S&P 500 2,830.09 -.43% |
Indices
- DJIA 25,237.80 -.43%
- NASDAQ 7,823.94 +.24%
- Russell 2000 1,688.39 +.86%
- S&P 500 High Beta 43.86 -.91%
- Goldman 50 Most Shorted 172.99 +5.91%
- Wilshire 5000 29,401.70 -.17%
- Russell 1000 Growth 1,507.87 +.08%
- Russell 1000 Value 1,226.32 -.71%
- S&P 500 Consumer Staples 545.22 -2.0%
- Vanda Cyclicals-Defensives 1.6398 +1.09%
- NYSE Technology 1,891.73 -.68%
- Transports 11,070.90 -.16%
- Utilities 725.50 -.45%
- Bloomberg European Bank/Financial Services 87.63 -2.17%
- MSCI Emerging Markets 43.38 -1.33%
- HFRX Equity Hedge 1,280.60 -.05%
- HFRX Equity Market Neutral 1,004.27 +.13%
Sentiment/Internals
- NYSE Cumulative A/D Line 329,619 +.39%
- Bloomberg New Highs-Lows Index 74 +181
- Bloomberg Crude Oil % Bulls 25.0 -33.3%
- CFTC Oil Net Speculative Position 613,400 +.48%
- CFTC Oil Total Open Interest 2,349,169 -.50%
- Total Put/Call 1.20 +33.3%
- OEX Put/Call .39 -73.65%
- ISE Sentiment 89.0 -34.1%
- NYSE Arms 1.57 +116.43%
- Volatility(VIX) 13.40 +15.03%
- S&P 500 Implied Correlation 32.96 +7.05%
- G7 Currency Volatility (VXY) 8.01 +8.83%
- Emerging Markets Currency Volatility (EM-VXY) 12.16 +6.71%
- Smart Money Flow Index 16,233.99 +.55%
- ICI Money Mkt Mutual Fund Assets $2.864 Trillion +.46%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.130 Billion
- AAII % Bulls 36.4 +24.9%
- AAII % Bears 31.0 -3.3%
Futures Spot Prices
- CRB Index 191.73 -.61%
- Crude Oil 67.59 -1.47%
- Reformulated Gasoline 203.44 -1.22%
- Natural Gas 2.94 +2.84%
- Heating Oil 214.02 +.44%
- Gold 1,215.10 -.07%
- Bloomberg Base Metals Index 186.02 -.39%
- Copper 274.0 -.25%
- US No. 1 Heavy Melt Scrap Steel 341.67 USD/Metric Tonne unch.
- China Iron Ore Spot 69.40 USD/Metric Tonne +2.13%
- Lumber 413.80 -2.98%
- UBS-Bloomberg Agriculture 932.66 -1.97%
Economy
- Atlanta Fed GDPNow Forecast +4.3% -10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate .6% -40.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0471 +6.3%
- US Economic Policy Uncertainty Index 96.0 -32.4%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.18 +.25%
- Citi US Economic Surprise Index -11.90 +3.1 points
- Citi Eurozone Economic Surprise Index -32.90 -1.4 points
- Citi Emerging Markets Economic Surprise Index -2.7 +.4 point
- Fed Fund Futures imply 10.0% chance of no change, 90.0% chance of 25 basis point hike on 9/26
- US Dollar Index 96.45 +1.16%
- MSCI Emerging Markets Currency Index 1,616.32 -.15%
- Bitcoin/USD 6,410.29 -13.1%
- Euro/Yen Carry Return Index 131.17 -1.98%
- Yield Curve 26.25 -4.75 basis points
- 10-Year US Treasury Yield 2.86% -9.0 basis points
- Federal Reserve's Balance Sheet $4.219 Trillion +.06%
- U.S. Sovereign Debt Credit Default Swap 19.49 -5.65%
- Illinois Municipal Debt Credit Default Swap 201.62 +3.54%
- Italian/German 10Y Yld Spread 267.75 +15.75 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 10.47 -3.01%
- Emerging Markets Sovereign Debt CDS Index 105.47 +34.34%
- Israel Sovereign Debt Credit Default Swap 69.85 +1.82%
- South Korea Sovereign Debt Credit Default Swap 42.02 -.4%
- Russia Sovereign Debt Credit Default Swap 170.98 +24.82%
- iBoxx Offshore RMB China Corporate High Yield Index 150.82 +.42%
- 10-Year TIPS Spread 2.10% -2.0 basis points
- TED Spread 30.25 -3.75 basis points
- 2-Year Swap Spread 19.25 -3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -11.75 -5.25 basis points
- N. America Investment Grade Credit Default Swap Index 61.03 +2.80%
- America Energy Sector High-Yield Credit Default Swap Index 370.0 +1.66%
- European Financial Sector Credit Default Swap Index 84.53 +7.89%
- Emerging Markets Credit Default Swap Index 197.84 +16.67%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.670 Trillion +.02%
- Commercial Paper Outstanding 1,072.10 +.5%
- 4-Week Moving Average of Jobless Claims 214,250 -250
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.59% -1.0 basis point
- Weekly Mortgage Applications 342.50 -3.0%
- Bloomberg Consumer Comfort 59.3 +.7 point
- Weekly Retail Sales +4.20% +50.0 basis points
- Nationwide Gas $2.87/gallon unch.
- Baltic Dry Index 1,694.0 -4.46%
- China (Export) Containerized Freight Index 823.77 +.32%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
- Rail Freight Carloads 291,088 +1.1%
Best Performing Style
- Small-Cap Growth +1.8%
Worst Performing Style
- Large-Cap Value -.4%
Leading Sectors
- Telecom +4.4%
- Retail +2.7%
- Internet +2.4%
- Software +1.7%
- Homebuilding +1.7%
Lagging Sectors
- Oil Service -1.6%
- Gold and Silver -2.7%
- Foods -3.1%
- Steel -5.0%
- Tobacco -5.4%
Weekly High-Volume Stock Gainers (30)
- TTD, OSTK, WOW, OLED, CDNA, RUTH, DDD, BXC, PLNT, IONS, APPN, AAOI, ANGI, IAC, ETSY, MPAA, YELP, EPAY, ROKU, HDP, ACXM, PCTY, TISI, ALTR, CBAY, AGS, MTCH, W, SGRY and VRS
Weekly High-Volume Stock Losers (15)
- ZG, Z, RLGY, SCHN, CY, NEO, OMI, PBYI, GSKY, LJPC, PTLA, RUN, FOSL, OMER and RDFN
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