Indices
- DJIA 23,062.40 +.89%
- NASDAQ 6,584.52 +.86%
- Russell 2000 1,337.92 +.90%
- S&P 500 High Beta 35.04 +1.04%
- Goldman 50 Most Shorted 134.08 +1.27%
- Wilshire 5000 25,504.40 +.76%
- Russell 1000 Growth 1,302.03 +1.11%
- Russell 1000 Value 1,085.22 +.39%
- S&P 500 Consumer Staples 519.79 -.36%
- MSCI Cyclicals-Defensives Spread 998.60 +.34%
- NYSE Technology 1,559.01 +1.02%
- Transports 9,109.13 +.88%
- Utilities 711.94 -2.4%
- Bloomberg European Bank/Financial Services 71.52 -2.6%
- MSCI Emerging Markets 39.07 +1.08%
- HFRX Equity Hedge 1,142.08 +1.03%
- HFRX Equity Market Neutral 969.31 -.23%
Sentiment/Internals
- NYSE Cumulative A/D Line 309,071 +.61%
- Bloomberg New Highs-Lows Index -1,007 +2,119
- Bloomberg Crude Oil % Bulls 28.21 n/a
- CFTC Oil Net Speculative Position 309,608 +.03%
- CFTC Oil Total Open Interest 2,063,376 +.62%
- Total Put/Call .77 -46.15%
- OEX Put/Call .82 +30.16%
- ISE Sentiment 95.0 +82.69%
- NYSE Arms 1.72 +57.8%
- Volatility(VIX) 28.34 -.14%
- S&P 500 Implied Correlation 50.26 +2.4%
- G7 Currency Volatility (VXY) 8.79 +5.14%
- Emerging Markets Currency Volatility (EM-VXY) 9.72 +1.78%
- Smart Money Flow Index 11,901.90 +7.08%
- ICI Money Mkt Mutual Fund Assets $3.039 Trillion +1.01%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.398 Billion
- AAII % Bulls 31.6 +26.9%
- AAII % Bears 50.3 +6.3%
Futures Spot Prices
- CRB Index 170.97 -.99%
- Crude Oil 45.33 -1.93%
- Reformulated Gasoline 132.62 -.47%
- Natural Gas 3.30 -10.9%
- Heating Oil 166.47 -5.46%
- Gold 1,283.0 +1.55%
- Bloomberg Base Metals Index 177.34 -.26%
- Copper 268.15 -.80%
- US No. 1 Heavy Melt Scrap Steel 293.0 USD/Metric Tonne -2.98%
- China Iron Ore Spot 69.58 USD/Metric Tonne +.12%
- Lumber 331.50 -1.92%
- UBS-Bloomberg Agriculture 921.02 -1.22%
Economy
- Atlanta Fed GDPNow Forecast +2.71% unch.
- ECRI Weekly Leading Economic Index Growth Rate -4.4% -50.0 basis points
- Bloomberg US Recession Probability Next 12 Months 20.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index .1449 -3.91%
- US Economic Policy Uncertainty Index 161.23 -36.3%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.42 -.22%
- Citi US Economic Surprise Index -17.90 -1.6 points
- Citi Eurozone Economic Surprise Index -73.30 +4.2 points
- Citi Emerging Markets Economic Surprise Index -2.9 +1.0 point
- Fed Fund Futures imply 97.9% chance of no change, 0.0% chance of 25 basis point hike on 1/30
- US Dollar Index 96.37 -.01%
- MSCI Emerging Markets Currency Index 1,608.71 -.03%
- Bitcoin/USD 3,885.50 +.8%
- Euro/Yen Carry Return Index 131.21 -.13%
- Yield Curve 19.5 +4.5 basis points
- 10-Year US Treasury Yield 2.71% -8.0 basis points
- Federal Reserve's Balance Sheet $4.036 Trillion -.22%
- U.S. Sovereign Debt Credit Default Swap 22.14 +11.4%
- Illinois Municipal Debt Credit Default Swap 201.35 -.02%
- Italian/German 10Y Yld Spread 250.0 -8.0 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 11.62 unch.
- Emerging Markets Sovereign Debt CDS Index 78.85 -1.39%
- Israel Sovereign Debt Credit Default Swap 67.80 -2.5%
- South Korea Sovereign Debt Credit Default Swap 39.50 -1.07%
- Russia Sovereign Debt Credit Default Swap 153.77 +1.69%
- iBoxx Offshore RMB China Corporate High Yield Index 151.12 +.11%
- 10-Year TIPS Spread 1.73% -4.0 basis points
- TED Spread 43.25 +.5 basis point
- 2-Year Swap Spread 14.5 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap 1.5 +2.75 basis points
- N. America Investment Grade Credit Default Swap Index 88.37 -3.75%
- America Energy Sector High-Yield Credit Default Swap Index 808.0 +.95%
- European Financial Sector Credit Default Swap Index 113.70 +3.24%
- Emerging Markets Credit Default Swap Index 208.71 -.91%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.736 Trillion -2.14%
- Commercial Paper Outstanding 1,055.60 -1.7%
- 4-Week Moving Average of Jobless Claims 218,000 -4,750
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.55% -7.0 basis points
- Weekly Mortgage Applications 325.90 n/a
- Bloomberg Consumer Comfort 59.4 +.6 point
- Weekly Retail Sales +7.20% +40.0 basis points
- Nationwide Gas $2.29/gallon -.06/gallon
- Baltic Dry Index 1,271.0 -9.6%
- China (Export) Containerized Freight Index 834.86 -.81%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
- Rail Freight Carloads 290,141 -3.74%
Best Performing Style
- Mid-Cap Growth +1.4%
Worst Performing Style
- Mid-Cap Value -.5%
Leading Sectors
- Semis +3.1%
- Disk Drives +3.0%
- Video Gaming +2.8%
- Medical Equipment +2.6%
- Oil Service +2.2%
Lagging Sectors
- Homebuilders -1.7%
- Foods -1.8%
- Telecom -2.0%
- Tobacco -2.1%
- Utilities -2.3%
Weekly High-Volume Stock Gainers (4)
- BPT, FRC, LGF/A and ILPT
Weekly High-Volume Stock Losers (0)
- None
Weekly Charts
ETFs
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