- S&P 500 2,459.53 +1.39%
- DJIA 21,648.22 +1.05%
- NASDAQ 6,316.28 +2.61%
- Russell 2000 1,430.95 +1.05%
- S&P 500 High Beta 37.23 +.70%
- Goldman 50 Most Shorted 136.10 +3.04%
- Wilshire 5000 25,505.1 +1.42%
- Russell 1000 Growth 1,219.33 +2.04%
- Russell 1000 Value 1,146.75 +.77%
- S&P 500 Consumer Staples 562.19 +.34%
- Vanda Cyclicals-Defensives 1.3568 +2.08%
- Morgan Stanley Technology 1,515.79 +3.35%
- Transports 9,744.85 +.54%
- Utilities 707.85 +.84%
- Bloomberg European Bank/Financial Services 102.66 +.8%
- MSCI Emerging Markets 43.07 +4.57%
- HFRX Equity Hedge 1,206.27 +.48%
- HFRX Equity Market Neutral 999.03 +.29%
Sentiment/Internals
- NYSE Cumulative A/D Line 295,717 +1.03%
- Bloomberg New Highs-Lows Index 356 +311
- Bloomberg Crude Oil % Bulls 44.19 -11.62%
- CFTC Oil Net Speculative Position 341,047 +4.24%
- CFTC Oil Total Open Interest 2,172,632 +1.38%
- Total Put/Call .81 -16.13%
- OEX Put/Call .61 -39.60%
- ISE Sentiment 89.0 +33.3%
- NYSE Arms 1.15 -20.95%
- Volatility(VIX) 9.66 -12.78%
- S&P 500 Implied Correlation 31.0 -15.92%
- G7 Currency Volatility (VXY) 7.42 -3.13%
- Emerging Markets Currency Volatility (EM-VXY) 7.59 -4.05%
- Smart Money Flow Index 19,565.25 +.15%
- ICI Money Mkt Mutual Fund Assets $2.627 Trillion -.01%
- ICI US Equity Weekly Net New Cash Flow -$8.321 Billion
- AAII % Bulls 28.2 -4.5%
- AAII % Bears 29.6 -.8%
Futures Spot Prices
- CRB Index 176.18 +2.0%
- Crude Oil 46.37 +4.72%
- Reformulated Gasoline 155.80 +3.55%
- Natural Gas 2.98 +4.62%
- Heating Oil 151.36 +4.09%
- Gold 1,227.90 +1.30%
- Bloomberg Base Metals Index 177.94 +.36%
- Copper 269.10 +1.57%
- US No. 1 Heavy Melt Scrap Steel 261.67 USD/Ton unch.
- China Iron Ore Spot 65.74 USD/Ton +4.68%
- Lumber 377.40 +7.34%
- UBS-Bloomberg Agriculture 1,087.95 -1.37%
Economy
- Atlanta Fed GDPNow Forecast +2.6 -10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +2.4% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1279 -3.18%
- US Economic Policy Uncertainty Index 145.12 +24.4%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 138.70 +.04%
- Citi US Economic Surprise Index -68.10 -9.6 points
- Citi Eurozone Economic Surprise Index 36.3 -3.8 points
- Citi Emerging Markets Economic Surprise Index 11.40 -6.9 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 95.17 -.87%
- MSCI Emerging Markets Currency Index 1,603.47 +.95%
- Euro/Yen Carry Return Index 134.60 -.64%
- Yield Curve 97.0 -2.0 basis points
- 10-Year US Treasury Yield 2.32% -7.0 basis points
- Federal Reserve's Balance Sheet $4.427 Trillion -.01%
- U.S. Sovereign Debt Credit Default Swap 21.73 -.73%
- Illinois Municipal Debt Credit Default Swap 370.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 6.24 +3.57%
- Asia Pacific Sovereign Debt Credit Default Swap Index 21.78 -5.08%
- Emerging Markets Sovereign Debt CDS Index 55.38 -7.95%
- Israel Sovereign Debt Credit Default Swap 65.72 -2.72%
- South Korea Sovereign Debt Credit Default Swap 58.08 -6.47%
- Russia Sovereign Debt Credit Default Swap 164.81 -7.1%
- iBoxx Offshore RMB China Corporate High Yield Index 140.13 +.17%
- 10-Year TIPS Spread 1.77% +1.0 basis point
- TED Spread 27.25 -.75 basis point
- 2-Year Swap Spread 24.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -26.75 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 58.83 -6.11%
- America Energy Sector High-Yield Credit Default Swap Index 458.0 -1.8%
- European Financial Sector Credit Default Swap Index 51.75 -5.53%
- Emerging Markets Credit Default Swap Index 196.63 -3.98%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 146.50 unch.
- M1 Money Supply $3.560 Trillion +1.25%
- Commercial Paper Outstanding 960.60 +1.5%
- 4-Week Moving Average of Jobless Claims 245,750 +2,750
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 4.03% +7.0 basis points
- Weekly Mortgage Applications 391.90 -7.42%
- Bloomberg Consumer Comfort 48.50 -1.5 points
- Weekly Retail Sales +2.4% -10.0 basis points
- Nationwide Gas $2.26/gallon unch.
- Baltic Dry Index 888.0 +8.03%
- China (Export) Containerized Freight Index 859.88 +.97%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
- Rail Freight Carloads 223,579 -19.0%
Best Performing Style
- Large-Cap Growth +1.7%
Worst Performing Style
- Small-Cap Value +.4%
Leading Sectors
- Coal +7.5%
- Social Media +5.7%
- Computer Hardware +5.0%
- Steel +4.8%
- Oil Service +4.8%
Lagging Sectors
- Gaming +.1%
- Insurance -.3%
- Restaurants -.4%
- Education -1.0%
- Banks -1.2%
Weekly High-Volume Stock Gainers (11)
- ARNA, NRG, MYCC, CTRL, FOLD, HCOM, RCII, HCSG, RMBS, HRTX and AIR
Weekly High-Volume Stock Losers (6)
- WBMD, GTY, MLP, CBB, DMRC and MSM
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment