Thursday, June 12, 2014

Markets Final Hour Snapshot

From Between the Hedges:

Stocks Falling into Final Hour on Escalating Iraq Tensions, Global Growth Fears, Yen Strength, Transport/Retail Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Lower
  • Sector Performance: Most Sectors Declining
  • Volume: Below Average
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • Volatility(VIX) 12.50 +7.76%
  • Euro/Yen Carry Return Index 143.96 -.12%
  • Emerging Markets Currency Volatility(VXY) 6.54 -1.36%
  • S&P 500 Implied Correlation 53.93 +4.77%
  • ISE Sentiment Index 80.0 -21.57%
  • Total Put/Call .82 +10.81%
  • NYSE Arms 1.48 +45.74% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 59.64 +2.10%
  • European Financial Sector CDS Index 60.02 -.17%...
...MORE