S&P 500 2,581.23 -.04% |
Indices
- DJIA 23,367.70 -.24%
- NASDAQ 6,785.50 +.55%
- Russell 2000 1,492.74 +1.19%
- S&P 500 High Beta 40.31 +.50%
- Goldman 50 Most Shorted 131.53 +1.4%
- Wilshire 5000 26,738.50 +.12%
- Russell 1000 Growth 1,314. +.11%
- Russell 1000 Value 1,172.44 -.02%
- S&P 500 Consumer Staples 564.25 +1.0%
- Vanda Cyclicals-Defensives 1.3772 -.39%
- NYSE Technology 1,712.94 +1.48%
- Transports 9,500.20 unch.
- Utilities 759.10 +.32%
- Bloomberg European Bank/Financial Services 97.73 -1.79%
- MSCI Emerging Markets 46.87 +.99%
- HFRX Equity Hedge 1,235.69 -.75%
- HFRX Equity Market Neutral 1,009.86 -.17%
Sentiment/Internals
- NYSE Cumulative A/D Line 306,441 -.22%
- Bloomberg New Highs-Lows Index 311 +255
- Bloomberg Crude Oil % Bulls 13.89 -58.3%
- CFTC Oil Net Speculative Position 545,206 +8.4%
- CFTC Oil Total Open Interest 2,601,977 +3.67%
- Total Put/Call .76 -33.62%
- OEX Put/Call .55 -36.25%
- ISE Sentiment 89.0 +8.43%
- NYSE Arms .66 -21.59%
- Volatility(VIX) 11.43 +1.15%
- S&P 500 Implied Correlation 16.17 -14.96%
- G7 Currency Volatility (VXY) 7.40 +3.06%
- Emerging Markets Currency Volatility (EM-VXY) 7.95 -2.33%
- Smart Money Flow Index 20,273.28 +.80%
- ICI Money Mkt Mutual Fund Assets $2.739 Trillion -.05%
- ICI US Equity Weekly Net New Cash Flow -$4.313 Billion
- AAII % Bulls 29.4 -34.9%
- AAII % Bears 35.2 +52.6%
Futures Spot Prices
- CRB Index 190.43 -.67%
- Crude Oil 56.55 -.9%
- Reformulated Gasoline 175.02 -4.48%
- Natural Gas 3.1 -3.04%
- Heating Oil 195.02 +.21%
- Gold 1,295.40 +1.50%
- Bloomberg Base Metals Index 199.66 -1.83%
- Copper 307.05 -.16%
- US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
- China Iron Ore Spot 62.61 USD/Ton +.02%
- Lumber 439.70 -3.02%
- UBS-Bloomberg Agriculture 1,035.81 +.02%
Economy
- Atlanta Fed GDPNow Forecast +3.4% +10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 2.7% -50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .4297 -6.77%
- US Economic Policy Uncertainty Index 106.88 -37.87%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.63 +.17%
- Citi US Economic Surprise Index 56.0 +17.5 points
- Citi Eurozone Economic Surprise Index 58.90 unch.
- Citi Emerging Markets Economic Surprise Index 14.50 +.4 point
- Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13
- US Dollar Index 93.61 -.82%
- MSCI Emerging Markets Currency Index 1,629.86 +.32%
- Euro/Yen Carry Return Index 137.80 -.18%
- Yield Curve 62.0 -12.0 basis points
- 10-Year US Treasury Yield 2.34% -6.0 basis points
- Federal Reserve's Balance Sheet $4.409 Trillion -.24%
- U.S. Sovereign Debt Credit Default Swap 24.75 unch.
- Illinois Municipal Debt Credit Default Swap 337.30 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 3.90 -3.7%
- Asia Pacific Sovereign Debt Credit Default Swap Index 15.75 -1.25%
- Emerging Markets Sovereign Debt CDS Index 48.70 -6.99%
- Israel Sovereign Debt Credit Default Swap 58.87 +1.64%
- South Korea Sovereign Debt Credit Default Swap 65.62 -8.14%
- Russia Sovereign Debt Credit Default Swap 134.01 -4.24%
- iBoxx Offshore RMB China Corporate High Yield Index 145.33 +.08%
- 10-Year TIPS Spread 1.88% -3.0 basis points
- TED Spread 17.0 -1.75 basis points
- 2-Year Swap Spread 16.5 -3.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -48.0 -.25 basis point
- N. America Investment Grade Credit Default Swap Index 55.16 -1.16%
- America Energy Sector High-Yield Credit Default Swap Index 380.0 +4.38%
- European Financial Sector Credit Default Swap Index 51.21 -1.65%
- Emerging Markets Credit Default Swap Index 184.25 -4.07%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 +2.0 basis points
- M1 Money Supply $3.566 Trillion -.43%
- Commercial Paper Outstanding 1,032.60 -1.8%
- 4-Week Moving Average of Jobless Claims 237,750 +6,500
- Continuing Claims Unemployment Rate 1.3% -10.0 basis points
- Average 30-Year Mortgage Rate 3.95% +5.0 basis points
- Weekly Mortgage Applications 401.70 +3.08%
- Bloomberg Consumer Comfort 52.1 +.6 point
- Weekly Retail Sales +2.5% -10.0 basis points
- Nationwide Gas $2.56/gallon unch.
- Baltic Dry Index 1,361.0 -7.04%
- China (Export) Containerized Freight Index 794.47 +1.30%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
- Rail Freight Carloads 284,215 +4.46%
Best Performing Style
- Small-Cap Growth +1.4%
Worst Performing Style
- Large-Cap Growth +.2%
Leading Sectors
- Airlines +5.0%
- Social Media +4.4%
- Disk Drives +4.1%
- Networking +4.0%
- Retail +3.9%
Lagging Sectors
- Gaming -.9%
- Construction -1.7%
- Energy -2.6%
- Shipping -3.6%
- Oil Service -6.6%
Weekly High-Volume Stock Gainers (16)
- CCT, TIME, NKTR, ROKU, MRTX, WVE, AYX, ARA, ZOES, IMMU, AAP, TCO, RICK, VREX, DKS and VMI
Weekly High-Volume Stock Losers (22)
- SBH, JCI, LOXO, PETQ, TDW, TPC, INCR, DVAX, PSDO, SOI, WD, APPN, QUOT, MTSI, XON, SD, TTD, PBYI, ESL and NCSM
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