Indices
- DJIA 29,316.81 +1.76%
- NASDAQ 9,362.61 +2.06%
- Russell 2000 1,701.25 +2.67%
- S&P 500 High Beta 48.03 +1.78%
- Goldman 50 Most Shorted 159.67 +3.3%
- Wilshire 5000 33,986.82 +1.9%
- Russell 1000 Growth 1,852.53 +2.13%
- Russell 1000 Value 1,364.23 +1.61%
- S&P 500 Consumer Staples 656.63 +1.96%
- MSCI Cyclicals-Defensives Spread 1,132.94 +.22%
- NYSE Technology 2,279.27 +2.16%
- Transports 11,285.44 +2.78%
- Utilities 907.27 +3.82%
- Bloomberg European Bank/Financial Services 77.47 -1.05%
- MSCI Emerging Markets 46.07 +1.47%
- HFRX Equity Hedge 1,281.08 +.55%
- HFRX Equity Market Neutral 946.69 -.53%
Sentiment/Internals
- NYSE Cumulative A/D Line 401,461 +1.06%
- Bloomberg New Highs-Lows Index 1,280 +543
- Bloomberg Crude Oil % Bulls 30.77 -16.1%
- CFTC Oil Net Speculative Position 567,272 +2.24%
- CFTC Oil Total Open Interest 2,244,930 +4.63%
- Total Put/Call .64 -25.6%
- OEX Put/Call 2.27 +13.2%
- ISE Sentiment 91.0 unch.
- NYSE Arms 1.08 -14.7%
- Volatility(VIX) 12.16 -3.2%
- S&P 500 Implied Correlation 37.58 -8.85%
- G7 Currency Volatility (VXY) 4.94 -3.7%
- Emerging Markets Currency Volatility (EM-VXY) 6.01 -6.09%
- Smart Money Flow Index 15,643.51 -.27%
- ICI Money Mkt Mutual Fund Assets $3.630 Trillion -.2%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$13.141 Billion
- AAII % Bulls 41.8 +26.5%
- AAII % Bears 27.5 -8.0%
Futures Spot Prices
- CRB Index 182.68 -.77%
- Crude Oil 58.34 -1.1%
- Reformulated Gasoline 164.07 -.98%
- Natural Gas 2.0 -8.97%
- Heating Oil 185.53 -3.93%
- Gold 1,560.80 -.28%
- Bloomberg Base Metals Index 180.03 +1.71%
- Copper 284.60 +1.51%
- US No. 1 Heavy Melt Scrap Steel 293.0 USD/Metric Tonne -2.01%
- China Iron Ore Spot 90.90 USD/Metric Tonne -2.38%
- Lumber 436.20 +4.64%
- UBS-Bloomberg Agriculture 910.84 +.08%
Economy
- Atlanta Fed GDPNow Forecast +1.79% -48.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +4.4% +110.0 basis points
- Bloomberg US Recession Probability Next 12 Months 30.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.1095+10.7%
- US Economic Policy Uncertainty Index 68.9 -56.4%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 177.25 +.42%
- Citi US Economic Surprise Index 10.6 +10.1 points
- Citi Eurozone Economic Surprise Index 39.7 -3.6 points
- Citi Emerging Markets Economic Surprise Index 2.2 +8.2 points
- Fed Fund Futures imply 84.5% chance of no change, 0.0% chance of rate cut on 1/29
- US Dollar Index 97.62 +.27%
- MSCI Emerging Markets Currency Index 1,668.15 +.01%
- Bitcoin/USD 8,886.95 +10.2%
- Euro/Yen Carry Return Index 126.79 +.36%
- Yield Curve 27.0 +2.0 basis points
- 10-Year US Treasury Yield 1.83% +1.0 basis point
- Federal Reserve's Balance Sheet $4.137 Trillion +.64%
- U.S. Sovereign Debt Credit Default Swap 14.56 -1.89%
- Illinois Municipal Debt Credit Default Swap 161.99 -.02%
- Italian/German 10Y Yld Spread 159.0 +7.0 basis points
- China Sovereign Debt Credit Default Swap 29.72 -6.62%
- Brazil Sovereign Debt Credit Default Swap 97.35 -.65%
- Israel Sovereign Debt Credit Default Swap 44.66 -13.89%
- South Korea Sovereign Debt Credit Default Swap 20.49 -6.94%
- Russia Sovereign Debt Credit Default Swap 59.52 +1.04%
- iBoxx Offshore RMB China Corporate High Yield Index 169.11 +.28%
- 10-Year TIPS Spread 1.75% -1.0 basis point
- TED Spread 27.0 -4.75 basis points
- 2-Year Swap Spread 8.25 +1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -2.75 unch.
- N. America Investment Grade Credit Default Swap Index 43.82 -.7%
- America Energy Sector High-Yield Credit Default Swap Index 548.0 +2.87%
- European Financial Sector Credit Default Swap Index 50.84 +.86%
- Emerging Markets Credit Default Swap Index 178.59 -.97%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.951 Trillion -.82%
- Commercial Paper Outstanding 1,121.30 -.4%
- 4-Week Moving Average of Jobless Claims 216,250 -7,750
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 3.65% +1.0 basis point
- Weekly Mortgage Applications 613.60 +30.2%
- Bloomberg Consumer Comfort 66.0 +.9 point
- Weekly Retail Sales +5.0% -110.0 basis points
- Nationwide Gas $2.56/gallon -.04/gallon
- Baltic Dry Index 768.0 -.78%
- China (Export) Containerized Freight Index 964.95 +4.09%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 -23.1%
- Rail Freight Carloads 262,505 +32.3%
Best Performing Style
- Small-Cap Growth +3.2%
Worst Performing Style
- Large-Cap Value +1.6%
Leading Sectors
- Alt Energy +6.5%
- Homebuilding +5.4%
- Gaming +4.3%
- Road & Rail +4.0%
- Utilities +3.6%
Lagging Sectors
- Coal -.1%
- Banks -.3%
- Energy -1.8%
- Shipping -2.0%
- Oil Service -2.3%
Weekly High-Volume Stock Gainers (24)
- FTSV, PLAY, ALEC, PRNB, CCC, PRGS, PRVB, KRTX, QCOM, CCXI, RUN, TRHC, YETI, BL, SNAP, MIDD, FATE, FHN, IBKC, EPZM, KSU, CTL, MGP and GH
Weekly High-Volume Stock Losers (1)
- CODI
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