Indices
- DJIA 26,002.1 +2.77%
- NASDAQ 7,406.04 +.51%
- Russell 2000 1,548.32 -.11%
- S&P 500 High Beta 40.25 +.17%
- Goldman 50 Most Shorted 156.86 +.09%
- Wilshire 5000 28,573.1 +1.64%
- Russell 1000 Growth 1,433.10 +2.08%
- Russell 1000 Value 1,214.10 +2.04%
- S&P 500 Consumer Staples 584.09 +2.82%
- MSCI Cyclicals-Defensives Spread 1,023.45 -.14%
- NYSE Technology 1,712.85 -.45%
- Transports 10,523.70 +1.44%
- Utilities 736.90 +1.59%
- Bloomberg European Bank/Financial Services 80.43 -.15%
- MSCI Emerging Markets 40.11 -2.08%
- HFRX Equity Hedge 1,230.70 +.68%
- HFRX Equity Market Neutral 990.86 +.38%
Sentiment/Internals
- NYSE Cumulative A/D Line 324,428 +.97%
- Bloomberg New Highs-Lows Index -122 +143
- Bloomberg Crude Oil % Bulls 44.44 +70.33%
- CFTC Oil Net Speculative Position 432,638 -4.97%
- CFTC Oil Total Open Interest 2,093,055 -1.8%
- Total Put/Call 1.03 +9.68%
- OEX Put/Call .42 -57.6%
- ISE Sentiment 61.0 -45.1%
- NYSE Arms 1.08 +16.7%
- Volatility(VIX) 17.9 -8.2%
- S&P 500 Implied Correlation 39.56 -7.3%
- G7 Currency Volatility (VXY) 7.65 +.66%
- Emerging Markets Currency Volatility (EM-VXY) 10.0 -1.96%
- Smart Money Flow Index 13,858.30 +2.63%
- ICI Money Mkt Mutual Fund Assets $2.908 Trillion +.8%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$4.012 Billion
- AAII % Bulls 41.3 +8.8%
- AAII % Bears 31.2 -9.5%
Futures Spot Prices
- CRB Index 188.09 -2.2%
- Crude Oil 60.05 -4.53%
- Reformulated Gasoline 161.69 -5.2%
- Natural Gas 3.72 +13.3%
- Heating Oil 216.08 -.23%
- Gold 1,208.80 -2.13%
- Bloomberg Base Metals Index 180.59 -2.01%
- Copper 268.10 -4.84%
- US No. 1 Heavy Melt Scrap Steel 341.0 USD/Metric Tonne +.15%
- China Iron Ore Spot 72.65 USD/Metric Tonne +2.32%
- Lumber 358.80 +5.48%
- UBS-Bloomberg Agriculture 940.17 -1.92%
Economy
- Atlanta Fed GDPNow Forecast +2.9% -6.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate -2.6% -120.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index .1157 -3.1%
- US Economic Policy Uncertainty Index 102.10 -55.2%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.38 -.06%
- Citi US Economic Surprise Index 10.0 +3.9 points
- Citi Eurozone Economic Surprise Index -55.80 +.9 point
- Citi Emerging Markets Economic Surprise Index -6.2 +3.7 points
- Fed Fund Futures imply 25.1% chance of no change, 74.9% chance of 25 basis point hike on 12/19
- US Dollar Index 96.93 +.45%
- MSCI Emerging Markets Currency Index 1,604.20 +.01%
- Bitcoin/USD 6,342.02 -.12%
- Euro/Yen Carry Return Index 134.01 unch.
- Yield Curve 26.0 -4.5 basis points
- 10-Year US Treasury Yield 3.18% -2.0 basis points
- Federal Reserve's Balance Sheet $4.103 Trillion +.07%
- U.S. Sovereign Debt Credit Default Swap 21.25 -2.1%
- Illinois Municipal Debt Credit Default Swap 206.37 -.03%
- Italian/German 10Y Yld Spread 299.75 +10.25 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 9.54 -2.22%
- Emerging Markets Sovereign Debt CDS Index 86.17 -4.28%
- Israel Sovereign Debt Credit Default Swap 69.68 +.11%
- South Korea Sovereign Debt Credit Default Swap 40.31 -1.2%
- Russia Sovereign Debt Credit Default Swap 159.0 +9.7%
- iBoxx Offshore RMB China Corporate High Yield Index 148.32 +.58%
- 10-Year TIPS Spread 2.05% unch.
- TED Spread 25.75 +1.0 basis points
- 2-Year Swap Spread 19.25 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -44.75 -7.5 basis points
- N. America Investment Grade Credit Default Swap Index 66.27 +.13%
- America Energy Sector High-Yield Credit Default Swap Index 564.0 +5.93%
- European Financial Sector Credit Default Swap Index 87.85 +.79%
- Emerging Markets Credit Default Swap Index 193.99 -.03%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.744 Trillion -.77%
- Commercial Paper Outstanding 1,083.80 -.3%
- 4-Week Moving Average of Jobless Claims 213,750 unch.
- Continuing Claims Unemployment Rate 1.1% unch.
- Average 30-Year Mortgage Rate 4.94% +11.0 basis points
- Weekly Mortgage Applications 316.20 -4.04%
- Bloomberg Consumer Comfort 61.3 +1.0 point
- Weekly Retail Sales +5.80% +10.0 basis points
- Nationwide Gas $2.72/gallon -.06/gallon
- Baltic Dry Index 1,231.0 -15.5%
- China (Export) Containerized Freight Index 854.35 +1.16%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 unch.
- Rail Freight Carloads 289,741 -1.54%
Best Performing Style
- Large-Cap Value +1.9%
Worst Performing Style
- Small-Cap Growth -.7%
Leading Sectors
- Education +6.0%
- Restaurants +5.0%
- Pharma +3.9%
- Healthcare +3.7%
- Insurance +3.7%
Lagging Sectors
- Steel -4.4%
- Gold & Silver -4.8%
- Social Media -5.0%
- Tobacco -5.1%
- Gaming -8.1%
Weekly High-Volume Stock Gainers (12)
- REV, HTZ, FNSR, UBNT, SCOR, TRUP, WSC, QRTEA, DBX, FOE, CL and ACIW
Weekly High-Volume Stock Losers (36)
- EEX, WEX, VYGR, NEO, PENN, ENLC, AR, TEN, ROKU, BG, SRPT, MTCH, QRVO, RL, KOP, TTWO, ANGI, ASTE, DERM, SATS, IGT, VAC, ANAB, PRAA, ATVI, ICUI, AGS, SGMO, FOSL, EPAY, AMC, OMER, NTRA, GDEN and YELP
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