Indices
- S&P 500 2,005.55 -.34%
- DJIA 17,128.55 -.79%
- NASDAQ 4,923.08 -.21%
- Russell 2000 1,121.02 -.23%
- S&P 500 High Beta 28.28 -2.35%
- Goldman 50 Most Shorted 102.47 +1.84%
- Wilshire 5000 20,712.49 -.34%
- Russell 1000 Growth 983.50 -.39%
- Russell 1000 Value 944.44 -.31%
- S&P 500 Consumer Staples 507.57 +.49%
- Solactive US Cyclical 120.28 -2.04%
- Morgan Stanley Technology 1,067.98 -.77%
- Transports 7,364.04 -2.13%
- Utilities 567.94 +305%
- Bloomberg European Bank/Financial Services 99.04 +3.57%
- MSCI Emerging Markets 32.70 +2.22%
- HFRX Equity Hedge 1,152.02 -.10%
- HFRX Equity Market Neutral 1,044.99 +.51%
Sentiment/Internals
- NYSE Cumulative A/D Line 228,228 -.48%
- Bloomberg New Highs-Lows Index -593 +11
- Bloomberg Crude Oil % Bulls 26.7 +44.0%
- CFTC Oil Net Speculative Position 210,511 +6.39%
- CFTC Oil Total Open Interest 1,678,527 -2.05%
- Total Put/Call 1.0 -6.54%
- OEX Put/Call .65 -64.09%
- ISE Sentiment 68.0 +34.0%
- NYSE Arms 1.80 +28.94%
- Volatility(VIX) 20.04 -16.07%
- S&P 500 Implied Correlation 61.66 +3.04%
- G7 Currency Volatility (VXY) 9.22 -1.71%
- Emerging Markets Currency Volatility (EM-VXY) 11.42 -1.47%
- Smart Money Flow Index 17,853.21 +.13%
- ICI Money Mkt Mutual Fund Assets $2.734 Trillion -.74%
- ICI US Equity Weekly Net New Cash Flow -$5.213 Billion
- AAII % Bulls 23.9 -16.3%
- AAII % Bears 39.4 +31.8%
Futures Spot Prices
- CRB Index 172.16 -1.54%
- Crude Oil 34.64 -2.09%
- Reformulated Gasoline 127.25 -.17%
- Natural Gas 1.7 -10.31%
- Heating Oil 110.81 -3.39%
- Gold 1,064.80 -.78%
- Bloomberg Base Metals Index 135.52 -.42%
- Copper 210.90 -.21%
- US No. 1 Heavy Melt Scrap Steel 142.33 USD/Ton +1.79%
- China Iron Ore Spot 40.10 USD/Ton +4.70%
- Lumber 267.40 +2.85%
- UBS-Bloomberg Agriculture 1,059.91 +1.16%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -.6% +20.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.4564 +7.7%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.83 -.15%
- Citi US Economic Surprise Index -23.90 -1.6 points
- Citi Eurozone Economic Surprise Index 18.70 +1.4 points
- Citi Emerging Markets Economic Surprise Index 18.10 +2.5 points
- Fed Fund Futures imply 96.0% chance of no change, 0.0% chance of 25 basis point hike on 1/27
- US Dollar Index 98.70 +1.08%
- MSCI Emerging Markets Currency Index 1,456.70 +.34%
- Euro/Yen Carry Return Index 137.69 -.92%
- Yield Curve 124.0 -2.0 basis points
- 10-Year US Treasury Yield 2.20% +7.0 basis points
- Federal Reserve's Balance Sheet $4.451 Trillion +.21%
- U.S. Sovereign Debt Credit Default Swap 19.02 -2.46%
- Illinois Municipal Debt Credit Default Swap 286.0 +.34%
- Western Europe Sovereign Debt Credit Default Swap Index 17.23 +2.12%
- Asia Pacific Sovereign Debt Credit Default Swap Index 74.48 -5.0%
- Emerging Markets Sovereign Debt CDS Index 175.51 -4.25%
- Israel Sovereign Debt Credit Default Swap 78.97 -.25%
- Iraq Sovereign Debt Credit Default Swap 855.04 +.40%
- Russia Sovereign Debt Credit Default Swap 311.36 +1.37%
- iBoxx Offshore RMB China Corporates High Yield Index 123.54 +.08%
- 10-Year TIPS Spread 1.50% +2.0 basis points
- TED Spread 30.75 +6.0 basis points
- 2-Year Swap Spread 13.50 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -28.75 +8.0 basis points
- N. America Investment Grade Credit Default Swap Index 94.58 +3.79%
- America Energy Sector High-Yield Credit Default Swap Index 1,801.0 +24.16%
- European Financial Sector Credit Default Swap Index 76.08 -.66%
- Emerging Markets Credit Default Swap Index 357.04 -4.04%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 +10.0 basis points
- M1 Money Supply $3.048 Trillion -1.72%
- Commercial Paper Outstanding 1,014.50 -2.10%
- 4-Week Moving Average of Jobless Claims 270,500 -250
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 3.97% +2.0 basis points
- Weekly Mortgage Applications 419.40 -1.11%
- Bloomberg Consumer Comfort 40.9 +.8 point
- Weekly Retail Sales +1.70% -20.0 basis points
- Nationwide Gas $2.00/gallon -.01
- Baltic Dry Index 471.0 -9.77%
- China (Export) Containerized Freight Index 716.42 +.54%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 +4.76%
- Rail Freight Carloads 274,022 +1.39%
Best Performing Style
- Large-Cap Value unch.
Worst Performing Style
- Mid-Cap Value -.6%
Leading Sectors
- Alt Energy +10.8%
- Utilities +3.7%
- Biotech +3.3%
- HMOs +3.3%
- Coal +2.6%
Lagging Sectors
- Hospitals -4.3%
- Computer Hardware -4.3%
- Gold & Silver -5.3%
- Steel -5.4%
- Oil Tankers -33.0%
Weekly High-Volume Stock Gainers (19)
- RUN, FNSR, COLL, ADXS, EDE, KE, LL, AKBA, RSO, MCRB, HPY, ATRO, CNP, PFGC, NCS, MNR, JAH, NP and APTS
Weekly High-Volume Stock Losers (18)
- TOWN, NWL, RH, DMTX, FDC, QDEL, WCC, AGX, CTCT, GPN, ONCE, WDR, WGO, WSTC, RPXC, LDR, KMT and ATRA
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