Indices
- S&P 500 2,234.78 -1.15%
- DJIA 19,753.12 -.93%
- NASDAQ 5,382.82 -1.31%
- Russell 2000 1,355.33 -.48%
- S&P 500 High Beta 36.49 -1.80%
- Goldman 50 Most Shorted 120.31 -.51%
- Wilshire 5000 23,262.70 -1.03%
- Russell 1000 Growth 1,051.55 -1.11%
- Russell 1000 Value 1,100.14 -1.05%
- S&P 500 Consumer Staples 530.90 -.67%
- Vanda Cyclicals-Defensives 1.2853 -.15%
- Morgan Stanley Technology 1,214.39 -1.15%
- Transports 9,029.55 -1.43%
- Utilities 660.60 +.07%
- Bloomberg European Bank/Financial Services 91.89 -1.71%
- MSCI Emerging Markets 35.15 +2.37%
- HFRX Equity Hedge 1,154.54 -.40%
- HFRX Equity Market Neutral 989.94 -.12%
Sentiment/Internals
- NYSE Cumulative A/D Line 273,524 +.1%
- Bloomberg New Highs-Lows Index 40 -52
- Bloomberg Crude Oil % Bulls 44.83 +258.64%
- CFTC Oil Net Speculative Position 436,661 +3.29%
- CFTC Oil Total Open Interest 2,029,807 -3.56%
- Total Put/Call .98 +11.63%
- OEX Put/Call 2.1 +41.0%
- ISE Sentiment 64.0 -33.98%
- NYSE Arms 1.56 +13.18%
- Volatility(VIX) 14.24 +23.4%
- S&P 500 Implied Correlation 50.95 +4.73%
- G7 Currency Volatility (VXY) 11.23 +2.18%
- Emerging Markets Currency Volatility (EM-VXY) 11.34 +.09%
- Smart Money Flow Index 19,262.20 -.66%
- ICI Money Mkt Mutual Fund Assets $2.728 Trillion +.59%
- ICI US Equity Weekly Net New Cash Flow -$5.106 Billion
- AAII % Bulls 45.6 +2.1%
- AAII % Bears 25.7 -11.7%
Futures Spot Prices
- CRB Index 192.41 +1.12%
- Crude Oil 53.59 +1.82%
- Reformulated Gasoline 167.05 +4.38%
- Natural Gas 3.71 +4.70%
- Heating Oil 170.42 +2.86%
- Gold 1,152.50 +2.0%
- Bloomberg Base Metals Index 166.65 -1.07%
- Copper 250.40 -.14%
- US No. 1 Heavy Melt Scrap Steel 248.33 USD/Ton unch.
- China Iron Ore Spot 78.87 USD/Ton +.93%
- Lumber 316.70 +2.56%
- UBS-Bloomberg Agriculture 1,131.76 +1.31%
Economy
- Atlanta Fed GDPNow Forecast +2.5% unch.
- ECRI Weekly Leading Economic Index Growth Rate +11.8% +50.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.2956 +8.43%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 131.31 +.21%
- Citi US Economic Surprise Index 23.30 +1.3 points
- Citi Eurozone Economic Surprise Index 53.1 -3.2 points
- Citi Emerging Markets Economic Surprise Index 18.1 +10.2 points
- Fed Fund Futures imply 87.6% chance of no change 12.4% chance of 25 basis point hike on 2/1
- US Dollar Index 102.29 -.8%
- MSCI Emerging Markets Currency Index 1,506.09 +.30%
- Euro/Yen Carry Return Index 128.51 +.34%
- Yield Curve 125.0 -9.0 basis points
- 10-Year US Treasury Yield 2.45% -9.0 basis points
- Federal Reserve's Balance Sheet $4.413 Trillion -.4%
- U.S. Sovereign Debt Credit Default Swap 26.75 -1.87%
- Illinois Municipal Debt Credit Default Swap 358.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 20.87 +2.38%
- Asia Pacific Sovereign Debt Credit Default Swap Index 36.11 -2.99%
- Emerging Markets Sovereign Debt CDS Index 79.62 -1.74%
- Israel Sovereign Debt Credit Default Swap 75.50 +9.8%
- Iraq Sovereign Debt Credit Default Swap 703.52 -7.42%
- Russia Sovereign Debt Credit Default Swap 177.50 +3.03%
- iBoxx Offshore RMB China Corporate High Yield Index 133.21 +.06%
- 10-Year TIPS Spread 1.97% -3.0 basis points
- TED Spread 45.0 +1.0 basis point
- 2-Year Swap Spread 26.0 -4.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -56.0 +6.25 basis points
- N. America Investment Grade Credit Default Swap Index 67.76 +1.44%
- America Energy Sector High-Yield Credit Default Swap Index 458.0 +1.0%
- European Financial Sector Credit Default Swap Index 93.56 +1.55%
- Emerging Markets Credit Default Swap Index 241.99 -1.35%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 134.0 unch.
- M1 Money Supply $3.298 Trillion -1.28%
- Commercial Paper Outstanding 986.50 +2.1%
- 4-Week Moving Average of Jobless Claims 263,000 -750
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 4.32% +2.0 basis points
- Weekly Mortgage Applications 407.30 +2.47%
- Bloomberg Consumer Comfort 46.0 -.7 point
- Weekly Retail Sales +1.3% +20.0 basis points
- Nationwide Gas $2.32/gallon +.05/gallon
- Baltic Dry Index 961.0 +1.59%
- China (Export) Containerized Freight Index 811.14 +3.80%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 45.0 -14.3%
- Rail Freight Carloads 252,716 -6.14%
Best Performing Style
- Small-Cap Growth -.2%
Worst Performing Style
- Large-Cap Growth -.8%
Leading Sectors
- Gold & Silver +9.8%
- Tobacco +1.8%
- REITs +1.3%
- Drugs +.7%
- Agriculture +.5%
Lagging Sectors
- Alt Energy -1.6%
- Restaurants -1.7%
- Gaming -2.0%
- Disk Drives -2.3%
- Coal -3.0%
Weekly High-Volume Stock Gainers (3)
- KATE, PTLA and WMK
Weekly High-Volume Stock Losers (1)
- BAS
Weekly Charts
ETFs
Stocks
*5-Day Change
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