Indices
- DJIA 24,447.10 -3.88%
- NASDAQ 6,979.15 -4.23%
- Russell 2000 1,444.50 -5.45%
- S&P 500 High Beta 37.28 -5.88%
- Goldman 50 Most Shorted 148.85 -4.4%
- Wilshire 5000 27,085.50 -4.74%
- Russell 1000 Growth 1,370.14 -4.1%
- Russell 1000 Value 1,159.59 -3.85%
- S&P 500 Consumer Staples 558.18 -2.34%
- MSCI Cyclicals-Defensives Spread 987.12 -.64%
- NYSE Technology 1,627.44 -3.73%
- Transports 9,950.34 -6.9%
- Utilities 754.98 +3.49%
- Bloomberg European Bank/Financial Services 74.58 -4.53%
- MSCI Emerging Markets 40.17 -2.05%
- HFRX Equity Hedge 1,195.40 -.36%
- HFRX Equity Market Neutral 977.98 +.50%
Sentiment/Internals
- NYSE Cumulative A/D Line 321,029 -.34%
- Bloomberg New Highs-Lows Index -1,541 -1,304
- Bloomberg Crude Oil % Bulls 53.66 +45.3%
- CFTC Oil Net Speculative Position 348,121 -5.19%
- CFTC Oil Total Open Interest 1,020,092 +1.06%
- Total Put/Call 1.10 +49.33%
- OEX Put/Call 1.77 -41.51%
- ISE Sentiment 82.0 -43.71%
- NYSE Arms 2.20 +52.33%
- Volatility(VIX) 24.33 +23.63%
- S&P 500 Implied Correlation 49.19 +10.74%
- G7 Currency Volatility (VXY) 8.25 +3.51%
- Emerging Markets Currency Volatility (EM-VXY) 10.13 -.59%
- Smart Money Flow Index 13,551.70 -.21%
- ICI Money Mkt Mutual Fund Assets $2.944 Trillion n/a
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows n/a
- AAII % Bulls 37.9 +12.0%
- AAII % Bears 30.5 -22.7%
Futures Spot Prices
- CRB Index 184.15 +1.90%
- Crude Oil 52.45 +5.4%
- Reformulated Gasoline 147.48 +6.77%
- Natural Gas 4.50 -2.52%
- Heating Oil 188.21 +4.49%
- Gold 1,255.50 +2.52%
- Bloomberg Base Metals Index 182.02 +.26%
- Copper 275.70 -.67%
- US No. 1 Heavy Melt Scrap Steel 301.50 USD/Metric Tonne -8.91%
- China Iron Ore Spot 65.2 USD/Metric Tonne +.37%
- Lumber 334.0 +1.36%
- UBS-Bloomberg Agriculture 945.97 +1.14%
Economy
- Atlanta Fed GDPNow Forecast +2.38% -24.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate -4.1% -10.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.1058 +7.27%
- US Economic Policy Uncertainty Index 18258 +8.7%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.95 +.23%
- Citi US Economic Surprise Index -6.50 -1.2 points
- Citi Eurozone Economic Surprise Index -49.20 +13.7 points
- Citi Emerging Markets Economic Surprise Index -4.6 +.8 point
- Fed Fund Futures imply 26.0% chance of no change, 74.0% chance of 25 basis point hike on 12/19
- US Dollar Index 96.66 -.58%
- MSCI Emerging Markets Currency Index 1,606.33 -.10%
- Bitcoin/USD 3,245.45 -17.6%
- Euro/Yen Carry Return Index 133.61 -.03%
- Yield Curve 14.5 -5.75 basis points
- 10-Year US Treasury Yield 2.86% -13.0 basis points
- Federal Reserve's Balance Sheet $4.047 Trillion -.28%
- U.S. Sovereign Debt Credit Default Swap 18.11 -10.85%
- Illinois Municipal Debt Credit Default Swap 201.48 -.03%
- Italian/German 10Y Yld Spread 288.25 -1.75 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 9.85 +1.18%
- Emerging Markets Sovereign Debt CDS Index 93.85 -1.64%
- Israel Sovereign Debt Credit Default Swap 70.77 +.2%
- South Korea Sovereign Debt Credit Default Swap 38.28 -3.1%
- Russia Sovereign Debt Credit Default Swap 153,83 -7.8%
- iBoxx Offshore RMB China Corporate High Yield Index 148.13 +.49%
- 10-Year TIPS Spread 1.91% -6.0 basis points
- TED Spread 37.25 -2.25 basis points
- 2-Year Swap Spread 16.70 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -15.25 +7.75 basis points
- N. America Investment Grade Credit Default Swap Index 81.12 +7.04%
- America Energy Sector High-Yield Credit Default Swap Index 691.0 +2.50%
- European Financial Sector Credit Default Swap Index 108.93 +4.78%
- Emerging Markets Credit Default Swap Index 206.05 -.78%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.696 Trillion +.03%
- Commercial Paper Outstanding 1,075.20 -1.4%
- 4-Week Moving Average of Jobless Claims 228,000 +4,750
- Continuing Claims Unemployment Rate 1.1% -10.0 basis points
- Average 30-Year Mortgage Rate 4.75% -6.0 basis points
- Weekly Mortgage Applications 340.50 +2.04%
- Bloomberg Consumer Comfort 60.3 -.2 point
- Weekly Retail Sales +6.80% +20.0 basis points
- Nationwide Gas $2.44/gallon -.05/gallon
- Baltic Dry Index 1,339.0 +8.77%
- China (Export) Containerized Freight Index 856.30 -.13%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 unch.
- Rail Freight Carloads 293,530 +23.39%
Best Performing Style
- Mid-Cap Value -2.7%
Worst Performing Style
- Small-Cap Growth -4.7%
Leading Sectors
- Gold & Silver +4.6%
- Utilities +3.7%
- REITs +1.3%
- Coal +.4%
- Shipping -1.1%
Lagging Sectors
- Robotics -5.5%
- Retail -6.0%
- Education -6.7%
- Banks -6.8%
- Oil Service -7.1%
Weekly High-Volume Stock Gainers (3)
- CLVS, CLR and GH
Weekly High-Volume Stock Losers (19)
- RAMP, GIS, NGVT, MAXR, DSW, OLLI, TLRD, FIVE, DOCU, MEI, HOME, HQY, SUPN, HA, ULTA, LE, MTN, BIG and UNFI
Weekly Charts
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment