S&P 500 2,734.62 +.25% |
Indices
- DJIA 24,635.20 -.71%
- NASDAQ 7,554.33 +1.75%
- Russell 2000 1,647.98 +1.21%
- S&P 500 High Beta 44.73 +.52%
- Goldman 50 Most Shorted 152.29 +.96%
- Wilshire 5000 28,460.0 +.38%
- Russell 1000 Growth 1,445.71 +.91%
- Russell 1000 Value 1,196.52 -.42%
- S&P 500 Consumer Staples 507.88 -.39%
- Vanda Cyclicals-Defensives 1.6398 -1.52%
- NYSE Technology 1,920.39 +2.16%
- Transports 10,893.90 +.38%
- Utilities 684.74 -.13%
- Bloomberg European Bank/Financial Services 89.92 -3.86%
- MSCI Emerging Markets 46.10 -.5%
- HFRX Equity Hedge 1,281.23 -.12%
- HFRX Equity Market Neutral 1,012.30 -.06%
Sentiment/Internals
- NYSE Cumulative A/D Line 320,320 -.04%
- Bloomberg New Highs-Lows Index 56 -10
- Bloomberg Crude Oil % Bulls 32.26 -8.59%
- CFTC Oil Net Speculative Position 633,386 -1.72%
- CFTC Oil Total Open Interest 2,643,354 -2.33%
- Total Put/Call .85 -5.56%
- OEX Put/Call 1.04 +70.49%
- ISE Sentiment 82.0 -36.43%
- NYSE Arms 1.11 -11.91%
- Volatility(VIX) 13.46 +7.42%
- S&P 500 Implied Correlation 40.16 +16.37%
- G7 Currency Volatility (VXY) 7.27 +.28%
- Emerging Markets Currency Volatility (EM-VXY) 9.27 +1.88%
- Smart Money Flow Index 15,790.41 -.95%
- ICI Money Mkt Mutual Fund Assets $2.840 Trillion +.53%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$3.365 Billion
- AAII % Bulls 35.0 -9.2%
- AAII % Bears 26.4 +4.7%
Futures Spot Prices
- CRB Index 201.71 -1.73%
- Crude Oil 65.57 -6.07%
- Reformulated Gasoline 213.84 -4.06%
- Natural Gas 2.97 +.38%
- Heating Oil 217.37 -4.11%
- Gold 1,297.80 -.22%
- Bloomberg Base Metals Index 209.05 -.32%
- Copper 308.90 -.36%
- US No. 1 Heavy Melt Scrap Steel 340.33 USD/Metric Tonne unch.
- China Iron Ore Spot 64.90 USD/Metric Tonne +1.34%
- Lumber 594.10 +1.14%
- UBS-Bloomberg Agriculture 1,045.33 -.72%
Economy
- Atlanta Fed GDPNow Forecast +4.7% +70.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 3.0% -50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1827 -7.21%
- US Economic Policy Uncertainty Index 109.96 +42.8%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 166.20 +.17%
- Citi US Economic Surprise Index 14.50 +2.5 points
- Citi Eurozone Economic Surprise Index -91.10 +5.5 points
- Citi Emerging Markets Economic Surprise Index -6.60 +.4 point
- Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 6/13
- US Dollar Index 94.20 +.38%
- MSCI Emerging Markets Currency Index 1,671.54 -.2%
- Bitcoin/USD 7,411.87 -.23%
- Euro/Yen Carry Return Index 132.83 +.19%
- Yield Curve 42.0 -3.5 basis points
- 10-Year US Treasury Yield 2.88% -5.0 basis points
- Federal Reserve's Balance Sheet $4.287 Trillion -.25%
- U.S. Sovereign Debt Credit Default Swap 20.8 +4.8%
- Illinois Municipal Debt Credit Default Swap 212.84 -4.8%
- Italian/German 10Y Yld Spread 230.25 +24.75 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 12.25 unch.
- Emerging Markets Sovereign Debt CDS Index 63.28 +3.76%
- Israel Sovereign Debt Credit Default Swap 69.79 +4.75%
- South Korea Sovereign Debt Credit Default Swap 43.44 -4.34%
- Russia Sovereign Debt Credit Default Swap 134.74 +5.51%
- iBoxx Offshore RMB China Corporate High Yield Index 149.94 +.10%
- 10-Year TIPS Spread 2.11% unch.
- TED Spread 41.25 -2.0 basis points
- 2-Year Swap Spread 25.5 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -13.0 +2.75 basis points
- N. America Investment Grade Credit Default Swap Index 65.71 +6.13%
- America Energy Sector High-Yield Credit Default Swap Index 378.0 +2.67%
- European Financial Sector Credit Default Swap Index 80.90 +7.37%
- Emerging Markets Credit Default Swap Index 171.20 +6.64%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 +1.0 basis point
- M1 Money Supply $3.660 Trillion +.23%
- Commercial Paper Outstanding 1,107.80 +1.5%
- 4-Week Moving Average of Jobless Claims 222,250 +2,500
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.56% -10.0 basis points
- Weekly Mortgage Applications 356.10 -2.89%
- Bloomberg Consumer Comfort 55.20 unch.
- Weekly Retail Sales +4.10% +10.0 basis points
- Nationwide Gas $2.96/gallon -.01/gallon
- Baltic Dry Index 1,090.0 -1.71%
- China (Export) Containerized Freight Index 788.78 -.12%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Rail Freight Carloads 292,276 +2.5%
Best Performing Style
- Small-Cap Growth +1.5%
Worst Performing Style
- Large-Cap Value -.5%
Leading Sectors
- Internet +2.7%
- Biotech +2.1%
- Shipping +2.0%
- Semis +1.8%
- Software +1.6%
Lagging Sectors
- Banks -1.8%
- Telecom -1.9%
- Paper -2.3%
- Steel -3.0%
- Oil Service -3.7%
Weekly High-Volume Stock Gainers (22)
- ZUO, YEXT, NGL, LXRX, SE, IRDM, DK, CVRR, IVC, PTCT, APPN, AERI, TTD, ICPT, VKTX, CUTR, NEO, TRIP, EDR, GTLS, SPTN and MDGL
Weekly High-Volume Stock Losers (16)
- SMG, SOI, TITN, FANG, PE, XEC, PUMP, TLRD, CDEV, BAS, CXO, ANF, CPE, MTDR, VNOM and JAG
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