Indices
- S&P 500 1,951.36 +1.04%
- DJIA 16,472.37 +.97%
- NASDAQ 4,707.77 +.45%
- Russell 2000 1,114.12 -.77%
- S&P 500 High Beta 29.32 +2.09%
- Goldman 50 Most Shorted 113.03 -.94%
- Wilshire 5000 20,280.70 +.73%
- Russell 1000 Growth 952.70 +.65%
- Russell 1000 Value 932.81 +1.12%
- S&P 500 Consumer Staples 491.13 +.64%
- Solactive US Cyclical 117.71 +1.61%
- Morgan Stanley Technology 1,016.39 +2.04%
- Transports 7,873.64 +.29%
- Utilities 577.25 +.85%
- Bloomberg European Bank/Financial Services 100.59 -.08%
- MSCI Emerging Markets 33.34 +3.30%
- HFRX Equity Hedge 1,146.70 -.55%
- HFRX Equity Market Neutral 1,034.03 +.72%
Sentiment/Internals
- NYSE Cumulative A/D Line 225,996 +.05%
- Bloomberg New Highs-Lows Index -520 +479
- Bloomberg Crude Oil % Bulls 36.67 +83.35%
- CFTC Oil Net Speculative Position 251,728 -2.97%
- CFTC Oil Total Open Interest 1,617,902 +.73%
- Total Put/Call 1.09 -15.5%
- OEX Put/Call 1.54 +8.45%
- ISE Sentiment 79.0 +49.06%
- NYSE Arms .57 -44.11%
- Volatility(VIX) 20.94 -11.34%
- S&P 500 Implied Correlation 61.39 -5.27%
- G7 Currency Volatility (VXY) 9.76 -7.84%
- Emerging Markets Currency Volatility (EM-VXY) 11.80 -8.46%
- Smart Money Flow Index 16,954.43 -.64%
- ICI Money Mkt Mutual Fund Assets $2.669 Trillion +.32%
- ICI US Equity Weekly Net New Cash Flow +$.087 Billion
- AAII % Bulls 28.1 -12.5%
- AAII % Bears 39.9 +39.1%
Futures Spot Prices
- CRB Index 194.11 -.82%
- Crude Oil 45.75 +.64%
- Reformulated Gasoline 134.73 -2.03%
- Natural Gas 2.45 -3.99%
- Heating Oil 152.50 +.40%
- Gold 1,137.20 -.74%
- Bloomberg Base Metals Index 144.84 -.50%
- Copper 233.90 +2.74%
- US No. 1 Heavy Melt Scrap Steel 199.0 USD/Ton unch.
- China Iron Ore Spot 53.14 USD/Ton -6.74%
- Lumber 221.40 +2.40%
- UBS-Bloomberg Agriculture 1,049.81 +1.46%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -1.7% +20.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0408 n/a
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.07 -.11%
- Citi US Economic Surprise Index -29.70 -4.7 points
- Citi Eurozone Economic Surprise Index 31.3 +15.4 points
- Citi Emerging Markets Economic Surprise Index -20.3 +4.4 points
- Fed Fund Futures imply 92.0% chance of no change, 8.0% chance of 25 basis point hike on 10/28
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.24 -8.07%
- US Dollar Index 95.95 -.38%
- Euro/Yen Carry Return Index 140.57 -.32%
- Yield Curve 140.0 -7.0 basis points
- 10-Year US Treasury Yield 1.98% -19.0 basis points
- Federal Reserve's Balance Sheet $4.445 Trillion -.31%
- U.S. Sovereign Debt Credit Default Swap 17.94 +5.65%
- Illinois Municipal Debt Credit Default Swap 258.0 +2.43%
- Western Europe Sovereign Debt Credit Default Swap Index 21.20 -1.51%
- Asia Pacific Sovereign Debt Credit Default Swap Index 90.26 +4.54%
- Emerging Markets Sovereign Debt CDS Index 280.60 +.96%
- Israel Sovereign Debt Credit Default Swap 70.5 +.71%
- Iraq Sovereign Debt Credit Default Swap 884.90 +4.18%
- Russia Sovereign Debt Credit Default Swap 370.24 -.47%
- iBoxx Offshore RMB China Corporates High Yield Index 119.68 unch.
- 10-Year TIPS Spread 1.49% +2.0 basis points
- TED Spread 29.50 -3.0 basis points
- 2-Year Swap Spread 12.75 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -26.50 -4.0 basis points
- N. America Investment Grade Credit Default Swap Index 95.67 +10.3%
- America Energy Sector High-Yield Credit Default Swap Index 1,123.0 +8.55%
- European Financial Sector Credit Default Swap Index 95.95 +5.33%
- Emerging Markets Credit Default Swap Index 370.44 -2.70%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 120.0 unch.
- M1 Money Supply $3.049 Trillion +.69%
- Commercial Paper Outstanding 957.60 -7.1%
- 4-Week Moving Average of Jobless Claims 270,750 -1,000
- Continuing Claims Unemployment Rate 1.6% -10 basis points
- Average 30-Year Mortgage Rate 3.85% -1 basis point
- Weekly Mortgage Applications 425.50 -6.71%
- Bloomberg Consumer Comfort 43.0 +1.1 points
- Weekly Retail Sales +1.20% -10.0 basis points
- Nationwide Gas $2.29/gallon unch.
- Baltic Dry Index 888.0 -5.83%
- China (Export) Containerized Freight Index 814.09 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 +13.33%
- Rail Freight Carloads 280,844 -.20%
Best Performing Style
- Large-Cap Value +.4%
Worst Performing Style
- Small-Cap Growth -1.8%
Leading Sectors
- Energy +3.5%
- Road & Rail +3.4%
- Gold & Silver +2.9%
- Semis +2.1%
- Computer Hardware +2.0%
Lagging Sectors
- Telecom -2.2%
- Homebuilders -3.8%
- I-Banks -3.8%
- Hospitals -4.5%
- Coal -5.4%
Weekly High-Volume Stock Gainers (11)
- RENT, SYNA, CRUS, JBL, LABL, FOXF, RMBS, ROCK, LKFN, FGL and VRSK
Weekly High-Volume Stock Losers (58)
- HAE, PDFS, PF, CLNY QTWO, TCS, AZZ, DMND, WST, ACOR, TWOU, MB, AIMT, SQI, CSU, ENV, MNK, FRGI, DNKN, EVHC, WMC, EVH, NSAM, TMH, DEPO, MCRN, THC, VRX, HZNP, CIVI, NYLD, DYAX, IPXL, UNVR, MSGN, GI, ILMN, BLUE, TISI, AKRX, CMTL, LOXO, ADPT, PCRX, FINL, CHMA, KND, CROX, NTRA, HUN, RGEN, CARA, XON, MCRB, NK, EPZM, CUDA and ESPR
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