Indices
- DJIA 26,140.50 +.79%
- NASDAQ 8,012.58 +1.32%
- Russell 2000 1,724.08 +.53%
- S&P 500 High Beta 44.89 +1.79%
- Goldman 50 Most Shorted 173.09 +1.89%
- Wilshire 5000 30,183.10 +1.07%
- Russell 1000 Growth 1,558.64 +1.45%
- Russell 1000 Value 1,250.81 +.76%
- S&P 500 Consumer Staples 560.07 +.54%
- Vanda Cyclicals-Defensives 1.6518 +1.31%
- NYSE Technology 1,900.11 +2.02%
- Transports 11,567.70 +1.97%
- Utilities 736.65 +.28%
- Bloomberg European Bank/Financial Services 84.86 +1.36%
- MSCI Emerging Markets 42.11 +.72%
- HFRX Equity Hedge 1,257.13 -.12%
- HFRX Equity Market Neutral 1,005.49 +.31%
Sentiment/Internals
- NYSE Cumulative A/D Line 332,672 +.17%
- Bloomberg New Highs-Lows Index 106 +292
- Bloomberg Crude Oil % Bulls 45.83 +70.3%
- CFTC Oil Net Speculative Position 565,730 +2.8%
- CFTC Oil Total Open Interest 2,303,047 +2.77%
- Total Put/Call .78 -31.9%
- OEX Put/Call .30 -47.46%
- ISE Sentiment 119.0 +2.69%
- NYSE Arms .84 +15.71%
- Volatility(VIX) 12.05 -19.1%
- S&P 500 Implied Correlation 34.93 -11.03%
- G7 Currency Volatility (VXY) 7.63 -3.17%
- Emerging Markets Currency Volatility (EM-VXY) 11.97 -7.1%
- Smart Money Flow Index 16,366.05 -.21%
- ICI Money Mkt Mutual Fund Assets $2.881 Trillion +.01%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$7.001 Billion
- AAII % Bulls 32.1 -24.0%
- AAII % Bears 32.8 +24.9%
Futures Spot Prices
- CRB Index 190.36 +.06%
- Crude Oil 68.96 +1.61%
- Reformulated Gasoline 197.22 -.16%
- Natural Gas 2.76 -.40%
- Heating Oil 221.03 -.47%
- Gold 1,195.30 -.08%
- Bloomberg Base Metals Index 179.74 +.08%
- Copper 262.10 +.13%
- US No. 1 Heavy Melt Scrap Steel 321.67 USD/Metric Tonne unch.
- China Iron Ore Spot 68.92 USD/Metric Tonne +1.37%
- Lumber 370.0 -3.27%
- UBS-Bloomberg Agriculture 909.44 -.77%
Economy
- Atlanta Fed GDPNow Forecast +4.43% +7.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 0.0% +20.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index .1936 -4.25%
- US Economic Policy Uncertainty Index 74.69 -10.1%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.06 +.26%
- Citi US Economic Surprise Index -8.50 -4.9 points
- Citi Eurozone Economic Surprise Index -13.60 -17.5 points
- Citi Emerging Markets Economic Surprise Index -10.6 -4.3 points
- Fed Fund Futures imply 2.5% chance of no change, 97.5% chance of 25 basis point hike on 9/26
- US Dollar Index 94.92 -.44%
- MSCI Emerging Markets Currency Index 1,586.75 +.11%
- Bitcoin/USD 6,474.01 -.9%
- Euro/Yen Carry Return Index 135.51 +1.66%
- Yield Curve 20.75 -3.0 basis points
- 10-Year US Treasury Yield 2.98% +4.0 basis points
- Federal Reserve's Balance Sheet $4.171 Trillion +.06%
- U.S. Sovereign Debt Credit Default Swap 20.47 -2.38%
- Illinois Municipal Debt Credit Default Swap 189.86 -.03%
- Italian/German 10Y Yld Spread 253.25 -11.5 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 12.10 -3.44%
- Emerging Markets Sovereign Debt CDS Index 126.29 -22.5%
- Israel Sovereign Debt Credit Default Swap 75.03 +7.74%
- South Korea Sovereign Debt Credit Default Swap 38.17 -4.56%
- Russia Sovereign Debt Credit Default Swap 164.45 -7.79%
- iBoxx Offshore RMB China Corporate High Yield Index 151.18 -.15%
- 10-Year TIPS Spread 2.11% unch.
- TED Spread 19.0 -.75 basis point
- 2-Year Swap Spread 17.50 -1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -14.0 -1.75 basis points
- N. America Investment Grade Credit Default Swap Index 55.51 -7.3%
- America Energy Sector High-Yield Credit Default Swap Index 400.0 -4.58%
- European Financial Sector Credit Default Swap Index 68.36 -9.95%
- Emerging Markets Credit Default Swap Index 206.73 -8.78%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.840 Trillion +3.68%
- Commercial Paper Outstanding 1,067.10 +.10%
- 4-Week Moving Average of Jobless Claims 208,000 -1,500
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.60% +6.0 basis points
- Weekly Mortgage Applications 337.40 -1.78%
- Bloomberg Consumer Comfort 59.0 +1.0 point
- Weekly Retail Sales +6.30% +110.0 basis points
- Nationwide Gas $2.85/gallon unch.
- Baltic Dry Index 1,382.0 -7.25%
- China (Export) Containerized Freight Index 856.06 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
- Rail Freight Carloads 248,915 -13.43%
Best Performing Style
- Mid-Cap Growth +1.4%
Worst Performing Style
- Small-Cap Value +.1%
Leading Sectors
- Software +3.6%
- Telecom +3.6%
- Oil Service +3.1%
- Medical Equipment +2.8%
- Gaming +2.4%
Lagging Sectors
- Education -.4%
- Paper -.7%
- REITs -.9%
- Restaurants -1.4%
- Banks -2.2%
Weekly High-Volume Stock Gainers (7)
- AMD, PI, HDP, BRC, AVAV, PUMP and GDOT
Weekly High-Volume Stock Losers (6)
- RRR, PVTL, NVRO, PGTI, NTRA and WAB
Weekly Charts
ETFs
Stocks
*5-Day Change
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