S&P 500 2,779.66 +.02% |
Indices
- DJIA 25,090.45 -.89%
- NASDAQ 7,746.38 +1.32%
- Russell 2000 1,683.91 +.68%
- S&P 500 High Beta 45.20 -.07%
- Goldman 50 Most Shorted 164.04 +3.13%
- Wilshire 5000 28,967.10 +.11%
- Russell 1000 Growth 1,482.24 +.69%
- Russell 1000 Value 1,207.29 -.69%
- S&P 500 Consumer Staples 530.12 +1.93%
- Vanda Cyclicals-Defensives 1.6963 -.09%
- NYSE Technology 1,977.44 +1.47%
- Transports 11,073.90 +1.24%
- Utilities 678.31 +2.16%
- Bloomberg European Bank/Financial Services 88.95 +.05%
- MSCI Emerging Markets 45.53 -1.95%
- HFRX Equity Hedge 1,291.67 -.20%
- HFRX Equity Market Neutral 1,010.73 -.31%
Sentiment/Internals
- NYSE Cumulative A/D Line 324,365 -.23%
- Bloomberg New Highs-Lows Index 56 +150
- Bloomberg Crude Oil % Bulls 25.0 -18.19%
- CFTC Oil Net Speculative Position 583,576 -3.99%
- CFTC Oil Total Open Interest 2,546,827 -2.83%
- Total Put/Call .93 -1.06%
- OEX Put/Call .39 -47.30%
- ISE Sentiment 112.0 -11.11%
- NYSE Arms 1.16 +70.59%
- Volatility(VIX) 11.98 -1.64%
- S&P 500 Implied Correlation 34.67 +2.21%
- G7 Currency Volatility (VXY) 7.39 -2.38%
- Emerging Markets Currency Volatility (EM-VXY) 9.83 +2.50%
- Smart Money Flow Index 15,924.02 -.57%
- ICI Money Mkt Mutual Fund Assets $2.855 Trillion -.79%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.531 Billion
- AAII % Bulls 44.8 +15.0%
- AAII % Bears 21.7 -18.8%
Futures Spot Prices
- CRB Index 196.24 -1.90%
- Crude Oil 65.06 -.76%
- Reformulated Gasoline 202.32 -4.17%
- Natural Gas 3.02 +4.02%
- Heating Oil 208.70 -3.47%
- Gold 1,278.50 -1.92%
- Bloomberg Base Metals Index 213.59 -1.45%
- Copper 314.45 -4.70%
- US No. 1 Heavy Melt Scrap Steel 338.60 USD/Metric Tonne -.51%
- China Iron Ore Spot 65.86 USD/Metric Tonne +1.51%
- Lumber 558.20 -5.31%
- UBS-Bloomberg Agriculture 985.83 -3.05%
Economy
- Atlanta Fed GDPNow Forecast +4.8% +20.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 2.7% +10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0419 +6.08%
- US Economic Policy Uncertainty Index 94.74 -47.0%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 166.94 +.04%
- Citi US Economic Surprise Index 15.10 +4.9 points
- Citi Eurozone Economic Surprise Index -97.20 +2.9 points
- Citi Emerging Markets Economic Surprise Index -27.10 -12.2 points
- Fed Fund Futures imply 83.5% chance of no change, 16.5% chance of 25 basis point hike on 8/1
- US Dollar Index 94.78 +1.33%
- MSCI Emerging Markets Currency Index 1,666.01 -.04%
- Bitcoin/USD 6,548.34 -14.3%
- Euro/Yen Carry Return Index 133.60 -.40%
- Yield Curve 37.25 -7.75 basis points
- 10-Year US Treasury Yield 2.92% -3.0 basis points
- Federal Reserve's Balance Sheet $4.285 Trillion +.13%
- U.S. Sovereign Debt Credit Default Swap 20.12 -.15%
- Illinois Municipal Debt Credit Default Swap 212.70 -.04%
- Italian/German 10Y Yld Spread 220.75 -9.5 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 12.96 -1.74%
- Emerging Markets Sovereign Debt CDS Index 78.41 +18.35%
- Israel Sovereign Debt Credit Default Swap 70.21 +3.23%
- South Korea Sovereign Debt Credit Default Swap 43.76 +.60%
- Russia Sovereign Debt Credit Default Swap 144.84 +6.69%
- iBoxx Offshore RMB China Corporate High Yield Index 149.86 +.05%
- 10-Year TIPS Spread 2.13% unch.
- TED Spread 41.75 -.25 basis point
- 2-Year Swap Spread 26.5 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +9.25 basis points
- N. America Investment Grade Credit Default Swap Index 61.66 -7.76%
- America Energy Sector High-Yield Credit Default Swap Index 382.0 +1.6%
- European Financial Sector Credit Default Swap Index 76.64 -13.94%
- Emerging Markets Credit Default Swap Index 186.50 +7.07%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.714 Trillion +1.28%
- Commercial Paper Outstanding 1,109.1 +1.0%
- 4-Week Moving Average of Jobless Claims 224,250 1,250
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.62% +8.0 basis points
- Weekly Mortgage Applications 365.30 -1.48%
- Bloomberg Consumer Comfort 55.80 +1.0 point
- Weekly Retail Sales +4.30% +20.0 basis points
- Nationwide Gas $2.90/gallon -.03/gallon
- Baltic Dry Index 1,433.0 +3.02%
- China (Export) Containerized Freight Index 814.83 +2.28%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Rail Freight Carloads 289,420 +12.36%
Best Performing Style
- Small-Cap Growth +1.8%
Worst Performing Style
- Large-Cap Value -.7%
Leading Sectors
- Internet +3.4%
- Healthcare Providers +2.8%
- Networking +2.5%
- Utilities +1.8%
- Disk Drives +1.2%
Lagging Sectors
- Steel -2.9%
- Papers -3.2%
- Energy -3.4%
- Homebuilding -3.5%
- Oil Service -3.8%
Weekly High-Volume Stock Gainers (16)
- ZUO, VKTX, CBLK, SCHN, DBX, NAV, MSGN, AVT, CAKE, APPN, LGF/B, DISCA, BRKS, FIZZ, HOG and ATNX
Weekly High-Volume Stock Losers (14)
- BPMP, FTI, ENBL, CEQP, AI, COHR, TSRO, CISN, MIK, STLD, NAVI, EPZM, HCC and GBT
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