Indices
- DJIA 23,185.62 -10.4%
- NASDAQ 7,874.87 -8.2%
- Russell 2000 1,210.14 -16.5%
- S&P 500 High Beta 31.76 -16.4%
- Goldman 50 Most Shorted 100.29 -13.6%
- Wilshire 5000 27,288.33 -9.87%
- Russell 1000 Growth 1,572.33 -7.45%
- Russell 1000 Value 1,046.62 -11.6%
- S&P 500 Consumer Staples 582.16 -7.93%
- MSCI Cyclicals-Defensives Spread 1,101.56 -.7%
- NYSE Technology 1,952.27 -8.81%
- Transports 7,939.40 -11.35%
- Utilities 762.60 -15.43%
- Bloomberg European Bank/Financial Services 48.97 -20.8%
- MSCI Emerging Markets 36.74 -1.98%
- HFRX Equity Hedge 1,152.01 -4.2%
- HFRX Equity Market Neutral 905.18 -1.64%
Sentiment/Internals
- NYSE Cumulative A/D Line 382,633 -1.72%
- Bloomberg New Highs-Lows Index -6,720 -5,727
- Bloomberg Crude Oil Net % Bulls 23.3 unch.
- CFTC Oil Net Speculative Position 388,369 -9.99%
- CFTC Oil Total Open Interest 2,196,089 +.75%
- Total Put/Call 1.26 +5.88%
- OEX Put/Call 1.17 +15.31%
- ISE Sentiment 72.0 -4
- NYSE Arms .38 -68.1%
- Volatility(VIX) 57.83 +37.9%
- S&P 500 Implied Correlation 83.15 +48.1%
- G7 Currency Volatility (VXY) 11.70 +38.63%
- Emerging Markets Currency Volatility (EM-VXY) 12.45 +44.77%
- Smart Money Flow Index 13,668.65 -6.72%
- ICI Money Mkt Mutual Fund Assets $3.777 Trillion +2.55%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$13.794 Billion
- AAII % Bulls 29.7 -23.2%
- AAII % Bears 51.3 +29.4%
Futures Spot Prices
- CRB Index 140.84 -9.63%
- Crude Oil 31.73 -23.7%
- Reformulated Gasoline 89.92 -35.4%
- Natural Gas 1.87 +7.97%
- Heating Oil 113.74 -18.27%
- Gold 1,516.70 -9.41%
- Bloomberg Base Metals Index 160.0 -1.8%
- Copper 246.40 -3.52%
- US No. 1 Heavy Melt Scrap Steel 267.0 USD/Metric Tonne -3.96%
- China Iron Ore Spot 88.95 USD/Metric Tonne +4.71%
- Lumber 343.0 -10.6%
- UBS-Bloomberg Agriculture 809.26 -4.83%
Economy
- Atlanta Fed GDPNow Forecast +3.05% unch.
- ECRI Weekly Leading Economic Index Growth Rate -.5% -170.0 basis points
- Bloomberg US Recession Probability Next 12 Months 40.0% +15.0 percentage points
- Philly Fed ADS Real-Time Business Conditions Index .0311 +7.2%
- US Economic Policy Uncertainty Index 189.40 +55.2%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.39 -.97%
- Citi US Economic Surprise Index 73.8 +4.9 points
- Citi Eurozone Economic Surprise Index 14.2 +6.0 points
- Citi Emerging Markets Economic Surprise Index -19.40 +1.5 points
- Fed Fund Futures imply 0.0% chance of no change, 67.9% chance of 100.0 basis point rate cut on 3/18
- US Dollar Index 98.75 +2.75%
- MSCI Emerging Markets Currency Index 1,597.38 -1.83%
- Bitcoin/USD 5,114.18 -44.0%
- Euro/Yen Carry Return Index 124.29 +.71%
- Yield Curve 33.0 unch.
- 10-Year US Treasury Yield .93% +18.0 basis points
- Federal Reserve's Balance Sheet $4.272 Trillion +1.67%
- U.S. Sovereign Debt Credit Default Swap 18.46 +9.62%
- Illinois Municipal Debt Credit Default Swap 166.35 +8.76%
- Italian/German 10Y Yld Spread 233.0 -54.75 basis points
- China Sovereign Debt Credit Default Swap 73.74 +41.5%
- Brazil Sovereign Debt Credit Default Swap 280.21 +95.4%
- Israel Sovereign Debt Credit Default Swap 62.02 +24.5%
- South Korea Sovereign Debt Credit Default Swap 46.52 +25.0%
- Russia Sovereign Debt Credit Default Swap 228.56 +108.3%
- iBoxx Offshore RMB China Corporate High Yield Index 171.38 -.19%
- 10-Year TIPS Spread .90% -41.0 basis point
- TED Spread 47.75 -8.0 basis points
- 2-Year Swap Spread 3.75 -8.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -63.5 -50.25 basis points
- N. America Investment Grade Credit Default Swap Index 115.64 +47.6%
- America Energy Sector High-Yield Credit Default Swap Index 1,418.0 +69.4%
- European Financial Sector Credit Default Swap Index 128.40 +39.7%
- Emerging Markets Credit Default Swap Index 357.88 +35.2%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $4.046 Trillion +1.45%
- Commercial Paper Outstanding 1,128.90 +.50%
- 4-Week Moving Average of Jobless Claims 214,000 +1,000
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 3.36% +7.0 basis points
- Weekly Mortgage Applications 1,172.10 +55.4%
- Bloomberg Consumer Comfort 62.7 -.3 point
- Weekly Retail Sales +6.0% +60.0 basis points
- Nationwide Gas $2.40/gallon -.06/gallon
- Baltic Dry Index 633.0 +2.44%
- China (Export) Containerized Freight Index 898.44 -3.78%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 160.0+133.3%
- Rail Freight Carloads 232,561 -4.34%
Best Performing Style
- Large-Cap Growth -12.7%
Worst Performing Style
- Small-Cap Value -20.7%
Leading Sectors
- Shipping -4.0%
- Drugs -9.9%
- Software -11.0%
- Video Gaming -12.0%
- Healthcare Providers -12.5%
Lagging Sectors
- Airlines -24.8%
- Homebuilding -29.2%
- Gold & Silver -30.4%
- Energy -32.5%
- Oil Service -41.5%
Weekly High-Volume Stock Gainers (5)
- DSSI, COG, PINC, INSW and FCN
Weekly High-Volume Stock Losers (28)
- VIRT, SRG, MPLX, PENN, USFD, KREF, AVGO, ZBH, AXNX, MGM, GMED, MHK, QTWO, SEAS, LGND, DKS, OMER, JBLU, INSP, ESPR, JBLU, PFSI, ESPR, GLPI, PEN, AIR, RWT, WORK and PLAY
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