S&P 500 2,817.46 +.39% |
Indices
- DJIA 25,444.44 +1.40%
- NASDAQ 7,734.37 -1.24%
- Russell 2000 1,664.91 -2.03%
- S&P 500 High Beta 44.24 +.18%
- Goldman 50 Most Shorted 162.57 -3.46%
- Wilshire 5000 29,240.70 +.06%
- Russell 1000 Growth 1,492.62 -.85%
- Russell 1000 Value 1,225.42 +1.15%
- S&P 500 Consumer Staples 547.44 +.86%
- Vanda Cyclicals-Defensives 1.6383 +.03%
- NYSE Technology 1,907.55 -1.66%
- Transports 10,953.0 +1.85%
- Utilities 719.27 +.72%
- Bloomberg European Bank/Financial Services 90.29 +3.90%
- MSCI Emerging Markets 44.64 +1.79%
- HFRX Equity Hedge 1,292.28 +.33%
- HFRX Equity Market Neutral 1,013.22 +.16%
Sentiment/Internals
- NYSE Cumulative A/D Line 328,867 +.20%
- Bloomberg New Highs-Lows Index 147 +171
- Bloomberg Crude Oil % Bulls 74.19 +162.99%
- CFTC Oil Net Speculative Position 631,294 -3.54%
- CFTC Oil Total Open Interest 2,440,486 -2.35%
- Total Put/Call 1.04 +6.19%
- OEX Put/Call .46 -31.52%
- ISE Sentiment 101.0 -5.62%
- NYSE Arms .68 -29.13%
- Volatility(VIX) 13.72 +7.93%
- S&P 500 Implied Correlation 31.30 +1.21%
- G7 Currency Volatility (VXY) 7.28 -2.15%
- Emerging Markets Currency Volatility (EM-VXY) 10.02 -1.18%
- Smart Money Flow Index 16,356.07 +1.51%
- ICI Money Mkt Mutual Fund Assets $2.843 Trillion -.11%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$1.297 Billion
- AAII % Bulls 31.5 -9.1%
- AAII % Bears 26.9 +7.9%
Futures Spot Prices
- CRB Index 194.16 +.74%
- Crude Oil 68.72 -2.53%
- Reformulated Gasoline 216.11 +4.85%
- Natural Gas 2.82 +1.56%
- Heating Oil 215.68 +2.62%
- Gold 1,222.70 -.70%
- Bloomberg Base Metals Index 189.0 +1.24%
- Copper 279.65 +1.56%
- US No. 1 Heavy Melt Scrap Steel 341.67 USD/Metric Tonne unch.
- China Iron Ore Spot 66.89 USD/Metric Tonne +2.67%
- Lumber 463.30 -4.87%
- UBS-Bloomberg Agriculture 945.46 +1.09%
Economy
- Atlanta Fed GDPNow Forecast +3.8% -70.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate .8% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .1977 -7.0%
- US Economic Policy Uncertainty Index 35.76 -76.4%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 169.74 +.49%
- Citi US Economic Surprise Index -5.1 -5.0 points
- Citi Eurozone Economic Surprise Index -31.80 +5.0 points
- Citi Emerging Markets Economic Surprise Index -.7 -.6 point
- Fed Fund Futures imply 98.8% chance of no change, 1.3% chance of 25 basis point hike on 8/1
- US Dollar Index 94.70 +.21%
- MSCI Emerging Markets Currency Index 1,626.63 +.60%
- Bitcoin/USD 8,176.72 +11.24%
- Euro/Yen Carry Return Index 134.58 -.97%
- Yield Curve 28.75 -1.25 basis points
- 10-Year US Treasury Yield 2.96% +7.0 basis points
- Federal Reserve's Balance Sheet $4.238 Trillion -.33%
- U.S. Sovereign Debt Credit Default Swap 24.0 -.37%
- Illinois Municipal Debt Credit Default Swap 186.71 -5.83%
- Italian/German 10Y Yld Spread 234.0 +12.0 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 11.97 -7.31%
- Emerging Markets Sovereign Debt CDS Index 71.71 -2.1%
- Israel Sovereign Debt Credit Default Swap 67.40 -4.19%
- South Korea Sovereign Debt Credit Default Swap 39.77 -8.6%
- Russia Sovereign Debt Credit Default Swap 132.70 -1.47%
- iBoxx Offshore RMB China Corporate High Yield Index 149.54 +1.34%
- 10-Year TIPS Spread 2.12% unch.
- TED Spread 35.25 -2.5 basis points
- 2-Year Swap Spread 20.0 -3.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 -2.75 basis points
- N. America Investment Grade Credit Default Swap Index 58.48 -4.85%
- America Energy Sector High-Yield Credit Default Swap Index 364.0 -3.67%
- European Financial Sector Credit Default Swap Index 73.93 -8.88%
- Emerging Markets Credit Default Swap Index 163.64 -5.85%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.670 Trillion +.06%
- Commercial Paper Outstanding 1,068.30 +.6%
- 4-Week Moving Average of Jobless Claims 218,000 -2,500
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.54% +2.0 basis points
- Weekly Mortgage Applications 362.40 -.25%
- Bloomberg Consumer Comfort 59.0 +.2 point
- Weekly Retail Sales +3.50% +20.0 basis points
- Nationwide Gas $2.86/gallon +.01/gallon
- Baltic Dry Index 1,708.0 +1.13%
- China (Export) Containerized Freight Index 820.79 -1.28%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +14.29%
- Rail Freight Carloads 287,686 -.06%
Best Performing Style
- Large-Cap Value +1.2%
Worst Performing Style
- Small-Cap Growth -2.8%
Leading Sectors
- Steel +6.9%
- Energy +3.4%
- Airlines +2.5%
- Road & Rail +2.3%
- Drugs +2.2%
Lagging Sectors
- Computer Hardware -2.9%
- Disk Drives -3.0%
- Gold & Silver -3.3%
- Homebuilding -4.8%
- Social Media -6.0%
Weekly High-Volume Stock Gainers (11)
- INT, HF, CIR, ZBH, B, VIAB, SKYW, CVA, DLR, FTI and AFL
Weekly High-Volume Stock Losers (42)
- BAX, PHM, TAL, SGMO, LAD, PZZA, CCS, FSLR, VTR, TACO, RTRX, CRI, EQT, GV, FLXN,UNFI, Z, QLYS, DXCM, EA, LXRX, EDIT, TPH, IRTC, NCR, PFPT, WDC, UIS, BZH, DRQ, DDD, SNBR, COLM, AXGN, ENTA, IMPV, ENVA, VIRT, TWTR, MGLN, CLUB and LOGM
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