S&P 500 2,580.84 +.21% |
Indices
- DJIA 23,434.60 +.40%
- NASDAQ 6,701.81 +.95%
- Russell 2000 1,505.55 -.22%
- S&P 500 High Beta 40.15 -1.16%
- Goldman 50 Most Shorted 135.60 -1.21%
- Wilshire 5000 26,731.90 +.09%
- Russell 1000 Growth 1,304.41 +.86%
- Russell 1000 Value 1,179.87 -.58%
- S&P 500 Consumer Staples 546.50 -1.55%
- Vanda Cyclicals-Defensives 1.3923 +1.24%
- NYSE Technology 1,672.34 +1.53%
- Transports 9,920.68 -.50%
- Utilities 750.80 +.27%
- Bloomberg European Bank/Financial Services 101.47 -.21%
- MSCI Emerging Markets 45.80 -.69%
- HFRX Equity Hedge 1,243.39 -.21%
- HFRX Equity Market Neutral 1,012.23 +.39%
Sentiment/Internals
- NYSE Cumulative A/D Line 307,026 -.47%
- Bloomberg New Highs-Lows Index 313 +79
- Bloomberg Crude Oil % Bulls 43.75 +16.7%
- CFTC Oil Net Speculative Position 429,525 +2.99%
- CFTC Oil Total Open Interest 2,440,472 +.12%
- Total Put/Call .85 +2.44%
- OEX Put/Call .66 +17.3%
- ISE Sentiment 147.0 +20.5%
- NYSE Arms 1.15 +26.0%
- Volatility(VIX) 9.93 +.4%
- S&P 500 Implied Correlation 16.60 +14.77%
- G7 Currency Volatility (VXY) 7.70 -.13%
- Emerging Markets Currency Volatility (EM-VXY) 8.32 +2.97%
- Smart Money Flow Index 19,993.36 -.54%
- ICI Money Mkt Mutual Fund Assets $2.748 Trillion +.13%
- ICI US Equity Weekly Net New Cash Flow -$3.118 Billion
- AAII % Bulls 39.6 +4.5%
- AAII % Bears 33.0 +18.3%
Futures Spot Prices
- CRB Index 186.83 +1.33%
- Crude Oil 53.80 +3.91%
- Reformulated Gasoline 177.11 +4.57%
- Natural Gas 2.75 -3.57%
- Heating Oil 187.20 +3.12%
- Gold 1,271.80 -.80%
- Bloomberg Base Metals Index 202.17 -2.21%
- Copper 310.20 -2.15%
- US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
- China Iron Ore Spot 60.08 USD/Ton -3.81%
- Lumber 450.90 +5.65%
- UBS-Bloomberg Agriculture 1,027.62 +.96%
Economy
- Atlanta Fed GDPNow Forecast +2.5% -20.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 2.8% +50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1052 +3.58%
- US Economic Policy Uncertainty Index 185.13 +69.8%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 142.42 +.23%
- Citi US Economic Surprise Index 38.2 +36.7 points
- Citi Eurozone Economic Surprise Index 59.50 +5.4 points
- Citi Emerging Markets Economic Surprise Index 21.30 +4.1 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 94.97 +1.45%
- MSCI Emerging Markets Currency Index 1,623.38 -.37%
- Euro/Yen Carry Return Index 137.58 -1.29%
- Yield Curve 83.0 +2.0 basis points
- 10-Year US Treasury Yield 2.43% +5.0 basis points
- Federal Reserve's Balance Sheet $4.422 Trillion -.19%
- U.S. Sovereign Debt Credit Default Swap 24.78 -.02%
- Illinois Municipal Debt Credit Default Swap 337.82 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 4.68 +.21%
- Asia Pacific Sovereign Debt Credit Default Swap Index 15.57 -.06%
- Emerging Markets Sovereign Debt CDS Index 44.48 +12.4%
- Israel Sovereign Debt Credit Default Swap 48.03 -1.67%
- South Korea Sovereign Debt Credit Default Swap 71.65 +3.99%
- Russia Sovereign Debt Credit Default Swap 129.76 -.67%
- iBoxx Offshore RMB China Corporate High Yield Index 144.76 +.1%
- 10-Year TIPS Spread 1.90% +2.0 basis points
- TED Spread 28.5 +2.0 basis points
- 2-Year Swap Spread 22.75 -1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -42.0 -1.25 basis points
- N. America Investment Grade Credit Default Swap Index 53.49 +1.75%
- America Energy Sector High-Yield Credit Default Swap Index 399.0 +3.32%
- European Financial Sector Credit Default Swap Index 54.47 -7.99%
- Emerging Markets Credit Default Swap Index 174.79 +1.84%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 154.0 -1.0 basis point
- M1 Money Supply $3.578 Trillion -.4%
- Commercial Paper Outstanding 1,067.30 +.5%
- 4-Week Moving Average of Jobless Claims 239,500 -8,750
- Continuing Claims Unemployment Rate 1.3% unch.
- Average 30-Year Mortgage Rate 3.88% -3.0 basis points
- Weekly Mortgage Applications 400.3 -4.62%
- Bloomberg Consumer Comfort 51.0 -.1 point
- Weekly Retail Sales +3.4% unch.
- Nationwide Gas $2.47/gallon +.o1/gallon
- Baltic Dry Index 1,555.0 -1.46%
- China (Export) Containerized Freight Index 775.54 +.42%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
- Rail Freight Carloads 291,046 +2.44%
Best Performing Style
- Large-Cap Growth +.9%
Worst Performing Style
- Mid-Cap Value -.7%
Leading Sectors
- Software +3.3%
- Homebuilding +2.3%
- Road & Rail +2.1%
- Semis +2.0%
- Construction +1.9%
Lagging Sectors
- Oil Service -3.7%
- Drugs -3.9%
- Gold & Silver -4.4%
- Airlines -4.5%
- Biotech -5.4%
Weekly High-Volume Stock Gainers (24)
- SKX, NEOS, OSTK, EXAC, TUSK, DYN, TLRD, AIMT, CAI, PII, GRUB, TWTR, STX, BWLD, KNL, USNA, MHO, GPK, SCOR, MGNX, UHAL,GLW, DEL and SEM
Weekly High-Volume Stock Losers (27)
- MNRO, MDSO, CWH, IBKC, EW, LHO, AAXN, WHR, GE, CHTR, LBRDA, ALXN, WMK, CVLT, SFLY, NCR, CMG, CUBI, HNI, IRBT, TACO, BC, AXE, OII, CELG, ACHC and OMER
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