Indices
- DJIA 27,630.08 -.24%
- NASDAQ 10,746.90 -1.11%
- Russell 2000 1,531.08 +2.1%
- S&P 500 High Beta 43.60 +1.76%
- Goldman 50 Most Shorted 174.02 +3.3%
- Wilshire 5000 33,813.67 -.41%
- Russell 1000 Growth 2,097.17 -1.47%
- Russell 1000 Value 1,180.84 +.36%
- S&P 500 Consumer Staples 649.17 -2.0%
- MSCI Cyclicals-Defensives Spread 1,302.96 -.36%
- NYSE Technology 2,998.36 +.78%
- Transports 11,437.30 +1.4%
- Utilities 798.12 -.26%
- Bloomberg European Bank/Financial Services 47.8 -3.7%
- MSCI Emerging Markets 44.63 +1.43%
- HFRX Equity Hedge 1,231.18 +.53%
- HFRX Equity Market Neutral 900.46 +.36%
Sentiment/Internals
- NYSE Cumulative A/D Line 419,668 -.62%
- Bloomberg New Highs-Lows Index 125 +2
- Crude Oil Commercial Bullish % Net Position -42.99 +5.43%
- CFTC Oil Net Speculative Position 449,366 -8.5%
- CFTC Oil Total Open Interest 2,046,660 -.85%
- Total Put/Call .94 -5.0%
- OEX Put/Call 1.67 +2.4%
- ISE Sentiment 112.0 +12.0 points
- NYSE Arms 1.27 +90.4%
- Bloomberg Global Risk-On/Risk-Off Index 179.0 +97.0 points
- Volatility(VIX) 27.4 +.97%
- S&P 500 Implied Correlation 56.37 +4.45%
- G7 Currency Volatility (VXY) 8.71 -1.58%
- Emerging Markets Currency Volatility (EM-VXY) 11.19 -.89%
- Smart Money Flow Index 14,735.14 -1.5%
- ICI Money Mkt Mutual Fund Assets $4.416 Trillion -1.2%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$8.764 Million
- AAII % Bulls 32.0 +35.1%
- AAII % Bears 40.4 -16.6%
Futures Spot Prices
- CRB Index 151.26 +3.3%
- Crude Oil 40.88 +9.3%
- Reformulated Gasoline 122.91 +11.6%
- Natural Gas 2.05 -9.6%
- Heating Oil 115.57 +5.95%
- Gold 1,952.40 +.66%
- Bloomberg Base Metals Index 187.45 +.93%
- Copper 310.35 +2.0%
- US No. 1 Heavy Melt Scrap Steel 296.0 USD/Metric Tonne -2.6%
- China Iron Ore Spot 120.63 USD/Metric Tonne -3.96
%
- Lumber 578.60 -9.65%
- UBS-Bloomberg Agriculture 896.31 +3.3%
Economy
- Atlanta Fed GDPNow Forecast +32.0% +1.2 percentage points
- ECRI Weekly Leading Economic Index Growth Rate 2.3% +.7 percentage point
- Bloomberg US Recession Probability Next 12 Months 100.0% unch.
- NY Fed Real-Time Weekly Economic Index -5.11 -.79%
- US Economic Policy Uncertainty Index 254.37 +10.6%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 155.36 +.6%
- Citi US Economic Surprise Index 172.5 -15.5 points
- Citi Eurozone Economic Surprise Index 69.7 -20.7 points
- Citi Emerging Markets Economic Surprise Index 50.3 +7.3 points
- Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/5
- US Dollar Index 92.84 -.47%
- MSCI Emerging Markets Currency Index 1,646.0 +.82%
- Bitcoin/USD 10,851.35 +5.3%
- Euro/Yen Carry Return Index 128.32 -1.51%
- Yield Curve 54.5 +.75 basis point
- 10-Year US Treasury Yield .69% +2.0 basis points
- Federal Reserve's Balance Sheet $7.025 Trillion +.77%
- U.S. Sovereign Debt Credit Default Swap 17.97 -.96%
- Illinois Municipal Debt Credit Default Swap 306.78 +1.95%
- Italian/German 10Y Yld Spread 144.0 -3.5 basis points
- China Sovereign Debt Credit Default Swap 36.5 -.09%
- Brazil Sovereign Debt Credit Default Swap 203.68 -.29%
- Israel Sovereign Debt Credit Default Swap 53.20 -3.2%
- South Korea Sovereign Debt Credit Default Swap 22.46 -3.7%
- Russia Sovereign Debt Credit Default Swap 103.54 +.39%
- iBoxx Offshore RMB China Corporate High Yield Index 178.11 +.13%
- 10-Year TIPS Spread 1.67% unch.
- TED Spread 14.5 +.5 basis point
- 2-Year Swap Spread 8.25 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +2.75 basis points
- N. America Investment Grade Credit Default Swap Index 70.79 +1.75%
- America Energy Sector High-Yield Credit Default Swap Index 479.0 +3.88%
- European Financial Sector Credit Default Swap Index 61.67 -5.1%
- Emerging Markets Credit Default Swap Index 174.21 +1.40%
- MBS 5/10 Treasury Spread 95.5 +5.75 basis points
- Markit CMBX BBB-6 67.0 +.18%
- M1 Money Supply $5.403 Trillion -.21%
- Commercial Paper Outstanding 983.50 -2.6%
- 4-Week Moving Average of Jobless Claims 912,000 -6.3%
- Continuing Claims Unemployment Rate 8.6% -60.0 basis points
- Average 30-Year Mortgage Rate 2.87% +1.0 basis point
- Weekly Mortgage Applications 757.20 -2.51%
- Bloomberg Consumer Comfort 47.7 -.1 point
- Weekly Retail Sales -.6% -50.0 basis points
- Nationwide Gas $2.18/gallon -.02/gallon
- Baltic Dry Index 1,294.0 +2.1%
- China (Export) Containerized Freight Index 985.44 +3.79%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Truckstop.com Market Demand Index 96.42 -5.68%
- Rail Freight Carloads 260,643 -9.29%
Best Performing Style
- Small-Cap Growth +2.6%
Worst Performing Style
- Large-Cap Growth -1.3%
Leading Sectors
- Steel +8.4%
- Paper +8.0%
- Alt Energy +6.5%
- Biotech +5.0%
- Oil Service +3.7%
Lagging Sectors
- Telecom -1.5%
- Internet -2.5%
- Education -2.7%
- Tobacco -3.2%
- Gaming -4.5%
Weekly High-Volume Stock Gainers (22)
- BE, STRO, INO, ARCH, BBIO, KODK, LOB, MAXR, W, PSNL, PRTS, DPHC,
AXNX, SWTX, MYOK, OSUR, BEAT, COOP, DKNG, BG, TPTX, FREQ, RVMD and CASH
Weekly High-Volume Stock Losers (31)
- KHC, VAC, DEI, BKNG, ISRG, DOC, MTOR, PRLB, AAPL, RVLV, FSLR, CONE,
LGIH, ADBE, JBHT, DTE, ODFL, WIFI, KTB, VRM, SMTC, PINC, YELP, LRN,
CHWY, CNMD, FRTA, CCL, CMD, RDFN and CUK
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