Indices
- S&P 500 2,079.36 +.2%
- DJIA 17,663.54 +.1%
- NASDAQ 5,053.75 +.44%
- Russell 2000 1,161.86 -.36%
- S&P 500 High Beta 31.39 unch.
- Goldman 50 Most Shorted 108.99 -2.83%
- Wilshire 5000 21,504.97 +.2%
- Russell 1000 Growth 1,015.38 +.75%
- Russell 1000 Value 987.06 -.29%
- S&P 500 Consumer Staples 512.23 -1.65%
- Solactive US Cyclical 128.0 -.58%
- Morgan Stanley Technology 1,100.23 +.25%
- Transports 8,128.07 -2.02%
- Utilities 580.50 -2.34%
- Bloomberg European Bank/Financial Services 104.08 -2.72%
- MSCI Emerging Markets 35.89 +.1%
- HFRX Equity Hedge 1,166.10 +1.17%
- HFRX Equity Market Neutral 1,042.98 +.75%
Sentiment/Internals
- NYSE Cumulative A/D Line 233,530 -.41%
- Bloomberg New Highs-Lows Index -94.0 -235
- Bloomberg Crude Oil % Bulls 55.0 unch.
- CFTC Oil Net Speculative Position 236,575 -5.80%
- CFTC Oil Total Open Interest 1,676,033 +3.87%
- Total Put/Call .91 +18.18%
- OEX Put/Call 7.12 +849.33%
- ISE Sentiment 101.0 -7.34%
- NYSE Arms 1.42 +46.39%
- Volatility(VIX) 15.07 +4.22%
- S&P 500 Implied Correlation 58.58 -2.25%
- G7 Currency Volatility (VXY) 9.37 -4.49%
- Emerging Markets Currency Volatility (EM-VXY) 10.81 -.55%
- Smart Money Flow Index 17,870.67 +.72%
- ICI Money Mkt Mutual Fund Assets $2.717 Trillion +.68%
- ICI US Equity Weekly Net New Cash Flow -$.070 Billion
- AAII % Bulls 40.4 +16.2%
- AAII % Bears 20.6 -14.3%
Futures Spot Prices
- CRB Index 195 .61 +.98%
- Crude Oil 46.59 +4.46%
- Reformulated Gasoline 137.16 +5.80%
- Natural Gas 2.32 +1.53%
- Heating Oil 151.67 +4.28%
- Gold 1,141.40 -1.84%
- Bloomberg Base Metals Index 143.64 -3.36%
- Copper 231.75 -1.38%
- US No. 1 Heavy Melt Scrap Steel 152.33 USD/Ton unch.
- China Iron Ore Spot 49.83 USD/Ton -3.47%
- Lumber 251.50 -3.64%
- UBS-Bloomberg Agriculture 1,067.53 +.86%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.8% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1908 +6.88%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.52 +.19%
- Citi US Economic Surprise Index -12.7 -12.6 points
- Citi Eurozone Economic Surprise Index 32.7 +10.5 points
- Citi Emerging Markets Economic Surprise Index -10.5 +2.9 points
- Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point hike on 12/16
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.07 -39.07%
- US Dollar Index 97.0 -.08%
- Euro/Yen Carry Return Index 138.64 -.88%
- Yield Curve 142.0 -3.0 basis points
- 10-Year US Treasury Yield 2.15% +7.0 basis points
- Federal Reserve's Balance Sheet $4.451 Trillion -.27%
- U.S. Sovereign Debt Credit Default Swap 24.0 unch.
- Illinois Municipal Debt Credit Default Swap 265.0 -.66%
- Western Europe Sovereign Debt Credit Default Swap Index 19.05 +1.22%
- Asia Pacific Sovereign Debt Credit Default Swap Index 72.47 +1.73%
- Emerging Markets Sovereign Debt CDS Index 159.55 -4.22%
- Israel Sovereign Debt Credit Default Swap 74.84 +1.91%
- Iraq Sovereign Debt Credit Default Swap 799.60 -3.11%
- Russia Sovereign Debt Credit Default Swap 276.70 -5.81%
- iBoxx Offshore RMB China Corporates High Yield Index 122.65 +.53%
- 10-Year TIPS Spread 1.53% +1.0 basis point
- TED Spread 26.5 -5.75 basis points
- 2-Year Swap Spread 11.25 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -29.25 unch.
- N. America Investment Grade Credit Default Swap Index 78.47 -.95%
- America Energy Sector High-Yield Credit Default Swap Index 1,130.0 +5.14%
- European Financial Sector Credit Default Swap Index 69.47 +.61%
- Emerging Markets Credit Default Swap Index 325.05 +.13%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 126.50 unch.
- M1 Money Supply $3.003 Trillion -.44%
- Commercial Paper Outstanding 1,056.20 -.6%
- 4-Week Moving Average of Jobless Claims 259,250 -4,000
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.76% -3.0 basis points
- Weekly Mortgage Applications 417.40 -3.54%
- Bloomberg Consumer Comfort 42.80 -.9 point
- Weekly Retail Sales +1.30% +10.0 basis points
- Nationwide Gas $2.18/gallon -.04/gallon
- Baltic Dry Index 728.0 -5.94%
- China (Export) Containerized Freight Index 744.44 -1.03%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -26.67%
- Rail Freight Carloads 268,621 -2.37%
Best Performing Style
- Large-Cap Growth +.9%
Worst Performing Style
- Small-Cap Value -1.2%
Leading Sectors
- Biotech +3.9%
- Hospitals +3.5%
- Gaming +3.4%
- HMOs +3.1%
- Medical Equipment +2.6%
Lagging Sectors
- Homebuilders -3.6%
- Road & Rail -5.4%
- Education -6.9%
- Gold & Silver -8.0%
- Coal -29.8%
Weekly High-Volume Stock Gainers (34)
- LOCK, RVNC, PNY, TREE, HSII, NTGR, MCRI, ABAX, NHTC, PBY, DMND, GIMO, ATHN, GNRC, INT, JBT, ABCB, LMAT, VCRA, HOT, ROCK, INVN, QSII, QDEL, SAH, ELLI, FBC, BAH, ECHO, IPGP, FDP, PFSI, LOPE and TPX
Weekly High-Volume Stock Losers (49)
- FEIC, WBA, MD, LHO, WMK, PLCE, RUBI, CRUS, VFC, GHL, WEX, TMUS, CARB, RDN, CTS, NYCB, DORM, VECO, MSTR, HTLD, PGTI, DECK, LQ, BWLD, SAVE, EVER, CPLA, AKAM, YRCW, PLXS, TILE, SRCL, IBP, GNC, ADUS, MMSI, GRUB, FTNT, FSL, HURN, FCN, EROS, KODK, RCII, SKX, SAIA, STRP, P and RRTS
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