Indices
- S&P 500 2,438.11 +.29%
- DJIA 21,371.90 +.09%
- NASDAQ 6,252.24 +1.86%
- Russell 2000 1,412.32 +.46%
- S&P 500 High Beta 36.59 -.68%
- Goldman 50 Most Shorted 133.27 +2.27%
- Wilshire 5000 25,226.90 +.30%
- Russell 1000 Growth 1,209.43 +1.18%
- Russell 1000 Value 1,136.55 -.62%
- S&P 500 Consumer Staples 573.17 -.69%
- Vanda Cyclicals-Defensives 1.3014 -1.33%
- Morgan Stanley Technology 1,509.45 +3.21%
- Transports 9,417.73 -.15%
- Utilities 727.61 -1.24%
- Bloomberg European Bank/Financial Services 96.60 -1.33%
- MSCI Emerging Markets 41.39 +.56%
- HFRX Equity Hedge 1,194.60 +.11%
- HFRX Equity Market Neutral 993.56 +.22%
Sentiment/Internals
- NYSE Cumulative A/D Line 291,996 -.13%
- Bloomberg New Highs-Lows Index 82 +123
- Bloomberg Crude Oil % Bulls 45.83 -3.52%
- CFTC Oil Net Speculative Position 358,999 -6.14%
- CFTC Oil Total Open Interest 2,176,740 -2.33%
- Total Put/Call .94 -14.02%
- OEX Put/Call 4.91 +187.13%
- ISE Sentiment 122.0 +110.0%
- NYSE Arms .94 -28.26%
- Volatility(VIX) 9.95 -4.91%
- S&P 500 Implied Correlation 34.37 -8.54%
- G7 Currency Volatility (VXY) 7.28 +.28%
- Emerging Markets Currency Volatility (EM-VXY) 7.40 -2.12%
- Smart Money Flow Index 19,846.86 +.07%
- ICI Money Mkt Mutual Fund Assets $2.618 Trillion -.61%
- ICI US Equity Weekly Net New Cash Flow -$2.405 Billion
- AAII % Bulls 32.7 +1.2%
- AAII % Bears 28.9 -1.9%
Futures Spot Prices
- CRB Index 167.74 -3.09%
- Crude Oil 42.96 -4.0%
- Reformulated Gasoline 143.20 -1.59%
- Natural Gas 2.93 -3.37%
- Heating Oil 137.26 -3.73%
- Gold 1,256.90 +.13%
- Bloomberg Base Metals Index 174.66 +2.49%
- Copper 262.65 +2.26%
- US No. 1 Heavy Melt Scrap Steel 261.67 USD/Ton -1.13%
- China Iron Ore Spot 56.75 USD/Ton +1.79%
- Lumber 363.80 -.41%
- UBS-Bloomberg Agriculture 1,017.10 -3.57%
Economy
- Atlanta Fed GDPNow Forecast +2.9 -50.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +3.4% -80.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0509 -4.5%
- US Economic Policy Uncertainty Index 171.23 +17.68%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 137.98 +.48%
- Citi US Economic Surprise Index -74.60 -31.2 points
- Citi Eurozone Economic Surprise Index 4.7 -34.4 points
- Citi Emerging Markets Economic Surprise Index 10.90 +4.0 points
- Fed Fund Futures imply 88.0% chance of no change 12.0% chance of 25 basis point hike on 7/26
- US Dollar Index 97.19 -.16%
- MSCI Emerging Markets Currency Index 1,603.23 -.08%
- Euro/Yen Carry Return Index 129.48 +.36%
- Yield Curve 83.0 -4.0 basis points
- 10-Year US Treasury Yield 2.15% -6.0 basis points
- Federal Reserve's Balance Sheet $4.435 Trillion -.03%
- U.S. Sovereign Debt Credit Default Swap 21.82 -4.11%
- Illinois Municipal Debt Credit Default Swap 392.0 -.06%
- Western Europe Sovereign Debt Credit Default Swap Index 6.08 -8.5%
- Asia Pacific Sovereign Debt Credit Default Swap Index 19.23 +11.07%
- Emerging Markets Sovereign Debt CDS Index 52.55 +3.55%
- Israel Sovereign Debt Credit Default Swap 66.56 +2.16%
- South Korea Sovereign Debt Credit Default Swap 51.08 +.18%
- Russia Sovereign Debt Credit Default Swap 170.08 +2.77%
- iBoxx Offshore RMB China Corporate High Yield Index 139.34 +.13%
- 10-Year TIPS Spread 1.71% +3.0 basis points
- TED Spread 34.0 +5.75 basis points
- 2-Year Swap Spread 20.0 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -30.0 +1.5 basis points
- N. America Investment Grade Credit Default Swap Index 60.51 -.84%
- America Energy Sector High-Yield Credit Default Swap Index 489.0 +14.9%
- European Financial Sector Credit Default Swap Index 53.25 -13.3%
- Emerging Markets Credit Default Swap Index 198.74 +.79%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 146.0 +1.0 basis point
- M1 Money Supply $3.478 Trillion -.24%
- Commercial Paper Outstanding 979.0 +1.1%
- 4-Week Moving Average of Jobless Claims 244,750 +2,750
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.90% +1.0 basis point
- Weekly Mortgage Applications 445.20 +.59%
- Bloomberg Consumer Comfort 49.40 -.5 point
- Weekly Retail Sales +2.5% unch.
- Nationwide Gas $2.28/gallon -.07/gallon
- Baltic Dry Index 855.0 +.47%
- China (Export) Containerized Freight Index 851.26 +.68%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
- Rail Freight Carloads 276,777 -1.01%
Best Performing Style
- Small-Cap Growth +1.9%
Worst Performing Style
- Small-Cap Value -.9%
Leading Sectors
- Biotech +9.1%
- Steel +4.4%
- Social Media +4.2%
- Gold & Silver +4.2%
- Software +3.9%
Lagging Sectors
- Banks -2.1%
- Insurance -2.2%
- Internet -2.7%
- Energy -2.9%
- Oil Service -6.6%
Weekly High-Volume Stock Gainers (22)
- CLVS, BLCM, WFM, ARNA, OTIC, ESPR, RICE, CARA, LZB, ENTA, SYNA, ORCL, RHT, CA, FND, PLYA, GBT, PTLA, AMSWA, ARA, PKI and PRXL
Weekly High-Volume Stock Losers (19)
- NODK, PCSB, PNFP, HAIN, CMG, POST, KR, TGT, ROIC, YORW, EQT, COST, CIR, UNFI, BAH, EXXI, PVAC, SCS and SGY
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