Indices
- S&P 500 1,931.34 -1.36%
- DJIA 16,314.67 -.43%
- NASDAQ 4,686.49 -2.91%
- Russell 2000 1,122.79 -3.49%
- S&P 500 High Beta 28.72 -3.95%
- Goldman 50 Most Shorted 114.10 -6.58%
- Wilshire 5000 20,134.52 -1.75%
- Russell 1000 Growth 946.51 -2.14%
- Russell 1000 Value 922.47 -.97%
- S&P 500 Consumer Staples 488.02 +.74%
- Solactive US Cyclical 115.84 -3.19%
- Morgan Stanley Technology 996.02 -1.42%
- Transports 7,850.62 -2.31%
- Utilities 572.36 +1.30%
- Bloomberg European Bank/Financial Services 100.67 -1.92%
- MSCI Emerging Markets 32.65 -4.70%
- HFRX Equity Hedge 1,153.0 -1.87%
- HFRX Equity Market Neutral 1,026.67 +.01%
Sentiment/Internals
- NYSE Cumulative A/D Line 226,018 -1.56%
- Bloomberg New Highs-Lows Index -999 -911
- Bloomberg Crude Oil % Bulls 20.0 -41.54%
- CFTC Oil Net Speculative Position 259,429 +8.37%
- CFTC Oil Total Open Interest 1,606,217 -5.68%
- Total Put/Call 1.29 +14.16%
- OEX Put/Call 1.42 -28.28%
- ISE Sentiment 53.0 -1.85%
- NYSE Arms 1.02 -62.08%
- Volatility(VIX) 23.62 +6.01%
- S&P 500 Implied Correlation 64.81 +.95%
- G7 Currency Volatility (VXY) 10.59 +4.64%
- Emerging Markets Currency Volatility (EM-VXY) 12.89 +9.14%
- Smart Money Flow Index 17,063.10 +.69%
- ICI Money Mkt Mutual Fund Assets $2.660 Trillion +.53%
- ICI US Equity Weekly Net New Cash Flow -$3.093 Billion
- AAII % Bulls 32.1 -3.4%
- AAII % Bears 28.7 -1.5%
Futures Spot Prices
- CRB Index 195.71 +.79%
- Crude Oil 45.37 +.80%
- Reformulated Gasoline 139.59 +1.87%
- Natural Gas 2.57 -1.65%
- Heating Oil 151.60 +.88%
- Gold 1,145.70 +.60%
- Bloomberg Base Metals Index 145.57 -3.34%
- Copper 228.20 -4.11%
- US No. 1 Heavy Melt Scrap Steel 199.0 USD/Ton unch.
- China Iron Ore Spot 56.98 USD/Ton -1.23%
- Lumber 216.60 -7.03%
- UBS-Bloomberg Agriculture 1,022.22 +1.91%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -1.9% +30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0408 unch.
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.21 -.15%
- Citi US Economic Surprise Index -25.0 +2.4 points
- Citi Eurozone Economic Surprise Index 15.9 +1.4 points
- Citi Emerging Markets Economic Surprise Index -24.7 -1.0 point
- Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point hike on 10/28
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.70 +13.1%
- US Dollar Index 96.16 +1.1%
- Euro/Yen Carry Return Index 141.07 -.41%
- Yield Curve 147.0 +2.0 basis points
- 10-Year US Treasury Yield 2.17% +4.0 basis points
- Federal Reserve's Balance Sheet $4.459 Trillion +.22%
- U.S. Sovereign Debt Credit Default Swap 6.98 +10.8%
- Illinois Municipal Debt Credit Default Swap 252.0 +4.34%
- Western Europe Sovereign Debt Credit Default Swap Index 21.53 +5.44%
- Asia Pacific Sovereign Debt Credit Default Swap Index 86.23 +10.12%
- Emerging Markets Sovereign Debt CDS Index 277.93 +6.92%
- Israel Sovereign Debt Credit Default Swap 71.0 +6.28%
- Iraq Sovereign Debt Credit Default Swap 849.37 +11.94%
- Russia Sovereign Debt Credit Default Swap 372.66 +6.0%
- iBoxx Offshore RMB China Corporates High Yield Index 119.69 +.48%
- 10-Year TIPS Spread 1.47% -9.0 basis points
- TED Spread 32.50 -.5 basis point
- 2-Year Swap Spread 10.0 -2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -22.50 +1.5 basis points
- N. America Investment Grade Credit Default Swap Index 86.73 +12.8%
- America Energy Sector High-Yield Credit Default Swap Index 1,036.0 -10.05%
- European Financial Sector Credit Default Swap Index 91.10 +17.0%
- Emerging Markets Credit Default Swap Index 380.67 +12.5%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 120.0 +2.0 basis points
- M1 Money Supply $3.028 Trillion +.19%
- Commercial Paper Outstanding 1,030.5 -.8%
- 4-Week Moving Average of Jobless Claims 271,750 -750
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 3.86% +5 basis points
- Weekly Mortgage Applications 456.10 +13.88%
- Bloomberg Consumer Comfort 41.9 +1.7 points
- Weekly Retail Sales +1.30% -20.0 basis points
- Nationwide Gas $2.29/gallon -.01/gallon
- Baltic Dry Index 922.0 -3.94%
- China (Export) Containerized Freight Index 814.09 -1.58%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +7.14%
- Rail Freight Carloads 281,414 +16.37%
Best Performing Style
- Large-Cap Value -.9%
Worst Performing Style
- Small-Cap Growth -5.3%
Leading Sectors
- Banks +1.4%
- Utilities +1.3%
- Insurance +1.0%
- Restaurants +.7%
- I-Banks +.7%
Lagging Sectors
- Steel -7.3%
- Gaming -8.1%
- Oil Tankers -8.1%
- Biotech -13.0%
- Coal -19.9%
Weekly High-Volume Stock Gainers (9)
- CCRN, RPD, FNFG, CNCE, SWAY, P, BMR, STE and CORE
Weekly High-Volume Stock Losers (35)
- HSTM, TWOU, APLE, CLDT, TREX, LEN/B, ZFGN, THO, PTLA, ZAYO, SNCR, BLD, THRM, SPWH, NTRA, GI, EIGI, TEN, XENT, SPW, LQ, XNCR, MOS, ANIP, MNK, VRTX, GKOS, NRG, DPLO, RTRX, BPMC, LXRX, HZNP, DYN and PCRX
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment