Indices
- S&P 500 2,076.08 -1.33%
- DJIA 17,373.30 -1.79%
- NASDAQ 5,043.44 -1.65%
- Russell 2000 1,206.48 -2.65%
- S&P 500 High Beta 31.75 -1.35%
- Goldman 50 Most Shorted 132.08 -4.88%
- Wilshire 5000 21,667.10 -1.35%
- Russell 1000 Growth 1,009.70 -1.47%
- Russell 1000 Value 1,000.76 -1.22%
- S&P 500 Consumer Staples 513.97 -.24%
- Solactive US Cyclical 127.54 -.95%
- Morgan Stanley Technology 1,065.93 -.04%
- Transports 8,250.88 -1.68%
- Utilities 590.49 +1.12%
- Bloomberg European Bank/Financial Services 119.25 -.97%
- MSCI Emerging Markets 36.46 -1.8%
- HFRX Equity Hedge 1,204.44 -.30%
- HFRX Equity Market Neutral 1,009.30 +.29%
Sentiment/Internals
- NYSE Cumulative A/D Line 232,026 -.34%
- Bloomberg New Highs-Lows Index -670 -453
- Bloomberg Crude Oil % Bulls 8.57 -79.57%
- CFTC Oil Net Speculative Position 247,093 +1.5%
- CFTC Oil Total Open Interest 1,736,523 +2.48%
- Total Put/Call 1.23 +12.84%
- OEX Put/Call .63 -91.38%
- ISE Sentiment 56.0 -20.0%
- NYSE Arms 1.45 -16.29%
- Volatility(VIX) 13.71 +13.2%
- S&P 500 Implied Correlation 55.08 -4.97%
- G7 Currency Volatility (VXY) 9.34 +.32%
- Emerging Markets Currency Volatility (EM-VXY) 9.36 unch.
- Smart Money Flow Index 16,744.48 -1.01%
- ICI Money Mkt Mutual Fund Assets $2.669 Trillion +.81%
- ICI US Equity Weekly Net New Cash Flow -$5.220 Billion
- AAII % Bulls 24.32 +15.21%
- AAII % Bears 31.66 -22.2%
Futures Spot Prices
- CRB Index 198.32 -2.10%
- Crude Oil 43.80 -6.37%
- Reformulated Gasoline 163.05 -7.94%
- Natural Gas 2.80 +3.17%
- Heating Oil 154.28 -2.69%
- Gold 1,091.40 -.28%
- Bloomberg Base Metals Index 148.44 -2.16%
- Copper 232.55 -1.13%
- US No. 1 Heavy Melt Scrap Steel 236.67 USD/Ton unch.
- China Iron Ore Spot 56.40 USD/Ton +5.6%
- Lumber 259.0 +3.25%
- UBS-Bloomberg Agriculture 1,057.33 +.1%
Economy
- ECRI Weekly Leading Economic Index Growth Rate .2% unch.
- Philly Fed ADS Real-Time Business Conditions Index .0524 -5.24%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.96 -.10%
- Citi US Economic Surprise Index -8.2 +7.2 points
- Citi Eurozone Economic Surprise Index 15.0 +7.9 points
- Citi Emerging Markets Economic Surprise Index -3.5 +7.9 points
- Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point hike on 9/17
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.62 -2.94%
- US Dollar Index 97.59 +.40%
- Euro/Yen Carry Return Index 142.21 +.06%
- Yield Curve 145.0 -7.0 basis points
- 10-Year US Treasury Yield 2.17% -2.0 basis points
- Federal Reserve's Balance Sheet $4.449 Trillion +.02%
- U.S. Sovereign Debt Credit Default Swap 16.17 +.01%
- Illinois Municipal Debt Credit Default Swap 246.0 +3.70%
- Western Europe Sovereign Debt Credit Default Swap Index 22.48 +.42%
- Asia Pacific Sovereign Debt Credit Default Swap Index 65.25 +3.66%
- Emerging Markets Sovereign Debt CDS Index 303.59 +3.49%
- Israel Sovereign Debt Credit Default Swap 66.01 +1.57%
- Iraq Sovereign Debt Credit Default Swap 698.07 +3.19%
- Russia Sovereign Debt Credit Default Swap 359.29 +5.77%
- iBoxx Offshore RMB China Corporates High Yield Index 120.99 -.08%
- 10-Year TIPS Spread 1.66% -8.0 basis points
- TED Spread 28.0 +4.0 basis points
- 2-Year Swap Spread 24.75 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -20.5-1.0 basis point
- N. America Investment Grade Credit Default Swap Index 75.46 +8.0%
- America Energy Sector High-Yield Credit Default Swap Index 1,840.0 +16.3%
- European Financial Sector Credit Default Swap Index 76.58 +3.97%
- Emerging Markets Credit Default Swap Index 336.44 +5.73%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 96.0 -2.5 basis points
- M1 Money Supply $3.029 Trillion +.35%
- Commercial Paper Outstanding 1,066.90 +.80%
- 4-Week Moving Average of Jobless Claims 268,250 -6,500
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 3.91% -7 basis points
- Weekly Mortgage Applications 397.20 +4.66%
- Bloomberg Consumer Comfort 40.3 -.2 point
- Weekly Retail Sales +1.30% +10.0 basis points
- Nationwide Gas $2.62/gallon -.04/gallon
- Baltic Dry Index 1,201 +6.2%
- China (Export) Containerized Freight Index 798.89 -2.44%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -14.29%
- Rail Freight Carloads 269,468 -.55%
Best Performing Style
- Mid-Cap Value -.9%
Worst Performing Style
- Small-Cap Growth -3.1%
Leading Sectors
- Gaming +3.4%
- Telecom +1.3%
- Utilities +1.1%
- HMOs +1.1%
- Defense +.9%
Lagging Sectors
- Biotech -4.1%
- Homebuilders -4.2%
- Road & Rail -4.2%
- Alt Energy -4.42%
- Coal -20.0%
Weekly High-Volume Stock Gainers (43)
- IPCM, LXRX, TREE, YRCW, MGI, CHUY, METR, LGIH, SKYW, XXIA, AMSG, ABMD, NGVC, LMNX, CCE, BXLT, VVI, SRI, FSLR, HLF, MOH, ZLTQ, ECOM, ZEN, PLOW, CDW, HDP, GFF, SRDX, IMPR, VA, HPY, DERM, TUMI, IMMR, HTBI, SABR, DENN, RNG, SCOR, COLM, CSGS and WWWW
Weekly High-Volume Stock Losers (86)
- DGI, NSP, SERV, H, GDDY, TSN, RL, LPNT, DISCK, SNI, VMW, WSTC, ONCE, LPLA, CCOI, NRZ, DISCA, PGTI, OMCL, VECO, MSG, BKD, KCG, LAMR, WMC, MPW, LMOS, SBH, DIS, MDP, FNGN, FMI, ALL, AMCX, TWX, MCRN, QLYS, RLGY, TREX, PSIX, FOX, FOXA, BERY, ELGX, SQI, CORI, ATRO, TG, INT, VIRT, CPSI, UIHC, MG, PBPB, HBI, DWA, ECHO, BOOT, PWR, TRMB, EIGI, MEG, TDC, NLS, TAL, GNRC, NYLD, OUTR, HYH, CGNX, DWRE, MNK, ABCO, VIA, INOV, VIAB, CSII, TRS, PAGP, ENVA, GMCR, SUNE, TNET, PHH, LL and AAC
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