Indices
- S&P 500 2,136.20 +.48%
- DJIA 18,122.20 +.18%
- NASDAQ 5,239.22 +2.17%
- Russell 2000 1,223.22 +.35%
- S&P 500 High Beta 31.89 -.80%
- Goldman 50 Most Shorted 115.17 -.37%
- Wilshire 5000 22,124.0 +.35%
- Russell 1000 Growth 1,033.95 +1.17%
- Russell 1000 Value 1,022.83 -.31%
- S&P 500 Consumer Staples 541.80 +.50%
- Solactive US Cyclical 136.30 -.15%
- Morgan Stanley Technology 1,180.96 +1.73%
- Transports 7,781.20 -.65%
- Utilities 670.54 +1.99%
- Bloomberg European Bank/Financial Services 75.23 -5.4%
- MSCI Emerging Markets 36.48 -2.39%
- HFRX Equity Hedge 1,131.10 -.99%
- HFRX Equity Market Neutral 995.55 -.58%
Sentiment/Internals
- NYSE Cumulative A/D Line 269.033 -.94%
- Bloomberg New Highs-Lows Index -53 -407
- Bloomberg Crude Oil % Bulls 32.35 +61.75%
- CFTC Oil Net Speculative Position 285,795 -16.26%
- CFTC Oil Total Open Interest 1,861,718 +4.13%
- Total Put/Call 1.02 -13.56%
- OEX Put/Call .67 -60.36%
- ISE Sentiment 82.0 +15.5%
- NYSE Arms 1.38 -16.07%
- Volatility(VIX) 15.93 -9.48%
- S&P 500 Implied Correlation 53.43 -5.45%
- G7 Currency Volatility (VXY) 10.12 +2.12%
- Emerging Markets Currency Volatility (EM-VXY) 10.98 +9.04%
- Smart Money Flow Index 19,575.65 +.13%
- ICI Money Mkt Mutual Fund Assets $2.659 Trillion -1.43%
- ICI US Equity Weekly Net New Cash Flow -$4.542 Billion
- AAII % Bulls 27.9 -6.1%
- AAII % Bears 35.9 +26.1%
Futures Spot Prices
- CRB Index 180.78 -.96%
- Crude Oil 43.13 -5.62%
- Reformulated Gasoline 144.62 +6.21%
- Natural Gas 2.95 +5.43%
- Heating Oil 140.67 -1.67%
- Gold 1,307.70 -1.40%
- Bloomberg Base Metals Index 148.39 -.10%
- Copper 216.0 +3.35%
- US No. 1 Heavy Melt Scrap Steel 209.33 USD/Ton unch.
- China Iron Ore Spot 55.97 USD/Ton -3.13%
- Lumber 304.20 -1.90%
- UBS-Bloomberg Agriculture 1,150.01 +.64%
Economy
- Atlanta Fed GDPNow Forecast +3.0% -30.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.7% +40.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.2784 +6.67%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.84 +.31%
- Citi US Economic Surprise Index -3.0 +1.9 points
- Citi Eurozone Economic Surprise Index -21.7 -3.0 points
- Citi Emerging Markets Economic Surprise Index -14.70 -3.1 points
- Fed Fund Futures imply 80.0% chance of no change, 20.0% chance of 25 basis point hike on 9/21
- US Dollar Index 96.06 +.71%
- MSCI Emerging Markets Currency Index 1,534.34 -.51%
- Euro/Yen Carry Return Index 119.30 -.92%
- Yield Curve 93.0 +4.0 basis points
- 10-Year US Treasury Yield 1.70% +3.0 basis points
- Federal Reserve's Balance Sheet $4.431 Trillion +.50%
- U.S. Sovereign Debt Credit Default Swap 25.27 -1.25%
- Illinois Municipal Debt Credit Default Swap 355.0 -.03%
- Western Europe Sovereign Debt Credit Default Swap Index 25.51 +3.53%
- Asia Pacific Sovereign Debt Credit Default Swap Index 38.55 +.7%
- Emerging Markets Sovereign Debt CDS Index 103.33 -.70%
- Israel Sovereign Debt Credit Default Swap 66.75 -4.42%
- Iraq Sovereign Debt Credit Default Swap 754.16 +2.78%
- Russia Sovereign Debt Credit Default Swap 204.97 +1.30%
- iBoxx Offshore RMB China Corporate High Yield Index 131.67 +.03%
- 10-Year TIPS Spread 1.52% +1.0 basis point
- TED Spread 56.50 +7.5 basis points
- 2-Year Swap Spread 25.5 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -33.5 -5.0 basis points
- N. America Investment Grade Credit Default Swap Index 76.33 +.8%
- America Energy Sector High-Yield Credit Default Swap Index 665.0 +.19%
- European Financial Sector Credit Default Swap Index 96.0 +8.20%
- Emerging Markets Credit Default Swap Index 260.57 +6.32%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 +1.0 basis point
- M1 Money Supply $3.292 Trillion -1.17%
- Commercial Paper Outstanding 963.70 -1.9%
- 4-Week Moving Average of Jobless Claims 260,750 -500
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.50% +6.0 basis points
- Weekly Mortgage Applications 572.90 +4.18%
- Bloomberg Consumer Comfort 42.20 -1.8 points
- Weekly Retail Sales +.6% -20.0 basis points
- Nationwide Gas $2.18/gallon unch.
- Baltic Dry Index 764.0 -4.98%
- China (Export) Containerized Freight Index 711.55 +2.44%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
- Rail Freight Carloads 230,267 -13.34%
Best Performing Style
- Small-Cap Growth +.9%
Worst Performing Style
- Mid-Cap Value -.7%
Leading Sectors
- Gaming +5.1%
- Biotech +4.1%
- Semis +3.9%
- Computer Hardware +2.3%
- Utilities +1.9%
Lagging Sectors
- Construction -3.3%
- Alt Energy -3.8%
- Steel -3.8%
- Oil Tankers -4.8%
- Coal -7.9%
Weekly High-Volume Stock Gainers (10)
- VTAE, AERI, LXRX, FNSR, LJPC, ISIL, AAPL, CRUS, ETFC and BRC
Weekly High-Volume Stock Losers (14)
- IR, INGR, UVV, APD, RPM, CBRL, WIRE, WFC, MCK, UFPI, GMS, BECN, APOG and PII
Weekly Charts
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