Indices
- DJIA 24,093.80 -1.08%
- NASDAQ 6,926.56 -.57%
- Russell 2000 1,415.42 -2.41%
- S&P 500 High Beta 36.83 -1.67%
- Goldman 50 Most Shorted 142.88 -4.2%
- Wilshire 5000 26,726.10 -1.33%
- Russell 1000 Growth 1,164.66 -.78%
- Russell 1000 Value 1,139.82 -2.09%
- S&P 500 Consumer Staples 555.83 -.45%
- MSCI Cyclicals-Defensives Spread 981.46 -.56%
- NYSE Technology 1,638.81 +.49%
- Transports 9,532.45 -4.19%
- Utilities 756.56 +.36%
- Bloomberg European Bank/Financial Services 74.64 +.28%
- MSCI Emerging Markets 39.93 -.64%
- HFRX Equity Hedge 1,171.64 -.32%
- HFRX Equity Market Neutral 976.16 +.28%
Sentiment/Internals
- NYSE Cumulative A/D Line 318,350 -.83%
- Bloomberg New Highs-Lows Index -875 +666
- Bloomberg Crude Oil % Bulls 48.3 -13.6%
- CFTC Oil Net Speculative Position 330,146 -5.2%
- CFTC Oil Total Open Interest 2,048,735 +1.42%
- Total Put/Call 1.08 -9.65%
- OEX Put/Call 1.07 -53.1%
- ISE Sentiment 99.0 +23.5%
- NYSE Arms 1.21 -36.89%
- Volatility(VIX) 22.19 -3.79%
- S&P 500 Implied Correlation 49.58 +9.49%
- G7 Currency Volatility (VXY) 7.83 -5.09%
- Emerging Markets Currency Volatility (EM-VXY) 9.97 -1.48%
- Smart Money Flow Index 12,794.50 -5.59%
- ICI Money Mkt Mutual Fund Assets $3.003 Trillion +2.0%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$5.391 Billion
- AAII % Bulls 20.9 -44.9%
- AAII % Bears 48.9 +60.2%
Futures Spot Prices
- CRB Index 180.31 -2.08%
- Crude Oil 51.16 -1.96%
- Reformulated Gasoline 143.81 -2.41%
- Natural Gas 3.81 -15.37%
- Heating Oil 184.58 -1.85%
- Gold 1,242.90 -.91%
- Bloomberg Base Metals Index 178.63 -1.86%
- Copper 275.65 +.31%
- US No. 1 Heavy Melt Scrap Steel 301.0 USD/Metric Tonne -.17%
- China Iron Ore Spot 68.59 USD/Metric Tonne +5.79%
- Lumber 321.60 -3.26%
- UBS-Bloomberg Agriculture 938.38 -.52%
Economy
- Atlanta Fed GDPNow Forecast +2.38% unch.
- ECRI Weekly Leading Economic Index Growth Rate -3.9% +20.0 basis points
- Bloomberg US Recession Probability Next 12 Months 20.0% +33.33%
- Philly Fed ADS Real-Time Business Conditions Index .1896 +2.32%
- US Economic Policy Uncertainty Index 191.49 +41.61%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.52 -.25%
- Citi US Economic Surprise Index -7.30 -.8 point
- Citi Eurozone Economic Surprise Index -76.20 -27.0 points
- Citi Emerging Markets Economic Surprise Index -1.5 +3.1 points
- Fed Fund Futures imply 2.7% chance of no change, 72.3% chance of 25 basis point hike on 12/19
- US Dollar Index 97.48 +.82%
- MSCI Emerging Markets Currency Index 1,608.22 -.21%
- Bitcoin/USD 3,179.08 -5.83%
- Euro/Yen Carry Return Index 133.20 -.12%
- Yield Curve 15.75 +1.25 basis points
- 10-Year US Treasury Yield 2.89% +3.0 basis points
- Federal Reserve's Balance Sheet $4.049 Trillion +.06%
- U.S. Sovereign Debt Credit Default Swap 18.15 +.19%
- Illinois Municipal Debt Credit Default Swap 201.44 -.02%
- Italian/German 10Y Yld Spread 268.75 -19.5 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 9.71 -1.08%
- Emerging Markets Sovereign Debt CDS Index 85.40 -5.76%
- Israel Sovereign Debt Credit Default Swap 68.53 -3.51%
- South Korea Sovereign Debt Credit Default Swap 37.61 -5.18%
- Russia Sovereign Debt Credit Default Swap 146.56 -8.5%
- iBoxx Offshore RMB China Corporate High Yield Index 149.60 +1.0%
- 10-Year TIPS Spread 1.83% -8.0 basis points
- TED Spread 37.75 +.5 basis point
- 2-Year Swap Spread 14.75 -2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -9.5 +5.5 basis points
- N. America Investment Grade Credit Default Swap Index 78.79 -5.5%
- America Energy Sector High-Yield Credit Default Swap Index 662.0 -3.7%
- European Financial Sector Credit Default Swap Index 102.44 -5.98%
- Emerging Markets Credit Default Swap Index 198.63 -3.97%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.832 Trillion +3.57%
- Commercial Paper Outstanding 1,090.10 +1.4%
- 4-Week Moving Average of Jobless Claims 224,750 -3,250
- Continuing Claims Unemployment Rate 1.2% +10.0 basis points
- Average 30-Year Mortgage Rate 4.63% -12.0 basis points
- Weekly Mortgage Applications 346.0 +1.62%
- Bloomberg Consumer Comfort 59.4 -.9 point
- Weekly Retail Sales +6.60% -20.0 basis points
- Nationwide Gas $2.39/gallon -.05/gallon
- Baltic Dry Index 1,365.0 -.51%
- China (Export) Containerized Freight Index 854.65 -.19%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -11.8%
- Rail Freight Carloads 303,225 +3.3%
Best Performing Style
- Large-Cap Growth +.3%
Worst Performing Style
- Small-Cap Value -1.7%
Leading Sectors
- Semis +3.1%
- Gaming 3.0%
- Networking +2.5%
- Internet +2.1%
- Software +2.0%
Lagging Sectors
- Healthcare Providers -2.3%
- Papers -3.1%
- Airlines -3.2%
- Banks -4.4%
- Oil Service -7.5%
Weekly High-Volume Stock Gainers (3)
- MDRX, PRMW and SCG
Weekly High-Volume Stock Losers (10)
- AB, AMG, UNFI, JEF, MDCO, KBR, ADBE, COST, LASR and CVRR
Weekly Charts
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