Indices
- DJIA 26,287.44 -.75%
- NASDAQ 7,959.14 -.56%
- Russell 2000 1,513.04 -1.34%
- S&P 500 High Beta 40.52 -1.75%
- Goldman 50 Most Shorted 143.19 +.56%
- Wilshire 5000 29,959.66 -.48%
- Russell 1000 Growth 1,596.05 +.05%
- Russell 1000 Value 1,227.91 -.92%
- S&P 500 Consumer Staples 609.05 +.01%
- MSCI Cyclicals-Defensives Spread 1,107.84 -.51%
- NYSE Technology 1,884.84 -1.82%
- Transports 10,207.21 -1.61%
- Utilities 826.30 +1.03%
- Bloomberg European Bank/Financial Services 65.92 -3.95%
- MSCI Emerging Markets 40.02 +1.66%
- HFRX Equity Hedge 1,221.26 -.62%
- HFRX Equity Market Neutral 948.33 -.61%
Sentiment/Internals
- NYSE Cumulative A/D Line 363,898 -.12%
- Bloomberg New Highs-Lows Index -17 +109
- Bloomberg Crude Oil % Bulls 52.0 -15.2%
- CFTC Oil Net Speculative Position 387,291 -2.65%
- CFTC Oil Total Open Interest 2,069,072 +.61%
- Total Put/Call 1.0 -10.7%
- OEX Put/Call 1.18 +257.6%
- ISE Sentiment 88.0 +41.9%
- NYSE Arms 1.84 +55.9%
- Volatility(VIX) 17.97 +2.04%
- S&P 500 Implied Correlation 41.77 +1.75%
- G7 Currency Volatility (VXY) 7.80 +8.03%
- Emerging Markets Currency Volatility (EM-VXY) 8.38 +5.41%
- Smart Money Flow Index 15,428.94 +4.19%
- ICI Money Mkt Mutual Fund Assets $3.336 Trillion +1.76%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$9.045 Billion
- AAII % Bulls 21.7 -43.7%
- AAII % Bears 48.2 +100.3%
Futures Spot Prices
- CRB Index 172.09 -.73%
- Crude Oil 54.40 -1.12%
- Reformulated Gasoline 166.99 -5.43%
- Natural Gas 2.11 -1.31%
- Heating Oil 180.66 -3.54%
- Gold 1,501.80 +3.86%
- Bloomberg Base Metals Index 172.53 +.4%
- Copper 259.40 +1.01%
- US No. 1 Heavy Melt Scrap Steel 288.0 USD/Metric Tonne -.52%
- China Iron Ore Spot 85.0 USD/Metric Tonne -17.5%
- Lumber 352.0 -4.85%
- UBS-Bloomberg Agriculture 867.12 +.64%
Economy
- Atlanta Fed GDPNow Forecast +1.95% -28.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate .1% -10.0 basis points
- Bloomberg US Recession Probability Next 12 Months 34.2% +13.8%
- Philly Fed ADS Real-Time Business Conditions Index -.0404 +17.1%
- US Economic Policy Uncertainty Index 63.71 -24.7%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 175.26 -.05%
- Citi US Economic Surprise Index -30.90 +4.2 points
- Citi Eurozone Economic Surprise Index -54.10 -3.2 points
- Citi Emerging Markets Economic Surprise Index -20.30 +.1 point
- Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of rate cut on 9/18
- US Dollar Index 97.50 -.6%
- MSCI Emerging Markets Currency Index 1,613.28 -.89%
- Bitcoin/USD 11,870.24 +13.56%
- Euro/Yen Carry Return Index 122.90 -.09%
- Yield Curve 10.75 -2.75 basis points
- 10-Year US Treasury Yield 1.73% -12.0 basis points
- Federal Reserve's Balance Sheet $3.742 Trillion +.07%
- U.S. Sovereign Debt Credit Default Swap 15.84 +4.07%
- Illinois Municipal Debt Credit Default Swap 184.95 -.01%
- Italian/German 10Y Yld Spread 238.25 +35.5 basis points
- China Sovereign Debt Credit Default Swap 50.66 +9.77%
- Brazil Sovereign Debt Credit Default Swap 132.37 +.55%
- Israel Sovereign Debt Credit Default Swap 59.86 -1.66%
- South Korea Sovereign Debt Credit Default Swap 32.11 +6.46%
- Russia Sovereign Debt Credit Default Swap 109.17 +5.42%
- iBoxx Offshore RMB China Corporate High Yield Index 164.72 -.18%
- 10-Year TIPS Spread 1.66% unch.
- TED Spread 19.25 +.25 basis point
- 2-Year Swap Spread -1.25 -4.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -12.5 +4.25 basis points
- N. America Investment Grade Credit Default Swap Index 59.10 +4.54%
- America Energy Sector High-Yield Credit Default Swap Index 393.0 -25.9%
- European Financial Sector Credit Default Swap Index 71.31 +7.62%
- Emerging Markets Credit Default Swap Index 177.98 +4.6%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.871 Trillion -.13%
- Commercial Paper Outstanding 1,139.80 -1.1%
- 4-Week Moving Average of Jobless Claims 212,250 +250
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 3.60% -15.0 basis points
- Weekly Mortgage Applications 509.80 +5.33%
- Bloomberg Consumer Comfort 62.9 -1.8 points
- Weekly Retail Sales +4.80% +10.0 basis points
- Nationwide Gas $2.67/gallon -.05/gallon
- Baltic Dry Index 1,720 -3.8%
- China (Export) Containerized Freight Index 817.64 -.65%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Rail Freight Carloads 275,119 +.85%
Best Performing Style
- Mid-Cap Growth +.7%
Worst Performing Style
- Small-Cap Value -1.5%
Leading Sectors
- Gold & Silver +5.7%
- Restaurants +2.4%
- Education +2.1%
- Hombuilding +1.7%
- Defense +1.4%
Lagging Sectors
- Banks -3.5%
- I-Banks -4.2%
- Computer Services -4.7%
- Steel -4.8%
- Oil Service -9.5%
Weekly High-Volume Stock Gainers (8)
- OSTK, APPN, OMER, AMAG, YELP, CVNA, SONO and LAUR
Weekly High-Volume Stock Losers (25)
- STAY, ENV, UBNT, RVLV, REAL, QNST, DXC, NKTR, MNST, AVT, ARNA, GPK, SRPT, KHC, NYT, Z, ZG, CDNA, ADVM, TSE, SSP, AAXN, RUN, DBX and MAT
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