S&P 500 Index 2,736.33 +1.81% |
Indices
- DJIA 25,234.80 +1.61%
- NASDAQ 7,121.07 +2.5%
- Russell 2000 1,556.21 +.47%
- S&P 500 High Beta 43.64 +2.04%
- Goldman 50 Most Shorted 145.25 +1.36%
- Wilshire 5000 28,293 +1.70%
- Russell 1000 Growth 1,393.63 +2.48%
- Russell 1000 Value 1,240.35 +.96%
- S&P 500 Consumer Staples 586.66 -.22%
- Vanda Cyclicals-Defensives 1.4647 -.03%
- NYSE Technology 1,780.44 +4.33%
- Transports 10,901.20 +1.95%
- Utilities 700.90 -3.31%
- Bloomberg European Bank/Financial Services 101.70 +1.8%
- MSCI Emerging Markets 47.09 +2.3%
- HFRX Equity Hedge 1,280.73 +.78%
- HFRX Equity Market Neutral 1,004.94 +.05%
Sentiment/Internals
- NYSE Cumulative A/D Line 315,065 +.41%
- Bloomberg New Highs-Lows Index 1,471 +991
- Bloomberg Crude Oil % Bulls 50.0 -10.01%
- CFTC Oil Net Speculative Position 632,161 +5.0%
- CFTC Oil Total Open Interest 2,460,193 +.17%
- Total Put/Call .95 -15.6%
- OEX Put/Call .71 +105.0%
- ISE Sentiment 104.0 +43.59%
- NYSE Arms 1.02 +46.05%
- Volatility(VIX) 9.28 -7.86%
- S&P 500 Implied Correlation 34.02 -20.6%
- G7 Currency Volatility (VXY) 6.81 -5.55%
- Emerging Markets Currency Volatility (EM-VXY) 7.64 -2.17%
- Smart Money Flow Index 20,078.33 -.35%
- ICI Money Mkt Mutual Fund Assets $2.838 Trillion -.27%
- ICI US Equity Weekly Net New Cash Flow -$3.119 Billion
- AAII % Bulls 59.8 +13.5%
- AAII % Bears 15.6 -24.6%
Futures Spot Prices
- CRB Index 193.45 +.17%
- Crude Oil 61.49 +2.59%
- Reformulated Gasoline 178.65 -.02%
- Natural Gas 2.80 -4.61%
- Heating Oil 205.91 +.54%
- Gold 1,321.70 +1.83%
- Bloomberg Base Metals Index 211.54 -.01%
- Copper 323.05 -2.34%
- US No. 1 Heavy Melt Scrap Steel 290.0 USD/Metric Tonne unch.
- China Iron Ore Spot 514.50 CNY/100 Metric Tonnes +7.19%
- Lumber 459.0 +2.82%
- UBS-Bloomberg Agriculture 1,020.12 +.94%
Economy
- Atlanta Fed GDPNow Forecast +2.7% -10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 3.5% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.0460 -5.75%
- US Economic Policy Uncertainty Index 237.16 +36.76%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 147.67 +.81%
- Citi US Economic Surprise Index 75.0 -.7 point
- Citi Eurozone Economic Surprise Index 46.0 -3.3 points
- Citi Emerging Markets Economic Surprise Index -.3 +3.0 points
- Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 1/31
- US Dollar Index 91.96 -.76%
- MSCI Emerging Markets Currency Index 1,691.91 +1.03%
- Bitcoin/USD 16,314.50 +14.5%
- Euro/Yen Carry Return Index 142.04 +.75%
- Yield Curve 51.75 -10.5 basis points
- 10-Year US Treasury Yield 2.48% +7.0 basis points
- Federal Reserve's Balance Sheet $4.404 Trillion -.12%
- U.S. Sovereign Debt Credit Default Swap 23.76 +.04%
- Illinois Municipal Debt Credit Default Swap 251.92 -.03%
- Western Europe Sovereign Debt Credit Default Swap Index 3.97 n/a
- Asia Pacific Sovereign Debt Credit Default Swap Index 11.36 -10.38%
- Emerging Markets Sovereign Debt CDS Index 30.66 -6.34%
- Israel Sovereign Debt Credit Default Swap 58.62 +9.54%
- South Korea Sovereign Debt Credit Default Swap 46.90 -11.3%
- Russia Sovereign Debt Credit Default Swap 116.85 -1.31%
- iBoxx Offshore RMB China Corporate High Yield Index 146.32 +.27%
- 10-Year TIPS Spread 2.03% +5.0 basis points
- TED Spread 31.0 -.5 basis point
- 2-Year Swap Spread 18.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.25 -2.25 basis points
- N. America Investment Grade Credit Default Swap Index 45.86 -7.11%
- America Energy Sector High-Yield Credit Default Swap Index 348.0 -5.94%
- European Financial Sector Credit Default Swap Index 42.28 -3.59%
- Emerging Markets Credit Default Swap Index 111.74 -6.53%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 163.0 unch.
- M1 Money Supply $3.609 Trillion -.07%
- Commercial Paper Outstanding 1,086.20 +.6%
- 4-Week Moving Average of Jobless Claims 241,750 +4,000
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.95% -4.0 basis points
- Weekly Mortgage Applications 368.60 +.68%
- Bloomberg Consumer Comfort 51.8 -.6 point
- Weekly Retail Sales +4.30% +20.0 basis points
- Nationwide Gas $2.49/gallon +.01/gallon
- Baltic Dry Index 1,341.0 -6.22%
- China (Export) Containerized Freight Index 773.28 +.34%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
- Rail Freight Carloads 202,352 -28.0%
Best Performing Style
- Large-Cap Growth +2.4%
Worst Performing Style
- Small-Cap Value -.1%
Leading Sectors
- Oil Service +5.0%
- Robotics +4.6%
- Social Media +4.4%
- Shipping +4.2%
- Disk Drives +3.9%
Lagging Sectors
- Telecom -.5%
- Airlines -.9%
- Gaming -1.5%
- REITs -2.4%
- Utilities -3.3%
Weekly High-Volume Stock Gainers (7)
- BOLD, ATRA, UCTT, EDGE, WLH, TMHC and LNDC
Weekly High-Volume Stock Losers (6)
- BCEI, D, PEN, MGI, ADTN and WATT
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