Indices
- DJIA 24,656.90 -3.34%
- NASDAQ 7,156.09 -4.19%
- Russell 2000 1,480.62 -3.53%
- S&P 500 High Beta 37.84 -6.27%
- Goldman 50 Most Shorted 147.85 -3.84%
- Wilshire 5000 27,399.9 -4.33%
- Russell 1000 Growth 1,396.0 -3.89%
- Russell 1000 Value 1,148.94 -3.93%
- S&P 500 Consumer Staples 554.05 -1.75%
- MSCI Cyclicals-Defensives Spread 1,005.89 +1.05%
- NYSE Technology 1,663.88 -3.43%
- Transports 9,923.45 -4.93%
- Utilities 745.48 -2.87%
- Bloomberg European Bank/Financial Services 76.01 -4.19%
- MSCI Emerging Markets 38.64 -3.12%
- HFRX Equity Hedge 1,188.88 -2.42%
- HFRX Equity Market Neutral 990.83 -.55%
Sentiment/Internals
- NYSE Cumulative A/D Line 319,651 -.90%
- Bloomberg New Highs-Lows Index -959 -220
- Bloomberg Crude Oil % Bulls 26.47 -4.72%
- CFTC Oil Net Speculative Position 493,229 -6.59%
- CFTC Oil Total Open Interest 2,218,887 +.08%
- Total Put/Call 1.27 +12.39%
- OEX Put/Call .15 -87.29%
- ISE Sentiment 83.0 +7.79%
- NYSE Arms 1.03 +24.69%
- Volatility(VIX) 25.87 +29.11%
- S&P 500 Implied Correlation 46.91 +4.4%
- G7 Currency Volatility (VXY) 7.94 +3.35%
- Emerging Markets Currency Volatility (EM-VXY) 10.03 +.2%
- Smart Money Flow Index 13,662.40 -8.83%
- ICI Money Mkt Mutual Fund Assets $2.882 Trillion +.34%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$14.426 Billion
- AAII % Bulls 28.0 -17.6%
- AAII % Bears 41.0 +17.0%
Futures Spot Prices
- CRB Index 195.50 -.76%
- Crude Oil 67.56 -2.78%
- Reformulated Gasoline 182.09 -5.37%
- Natural Gas 3.19 -2.32%
- Heating Oil 230.45 -.58%
- Gold 1,237.10 +.91%
- Bloomberg Base Metals Index 183.03 -1.32%
- Copper 274.40 -1.42%
- US No. 1 Heavy Melt Scrap Steel 334.0 USD/Metric Tonne +2.14%
- China Iron Ore Spot 73.25 USD/Metric Tonne +2.05%
- Lumber 309.0 -5.96%
- UBS-Bloomberg Agriculture 955.87 -.67%
Economy
- Atlanta Fed GDPNow Forecast +3.55% -30.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate -.4% -50.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.0290 +12.4%
- US Economic Policy Uncertainty Index 26.04 -75.57%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.52 +.20%
- Citi US Economic Surprise Index -3.5 -2.8 points
- Citi Eurozone Economic Surprise Index -42.30 -13.1 points
- Citi Emerging Markets Economic Surprise Index -6.1 -2.1 points
- Fed Fund Futures imply 95.2% chance of no change, 4.8% chance of 25 basis point hike on 11/8
- US Dollar Index 96.40 +.73%
- MSCI Emerging Markets Currency Index 1,591.84 -.26%
- Bitcoin/USD 6,406.25 +.32%
- Euro/Yen Carry Return Index 132.73 -1.61%
- Yield Curve 27.25 -3.25 basis points
- 10-Year US Treasury Yield 3.08% -6.0 basis points
- Federal Reserve's Balance Sheet $4.134 Trillion -.05%
- U.S. Sovereign Debt Credit Default Swap 20.10 -1.2%
- Illinois Municipal Debt Credit Default Swap 206.49 unch.
- Italian/German 10Y Yld Spread 309.5 +7.25 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 10.25 +.5%
- Emerging Markets Sovereign Debt CDS Index 96.85 +2.8%
- Israel Sovereign Debt Credit Default Swap 69.56 unch.
- South Korea Sovereign Debt Credit Default Swap 40.62 +.9%
- Russia Sovereign Debt Credit Default Swap 148.40 -3.6%
- iBoxx Offshore RMB China Corporate High Yield Index 150.22 +.20%
- 10-Year TIPS Spread 2.07% -5.0 basis points
- TED Spread 19.25 +3.75 basis points
- 2-Year Swap Spread 20.75 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -46.25 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 70.91 +3.08%
- America Energy Sector High-Yield Credit Default Swap Index 478.0 +14.3%
- European Financial Sector Credit Default Swap Index 92.90 +1.18%
- Emerging Markets Credit Default Swap Index 203.30 +.03%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.742 Trillion +1.07%
- Commercial Paper Outstanding 1,087.80 +.5%
- 4-Week Moving Average of Jobless Claims 211,750 unch.
- Continuing Claims Unemployment Rate 1.1% -10.0 basis points
- Average 30-Year Mortgage Rate 4.86% +1.0 basis point
- Weekly Mortgage Applications 337.80 +4.87%
- Bloomberg Consumer Comfort 60.1 -.7 point
- Weekly Retail Sales +5.60% -30.0 basis points
- Nationwide Gas $2.84/gallon -.03/gallon
- Baltic Dry Index 1,516.0 -3.81%
- China (Export) Containerized Freight Index 829.24 +.08%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
- Rail Freight Carloads 289,330 +1.17%
Best Performing Style
- Large-Cap Value -4.6%
Worst Performing Style
- Small-Cap Growth -5.7%
Leading Sectors
- Papers +1.7%
- Homebuilding +.5%
- Restaurants +.01%
- REITs -1.0%
- Retail -1.4%
Lagging Sectors
- Casino Gaming -8.2%
- Video Gaming -8.4%
- Computer Hardware -8.9%
- Disk Drives -9.1%
- Oil Service -11.3%
Weekly High-Volume Stock Gainers (6)
- FII, TEN, TAL, LRN, PHM and THRM
Weekly High-Volume Stock Losers (86)
- CLF, ZEN, TRN, VMC, ARCB, FND, RJF, HA, ALGN, ON, MSCI, BLUE, FICO, PFG, EQM, NFLX, XPO, INGN, GE, MSG, SPGI, ARCB, FTV, INGN, HD, BX, SQ, MCRN, NOW, PFG, WDAY, NOV, SWK, GLIBA, NVDA, RRR, CURO, PRTY, NGL, SPLK, NTAP, ZBH, AKCA, ANDX, ATUS, DCOM, PENN, R, USAC, W, TTD, MLM, NTNX, DFS, DISH, NXGN, ENLC, MMSI, BABY, LBRDK, GRUB, NVCR, CVA, HUN, TILE, FSLR, CHTR, BGG, WWE, MCO, MAS, CONE, SIEN, PSTG, COR, LEG, POWI, AMED, CBLK, HEES, BYD, SIVB, CERN, RARE, PFPT, SGEN, ELLI, WDC and MHK
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment