Indices
- DJIA 25,221.60 -5.11%
- NASDAQ 7,463.18 -4.82%
- Russell 2000 1,539.11 -5.96%
- S&P 500 High Beta 41.11 -6.69%
- Goldman 50 Most Shorted 155.54 -5.34%
- Wilshire 5000 28,392.10 -5.76%
- Russell 1000 Growth 1,460.90 -5.0%
- Russell 1000 Value 1,247.28 -5.12%
- S&P 500 Consumer Staples 538.27 -2.56%
- Vanda Cyclicals-Defensives 1.5991 -6.49%
- NYSE Technology 1,751.35 -5.4%
- Transports 10,449.70 -7.1%
- Utilities 721.38 -1.87%
- Bloomberg European Bank/Financial Services 81.36 -3.3%
- MSCI Emerging Markets 40.18 -2.27%
- HFRX Equity Hedge 1,217.36 -1.88%
- HFRX Equity Market Neutral 993.63 -.93%
Sentiment/Internals
- NYSE Cumulative A/D Line 321,882 -2.04%
- Bloomberg New Highs-Lows Index -1,499 -977
- Bloomberg Crude Oil % Bulls 32.0 -24.6%
- CFTC Oil Net Speculative Position 548,909 -2.0%
- CFTC Oil Total Open Interest 2,245,589 +.89%
- Total Put/Call 1.18 -.84%
- OEX Put/Call .66 -70.93%
- ISE Sentiment 82.0 +7.79%
- NYSE Arms .91 +79.6%
- Volatility(VIX) 25.4 +77.0%
- S&P 500 Implied Correlation 42.1 +27.3%
- G7 Currency Volatility (VXY) 7.56 unch.
- Emerging Markets Currency Volatility (EM-VXY) 10.49 -4.6%
- Smart Money Flow Index 14,833.60 -8.38%
- ICI Money Mkt Mutual Fund Assets $2.888 Trillion +.56%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.808 Billion
- AAII % Bulls 30.6 -33.0%
- AAII % Bears 35.5 +41.2%
Futures Spot Prices
- CRB Index 197.94 -.50%
- Crude Oil 71.38 -4.28%
- Reformulated Gasoline 194.12 -7.18%
- Natural Gas 3.16 +.63%
- Heating Oil 232.20 -3.11%
- Gold 1,223.0 +1.37%
- Bloomberg Base Metals Index 188.23 +.35%
- Copper 281.0 +1.85%
- US No. 1 Heavy Melt Scrap Steel 326.0 USD/Metric Tonne unch.
- China Iron Ore Spot 69.82 USD/Metric Tonne +2.7%
- Lumber 321.0 -8.42%
- UBS-Bloomberg Agriculture 954.45 +1.8%
Economy
- Atlanta Fed GDPNow Forecast +4.2% +12.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 0.6% +10.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.0323 +2.71%
- US Economic Policy Uncertainty Index 67.94 -65.0%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.85 +.16%
- Citi US Economic Surprise Index -.7 -7.1 points
- Citi Eurozone Economic Surprise Index -27.80 +1.5 points
- Citi Emerging Markets Economic Surprise Index -8.10 +4.0 points
- Fed Fund Futures imply 98.0% chance of no change, 2.0% chance of 25 basis point hike on 11/8
- US Dollar Index 95.27 -.33%
- MSCI Emerging Markets Currency Index 1,586.36 -.24%
- Bitcoin/USD 6,197.33 -4.96%
- Euro/Yen Carry Return Index 134.70 -1.22%
- Yield Curve 30.5 -4.25 basis points
- 10-Year US Treasury Yield 3.14% -10.0 basis points
- Federal Reserve's Balance Sheet $4.138 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 20.55 unch.
- Illinois Municipal Debt Credit Default Swap 206.61 +3.02%
- Italian/German 10Y Yld Spread 308.0 +23.0 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 9.81 +.06%
- Emerging Markets Sovereign Debt CDS Index 96.36 -.23%
- Israel Sovereign Debt Credit Default Swap 69.59 -1.89%
- South Korea Sovereign Debt Credit Default Swap 39.46 +.34%
- Russia Sovereign Debt Credit Default Swap 153.15 +1.73%
- iBoxx Offshore RMB China Corporate High Yield Index 150.32 -.24%
- 10-Year TIPS Spread 2.12% -6.0 basis points
- TED Spread 17.0 -2.75 basis points
- 2-Year Swap Spread 19.0 +2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -47.25 -8.0 basis points
- N. America Investment Grade Credit Default Swap Index 64.64 +3.4%
- America Energy Sector High-Yield Credit Default Swap Index 403.0 +3.97%
- European Financial Sector Credit Default Swap Index 92.79 +6.57%
- Emerging Markets Credit Default Swap Index 207.02 -2.42%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.691 Trillion -.61%
- Commercial Paper Outstanding 1,102.10 +.2%
- 4-Week Moving Average of Jobless Claims 209,500 +3,000
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.90% +19.0 basis points
- Weekly Mortgage Applications 346.70 -1.67%
- Bloomberg Consumer Comfort 59.5 -2.1 points
- Weekly Retail Sales +5.90%+10.0 basis points
- Nationwide Gas $2.91/gallon unch.
- Baltic Dry Index 1,515.0 -1.37%
- China (Export) Containerized Freight Index 833.64 -2.34%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
- Rail Freight Carloads 284,604 -5.01%
Best Performing Style
- Large-Cap Growth -4.7%
Worst Performing Style
- Small-Cap Growth -6.2%
Leading Sectors
- Tobacco +8.7%
- Gold & Silver +5.3%
- Restaurants -1.6%
- Utilities -2.0%
- Steel -2.2%
Lagging Sectors
- Banks -7.1%
- Road & Rail -7.1%
- Robotics -7.3%
- Construction -7.3%
- Papers -7.8%
Weekly High-Volume Stock Gainers (2)
- SGH and PYX
Weekly High-Volume Stock Losers (38)
- HTH, USB, FOE, CMA, STI, ZION, MDR, FCX, HBAN, PMT, KEY, ACHC, CFG, PNFP, RF, CBSH, CFR, PETS, BPOP, WTFC, BXS, LTXB, HOMB, GWB, PB, HWC, FMBI, CHFC, TRMK, FNB, STL, VLY, CNSL, FFWM, KMPR, PNC, MNTA and WNC
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