Indices
- S&P 500 1,864.78 -.81%
- DJIA 15,973.84 -1.43%
- NASDAQ 4,337.51 -.59%
- Russell 2000 971.99 -1.38%
- S&P 500 High Beta 24.02 -3.22%
- Goldman 50 Most Shorted 81.69 -3.51%
- Wilshire 5000 19,029.42 -1.03%
- Russell 1000 Growth 901.50 -.61%
- Russell 1000 Value 878.97 -1.41%
- S&P 500 Consumer Staples 513.07 +.8%
- Solactive US Cyclical 112.16 -.5%
- Morgan Stanley Technology 898.13 -1.68%
- Transports 7,048.69 +1.53%
- Utilities 610.87 -2.20%
- Bloomberg European Bank/Financial Services 74.73 -5.58%
- MSCI Emerging Markets 29.12 -2.81%
- HFRX Equity Hedge 1,056.94 -3.25%
- HFRX Equity Market Neutral 1,014.51 -1.61%
Sentiment/Internals
- NYSE Cumulative A/D Line 217,761 -2.89%
- Bloomberg New Highs-Lows Index -1,450 -1,134
- Bloomberg Crude Oil % Bulls 23.68 -42.29%
- CFTC Oil Net Speculative Position 187,877 -4.57%
- CFTC Oil Total Open Interest 1,854,379 -.07%
- Total Put/Call .89 -6.19%
- OEX Put/Call 2.21 +68.94%
- ISE Sentiment 121.0 +128.57%
- NYSE Arms .67 -34.0%
- Volatility(VIX) 25.39 +9.38%
- S&P 500 Implied Correlation 65.0 +3.50%
- G7 Currency Volatility (VXY) 11.89 +14.2%
- Emerging Markets Currency Volatility (EM-VXY) 13.37 +6.20%
- Smart Money Flow Index 17,493.29 -.83%
- ICI Money Mkt Mutual Fund Assets $2.755 Trillion +.11%
- ICI US Equity Weekly Net New Cash Flow +$2.313 Billion
- AAII % Bulls 19.2 -30.2%
- AAII % Bears 48.7 +40.3%
Futures Spot Prices
- CRB Index 160.36 -.97%
- Crude Oil 28.97 -5.80%
- Reformulated Gasoline 103.24 +5.05%
- Natural Gas 1.97 -4.75%
- Heating Oil 105.44 -.53%
- Gold 1,239.90 +5.51%
- Bloomberg Base Metals Index 135.33 -2.56%
- Copper 203.35 -2.53%
- US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
- China Iron Ore Spot 43.65 USD/Ton -4.55%
- Lumber 246.50 -1.63%
- UBS-Bloomberg Agriculture 1,004.02 -.76%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.6% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.1528 +12.18%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.08 -.10%
- Citi US Economic Surprise Index -48.30 +7.5 points
- Citi Eurozone Economic Surprise Index -29.50 -10.1 points
- Citi Emerging Markets Economic Surprise Index -4.80 +2.4 points
- Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of 25 basis point hike on 3/16
- US Dollar Index 96.0 -1.0%
- MSCI Emerging Markets Currency Index 1,436.70 -.28%
- Euro/Yen Carry Return Index 133.23 -2.21%
- Yield Curve 104.0 -9.0 basis points
- 10-Year US Treasury Yield 1.73% -12.0 basis points
- Federal Reserve's Balance Sheet $4.447 Trillion +.05%
- U.S. Sovereign Debt Credit Default Swap 22.46 +1.90%
- Illinois Municipal Debt Credit Default Swap 366.0 +22.16%
- Western Europe Sovereign Debt Credit Default Swap Index 34.0 +26.55%
- Asia Pacific Sovereign Debt Credit Default Swap Index 83.45 +3.93%
- Emerging Markets Sovereign Debt CDS Index 195.60 -.22%
- Israel Sovereign Debt Credit Default Swap 87.87 +7.28%
- Iraq Sovereign Debt Credit Default Swap 1,281.81 +20.7%
- Russia Sovereign Debt Credit Default Swap 354.45 +4.71%
- iBoxx Offshore RMB China Corporates High Yield Index 122.72 -.09%
- 10-Year TIPS Spread 1.27% -6.0 basis points
- TED Spread 33.75 +.75 basis point
- 2-Year Swap Spread 7.75 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.0 -.75 basis point
- N. America Investment Grade Credit Default Swap Index 122.05 +9.1%
- America Energy Sector High-Yield Credit Default Swap Index 2,372.0 +16.72%
- European Financial Sector Credit Default Swap Index 128.40 +9.59%
- Emerging Markets Credit Default Swap Index 397.65 +4.70%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 170.0+10.0 basis points
- M1 Money Supply $3.050 Trillion -1.71%
- Commercial Paper Outstanding 1,077.0 +1.1%
- 4-Week Moving Average of Jobless Claims 281,250 -3,000
- Continuing Claims Unemployment Rate 1.6% -10 basis points
- Average 30-Year Mortgage Rate 3.65% -7.0 basis points
- Weekly Mortgage Applications 503.60 +9.34%
- Bloomberg Consumer Comfort 44.5 +.3 point
- Weekly Retail Sales +.60% -60.0 basis points
- Nationwide Gas $1.70/gallon -.06/gallon
- Baltic Dry Index 290.0 -2.36%
- China (Export) Containerized Freight Index 772.27 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
- Rail Freight Carloads 262,830 -.36%
Best Performing Style
- Large-Cap Growth -.7%
Worst Performing Style
- Mid-Cap Value -2.8%
Leading Sectors
- Gold & Silver +9.2%
- Airlines +4.9%
- Gaming +4.6%
- Road & Rail +2.5%
- Internet +1.6%
Lagging Sectors
- Disk Drives -5.9%
- Computer Hardware -6.3%
- Hospitals -6.3%
- Alt Energy -6.8%
- Coal -14.1%
Weekly High-Volume Stock Gainers (7)
- MFLX, SUPN, TFM, UBNT, EDE, AKAM and OMI
Weekly High-Volume Stock Losers (41)
- SFM, QTWO, CRM, BLKB, HBI, EEFT, NWS, AIZ, EPAM, TDG, BRX, IFF, MKTO, QLYS, HUBS, CVT, W, USNA, DXCM, CSOD, OUTR, MDSO, NEWR, PAYC, GWRE, RNG, YELP, NILE, VIA, ZEN, HCP, LGF, LABL, ESL, STRZA, DWRE, SPLK, BRS, SCTY, LNKD and DATA
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment