- S&P 500 2,058.20 -1.14%
- DJIA 17,832.99 -1.10%
- NASDAQ 4,726.81 -.98%
- Russell 2000 1,198.80 -.66%
- S&P 500 High Beta 34.05 -1.16%
- Wilshire 5000 21,411.70 -1.02%
- Russell 1000 Growth 960.28 -1.08%
- Russell 1000 Value 1,028.78 -1.03%
- S&P 500 Consumer Staples 497.83 -2.14%
- Solactive US Cyclical 140.80 -1.17%
- Morgan Stanley Technology 1,014.75 -1.85%
- Transports 9,098.98 -.87%
- Utilities 621.61 -1.10%
- Bloomberg European Bank/Financial Services 103.96 -.39%
- MSCI Emerging Markets 39.10 +.24%
- HFRX Equity Hedge 1,181.31 +.21%
- HFRX Equity Market Neutral 987.26 -.14%
- NYSE Cumulative A/D Line 231,214 -.34%
- Bloomberg New Highs-Lows Index -208 -261
- Bloomberg Crude Oil % Bulls 25.0 -20.46%
- CFTC Oil Net Speculative Position 281,649 -.86%
- CFTC Oil Total Open Interest 1,428,829 -3.19%
- Total Put/Call 1.20 +66.67%
- OEX Put/Call 2.33 +13.11%
- ISE Sentiment 71.0 -26.04%
- NYSE Arms 1.28 +8.48%
- Volatility(VIX) 17.79 +23.80%
- S&P 500 Implied Correlation 65.82 -2.01%
- G7 Currency Volatility (VXY) 9.82 +.82%
- Emerging Markets Currency Volatility (EM-VXY) 10.76 -.28%
- Smart Money Flow Index 17,085.11 -1.60%
- ICI Money Mkt Mutual Fund Assets $2.733 Trillion +.72%
- ICI US Equity Weekly Net New Cash Flow -$1.063 Billion
- AAII % Bulls 51.7 +1.6%
- AAII % Bears 19.3 +2.3%
- CRB Index 228.41 -2.94%
- Crude Oil 52.69 -5.66%
- Reformulated Gasoline 143.34 -6.42%
- Natural Gas 3.0 -1.0%
- Heating Oil 179.57 -6.69%
- Gold 1,186.20 +.94%
- Bloomberg Base Metals Index 180.15 -.46%
- Copper 281.75 -1.07%
- US No. 1 Heavy Melt Scrap Steel 308.33 USD/Ton -.2%
- China Iron Ore Spot 71.26 USD/Ton +5.8%
- Lumber 327.60 -3.45%
- UBS-Bloomberg Agriculture 1,208.39 -3.85%
- ECRI Weekly Leading Economic Index Growth Rate -3.9% -60 basis points
- Philly Fed ADS Real-Time Business Conditions Index .6752 -5.02%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.74 +.10%
- Citi US Economic Surprise Index 28.30 -10.3 points
- Citi Eurozone Economic Surprise Index 9.0 +5.7 points
- Citi Emerging Markets Economic Surprise Index -11.90 +2.0 points
- Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 1/28
- US Dollar Index 91.08 +1.28%
- Euro/Yen Carry Return Index 151.03 -1.35%
- Yield Curve 145.0 -6.0 basis points
- 10-Year US Treasury Yield 2.11% -14.0 basis points
- Federal Reserve's Balance Sheet $4.470 Trillion +.17%
- U.S. Sovereign Debt Credit Default Swap 16.77 +4.57%
- Illinois Municipal Debt Credit Default Swap 171.0 -5.76%
- Western Europe Sovereign Debt Credit Default Swap Index 24.97 -6.43%
- Asia Pacific Sovereign Debt Credit Default Swap Index 68.39 +6.13%
- Emerging Markets Sovereign Debt CDS Index 319.76 +6.28%
- Israel Sovereign Debt Credit Default Swap 77.24 +3.22%
- Iraq Sovereign Debt Credit Default Swap 367.79 -2.50%
- Russia Sovereign Debt Credit Default Swap 482.65 +9.97%
- China Blended Corporate Spread Index 342.45 +1.17%
- 10-Year TIPS Spread 1.71% +3.0 basis points
- TED Spread 24.0 -1.5 basis points
- 2-Year Swap Spread 22.75 +4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -14.75 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 66.62 +4.17%
- America Energy Sector High-Yield Credit Default Swap Index 648.0 +2.30%
- European Financial Sector Credit Default Swap Index 63.07 +1.25%
- Emerging Markets Credit Default Swap Index 345.25 +6.05%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 89.0 +1.0 basis point
- M1 Money Supply $2.908 Trillion +.56%
- Commercial Paper Outstanding 1,007.40 -4.20%
- 4-Week Moving Average of Jobless Claims 290,750 +500
- Continuing Claims Unemployment Rate 1.8% unch.
- Average 30-Year Mortgage Rate 3.87% +4 basis points
- Weekly Mortgage Applications 363.10 n/a
- Bloomberg Consumer Comfort 42.7 -.4 point
- Weekly Retail Sales +4.70% +30 basis points
- Nationwide Gas $2.23/gallon -.09/gallon
- Baltic Dry Index 782.0 -3.93%
- China (Export) Containerized Freight Index 1,064.42 +2.70%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
- Rail Freight Carloads 181,238 -33.60%
- Small-Cap Value -.5%
- Large-Cap Growth -1.1%
- Gold & Silver +5.9%
- Airlines +2.9%
- Biotech +2.2%
- Homebuilders +1.5%
- REITs +.2%
- Hospitals -2.5%
- Oil Tankers -2.6%
- Software -2.9%
- Computer Hardware -3.2%
- Education -3.3%
- IPHI, REMY and ADMS
- None
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