S&P 500 Index 2,682.55 -.05% |
Indices
- DJIA 24,810.70 +.11%
- NASDAQ 6,930.39 -.52%
- Russell 2000 1,541.31 -.3%
- S&P 500 High Beta 42.63 +.01%
- Goldman 50 Most Shorted 141.88 -1.06%
- Wilshire 5000 27,779.3 -.01%
- Russell 1000 Growth 1,356.93 -.1%
- Russell 1000 Value 1,226.65 +.08%
- S&P 500 Consumer Staples 589.16 +.49%
- Vanda Cyclicals-Defensives 1.4647 -.03%
- NYSE Technology 1,701.97 -1.08%
- Transports 10,655.0 +.22%
- Utilities 724.19 +.69%
- Bloomberg European Bank/Financial Services 99.68 -.66%
- MSCI Emerging Markets 47.09 +2.3%
- HFRX Equity Hedge 1,262.08 unch.
- HFRX Equity Market Neutral 1,002.92 -.04%
Sentiment/Internals
- NYSE Cumulative A/D Line 313,781 +.50%
- Bloomberg New Highs-Lows Index 480 +56
- Bloomberg Crude Oil % Bulls 55.56 +46.83%
- CFTC Oil Net Speculative Position 601,839 -2.06%
- CFTC Oil Total Open Interest 2,456,059 -4.5%
- Total Put/Call 1.09 +6.38%
- OEX Put/Call .12 -99.9%
- ISE Sentiment 76.0 +27.1%
- NYSE Arms 1.08 +51.61%
- Volatility(VIX) 10.18 +6.55%
- S&P 500 Implied Correlation 38.26 +5.38%
- G7 Currency Volatility (VXY) 7.21 +3.89%
- Emerging Markets Currency Volatility (EM-VXY) 7.86 -.51%
- Smart Money Flow Index 20,148.46 +.16%
- ICI Money Mkt Mutual Fund Assets $2.842 Trillion +.79%
- ICI US Equity Weekly Net New Cash Flow -$12.902 Billion
- AAII % Bulls 52.7 +4.3%
- AAII % Bears 20.6 -19.5%
Futures Spot Prices
- CRB Index 193.81 +3.29%
- Crude Oil 60.38 +3.54%
- Reformulated Gasoline 180.04 +3.0%
- Natural Gas 2.95 +13.17%
- Heating Oil 207.50 +6.5%
- Gold 1,306.0 +3.1%
- Bloomberg Base Metals Index 211.56 +2.64%
- Copper 329.45 +2.6%
- US No. 1 Heavy Melt Scrap Steel 290.0 USD/Metric Tonne unch.
- China Iron Ore Spot 512.50 CNY/100 Metric Tonnes -1.06%
- Lumber 448.0 +1.66%
- UBS-Bloomberg Agriculture 1,014.17 +1.14%
Economy
- Atlanta Fed GDPNow Forecast +2.8% unch.
- ECRI Weekly Leading Economic Index Growth Rate 3.5% +10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1756 -4.93%
- US Economic Policy Uncertainty Index 341.37 +111.41%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 146.49 +.40%
- Citi US Economic Surprise Index 75.7 -8.9 points
- Citi Eurozone Economic Surprise Index 49.30 -7.2 points
- Citi Emerging Markets Economic Surprise Index -3.3 -3.1 points
- Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 1/31
- US Dollar Index 92.18 -1.25%
- MSCI Emerging Markets Currency Index 1,674.62 +.83%
- Bitcoin/USD 14,529.50 +2.2%
- Euro/Yen Carry Return Index 140.99 +.73%
- Yield Curve 62.25 -6.75 basis points
- 10-Year US Treasury Yield 2.41% -7.0 basis points
- Federal Reserve's Balance Sheet $4.409 Trillion +.02%
- U.S. Sovereign Debt Credit Default Swap 23.75 -.02%
- Illinois Municipal Debt Credit Default Swap 251.99 -.03%
- Western Europe Sovereign Debt Credit Default Swap Index 3.97 n/a
- Asia Pacific Sovereign Debt Credit Default Swap Index 12.66 -3.50%
- Emerging Markets Sovereign Debt CDS Index 32.74 -4.28%
- Israel Sovereign Debt Credit Default Swap 53.51 -7.0%
- South Korea Sovereign Debt Credit Default Swap 53.10 -2.68%
- Russia Sovereign Debt Credit Default Swap 118.40 +.18%
- iBoxx Offshore RMB China Corporate High Yield Index 145.97 +.11%
- 10-Year TIPS Spread 1.98% +3.0 basis points
- TED Spread 31.5 -3.75 basis points
- 2-Year Swap Spread 18.5 -2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -20.0 +50.5 basis points
- N. America Investment Grade Credit Default Swap Index 49.37 +1.23%
- America Energy Sector High-Yield Credit Default Swap Index 369.0 -.53%
- European Financial Sector Credit Default Swap Index 44.0 -.59%
- Emerging Markets Credit Default Swap Index 119.54 -1.27%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 163.0 unch.
- M1 Money Supply $3.612 Trillion -1.49%
- Commercial Paper Outstanding 1,079.70 +.1%
- 4-Week Moving Average of Jobless Claims 237,750 +1,750
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.99% +5.0 basis points
- Weekly Mortgage Applications 379.20 -4.91%
- Bloomberg Consumer Comfort 52.4 +1.6 points
- Weekly Retail Sales +4.10% +50.0 basis points
- Nationwide Gas $2.48/gallon +.0/gallon
- Baltic Dry Index 1,366.0 -15.63%
- China (Export) Containerized Freight Index 770.64 +.9%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0 basis points
- Rail Freight Carloads 281.210 -2.9%
Best Performing Style
- Mid-Cap Value +.5%
Worst Performing Style
- Small-Cap Value -.4%
Leading Sectors
- Gold & Silver +2.8%
- Oil Service +2.2%
- Shipping +1.8%
- REITs +1.7%
- Enrgy +1.3%
Lagging Sectors
- Airlines -.7%
- Semis -.7%
- Banks -.9%
- Networking -1.0%
- Disk Drves -1.2%
Weekly High-Volume Stock Gainers (6)
- WATT, RXDX, BOMN, XPO, FINL and APOG
Weekly High-Volume Stock Losers (2)
- AIR and CAMP
Weekly Charts
ETFs
Stocks
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