S&P 500 2,619.55 -4.65%* |
Indices
- DJIA 24,190.90 -5.21%
- NASDAQ 6,874.49 -5.06%
- Russell 2000 1,477.80 -3.96%
- S&P 500 High Beta 41.25 -5.34%
- Goldman 50 Most Shorted 137.24 -4.38%
- Wilshire 5000 27,049.43 -5.09%
- Russell 1000 Growth 1,343.26 -4.43%
- Russell 1000 Value 1,174.83 -4.91%
- S&P 500 Consumer Staples 552.74 -5.10%
- Vanda Cyclicals-Defensives 1.5827 -1.06%
- NYSE Technology 1,724.13 -4.43%
- Transports 10,136.60 -5.15%
- Utilities 661.03 -3.42%
- Bloomberg European Bank/Financial Services 99.33 -4.36%
- MSCI Emerging Markets 46.58 -6.67%
- HFRX Equity Hedge 1,293.76 -.66%
- HFRX Equity Market Neutral 1,016.49 -.03%
Sentiment/Internals
- NYSE Cumulative A/D Line 307,663 -2.07%
- Bloomberg New Highs-Lows Index -362 -514
- Bloomberg Crude Oil % Bulls 19.1 +4.8%
- CFTC Oil Net Speculative Position 734,558 +2.49%
- CFTC Oil Total Open Interest 2,643,683 +1.95%
- Total Put/Call 1.32 +50.0%
- OEX Put/Call 1.92 +262.26%
- ISE Sentiment 74.0 -8.64%
- NYSE Arms .51 -63.70%
- Volatility(VIX) 27.87 +63.03%
- S&P 500 Implied Correlation 46.55 +16.92%
- G7 Currency Volatility (VXY) 9.06 +12.9%
- Emerging Markets Currency Volatility (EM-VXY) 9.3 +9.0%
- Smart Money Flow Index 18,449.10 -9.92%
- ICI Money Mkt Mutual Fund Assets $2.827 Trillion +.99%
- ICI US Equity Weekly Net New Cash Flow -$4.806 Billion
- AAII % Bulls 37.0 -17.3%
- AAII % Bears 35.0 +21.7%
Futures Spot Prices
- CRB Index 188.51 -4.5%
- Crude Oil 59.06 -9.16%
- Reformulated Gasoline 170.15 -9.13%
- Natural Gas 2.60 -9.53%
- Heating Oil 184.97 -9.45%
- Gold 1,316.70 -1.39%
- Bloomberg Base Metals Index 206.61 -4.32%
- Copper 303.75 -4.67%
- US No. 1 Heavy Melt Scrap Steel 321.0 USD/Metric Tonne unch.
- China Iron Ore Spot 74.13 USD/Metric Tonne +.18%
- Lumber 483.0 -.43%
- UBS-Bloomberg Agriculture 1,012.20 -.13%
Economy
- Atlanta Fed GDPNow Forecast +4.0% -140.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 8.8% +150.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1949 -2.84%
- US Economic Policy Uncertainty Index 61.34 -69.5%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 158.22 +.52%
- Citi US Economic Surprise Index 42.70 +2.9 points
- Citi Eurozone Economic Surprise Index 42.70 +8.6 points
- Citi Emerging Markets Economic Surprise Index -.9 -1.9 points
- Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 3/21
- US Dollar Index 90.47 +1.47%
- MSCI Emerging Markets Currency Index 1,704.67 -.80%
- Bitcoin/USD 8,605.18 +.21%
- Euro/Yen Carry Return Index 138.06 -3.77%
- Yield Curve 77.75 +8.0 basis points
- 10-Year US Treasury Yield 2.82% -3.0 basis points
- Federal Reserve's Balance Sheet $4.380 Trillion +.06%
- U.S. Sovereign Debt Credit Default Swap 20.15 +1.15%
- Illinois Municipal Debt Credit Default Swap 252.89 -.03%
- Italian/German 10Y Yld Spread 130.25 +2.0 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 13.67 +13.56%
- Emerging Markets Sovereign Debt CDS Index 34.79 +5.73%
- Israel Sovereign Debt Credit Default Swap 53.57 +3.89%
- South Korea Sovereign Debt Credit Default Swap 59.04 +14.1%
- Russia Sovereign Debt Credit Default Swap 129.0 +20.56%
- iBoxx Offshore RMB China Corporate High Yield Index 147.41 +.15%
- 10-Year TIPS Spread 2.06% -8.0 basis points
- TED Spread 25.75 -5.0 basis points
- 2-Year Swap Spread 27.50 +5.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -40.25 -10.0 basis points
- N. America Investment Grade Credit Default Swap Index 60.29 +23.24%
- America Energy Sector High-Yield Credit Default Swap Index 409.0 +13.75%
- European Financial Sector Credit Default Swap Index 55.45 +26.83%
- Emerging Markets Credit Default Swap Index 141.76 +18.84%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 158.0 +1.0 basis point
- M1 Money Supply $3.640 Trillion -.91%
- Commercial Paper Outstanding 1,129.80 -.80%
- 4-Week Moving Average of Jobless Claims 224,500 -10,000
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 4.32% +10.0 basis points
- Weekly Mortgage Applications 416.30 +.70%
- Bloomberg Consumer Comfort 54.4 -.2 point
- Weekly Retail Sales +3.20% unch.
- Nationwide Gas $2.60/gallon unch.
- Baltic Dry Index 1,106.0 +1.0%
- China (Export) Containerized Freight Index 836.60 +.92%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
- Rail Freight Carloads 282,836 +.11%
Best Performing Style
- Large-Cap Growth -%
Worst Performing Style
- Mid-Cap Value -%
Leading Sectors
- Tobacco -1.9%
- Education -2.6%
- Networking -4.1%
- Social Media -4.3%
- Steel -4.4%
Lagging Sectors
- Biotech -9.0%
- Computer Hardware -9.2%
- Paper -9.7%
- Energy -10.2%
- Oil Service -13.5%
Weekly High-Volume Stock Gainers (10)
- SNAP, VIRT, GRUB, LTRPA, MODN, PERY, ERI, PRO, BLBD and MINI
Weekly High-Volume Stock Losers (69)
- FISV, RBC, FARM, POST, PFSI, KBAL, THG, APTI, AKAM, AGCO, VSM, CLGX, HBI, RSG, PFPT, CLX, FIS, BERY, CDW, NFG, TDC, WM, HAIN, JEC, HCSG, FBHS, SNDR, NYLD, SNHY, NYLD/A, MPO, XPO, KRG, BCO, WAB, UNVR, PVAC, OSIS, ENTA, APAM, CTLT, WETF, MAN, FMNB, XOM, MCY, CAFD, IPHI, WFC, MCHP, YELP, UFS, OLN, CMCO, POWI, IT, OMCL, VREX, BRKS, CBOE, ARNC, COHR, VSH, CRUS, MANH, CLW, IRBT, MTSI and PI
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment