Indices
- DJIA 27,110.98 +6.81%
- NASDAQ 9,814.08 +3.42%
- Russell 2000 1,507.15 +8.11%
- S&P 500 High Beta 46.0 +20.9%
- Goldman 50 Most Shorted 145.84 +11.4%
- Wilshire 5000 32,538.05 +5.27%
- Russell 1000 Growth 1,913.61 +3.22%
- Russell 1000 Value 1,206.82 +7.52%
- S&P 500 Consumer Staples 617.24 +1.89%
- MSCI Cyclicals-Defensives Spread 1,191.17 +3.47%
- NYSE Technology 2,499.34 +3.70%
- Transports 9,872.96 +10.1%
- Utilities 826.52 +2.43%
- Bloomberg European Bank/Financial Services 56.72 +16.7%
- MSCI Emerging Markets 40.86 +6.06%
- HFRX Equity Hedge 1,183.69 +1.32%
- HFRX Equity Market Neutral 896.06 +.72%
Sentiment/Internals
- NYSE Cumulative A/D Line 407,277 +2.30%
- Bloomberg New Highs-Lows Index 196 +23
- Commercial Bullish % Net Position -44.0 -1.3%
- CFTC Oil Net Speculative Position 542,574 -.19%
- CFTC Oil Total Open Interest 2,135,678 -1.07%
- Total Put/Call .65 -29.4%
- OEX Put/Call 1.17 -8.56%
- ISE Sentiment 124.0 +10.0
- NYSE Arms .58 -66.08%
- Volatility(VIX) 24.52 -10.87%
- S&P 500 Implied Correlation 61.19 +.59%
- G7 Currency Volatility (VXY) 7.05 unch.
- Emerging Markets Currency Volatility (EM-VXY) 9.48 -12.6%
- Smart Money Flow Index 16,174.95 +2.22%
- ICI Money Mkt Mutual Fund Assets $4.788 Trillion unch.
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$1.612 Million
- AAII % Bulls 34.6 +4.5%
- AAII % Bears 38.9 -7.7%
Futures Spot Prices
- CRB Index 138.98 +5.09%
- Crude Oil 39.55 +11.98%
- Reformulated Gasoline 121.36 +13.0%
- Natural Gas 1.78 -3.15%
- Heating Oil 115.06 +15.41%
- Gold 1,683 -2.81%
- Bloomberg Base Metals Index 159.0 +4.43%
- Copper 255.55 +4.63%
- US No. 1 Heavy Melt Scrap Steel 263.0 USD/Metric Tonne +5.6%
- China Iron Ore Spot 98.5 USD/Metric Tonne +1.6%
- Lumber 368.80 +1.82%
- UBS-Bloomberg Agriculture 814.96 +3.57%
Economy
- Atlanta Fed GDPNow Forecast -53.8% -13.4 percentage points
- ECRI Weekly Leading Economic Index Growth Rate -22.1% +3.0 percentage points
- Bloomberg US Recession Probability Next 12 Months 100.0% unch.
- NY Fed Real-Time Weekly Economic Index -10.08 -7.7%
- US Economic Policy Uncertainty Index 224.34 -55.1%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.67 +.53%
- Citi US Economic Surprise Index 66.30 +121.4 points
- Citi Eurozone Economic Surprise Index -215.20 +60.4 points
- Citi Emerging Markets Economic Surprise Index 41.40 +21.8 points
- Fed Fund Futures imply 92.1% chance of no change, 7.9% chance of rate hike on 6/10
- US Dollar Index 99.79 -1.5%
- MSCI Emerging Markets Currency Index 1,591.33 +1.25%
- Bitcoin/USD 9,737.08 +2.59%
- Euro/Yen Carry Return Index 128.39 +3.63%
- Yield Curve 63.0 +12.5 basis points
- 10-Year US Treasury Yield .92% +26.0 basis points
- Federal Reserve's Balance Sheet $7.126 Trillion +.95%
- U.S. Sovereign Debt Credit Default Swap 18.41 -3.28%
- Illinois Municipal Debt Credit Default Swap 548.59 -.14%
- Italian/German 10Y Yld Spread 169.0 -23.25 basis points
- China Sovereign Debt Credit Default Swap 46.82 -17.1%
- Brazil Sovereign Debt Credit Default Swap 203.02 -28.5%
- Israel Sovereign Debt Credit Default Swap 69.57 -4.65%
- South Korea Sovereign Debt Credit Default Swap 22.88 -17.0%
- Russia Sovereign Debt Credit Default Swap 81.46 -31.21%
- iBoxx Offshore RMB China Corporate High Yield Index 169.12 +1.94%
- 10-Year TIPS Spread 1.26% +11.0 basis points
- TED Spread 17.0 -4.5 basis points
- 2-Year Swap Spread 9.0 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -14.0 -24.75 basis points
- N. America Investment Grade Credit Default Swap Index 65.16 -16.7%
- America Energy Sector High-Yield Credit Default Swap Index 1,021.0 -3.3%
- European Financial Sector Credit Default Swap Index 67.19 -21.1%
- Emerging Markets Credit Default Swap Index 288.54 -23.5%
- MBS 5/10 Treasury Spread 110.0 -8.0 basis points
- Markit CMBX BBB-6 69.0 +4.3%
- M1 Money Supply $5.098 Trillion +.66%
- Commercial Paper Outstanding 1,037.20 -1.3%
- 4-Week Moving Average of Jobless Claims 2,284,000 -12.5%
- Continuing Claims Unemployment Rate 14.8% -30.0 basis points
- Average 30-Year Mortgage Rate 3.18% +3.0 basis points
- Weekly Mortgage Applications 717.70 -3.86%
- Bloomberg Consumer Comfort 37.0 +1.5 points
- Weekly Retail Sales -7.50% unch.
- Nationwide Gas $2.00/gallon +.06/gallon
- Baltic Dry Index 632.0 +25.4%
- China (Export) Containerized Freight Index 841.18 +.23%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 -13.3%
- Truckstop.com Market Demand Index 39.61 +16.4%
- Rail Freight Carloads 215,741 -9.4%
Best Performing Style
- Small-Cap Value +12.7%
Worst Performing Style
- Large-Cap Growth +3.0%
Leading Sectors
- Airlines +45.5%
- Oil Service +26.4%
- Banks +19.4%
- Gaming +19.0%
- Energy +16.3%
Lagging Sectors
- Medical Equipment +1.1%
- Software +.8%
- Pharma -.8%
- Biotech -1.9%
- Gold & Silver -6.9%
Weekly High-Volume Stock Gainers (38)
- OXY, SRG, RCL, NCLH, IHRT, ATRO, XHR, SPG, CUK, CCH, MAC, TRIP, MCS, NMIH, BA, SPWH, AAL, PK, SAVE, GTHX, UAL, HST, RUTH, SPR, JBLU, DAL, JWN, CSFL, WFC, AA, SCPL, SHO, ALK, LUV and WOR
Weekly High-Volume Stock Losers (9)
- CPB, IPHI, QDEL, NEM, APPN, EVBG, CLX, CUE and FSCT
Weekly Charts
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