Indices
- DJIA 25,842.51 +1.66%
- NASDAQ 7,688.78 +4.01%
- Russell 2000 1,557.30 +2.62%
- S&P 500 High Beta 41.58 +4.05%
- Goldman 50 Most Shorted 158.99 +2.28%
- Wilshire 5000 29,107.71 +2.92%
- Russell 1000 Growth 1,505.33 +3.42%
- Russell 1000 Value 1,220.42 +2.62%
- S&P 500 Consumer Staples 567.25 +2.40%
- MSCI Cyclicals-Defensives Spread 1,050.25 -.14%
- NYSE Technology 1,852.41 +4.20%
- Transports 10,309.57 +2.30%
- Utilities 780.56 +2.06%
- Bloomberg European Bank/Financial Services 78.61 +3.59%
- MSCI Emerging Markets 42.91 +2.57%
- HFRX Equity Hedge 1,219.65 +1.12%
- HFRX Equity Market Neutral 970.24 +.23%
Sentiment/Internals
- NYSE Cumulative A/D Line 341,745 +1.0%
- Bloomberg New Highs-Lows Index -92 +224
- Bloomberg Crude Oil % Bulls 57.90 +84.2%
- CFTC Oil Net Speculative Position 348,801 +6.45%
- CFTC Oil Total Open Interest 2,067,851 +2.07%
- Total Put/Call .80 -20.62%
- OEX Put/Call 3.06 +927.92%
- ISE Sentiment 78.0 unch.
- NYSE Arms 1.32 +10.68%
- Volatility(VIX) 12.88 -20.75%
- S&P 500 Implied Correlation 38.72 -10.55%
- G7 Currency Volatility (VXY) 6.45 -7.33%
- Emerging Markets Currency Volatility (EM-VXY) 7.89 -4.13%
- Smart Money Flow Index 13,799.91 +2.91%
- ICI Money Mkt Mutual Fund Assets $3.112 Trillion -.02%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.640 Billion
- AAII % Bulls 32.4 -13.3%
- AAII % Bears 31.1 +16.1%
Futures Spot Prices
- CRB Index 183.87 +1.77%
- Crude Oil 58.41 +4.46%
- Reformulated Gasoline 184.58 +3.28%
- Natural Gas 2.80 -1.85%
- Heating Oil 196.44 -1.30%
- Gold 1,301.80 +.30%
- Bloomberg Base Metals Index 187.81 +.68%
- Copper 290.75 +.34%
- US No. 1 Heavy Melt Scrap Steel 327.0 USD/Metric Tonne unch.
- China Iron Ore Spot 85.11 USD/Metric Tonne +5.16%
- Lumber 389.80 -1.71%
- UBS-Bloomberg Agriculture 905.27 +1.86%
Economy
- Atlanta Fed GDPNow Forecast +.38% -14.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate -2.90% +80.0 basis points
- Bloomberg US Recession Probability Next 12 Months 25.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.3488 +5.47%
- US Economic Policy Uncertainty Index 86.15 -39.16%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.75 +.20%
- Citi US Economic Surprise Index -36.20 +5.9 points
- Citi Eurozone Economic Surprise Index -34.10 +15.4 points
- Citi Emerging Markets Economic Surprise Index -28.50 -3.4 points
- Fed Fund Futures imply 97.7% chance of no change, 0.0% chance of 25 basis point hike on 3/20
- US Dollar Index 96.59 -.79%
- MSCI Emerging Markets Currency Index 1,640.78 +.34%
- Bitcoin/USD 3,899.41 +.81%
- Euro/Yen Carry Return Index 131.13 +1.02%
- Yield Curve 15.25 -1.75 basis points
- 10-Year US Treasury Yield 2.6% -2.0 basis points
- Federal Reserve's Balance Sheet $3.933 Trillion +.07%
- U.S. Sovereign Debt Credit Default Swap 17.84 +10.74%
- Illinois Municipal Debt Credit Default Swap 194.74 -.03%
- Italian/German 10Y Yld Spread 241.25 -2.25 basis points
- China Sovereign Debt Credit Default Swap 50.25 -2.09%
- Emerging Markets Sovereign Debt CDS Index 47.98 -8.3%
- Israel Sovereign Debt Credit Default Swap 62.50 -1.7%
- South Korea Sovereign Debt Credit Default Swap 29.74 -4.44%
- Russia Sovereign Debt Credit Default Swap 126.57 -2.03%
- iBoxx Offshore RMB China Corporate High Yield Index 159.86 +.42%
- 10-Year TIPS Spread 1.95% +5.0 basis points
- TED Spread 18.0 +2.5 basis points
- 2-Year Swap Spread 11.5 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -7.75 +3.5 basis point
- N. America Investment Grade Credit Default Swap Index 57.94 -9.15%
- America Energy Sector High-Yield Credit Default Swap Index 512.0 -3.53%
- European Financial Sector Credit Default Swap Index 71.66 -7.42%
- Emerging Markets Credit Default Swap Index 167.75 -4.7%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.767 Trillion +.92%
- Commercial Paper Outstanding 1,067.70 -.50%
- 4-Week Moving Average of Jobless Claims 223,750 -2,500
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.31% -10.0 basis points
- Weekly Mortgage Applications 384.0 +2.32%
- Bloomberg Consumer Comfort 60.80 -1.3 points
- Weekly Retail Sales +4.4% -40.0 basis points
- Nationwide Gas $2.53/gallon +.07/gallon
- Baltic Dry Index 677.0 +13.2%
- China (Export) Containerized Freight Index 821.04 -1.14%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
- Rail Freight Carloads 270,854 -2.44%
Best Performing Style
- Large-Cap Growth +3.4%
Worst Performing Style
- Small-Cap Value +2.3%
Leading Sectors
- Oil Service +6.4%
- Semis +5.6%
- Biotech +5.0%
- Computer Hardware +4.8%
- Healthcare Providers +4.2%
Lagging Sectors
- Industrials +.1%
- Papers unch.
- Defense -.6%
- Gold & Silver -.8%
- Gaming -1.6%
Weekly High-Volume Stock Gainers (15)
- SYNH, CURO, ULTA, VYGR, DOMO, NANO, CREE, MKSI, IRDM, PEN, LRCX, NX, RCKT, YETI and MRCY
Weekly High-Volume Stock Losers (3)
- TEN, MBUU and AVAV
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment