bloomberg Crude Oil % Bulls 32.4 +40.2%
- CFTC Oil Net Speculative Position 525,254 -5.6%
- CFTC Oil Total Open Interest 2,120,334 +.81%
- Total Put/Call .86 -8.42%
- OEX Put/Call .37 -87.02%
- ISE Sentiment 97.0 +24.14%
- NYSE Arms .89 +45.57%
- Volatility(VIX) 11.72 +9.58%
- S&P 500 Implied Correlation 46.37 +3.0%
- G7 Currency Volatility (VXY) 9.46 -1.87%
- Emerging Markets Currency Volatility (EM-VXY) 9.42 -3.38%
- Smart Money Flow Index 19,767.41 -.33%
- ICI Money Mkt Mutual Fund Assets $2.688 Trillion +.38%
- ICI US Equity Weekly Net New Cash Flow -$3.702 Billion
- AAII % Bulls 30.0 -20.9%
- AAII % Bears 46.5 +30.5%
Futures Spot Prices
- CRB Index 182.58 -3.74%
- Crude Oil 48.48 -8.7%
- Reformulated Gasoline 159.89 -3.1%
- Natural Gas 3.0 +6.09%
- Heating Oil 150.59 -5.31%
- Gold 1,201.90 -2.70%
- Bloomberg Base Metals Index 175.33 -2.65%
- Copper 259.35 -4.15%
- US No. 1 Heavy Melt Scrap Steel 250.0 USD/Ton unch.
- China Iron Ore Spot 86.72 USD/Ton -5.04%
- Lumber 362.90 -2.32%
- UBS-Bloomberg Agriculture 1,141.96 -3.31%
Economy
- Atlanta Fed GDPNow Forecast +1.2% -60.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +9.5% -70.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0018 -126.47%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 133.05 +.05%
- Citi US Economic Surprise Index 48.0 +9.2 points
- Citi Eurozone Economic Surprise Index 57.90 -12.1 points
- Citi Emerging Markets Economic Surprise Index 51.50 -4.4 points
- Fed Fund Futures imply 0.0% chance of no change 100.0% chance of 25 basis point hike on 3/15
- US Dollar Index 101.36 +.03%
- MSCI Emerging Markets Currency Index 1,549.01 -.36%
- Euro/Yen Carry Return Index 128.02 +1.17%
- Yield Curve 122.0 +3.0 basis points
- 10-Year US Treasury Yield 2.58% +8.0 basis points
- Federal Reserve's Balance Sheet $4.421 Trillion +.04%
- U.S. Sovereign Debt Credit Default Swap 25.87 +1.79%
- Illinois Municipal Debt Credit Default Swap 389.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 17.44 -17.66%
- Asia Pacific Sovereign Debt Credit Default Swap Index 28.0 +5.92%
- Emerging Markets Sovereign Debt CDS Index 64.10 -2.60%
- Israel Sovereign Debt Credit Default Swap 64.94 +4.78%
- Iraq Sovereign Debt Credit Default Swap 525.32 unch.
- Russia Sovereign Debt Credit Default Swap 173.24 +4.72%
- iBoxx Offshore RMB China Corporate High Yield Index 135.65 +.22%
- 10-Year TIPS Spread 2.0% -4.0 basis points
- TED Spread 37.75 -6.25 basis points
- 2-Year Swap Spread 33.5 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.75 +3.0 basis points
- N. America Investment Grade Credit Default Swap Index 63.40 +5.0%
- America Energy Sector High-Yield Credit Default Swap Index 383.0 +8.4%
- European Financial Sector Credit Default Swap Index 86.50 +.54%
- Emerging Markets Credit Default Swap Index 217.18 +4.57%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 141.50 -1.0 basis point
- M1 Money Supply $3.397 Trillion -.01%
- Commercial Paper Outstanding 963.90 -.80%
- 4-Week Moving Average of Jobless Claims 236,500 +2,250
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.21% +11.0 basis points
- Weekly Mortgage Applications 405.70 +3.26%
- Bloomberg Consumer Comfort 50.60 +.8 point
- Weekly Retail Sales +1.0% unch.
- Nationwide Gas $2.30/gallon -.02/gallon
- Baltic Dry Index 1,064.0 +13.31%
- China (Export) Containerized Freight Index 791.09 -.49%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
- Rail Freight Carloads 258,864 -2.20%
Best Performing Style
- Large-Cap Growth unch.
Worst Performing Style
- Small-Cap Value -2.4%
Leading Sectors
- Disk Drives +5.4%
- Homebuilders +2.9%
- Semis +1.9%
- Software +.8%
- Internet +.6%
Lagging Sectors
- REITs -3.7%
- Gold & Silver -4.5%
- Coal -4.5%
- Oil Service -5.2%
- Steel -6.0%
Weekly High-Volume Stock Gainers (11)
- TGTX, CNCE, NMBL, FMI, CMTL, AF, PLCE, LGIH, TERP, MGPI and BRSS
Weekly High-Volume Stock Losers (30)
- DKS, CWH, DDR, COTV, HASI, CASY, LOCO, NAV, URBN, GEO, PATK, FOXF, BOJA, CIEN, HIIQ, KLXI, ALOG, THO, IGT, GTT, SFS, REV, AFI, TISI, BBSI, REN, HZN, NTNX, TLRD and IDT
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