Indices
- S&P 500 2,478.56 +1.49%
- DJIA 22,016.10 +1.0%
- NASDAQ 6,433.10 +2.80%
- Russell 2000 1,410.15 +2.41%
- S&P 500 High Beta 37.43 +2.08%
- Goldman 50 Most Shorted 135.49 +3.25%
- Wilshire 5000 25,639.10 +1.66%
- Russell 1000 Growth 1,244.27 +2.19%
- Russell 1000 Value 1,142.69 +.94%
- S&P 500 Consumer Staples 563.80 +.44%
- Vanda Cyclicals-Defensives 1.3235 +1.28%
- Morgan Stanley Technology 1,564.71 +2.63%
- Transports 9,381.70 +2.84%
- Utilities 740.84 -.82%
- Bloomberg European Bank/Financial Services 98.86 +.24%
- MSCI Emerging Markets 44.91 +.47%
- HFRX Equity Hedge 1,208.57 +.13%
- HFRX Equity Market Neutral 1,006.33 +.14%
Sentiment/Internals
- NYSE Cumulative A/D Line 298,114 +.41%
- Bloomberg New Highs-Lows Index 487 +310
- Bloomberg Crude Oil % Bulls 51.43 +50.34%
- CFTC Oil Net Speculative Position 445,448 -3.89%
- CFTC Oil Total Open Interest 2,236,977 -3.23%
- Total Put/Call .81 -16.5%
- OEX Put/Call 1.10 +88.9%
- ISE Sentiment 72.0 -36.1%
- NYSE Arms .56 -50.0%
- Volatility(VIX) 10.09 -10.55%
- S&P 500 Implied Correlation 31.63 -9.66%
- G7 Currency Volatility (VXY) 8.11 +2.66%
- Emerging Markets Currency Volatility (EM-VXY) 7.42 +4.36%
- Smart Money Flow Index 19,709.0 +.38%
- ICI Money Mkt Mutual Fund Assets $2.716 Trillion -.72%
- ICI US Equity Weekly Net New Cash Flow -$2.730 Billion
- AAII % Bulls 25.0 -11.0%
- AAII % Bears 39.9 +4.2%
Futures Spot Prices
- CRB Index 180.56 +1.47%
- Crude Oil 47.18 -1.71%
- Reformulated Gasoline 172.31 +11.04%
- Natural Gas 3.08 +6.39%
- Heating Oil 173.32 +6.92%
- Gold 1,325.80 +2.47%
- Bloomberg Base Metals Index 201.83 +1.12%
- Copper 311.85 +2.58%
- US No. 1 Heavy Melt Scrap Steel 281.67 USD/Ton unch.
- China Iron Ore Spot 78.91 USD/Ton +.68%
- Lumber 374.70 -.83%
- UBS-Bloomberg Agriculture 1,022.01 -.16%
Economy
- Atlanta Fed GDPNow Forecast +3.3 -10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +1.9% -40.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0477 -1.27%
- US Economic Policy Uncertainty Index 32.3 -68.2%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.31 +.19%
- Citi US Economic Surprise Index -18.20 +14.1 points
- Citi Eurozone Economic Surprise Index 25.8 +6.6 points
- Citi Emerging Markets Economic Surprise Index 19.80 +1.7 points
- Fed Fund Futures imply 88.0% chance of no change, 12.0% chance of 25 basis point hike on 9/20
- US Dollar Index 92.82 +.29%
- MSCI Emerging Markets Currency Index 1,638.89 +.46%
- Euro/Yen Carry Return Index 136.44 +.27%
- Yield Curve 81.0 -3.0 basis points
- 10-Year US Treasury Yield 2.15% -2.0 basis points
- Federal Reserve's Balance Sheet $4.412 Trillion -.28%
- U.S. Sovereign Debt Credit Default Swap 25.91 -.15%
- Illinois Municipal Debt Credit Default Swap 335.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 5.59 -6.06%
- Asia Pacific Sovereign Debt Credit Default Swap Index 17.80 -9.34%
- Emerging Markets Sovereign Debt CDS Index 39.41 -12.71%
- Israel Sovereign Debt Credit Default Swap 52.83 -8.12%
- South Korea Sovereign Debt Credit Default Swap 60.68 +2.63%
- Russia Sovereign Debt Credit Default Swap 138.73 -5.67%
- iBoxx Offshore RMB China Corporate High Yield Index 141.27 +.14%
- 10-Year TIPS Spread 1.79% +4.0 basis points
- TED Spread 31.0 -1.0 basis point
- 2-Year Swap Spread 21.0 -2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -24.75 +2.0 basis points
- N. America Investment Grade Credit Default Swap Index 57.47 -4.1%
- America Energy Sector High-Yield Credit Default Swap Index 465.0 -1.46%
- European Financial Sector Credit Default Swap Index 52.57 -5.39%
- Emerging Markets Credit Default Swap Index 178.20 -4.09%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 148.0 unch.
- M1 Money Supply $3.618 Trillion +1.66%
- Commercial Paper Outstanding 1,023.50 +2.7%
- 4-Week Moving Average of Jobless Claims 236,750 -1,000
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.82% +7.0 basis points
- Weekly Mortgage Applications 407.20 -2.3%
- Bloomberg Consumer Comfort 53.30 +.5 point
- Weekly Retail Sales +3.2% +40 basis points
- Nationwide Gas $2.52/gallon +.17/gallon
- Baltic Dry Index 1,184.0 -1.3%
- China (Export) Containerized Freight Index 839.84 -.81%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
- Rail Freight Carloads 279,623 -.96%
Best Performing Style
- Small-Cap Growth +3.0%
Worst Performing Style
- Large-Cap Value +.9%
Leading Sectors
- Biotech +7.7%
- Gaming +5.2%
- Gold & Silver +5.1%
- Steel +4.8%
- Defense +4.0%
Lagging Sectors
- Insurance -.4%
- Tobacco -.7%
- Oil Tankers -.7%
- Utiliteis -.9%
- Foods -1.1%
Weekly High-Volume Stock Gainers (28)
- ADMS, IXYS, ABEO, JUNO, WVE, KITE, BLUE, EHTH, AVAV, SCVL, STRL, MOV, PSTG, CTLT, DEL, USG, AMSWA, GILD, CVTI, SPLK, LJPC, EXP, ENTA, GNRC, CAL, TACO, CARE and THO
Weekly High-Volume Stock Losers (13)
- FIVE, IMKTA, ULTA, LE, VEEV, CIEN, ACOR, SFM, CPB, BBY, GME, TITN and ACET
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