S&P 500 Index 2,648.04 +.33% |
Indices
- DJIA 24,300.90 +.28%
- NASDAQ 6,837.73 +.07%
- Russell 2000 1,522.91 -.68%
- S&P 500 High Beta 41.90 +1.39%
- Goldman 50 Most Shorted 138.92 +1.0%
- Wilshire 5000 27,410.65 +.21%
- Russell 1000 Growth 1,340.84 +.45%
- Russell 1000 Value 1,209.06 +.16%
- S&P 500 Consumer Staples 579.91 +.34%
- Vanda Cyclicals-Defensives 1.4026 +.16%
- NYSE Technology 1,687.21 +.20%
- Transports 10,404.10 +2.38%
- Utilities 754.82 -1.49%
- Bloomberg European Bank/Financial Services 100.65 +2.79%
- MSCI Emerging Markets 45.73 -.51%
- HFRX Equity Hedge 1,244.14 -.92%
- HFRX Equity Market Neutral 1,009.69 -.14%
Sentiment/Internals
- NYSE Cumulative A/D Line 310,243 -.13%
- Bloomberg New Highs-Lows Index -9 -964
- Bloomberg Crude Oil % Bulls 28.89 +58.91%
- CFTC Oil Net Speculative Position 609,833 +5.68%
- CFTC Oil Total Open Interest 2,489,012 -.92%
- Total Put/Call .94 +22.1%
- OEX Put/Call 2.89 +188.7%
- ISE Sentiment 98.0 -5.45%
- NYSE Arms .59 -37.5%
- Volatility(VIX) 9.70 -15.84%
- S&P 500 Implied Correlation 36.81 -3.64%
- G7 Currency Volatility (VXY) 7.45 +.13%
- Emerging Markets Currency Volatility (EM-VXY) 7.96 +1.14%
- Smart Money Flow Index 20,272.27 -1.51%
- ICI Money Mkt Mutual Fund Assets $2.807 Trillion +.3%
- ICI US Equity Weekly Net New Cash Flow -$4.507 Billion
- AAII % Bulls 36.9 +2.6%
- AAII % Bears 34.2 +8.2%
Futures Spot Prices
- CRB Index 185.02 -3.01%
- Crude Oil 57.32 -1.84%
- Reformulated Gasoline 171.66 -1.0%
- Natural Gas 2.77 -9.32%
- Heating Oil 192.92 -.39%
- Gold 1,250.20 -2.67%
- Bloomberg Base Metals Index 193.98 -2.71%
- Copper 297.70 -3.80%
- US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
- China Iron Ore Spot 502.0 CNY/100 Metric Tonnes -8.06%
- Lumber 427.20 -1.76%
- UBS-Bloomberg Agriculture 1,004.25 -2.88%
Economy
- Atlanta Fed GDPNow Forecast +2.9% -60.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 2.9% +30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .2507 -5.5%
- US Economic Policy Uncertainty Index 91.59 +10.76%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 144.63 +.17%
- Citi US Economic Surprise Index 65.2 +5.1 points
- Citi Eurozone Economic Surprise Index 60.10 -10.2 points
- Citi Emerging Markets Economic Surprise Index 8.7 +6.9 points
- Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13
- US Dollar Index 93.93 +1.12%
- MSCI Emerging Markets Currency Index 1,643.56 -.23%
- Euro/Yen Carry Return Index 139.18 +.05%
- Yield Curve 58.50 -1.5 basis points
- 10-Year US Treasury Yield 2.38% +2.0 basis points
- Federal Reserve's Balance Sheet $4.397 Trillion -.01%
- U.S. Sovereign Debt Credit Default Swap 23.77 -4.12%
- Illinois Municipal Debt Credit Default Swap 336.78 -.06%
- Western Europe Sovereign Debt Credit Default Swap Index 3.44 -1.15%
- Asia Pacific Sovereign Debt Credit Default Swap Index 14.23 +3.19%
- Emerging Markets Sovereign Debt CDS Index 43.05 -6.02%
- Israel Sovereign Debt Credit Default Swap 58.21 +2.96%
- South Korea Sovereign Debt Credit Default Swap 57.27 -1.42%
- Russia Sovereign Debt Credit Default Swap 130.21 -2.50%
- iBoxx Offshore RMB China Corporate High Yield Index 145.89 +.20%
- 10-Year TIPS Spread 1.90% +2.0 basis points
- TED Spread 26.0 +3.0 basis points
- 2-Year Swap Spread 19.5 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -60.75 -13.0 basis points
- N. America Investment Grade Credit Default Swap Index 51.10 -1.33%
- America Energy Sector High-Yield Credit Default Swap Index 373.0 +.82%
- European Financial Sector Credit Default Swap Index 45.85 -3.21%
- Emerging Markets Credit Default Swap Index 177.42 -2.11%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 160.0 unch.
- M1 Money Supply $3.639 Trillion +.13%
- Commercial Paper Outstanding 1,052.70 +.9%
- 4-Week Moving Average of Jobless Claims 241,500 -750
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.94% +4.0 basis points
- Weekly Mortgage Applications 408.30 +4.69%
- Bloomberg Consumer Comfort 52.3 +.7 point
- Weekly Retail Sales +3.0% -50.0 basis points
- Nationwide Gas $2.47/gallon -.02/gallon
- Baltic Dry Index 1,679 +3.26%
- China (Export) Containerized Freight Index 763.14 -1.25%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
- Rail Freight Carloads 292,443 +25.36%
Best Performing Style
- Large-Cap Growth +.5%
Worst Performing Style
- Small-Cap Value -1.0%
Leading Sectors
- Retail +3.2%
- Road & Rail +2.7%
- Airlines +2.5%
- Steel +2.1%
- Educaiton +2.0%
Lagging Sectors
- Medical Equipment -1.6%
- Shipping -2.4%
- Oil Service -2.6%
- Telecom -2.7%
- Gold & Silver -3.6%
Weekly High-Volume Stock Gainers (21)
- MDGL, ENTL, BGC, VRA, LE, SCMP, AVAV, GEF, TITN, RVNC, AMWD, FMI, MGLN, NCS, GIII, RGC, FSLR, KLXI, AMBA, HOME and OXM
Weekly High-Volume Stock Losers (21)
- NYT, GRBK, BL, HOFT, TOL, VIVO, COUP, GCO, HQY, VEEV, VRNT, QRVO, EIX, TMST, TROX, EGBN, DLTH, TRHC, AGX, OSIS and IDT
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