 |
Indices
- DJIA 22,888.04 +.46%
- NASDAQ 6,611.82 +.28%
- Russell 2000 1,504.84 -.42%
- S&P 500 High Beta 40.16 +.31%
- Goldman 50 Most Shorted 137.39 -1.79%
- Wilshire 5000 26,517.63 +.04%
- Russell 1000 Growth 1,283.40 +.64%
- Russell 1000 Value 1,178.13 -.23%
- S&P 500 Consumer Staples 562.91 +1.62%
- Vanda Cyclicals-Defensives 1.3665 -1.20%
- NYSE Technology 1,625.60 +.49%
- Transports 9,954.48 +.76%
- Utilities 738.29 +.79%
- Bloomberg European Bank/Financial Services 100.55 -1.66%
- MSCI Emerging Markets 46.39 +2.12%
- HFRX Equity Hedge 1,247.54 +.20%
- HFRX Equity Market Neutral 1,011.14 -.14%
Sentiment/Internals
- NYSE Cumulative A/D Line 308,249 +.33%
- Bloomberg New Highs-Lows Index 724 -220
- Bloomberg Crude Oil % Bulls 53.33 +42.21%
- CFTC Oil Net Speculative Position 444,316 -2.16%
- CFTC Oil Total Open Interest 2,471,226 +2.49%
- Total Put/Call .85 unch.
- OEX Put/Call 1.52 -1.94%
- ISE Sentiment 128.0 +43.68%
- NYSE Arms .81 +3.85%
- Volatility(VIX) 9.67 +5.0%
- S&P 500 Implied Correlation 15.97 -10.62%
- G7 Currency Volatility (VXY) 7.70 -1.66%
- Emerging Markets Currency Volatility (EM-VXY) 8.09 +2.53%
- Smart Money Flow Index 19,920.68 +.17%
- ICI Money Mkt Mutual Fund Assets $2.741 Trillion +.01%
- ICI US Equity Weekly Net New Cash Flow -$9.792 Billion
- AAII % Bulls 39.8 +11.7%
- AAII % Bears 26.9 -18.0%
Futures Spot Prices
- CRB Index 184.36 +.98%
- Crude Oil 51.03 +4.47%
- Reformulated Gasoline 160.99 +3.92%
- Natural Gas 3.01 +5.06%
- Heating Oil 178.67 +3.13%
- Gold 1,304.0.20 +1.9%
- Bloomberg Base Metals Index 205.55 +2.14%
- Copper 313.0 +3.64%
- US No. 1 Heavy Melt Scrap Steel 288.33 USD/Metric Tonne unch.
- China Iron Ore Spot 62.53 USD/Ton +.47%
- Lumber 425.0 +2.91%
- UBS-Bloomberg Agriculture 1,036.77 +1.17%
Economy
- Atlanta Fed GDPNow Forecast +2.7 +20.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 1.2% +50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.4439 +8.19%
- US Economic Policy Uncertainty Index 95.83 +3.32%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.66 +.16%
- Citi US Economic Surprise Index 3.9 +.6 point
- Citi Eurozone Economic Surprise Index 55.7 +9.9 points
- Citi Emerging Markets Economic Surprise Index 22.30 +4.4 points
- Fed Fund Futures imply 85.5% chance of no change, 14.5% chance of 25 basis point hike on 11/1
- US Dollar Index 93.06 -.89%
- MSCI Emerging Markets Currency Index 1,633.56 +.71%
- Euro/Yen Carry Return Index 137.92 +.29%
- Yield Curve 78.0 -8.0 basis points
- 10-Year US Treasury Yield 2.27% -9.0 basis points
- Federal Reserve's Balance Sheet $4.420 Trillion -.02%
- U.S. Sovereign Debt Credit Default Swap 24.78 unch.
- Illinois Municipal Debt Credit Default Swap 338.13 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 5.09 -6.08%
- Asia Pacific Sovereign Debt Credit Default Swap Index 16.09 -2.0%
- Emerging Markets Sovereign Debt CDS Index 38.31 -3.21%
- Israel Sovereign Debt Credit Default Swap 51.0 +8.78%
- South Korea Sovereign Debt Credit Default Swap 69.56 -.2%
- Russia Sovereign Debt Credit Default Swap 130.74 +.02%
- iBoxx Offshore RMB China Corporate High Yield Index 142.30 +.31%
- 10-Year TIPS Spread 1.86% -1.0 basis point
- TED Spread 29.25 +.5 basis point
- 2-Year Swap Spread 25.75 -1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -41.0 -1.25 basis points
- N. America Investment Grade Credit Default Swap Index 54.67 +1.52%
- America Energy Sector High-Yield Credit Default Swap Index 396.0 -1.28%
- European Financial Sector Credit Default Swap Index 58.69 -2.11%
- Emerging Markets Credit Default Swap Index 177.53 -.65%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 unch.
- M1 Money Supply $3.540 Trillion +.01%
- Commercial Paper Outstanding 1,063.80 -.5%
- 4-Week Moving Average of Jobless Claims 257,500 -11,250
- Continuing Claims Unemployment Rate 1.3% -10.0 basis points
- Average 30-Year Mortgage Rate 3.91% +6.0 basis points
- Weekly Mortgage Applications 405.20 -2.13%
- Bloomberg Consumer Comfort 49.50 -.4 point
- Weekly Retail Sales +3.2% -90.0 basis pointss
- Nationwide Gas $2.48/gallon -.o3/gallon
- Baltic Dry Index 1,458.0 +3.77%
- China (Export) Containerized Freight Index 772.65 -3.81%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
- Rail Freight Carloads 285,490 -.49%
Best Performing Style
- Large-Cap Growth +.7%
Worst Performing Style
- Small-Cap Growth -.7%
Leading Sectors
- Tobacco +4.1%
- Semis +2.5%
- Robotics +2.1%
- Paper +2.0%
- Steel +2.0%
Lagging Sectors
- Construction -1.4%
- Banks -1.6%
- Gaming -2.9%
- Coal -3.1%
- Retail -3.4%
Weekly High-Volume Stock Gainers (7)
- ANAB, MTEM, OME, HLF, DERM, OMF and NMIH
Weekly High-Volume Stock Losers (13)
- FLXN, HELE, COST, CZR, AXDX, YEXT, JNPR, PTGX, CUDA, ULTA, KTWO, HAWK and NSTG
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment