Indices
- DJIA 29,033.71 -1.19%
- NASDAQ 9,329.53 -.41%
- Russell 2000 1,661.77 -2.47%
- S&P 500 High Beta 46.99 -2.27%
- Goldman 50 Most Shorted 155.78 -3.46%
- Wilshire 5000 33,699.40 -.85%
- Russell 1000 Growth 1,843.77 -.1%
- Russell 1000 Value 1,346.43 -1.02%
- S&P 500 Consumer Staples 652.95 -.22%
- MSCI Cyclicals-Defensives Spread 1,142.53 +.33%
- NYSE Technology 2,285.5 +.8%
- Transports 11,058.55 -2.55%
- Utilities 930.56 +3.34%
- Bloomberg European Bank/Financial Services 76.03 -1.86%
- MSCI Emerging Markets 44.75 -2.72%
- HFRX Equity Hedge 1,288.24 +.06%
- HFRX Equity Market Neutral 946.77 -.15%
Sentiment/Internals
- NYSE Cumulative A/D Line 401,209 -.06%
- Bloomberg New Highs-Lows Index 358 -922
- Bloomberg Crude Oil % Bulls 30.77 -16.1%
- CFTC Oil Net Speculative Position 530,312 -6.5%
- CFTC Oil Total Open Interest 2,215,893 -1.29%
- Total Put/Call 1.04 50.0%
- OEX Put/Call 3.41 -17.0%
- ISE Sentiment 55.0 -36
- NYSE Arms 1.99 +138.64%
- Volatility(VIX) 15.3 +20.0%
- S&P 500 Implied Correlation 41.44 +9.7%
- G7 Currency Volatility (VXY) 4.99 +1.01%
- Emerging Markets Currency Volatility (EM-VXY) 6.08 +2.01%
- Smart Money Flow Index 15,465.13 -1.14%
- ICI Money Mkt Mutual Fund Assets $3.633 Trillion +.1%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.519 Billion
- AAII % Bulls 45.6 +9.0%
- AAII % Bears 24.8 -10.0%
Futures Spot Prices
- CRB Index 175.75 -3.55%
- Crude Oil 54.18 -7.49%
- Reformulated Gasoline 151.35 -9.0%
- Natural Gas 1.90 -9.15%
- Heating Oil 173.31 -7.17%
- Gold 1,573.0 +1.34%
- Bloomberg Base Metals Index 173.53 -3.61%
- Copper 268.15 -5.89%
- US No. 1 Heavy Melt Scrap Steel 288.0 USD/Metric Tonne -1.71%
- China Iron Ore Spot 90.80 USD/Metric Tonne -3.71%
- Lumber 429.90 -.35%
- UBS-Bloomberg Agriculture 899.51 -.25%
Economy
- Atlanta Fed GDPNow Forecast +1.79% unch.
- ECRI Weekly Leading Economic Index Growth Rate +5.2% +80.0 basis points
- Bloomberg US Recession Probability Next 12 Months 30.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.1098 +4.9%
- US Economic Policy Uncertainty Index 228.25 +42.0%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 177.57 +.18%
- Citi US Economic Surprise Index 9.0 -1.6 points
- Citi Eurozone Economic Surprise Index 50.8 +11.1 points
- Citi Emerging Markets Economic Surprise Index 9.3 +7.1 points
- Fed Fund Futures imply 87.7% chance of no change, 0.0% chance of rate cut on 1/29
- US Dollar Index 97.86 +.23%
- MSCI Emerging Markets Currency Index 1,661.99 -.48%
- Bitcoin/USD 8,481.88 -4.93%
- Euro/Yen Carry Return Index 125.05 -1.35%
- Yield Curve 23.0 -4.0 basis points
- 10-Year US Treasury Yield 1.68% -15.0 basis points
- Federal Reserve's Balance Sheet $4.107 Trillion -.72%
- U.S. Sovereign Debt Credit Default Swap 14.576 +1.51%
- Illinois Municipal Debt Credit Default Swap 161.96 -.02%
- Italian/German 10Y Yld Spread 156.75 -3.25 basis points
- China Sovereign Debt Credit Default Swap 36.91 +24.5%
- Brazil Sovereign Debt Credit Default Swap 11.04 +3.57%
- Israel Sovereign Debt Credit Default Swap 44.33 -.74%
- South Korea Sovereign Debt Credit Default Swap 23.19 +12.3%
- Russia Sovereign Debt Credit Default Swap 61.98 +4.06%
- iBoxx Offshore RMB China Corporate High Yield Index 169.65 +.32%
- 10-Year TIPS Spread 1.67% -8.0 basis points
- TED Spread 26.75 -.25 basis points
- 2-Year Swap Spread 5.75 -2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -4.5 -1.75 basis points
- N. America Investment Grade Credit Default Swap Index 47.2 +6.26%
- America Energy Sector High-Yield Credit Default Swap Index 607.0 +11.0%
- European Financial Sector Credit Default Swap Index 53.6 +5.53%
- Emerging Markets Credit Default Swap Index 194.27 +8.18%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.952 Trillion +.05%
- Commercial Paper Outstanding 1,115.0 -.6%
- 4-Week Moving Average of Jobless Claims 213,250 -3,000
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 3.60% -5.0 basis points
- Weekly Mortgage Applications 606.20 -1.21%
- Bloomberg Consumer Comfort 66.0 unch.
- Weekly Retail Sales +5.1% +10.0 basis points
- Nationwide Gas $2.53/gallon -.03/gallon
- Baltic Dry Index 576.0 -23.61%
- China (Export) Containerized Freight Index 965.31 +4.13%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 unch.
- Rail Freight Carloads 262,338 -.06%
Best Performing Style
- Large-Cap Growth -.1%
Worst Performing Style
- Small-Cap Value -2.8%
Leading Sectors
- Homebuilding +3.8%
- Utilities +3.3%
- Gold & Silver +1.4%
- Semis +1.0%
- Telecom +1.0%
Lagging Sectors
- Energy -5.6%
- Tobacco -6.0%
- Shipping -6.4%
- Gaming -7.7%
- Oil Service -10.2%
Weekly High-Volume Stock Gainers (6)
- EHTH, CBB, INTC, ALEC, ANET and WEX
Weekly High-Volume Stock Losers (17)
- ZGNX, CVS, MDP, CLR, WYNN, AMGN, NUS, VIAC, HRC, UAL, XNCR, USAC, AA, ARCH, OS, AMAG and HSC
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