- S&P 500 1,841.40 +1.8%
- DJIA 16,478.40 +1.9%
- NASDAQ 4,156.59 +2.4%
- Russell 2000 1,161.09 +3.2%
- S&P 500 High Beta 30.42 +2.0%
- Wilshire 5000 19,336.50 +1.9%
- Russell 1000 Growth 859.23 +1.9%
- Russell 1000 Value 924.97 +1.7%
- S&P 500 Consumer Staples 441.54 +1.0%
- Morgan Stanley Cyclical 1,472.12 +2.6%
- Morgan Stanley Technology 898.31 +2.3%
- Transports 7,352.08 +2.0%
- Utilities 487.94 +.9%
- Bloomberg European Bank/Financial Services 106.78 +4.8%
- MSCI Emerging Markets 41.09 +.9%
- HFRX Equity Hedge 1,158.23 +1.1%
- HFRX Equity Market Neutral 956.49 -.05%
- NYSE Cumulative A/D Line 197,334 +1.3%
- Bloomberg New Highs-Lows Index 789 +743
- Bloomberg Crude Oil % Bulls 18.75 n/a
- CFTC Oil Net Speculative Position 346,700 n/a
- CFTC Oil Total Open Interest 1,629,694 n/a
- Total Put/Call .72 -2.7%
- OEX Put/Call 1.27 +27.0%
- ISE Sentiment 92.0 -52.08%
- NYSE Arms .65 -28.57%
- Volatility(VIX) 12.46 -11.9%
- S&P 500 Implied Correlation 49.24 -6.17%
- G7 Currency Volatility (VXY) 8.6 +3.9%
- Emerging Markets Currency Volatility (EM-VXY) 9.26 +1.4%
- Smart Money Flow Index 12,029.52 +2.41%
- ICI Money Mkt Mutual Fund Assets $2.697 Trillion +.83%
- ICI US Equity Weekly Net New Cash Flow -$2.698 Billion
- AAII % Bulls 55.1 +16.0%
- AAII % Bears 18.5 -26.1%
- CRB Index 284.16 +1.0%
- Crude Oil 100.32 +1.71%
- Reformulated Gasoline 281.61 +2.6%
- Natural Gas 4.37 -2.15%
- Heating Oil 312.41 +3.1%
- Gold 1,214.0 +2.3%
- Bloomberg Base Metals Index 195.73 +1.6%
- Copper 338.50 +2.6%
- US No. 1 Heavy Melt Scrap Steel 379.0 USD/Ton +.35%
- China Iron Ore Spot 134.0 USD/Ton +.98%
- Lumber 368.30 -1.6%
- UBS-Bloomberg Agriculture 1,366.93 -.7%
- ECRI Weekly Leading Economic Index Growth Rate 1.9% -20 basis points
- Philly Fed ADS Real-Time Business Conditions Index .3752 +.05%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.80 -.27%
- Citi US Economic Surprise Index 49.40 +2.4 points
- Citi Emerging Markets Economic Surprise Index -9.0 +3.0 points
- Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 1/29
- US Dollar Index 80.39 -.3%
- Euro/Yen Carry Return Index 150.79 +1.6%
- Yield Curve 261.0 +10 basis points
- 10-Year US Treasury Yield 3.0% +11 basis points
- Federal Reserve's Balance Sheet $3.989 Trillion +.61%
- U.S. Sovereign Debt Credit Default Swap 29.0 -.7%
- Illinois Municipal Debt Credit Default Swap 164.0 +.4%
- Western Europe Sovereign Debt Credit Default Swap Index 60.55 +.4%
- Asia Pacific Sovereign Debt Credit Default Swap Index 103.35 +1.7%
- Emerging Markets Sovereign Debt CDS Index 227.64 +2.0%
- Israel Sovereign Debt Credit Default Swap 102.74 +2.74%
- South Korea Sovereign Debt Credit Default Swap 65.50 +6.6%
- China Blended Corporate Spread Index 325.5 -6.0 basis points
- 10-Year TIPS Spread 2.20% +4.0 basis points
- TED Spread 18.5 -.75 basis point
- 2-Year Swap Spread 9.25 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +1.0 basis point
- N. America Investment Grade Credit Default Swap Index 62.88 -3.6%
- European Financial Sector Credit Default Swap Index 85.52 -2.1%
- Emerging Markets Credit Default Swap Index 273.50 +2.2%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 93.0 -20.0 basis points
- M1 Money Supply $2.645 Trillion +.22%
- Commercial Paper Outstanding 1,100.80 +1.40%
- 4-Week Moving Average of Jobless Claims 348,000 +4,500
- Continuing Claims Unemployment Rate 2.2% unch.
- Average 30-Year Mortgage Rate 4.48% +1 basis point
- Weekly Mortgage Applications 351.10 -6.3%
- Bloomberg Consumer Comfort -27.40 +2.0 points
- Weekly Retail Sales +3.10% +30 basis points
- Nationwide Gas $3.28/gallon +.06/gallon
- Baltic Dry Index 2,277 +5.6%
- China (Export) Containerized Freight Index 1,084.44 +1.7%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
- Rail Freight Carloads 255,456 -4.74%
- Small-Cap Growth +3.3%
- Large-Cap Value +1.7%
- Homebuilders +6.6%
- Disk Drive +5.9%
- Gold & Silver +4.8%
- Computer Hardware +4.2%
- Networking +3.9%
- Retail +1.3%
- Utilities +.9%
- REITs +.7%
- Airlines +.6%
- Coal +.2%
- MKTG, UTHR, XLRN, QTS, LMNR, RHT, SCHL, TRAK, TXT, GRC, TNDM, BNCN, FEYE, RMAX, FRP, ICEL, CCIX, DOOR, PKY, GPRE, ATMI, DRI, TCS, OSTK, NBHC, HAIN, MLHR and JNY
- WMC, TIBX, KMX, TXTR and TSRO
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