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S&P 500 2,801.83 +.02% |
Indices
- DJIA 25,058.10 +.16%
- NASDAQ 7,820.20 -.07%
- Russell 2000 1,696.81 +.58%
- S&P 500 High Beta 44.14 +.05%
- Goldman 50 Most Shorted 167.55 -.43%
- Wilshire 5000 29,181.90 +.06%
- Russell 1000 Growth 1,501.37 +.06%
- Russell 1000 Value 1,209.96 -.01%
- S&P 500 Consumer Staples 542.14 +.08%
- Vanda Cyclicals-Defensives 1.64 +.66%
- NYSE Technology 1,933.11 -.99%
- Transports 10,741.50 +1.85%
- Utilities 718.20 -.51%
- Bloomberg European Bank/Financial Services 86.90 -.20%
- MSCI Emerging Markets 43.81 +.1%
- HFRX Equity Hedge 1,286.69 -.66%
- HFRX Equity Market Neutral 1,011.42 +.27%
Sentiment/Internals
- NYSE Cumulative A/D Line 328,007 +.01%
- Bloomberg New Highs-Lows Index -24 -68
- Bloomberg Crude Oil % Bulls 54.17 -9.72%
- CFTC Oil Net Speculative Position 654,465 -.34%
- CFTC Oil Total Open Interest 2,499,172 +1.32%
- Total Put/Call .97 unch.
- OEX Put/Call .92 +217.20%
- ISE Sentiment 89.0 -34.56%
- NYSE Arms 1.03 -10.4%
- Volatility(VIX) 12.86 +5.58%
- S&P 500 Implied Correlation 31.51 +6.24%
- G7 Currency Volatility (VXY) 7.44 +2.62%
- Emerging Markets Currency Volatility (EM-VXY) 10.1 -.01%
- Smart Money Flow Index 16,112.09 +1.9%
- ICI Money Mkt Mutual Fund Assets $2.846 Trillion -.18%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows n/a Billion
- AAII % Bulls 34.7 -19.5%
- AAII % Bears 24.9 -14.4%
Futures Spot Prices
- CRB Index 192.62 -.57%
- Crude Oil 68.26 -3.29%
- Reformulated Gasoline 206.90 -1.27%
- Natural Gas 2.76 -.04%
- Heating Oil 210.44 -1.13%
- Gold 1,231.10 -.86%
- Bloomberg Base Metals Index 186.69 -1.37%
- Copper 275.60 -.76%
- US No. 1 Heavy Melt Scrap Steel 341.67 USD/Metric Tonne +2.1%
- China Iron Ore Spot 64.62 USD/Metric Tonne +1.67%
- Lumber 485.80 -6.58%
- UBS-Bloomberg Agriculture 933.70 +1.64%
Economy
- Atlanta Fed GDPNow Forecast +4.5% +60 basis points
- ECRI Weekly Leading Economic Index Growth Rate .9% -60.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .2265 -3.04%
- US Economic Policy Uncertainty Index 213.68 +44.8%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 168.91 +.26%
- Citi US Economic Surprise Index -.1 -14.0 points
- Citi Eurozone Economic Surprise Index -36.80 -1.8 points
- Citi Emerging Markets Economic Surprise Index -.1 +.9 point
- Fed Fund Futures imply 81.4% chance of no change, 18.6% chance of 25 basis point hike on 8/1
- US Dollar Index 94.48 -.21%
- MSCI Emerging Markets Currency Index 1,616.98 -.71%
- Bitcoin/USD 7,351.07 +18.8%
- Euro/Yen Carry Return Index 135.94 -.49%
- Yield Curve 30.0 +5.0 basis points
- 10-Year US Treasury Yield 2.89% +6.0 basis points
- Federal Reserve's Balance Sheet $4.252 Trillion +.01%
- U.S. Sovereign Debt Credit Default Swap 22.05 +6.44%
- Illinois Municipal Debt Credit Default Swap 198.29 -3.43%
- Italian/German 10Y Yld Spread 222.0 +1.0 basis point
- Asia Pacific Sovereign Debt Credit Default Swap Index 12.87 -5.37%
- Emerging Markets Sovereign Debt CDS Index 73.24 -3.73%
- Israel Sovereign Debt Credit Default Swap 70.23 +5.49%
- South Korea Sovereign Debt Credit Default Swap 43.0 -4.37%
- Russia Sovereign Debt Credit Default Swap 134.68 +8.0%
- iBoxx Offshore RMB China Corporate High Yield Index 147.957 -.26%
- 10-Year TIPS Spread 2.12% unch.
- TED Spread 37.75 +.5 basis point
- 2-Year Swap Spread 23.25 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.0 +.75 basis point
- N. America Investment Grade Credit Default Swap Index 61.46 +1.37%
- America Energy Sector High-Yield Credit Default Swap Index 379.0 -.22%
- European Financial Sector Credit Default Swap Index 81.14 +4.77%
- Emerging Markets Credit Default Swap Index 173.14 -.68%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.667 Trillion +.54%
- Commercial Paper Outstanding 1,062.40 -1.2%
- 4-Week Moving Average of Jobless Claims 220,500 -2,500
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.52% -1.0 basis point
- Weekly Mortgage Applications 363.30 -2.5%
- Bloomberg Consumer Comfort 58.80 +.8 point
- Weekly Retail Sales +3.30% -100.0 basis points
- Nationwide Gas $2.85/gallon -.02/gallon
- Baltic Dry Index 1,657.0 -.54%
- China (Export) Containerized Freight Index 831.42 +1.03%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
- Rail Freight Carloads 287,857 +17.7%
Best Performing Style
- Mid-Cap Growth +.4%
Worst Performing Style
- Mid-Cap Value -.1%
Leading Sectors
- Road & Rail +2.6%
- Banks +2.3%
- Airlines +1.9%
- I-Banks +1.9%
- Defense +1.7%
Lagging Sectors
- Energy -1.8%
- Tobacco 2.0%
- Papers -2.7%
- Telecom -3.1%
- Oil Service -3.7%
Weekly High-Volume Stock Gainers (20)
- AXE, PTCT, OFG, MRTX, GBCI, IBKC, FFIN, CTAS, GATX, HTLD, PM, RWT, VFC, HON, BPOP, TRN, GBX, WERN, SWK and CE
Weekly High-Volume Stock Losers (17)
- CBRL, EGP, ELVT, MGLN, GE, SIX, DO, GNTX, NCS, SWKS, SEIC, UNIT, PAH, STT, LITE, DPLO and SKX
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