Indices
- S&P 500 2,381.73 -.38%
- DJIA 20,804.84 -.44%
- NASDAQ 6,083.70 -.61%
- Russell 2000 1,367.33 -1.12%
- S&P 500 High Beta 36.79 -.30%
- Goldman 50 Most Shorted 127.57 -.52%
- Wilshire 5000 24,648.95 -.40%
- Russell 1000 Growth 1,173.55 -.39%
- Russell 1000 Value 1,118.53 -.32%
- S&P 500 Consumer Staples 567.65 +.64%
- Vanda Cyclicals-Defensives 1.3442 +.43%
- Morgan Stanley Technology 1,444.61 -.73%
- Transports 8,879.19 -1.35%
- Utilities 703.27 +.43%
- Bloomberg European Bank/Financial Services 100.28 -1.44%
- MSCI Emerging Markets 40.91 -1.17%
- HFRX Equity Hedge 1,188.32 -.49%
- HFRX Equity Market Neutral 994.49 -.79%
Sentiment/Internals
- NYSE Cumulative A/D Line 288,177 +.33%
- Bloomberg New Highs-Lows Index -79 -308
- Bloomberg Crude Oil % Bulls 44.0 -38.4%
- CFTC Oil Net Speculative Position 328,751 -11.9%
- CFTC Oil Total Open Interest 2,276,413 +2.75%
- Total Put/Call .98 +15.29%
- OEX Put/Call 2.52 +6.78%
- ISE Sentiment 83.0 -17.82%
- NYSE Arms .54 +58.21%
- Volatility(VIX) 10.70 +.76%
- S&P 500 Implied Correlation 42.05 -1.12%
- G7 Currency Volatility (VXY) 7.88 +7.21%
- Emerging Markets Currency Volatility (EM-VXY) 8.61 +8.03%
- Smart Money Flow Index 19,353.37 -.42%
- ICI Money Mkt Mutual Fund Assets $2.645 Trillion -.19%
- ICI US Equity Weekly Net New Cash Flow +$1.673 Billion
- AAII % Bulls 23.9 -27.1%
- AAII % Bears 34.3 +13.3%
Futures Spot Prices
- CRB Index 185.08 +1.86%
- Crude Oil 50.33 +5.25%
- Reformulated Gasoline 165.0 +3.50%
- Natural Gas 3.26 -4.96%
- Heating Oil 158.27 +6.08%
- Gold 1,253.60 +2.1%
- Bloomberg Base Metals Index 172.73 +1.15%
- Copper 258.15 +2.08%
- US No. 1 Heavy Melt Scrap Steel 266.67 USD/Ton +3.23%
- China Iron Ore Spot 62.69 USD/Ton +2.13%
- Lumber 363.0 -.93%
- UBS-Bloomberg Agriculture 1,088.71 +.64%
Economy
- Atlanta Fed GDPNow Forecast +4.1% +50.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +5.0% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .5158 -5.25%
- US Economic Policy Uncertainty Index 163.64 +178.78%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 136.49 +.31%
- Citi US Economic Surprise Index -33.40 -3.9 points
- Citi Eurozone Economic Surprise Index 59.50 -10.0 points
- Citi Emerging Markets Economic Surprise Index 27.80 -5.3 points
- Fed Fund Futures imply 2.5% chance of no change 97.5% chance of 25 basis point hike on 6/14
- US Dollar Index 97.15 -2.06%
- MSCI Emerging Markets Currency Index 1,581.86 -.37%
- Euro/Yen Carry Return Index 130.28 +.76%
- Yield Curve 97.0 -7.0 basis points
- 10-Year US Treasury Yield 2.24% -11.0 basis points
- Federal Reserve's Balance Sheet $4.428 Trillion -.15%
- U.S. Sovereign Debt Credit Default Swap 21.75 -10.38%
- Illinois Municipal Debt Credit Default Swap 393.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 9.20 +16.75%
- Asia Pacific Sovereign Debt Credit Default Swap Index 20.28 -1.12%
- Emerging Markets Sovereign Debt CDS Index 48.40 +6.46%
- Israel Sovereign Debt Credit Default Swap 68.62.0 +2.42%
- South Korea Sovereign Debt Credit Default Swap 56.93 +2.56%
- Russia Sovereign Debt Credit Default Swap 152.83 -1.61%
- iBoxx Offshore RMB China Corporate High Yield Index 138.35 +.51%
- 10-Year TIPS Spread 1.85% -1.0 basis point
- TED Spread 26.75 -5.0 basis points
- 2-Year Swap Spread 24.25 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -30.75 -1.25 basis points
- N. America Investment Grade Credit Default Swap Index 63.36 +.68%
- America Energy Sector High-Yield Credit Default Swap Index 369.0 -.46%
- European Financial Sector Credit Default Swap Index 69.47 +1.94%
- Emerging Markets Credit Default Swap Index 196.71 +.57%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.50 unch.
- M1 Money Supply $3.466 Trillion +1.35%
- Commercial Paper Outstanding 986.60 +.5%
- 4-Week Moving Average of Jobless Claims 240,750 -2,750
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 4.02% -3.0 basis points
- Weekly Mortgage Applications 398.80 -4.07%
- Bloomberg Consumer Comfort 50.20 +.5 point
- Weekly Retail Sales +1.8% +50.0 basis points
- Nationwide Gas $2.35/gallon +.01/gallon
- Baltic Dry Index 957.0 -5.62%
- China (Export) Containerized Freight Index 848.27 +1.26%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
- Rail Freight Carloads 271,609 +2.83%
Best Performing Style
- Mid-Cap Growth +.4%
Worst Performing Style
- Small-Cap Value -.9%
Leading Sectors
- Social Media +4.0%
- Oil Services +3.2%
- Homebuilders +2.2%
- Telecom +1.9%
- Semis +1.7%
Lagging Sectors
- Networking -1.5%
- Hospitals -1.9%
- Road & Rail -2.1%
- Disk Drives -2.2%
- Retail -2.8%
Weekly High-Volume Stock Gainers (14)
- GLYC, SNDX, TTD, LJPC, ALNY, RRGB, AXIM, WFBI, DXPE, SNAP, INCY, CHRS, ASH and PEGA
Weekly High-Volume Stock Losers (20)
- EVH, SYMC, SSYS, TPIC, TJX, FOGO, CSCO, PBH, ACXM, BURL, AAWW, VRTU, JWN, EGRX, URBN, DKS, PSDO, AEO, HRI and FRTA
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment