Indices
S&P 500 1,115.10 -.49%
DJIA 10,428.05 -.37%
NASDAQ 2,269.15 -.02%
Russell 2000 625.39 -.89%
Wilshire 5000 11,385.11 -.58%
Russell 1000 Growth 500.22 -.39%
Russell 1000 Value 566.27 -.73%
Morgan Stanley Consumer 670.32 -.75%
Morgan Stanley Cyclical 829.86 -1.24%
Morgan Stanley Technology 578.10 +.19%
Transports 4,099.63 -2.0%
Utilities 398.01 -.69%
MSCI Emerging Markets 41.58 +2.34%
Lyxor L/S Equity Long Bias Index 973.91 +.43%
Lyxor L/S Equity Variable Bias Index 850.10 +.52%
Lyxor L/S Equity Short Bias Index 942.82 -1.64%
Sentiment/Internals
NYSE Cumulative A/D Line +68,909 -.16%
Bloomberg New Highs-Lows Index +178 -453
Bloomberg Crude Oil % Bulls 44.0 -8.33%
CFTC Oil Net Speculative Position +75,262 +41.49%
CFTC Oil Total Open Interest 1,159,436 -4.74%
Total Put/Call .91 +10.98%
OEX Put/Call 2.30 -20.42%
ISE Sentiment 92.0 -42.86%
NYSE Arms 2.15 +241.27%
Volatility(VIX) 21.68 +10.0%
G7 Currency Volatility (VXY) 13.66 -1.30%
Smart Money Flow Index 9,176.11 -1.01%
Money Mkt Mutual Fund Assets $3.294 Trillion +.70%
AAII % Bulls 49.18 +30.52%
AAII % Bears 22.95 -39.09%
Futures Spot Prices
CRB Index 283.38 +1.44%
Crude Oil 79.36 +2.07%
Reformulated Gasoline 205.29 +2.52%
Natural Gas 5.57 -2.50%
Heating Oil 211.56 +2.97%
Gold 1,096.20 -.71%
Bloomberg Base Metals 211.72 +2.40%
Copper 334.65 +1.72%
US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton +2.23%
China Hot Rolled Domestic Steel Sheet 3,899 Yuan/Ton +1.70%
S&P GSCI Agriculture 353.43 +1.80%
Economy
ECRI Weekly Leading Economic Index 131.20 +.69%
Citi US Economic Surprise Index +18.40 +308.89%
Fed Fund Futures imply 64.0% chance of no change, 36.0% chance of 25 basis point cut on 1/27
US Dollar Index 77.86 +.16%
Yield Curve 269.0 -14 basis points
10-year US Treasury Yield 3.83% +3 basis points
Federal Reserve’s Balance Sheet $2.219 Trillion -.07%
U.S. Sovereign Debt Credit Default Swap 43.0 unch.
10-year TIPS Spread 2.40% +2 basis points
TED Spread 19.0 -2.0 basis points
N. Amer. Investment Grade Credit Default Swap Index 85.60 +3.88%
Euro Financial Sector Credit Default Swap Index 62.17 -5.92%
Emerging Markets Credit Default Swap Index 258.44 -1.33%
CMBS Super Senior AAA 10-year Treasury Spread 440.0 -25.0 basis points
M1 Money Supply $1.685 Trillion unch.
Business Loans 664.70 -.27%
4-Wk MA of Jobless Claims 460,300 -1.2%
Continuing Claims Unemployment Rate 3.8% -10 basis points
Average 30-year Mortgage Rate 5.14% +9 basis points
Weekly Mortgage Applications 595.80 -10.71%
ABC Consumer Confidence -44 -2 points
Weekly Retail Sales +1.90% +40 basis points
Nationwide Gas $2.64/gallon +.06/gallon
US Heating Demand Next 7 Days 13.0% above normal
Baltic Dry Index 3,005 unch.
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 37.50 +4.17%
Rail Freight Carloads 141,699 -32.45%
Iraqi 2028 Govt Bonds 77.17 -.37%
Best Performing Style
Large-Cap Growth -.39%
Worst Performing Style
Mid-Cap Value -1.17%
Leading Sectors
Disk Drives +1.52%
Education +1.33%
Steel +1.28%
Semis +.28%
Homebuilders +.12%
Lagging Sectors
Hospitals -2.26%
Airlines -2.54%
HMOs -3.11%
Oil Tankers -3.33%
Coal -5.46%
No comments:
Post a Comment