Indices
- S&P 500 2,089.17 +3.27%
- DJIA 17,823.81 +3.36%
- NASDAQ 5,104.92 +3.59%
- Russell 2000 1,175.15 +2.50%
- S&P 500 High Beta 31.18 +2.77%
- Goldman 50 Most Shorted 106.12 +2.32%
- Wilshire 5000 21,600.06 +3.11%
- Russell 1000 Growth 1,021.31 +3.67%
- Russell 1000 Value 989.13 +2.67%
- S&P 500 Consumer Staples 503.15 +2.55%
- Solactive US Cyclical 129.52 +3.80%
- Morgan Stanley Technology 1,118.24 +4.41%
- Transports 8,301.80 +3.64%
- Utilities 571.09 +1.88%
- Bloomberg European Bank/Financial Services 103.94 +1.39%
- MSCI Emerging Markets 34.95 +3.65%
- HFRX Equity Hedge 1,162.72 +.34%
- HFRX Equity Market Neutral 1,038.56 -.05%
Sentiment/Internals
- NYSE Cumulative A/D Line 232,858 +1.28%
- Bloomberg New Highs-Lows Index -281 +217
- Bloomberg Crude Oil % Bulls 36.17 +2.12%
- CFTC Oil Net Speculative Position 228,555 -4.10%
- CFTC Oil Total Open Interest 1,662,829 -.52%
- Total Put/Call .98 -14.66%
- OEX Put/Call 2.13 +93.28%
- ISE Sentiment 90.0 +8.75%
- NYSE Arms 1.47 +29.36%
- Volatility(VIX) 16.23 -18.82%
- S&P 500 Implied Correlation 56.0 -5.91%
- G7 Currency Volatility (VXY) 9.73 -.82%
- Emerging Markets Currency Volatility (EM-VXY) 10.17 -4.86%
- Smart Money Flow Index 18,115.50 +1.32%
- ICI Money Mkt Mutual Fund Assets $2.718 Trillion -.09%
- ICI US Equity Weekly Net New Cash Flow -$2.639 Billion
- AAII % Bulls 30.8 -10.2%
- AAII % Bears 30.6 +32.8%
Futures Spot Prices
- CRB Index 183.73 -.56%
- Crude Oil 40.39 -.84%
- Reformulated Gasoline 128.74 +3.84%
- Natural Gas 2.15 -9.69%
- Heating Oil 136.68 -1.04%
- Gold 1,075.70 -.68%
- Bloomberg Base Metals Index 135.88 -1.59%
- Copper 204.50 -5.57%
- US No. 1 Heavy Melt Scrap Steel 139.0 USD/Ton -8.75%
- China Iron Ore Spot 48.14 USD/Ton -6.71%
- Lumber 252.40 +3.79%
- UBS-Bloomberg Agriculture 1,048.92 +.94%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.6% +30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.2233 +6.88%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.83 +.23%
- Citi US Economic Surprise Index -9.10 -9.1 points
- Citi Eurozone Economic Surprise Index 24.0 +1.1 points
- Citi Emerging Markets Economic Surprise Index 2.1 +4.5 points
- Fed Fund Futures imply 30.0% chance of no change, 70.0% chance of 25 basis point hike on 12/16
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 2.67 -8.25%
- US Dollar Index 99.57 +.77%
- Euro/Yen Carry Return Index 136.70 -.90%
- Yield Curve 135.0 -7.0 basis points
- 10-Year US Treasury Yield 2.26% -1.0 basis point
- Federal Reserve's Balance Sheet $4.449 Trillion -.11%
- U.S. Sovereign Debt Credit Default Swap 20.0 -2.44%
- Illinois Municipal Debt Credit Default Swap 270.0 +.47%
- Western Europe Sovereign Debt Credit Default Swap Index 18.99 -4.88%
- Asia Pacific Sovereign Debt Credit Default Swap Index 67.61 -5.39%
- Emerging Markets Sovereign Debt CDS Index 151.01 -6.81%
- Israel Sovereign Debt Credit Default Swap 77.5 -.88%
- Iraq Sovereign Debt Credit Default Swap 813.73 +.43%
- Russia Sovereign Debt Credit Default Swap 252.64 -13.31%
- iBoxx Offshore RMB China Corporates High Yield Index 124.15 +.27%
- 10-Year TIPS Spread 1.64% +9.0 basis points
- TED Spread 27.75 +4.5 basis points
- 2-Year Swap Spread 6.0 -3.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -47.75 -8.5 basis points
- N. America Investment Grade Credit Default Swap Index 82.94 -1.20%
- America Energy Sector High-Yield Credit Default Swap Index 1,312.0 +10.61%
- European Financial Sector Credit Default Swap Index 70.22 -6.0%
- Emerging Markets Credit Default Swap Index 311.72 -6.49%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 127.50 unch.
- M1 Money Supply $3.075 Trillion +.25%
- Commercial Paper Outstanding 1,065.50 +1.60%
- 4-Week Moving Average of Jobless Claims 270,750 +3,000
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.97% -1.0 basis point
- Weekly Mortgage Applications 433.90 +6.17%
- Bloomberg Consumer Comfort 41.20 -.4 point
- Weekly Retail Sales +1.20% +10.0 basis points
- Nationwide Gas $2.10/gallon -.09/gallon
- Baltic Dry Index 504.0 -10.0%
- China (Export) Containerized Freight Index 775.69 +1.71%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
- Rail Freight Carloads 272,888 +2.17%
Best Performing Style
- Large-Cap Growth +3.5%
Worst Performing Style
- Small-Cap Value +2.3%
Leading Sectors
- Defense +6.2%
- Road & Rail +5.7%
- Homebuilders +5.0%
- Retail +4.1%
- Internet +4.0%
Lagging Sectors
- Oil Service -.7%
- Gaming -1.6%
- Gold & Silver -2.0%
- Oil Tankers -4.0%
- Disk Drives -5.6%
Weekly High-Volume Stock Gainers (9)
- ARG, NUAN, BRC, OSIS, ILMN, FCS, LEAF, ARMK and GMCR
Weekly High-Volume Stock Losers (19)
- TGT, WSM, SRG, BKH, OPB, ZOES, FIT, BBY, LGF, RMAX, DKS, DDS, JWN, GME, URBN, PRTY, FOSL, UVE and CLVS
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