Indices
- DJIA 25,439.10 -2.05%
- NASDAQ 7,262.99 -1.86%
- Russell 2000 1,528.03 -1.60%
- S&P 500 High Beta 39.62 -2.06%
- Goldman 50 Most Shorted 154.13 -1.55%
- Wilshire 5000 28,190.0 -2.36%
- Russell 1000 Growth 1,427.11 -2.22%
- Russell 1000 Value 1,205.90 -.8%
- S&P 500 Consumer Staples 574.18 -1.65%
- MSCI Cyclicals-Defensives Spread 1,008.32 +.32%
- NYSE Technology 1,692.03 -1.49%
- Transports 10,606.60 -.98%
- Utilities 728.95 -1.14%
- Bloomberg European Bank/Financial Services 78.03 -2.96%
- MSCI Emerging Markets 40.59 +1.14%
- HFRX Equity Hedge 1,194.41 -2.02%
- HFRX Equity Market Neutral 989.16 -.51%
Sentiment/Internals
- NYSE Cumulative A/D Line 322,653 -.55%
- Bloomberg New Highs-Lows Index -642 -520
- Bloomberg Crude Oil % Bulls 52.4 +17.88%
- CFTC Oil Net Speculative Position 403,783 -6.67%
- CFTC Oil Total Open Interest 2,075,239 -.85%
- Total Put/Call .93 -14.7%
- OEX Put/Call .90 +95.7%
- ISE Sentiment 178.0 +147.2%
- NYSE Arms .91 -38.7%
- Volatility(VIX) 18.6 +11.4%
- S&P 500 Implied Correlation 41.53 +11.7%
- G7 Currency Volatility (VXY) 8.16 +6.67%
- Emerging Markets Currency Volatility (EM-VXY) 10.07 +1.0%
- Smart Money Flow Index 13,289.50 -4.11%
- ICI Money Mkt Mutual Fund Assets $2.920 Trillion +.42%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$3.972 Billion
- AAII % Bulls 35.1 -15.0%
- AAII % Bears 36.0 +15.3%
Futures Spot Prices
- CRB Index 187.29 -1.28%
- Crude Oil 56.79 -5.48%
- Reformulated Gasoline 157.88 -2.52%
- Natural Gas 4.31 +11.9%
- Heating Oil 207.87 -3.72%
- Gold 1,222.0 +.96%
- Bloomberg Base Metals Index 181.17 +.32%
- Copper 279.35 +4.1%
- US No. 1 Heavy Melt Scrap Steel 331.0 USD/Metric Tonne -2.93%%
- China Iron Ore Spot 72.25 USD/Metric Tonne +.49%
- Lumber 351.40 -1.29%
- UBS-Bloomberg Agriculture 934.83 -.44%
Economy
- Atlanta Fed GDPNow Forecast +2.76% -14.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate -3.0% -40.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0%unch.
- Philly Fed ADS Real-Time Business Conditions Index .0174 +1.75%
- US Economic Policy Uncertainty Index 160.20 +144.50%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.59 +.12%
- Citi US Economic Surprise Index 14.0 +4.0 points
- Citi Eurozone Economic Surprise Index -55.50 +.3 point
- Citi Emerging Markets Economic Surprise Index -9.2 -3.0 points
- Fed Fund Futures imply 29.1% chance of no change, 70.9% chance of 25 basis point hike on 12/19
- US Dollar Index 96.50 -.43%
- MSCI Emerging Markets Currency Index 1,598.78 +.15%
- Bitcoin/USD 5,534.06 -12.6%
- Euro/Yen Carry Return Index 133.79 -.24%
- Yield Curve 26.25 +.25 basis point
- 10-Year US Treasury Yield 3.08% -10.0 basis points
- Federal Reserve's Balance Sheet $4.107 Trillion +.10%
- U.S. Sovereign Debt Credit Default Swap 21.36 +.1%
- Illinois Municipal Debt Credit Default Swap 206.32 -.03%
- Italian/German 10Y Yld Spread 312.5 +12.75 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 10.13 +5.96%
- Emerging Markets Sovereign Debt CDS Index 86.14 -.1%
- Israel Sovereign Debt Credit Default Swap 72.05 +3.4%
- South Korea Sovereign Debt Credit Default Swap 42.82 +4.8%
- Russia Sovereign Debt Credit Default Swap 151.74 -.83%
- iBoxx Offshore RMB China Corporate High Yield Index 146.76 +1.05%
- 10-Year TIPS Spread 2.03% -2.0 basis points
- TED Spread 26.0 +.25 basis point
- 2-Year Swap Spread 20.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -35.5 +9.75 basis points
- N. America Investment Grade Credit Default Swap Index 66.27 +13.2%
- America Energy Sector High-Yield Credit Default Swap Index 659.0 +16.3%
- European Financial Sector Credit Default Swap Index 99.29 +13.0%
- Emerging Markets Credit Default Swap Index 201.69 +4.68%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.709 Trillion -.94%
- Commercial Paper Outstanding 1,084.20 unch.
- 4-Week Moving Average of Jobless Claims 215,250 +1,500
- Continuing Claims Unemployment Rate 1.1% unch.
- Average 30-Year Mortgage Rate 4.94% unch.
- Weekly Mortgage Applications 316.70 -3.21%
- Bloomberg Consumer Comfort 60.5 -.8 point
- Weekly Retail Sales +6.10% +20.0 basis points
- Nationwide Gas $2.65/gallon -.07/gallon
- Baltic Dry Index 1,020.0 -11.07%
- China (Export) Containerized Freight Index 866.58 +1.43%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
- Rail Freight Carloads 285,361 -1.51%
Best Performing Style
- Large-Cap Value -1.0%
Worst Performing Style
- Large-Cap Growth -2.7%
Leading Sectors
- Gold & Silver +3.3%
- Gaming +2.9%
- Paper +2.5%
- Steel +1.9%
- Road & Rail +1.2%
Lagging Sectors
- Disk Drives -3.7%
- Construction -4.0%
- Retail -4.9%
- Tobacco -5.9%
- Oil Service -6.7%
Weekly High-Volume Stock Gainers (5)
- SONO, RARX, BABY, ARNA and AMED
Weekly High-Volume Stock Losers (19)
- HIIQ, BURL, FB, NSP, DVN, GRUB, CG, MDGL, MDCO, SNH, NFX, QNST, TROX, BBBY, SGMS, WSM, JWN, ACHC and NVDA
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