BLS Raw Industrials Cash
Scrap Metals Composite Index |
Conference Board Consumer Confidence |
4 Week Moving Unemployment Avg |
Buffet Indicator: Whilshire 5000/GDP |
Bloomberg charts to get: Bloomberg US Financial Conditions Index daily measure of the relative strength of the U.S. money, bond and equity markets, and is considered a useful gauge of the overall conditions in U.S. financial and credit markets. Credit Suisse Fear Barometer zero-cost collar -- the higher the barometer, the higher the "fear" Conference Board Ratio Coincidental Lagging Index usually affirms a recent peak or trough in the economy as its signal comes well after a move in the stock market. Citigroup Economic Surprise Index weighted historical standard deviations of data surprises (actual releases vs Bloomberg survey median). A positive reading of the Economic Surprise Index suggests that economic releases have on balance beating consensus. The indices are calculated daily in a rolling three-month window. CBOE SPX Volatility Index based on the S&P 500 Index, VIX estimates expected volatility by averaging the weighted prices of SPX puts and calls over a wide range of strike prices MSCI Euro Index a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of the developed markets in Europe US Dollar Index measures the performance of the US Dollar against a basket of currencies: EUR, JPY, GBP, CAD, CHF and SEK Euro to US Dollar Exchange Rate How many dollars a Euro gets you -- the lower it goes, the stronger/weaker the dollar/Euro Australian to US Dollar Exchange Rate Price of 1 AUD in USD -- a good indicator of risk appetite. Investing: Percent Price Oscillator (S&P 500) The bulls have a trend edge when PPO is positive, while the bears have an edge when the PPO is negative. St. Street Investor Confidence Measures investor confidence or risk appetite quantitatively by analyzing the actual buying and selling patterns of institutional investors. The index assigns a precise meaning to changes in investor risk appetite: the greater the percentage allocation to equities, the higher risk appetite or confidence. Investor Sentiment If the current Wave direction is in line with the direction of the Trend, it will be reinforced Put/Call Ratio An indicator of investor sentiment. When call options are greater than put options sentiment is bullish, and vice versa. Other charts to get: Fear and Greed Index Merrill Lynch/CNN aggregator Short Side Of Long Short Side of Long Blog's excellent charts Chartist Friend from Pittsburgh Curvilinear Wave Analysis charts Easynomics A constantly updated blog of macroeconomic and investing charts and indicators Thumb Charts Another constantly updated blog of macroeconomic and investing charts and indicators Crystal Bull -- Dashboard Literally a dashboard view of the economy with m/m and y/y bookmarks (where applicable) A final chart site. If you can't get it from the above 4 places, go to the St. Louis Fed & create your own! Aggregate Indicators: ECRI Indexes Indicator systems designed to predict the timing of future changes in the economy's direction. They signal those turns before the fact, and well before the consensus. ECRI's focus is on identifying when those changes in direction will occur USA today / IHS Outlook A composite of 11 indicators designed to predict future real gross GDP growth. A great site that also gives charts for the other 11 indicators U of M Consumer Sentiment Monthly result of phone survey Dow Jones Sentiment Attempts to measure the health of the U.S. economy by analyzing the sentiment in articles published by fifteen major American newspapers and evaluating the use of selected keywords. Chicago Fed -- CFNAI A monthly index designed to gauge overall economic activity and related inflationary pressure. A zero value for the index indicates that the national economy is expanding at its historical trend rate of growth; negative values indicate below-average growth; and positive values indicate above-average growth. Philly Fed -- A-D-S Index
tracks macroeconomic conditions The average value of the ADS index is zero. Progressively bigger positive values indicate progressively better-than-average conditions, whereas progressively more negative values indicate progressively worse-than-average conditions. The ADS index may be used to compare business conditions at different times.
Consumer Metrics Institutefocus is on major discretionary spending of the U.S. consumer relative to the same period one year ago. An index value of 100 on any date indicates consumers showing the same level of interest in purchases as on that same date one year earlier. Thus an index of 105 indicates an increase in consumer interest of 5% relative to the same date a year earlier. Key Data: North American Rail Freight Traffic Summary Charts on rail traffic trends. More detail here Baltic Dry Ice Index a daily average of prices to ship raw materials -- used as an overall economic indicator as it shows where end prices are heading for items that use the raw materials that are shipped in dry bulk. Intermodal Transport (monthly) Railroad volume is considered an important economic indicator. Intermodal traffic, which tends to be higher-valued merchandise than bulk commodities, uses trains for the long haul and trucks for the shorter distance at either end of the trip. Dallas Fed -- Texas Manufacturing monthly assessment of the state’s factory activity. Firms are asked whether output, employment, orders, prices and other indicators increased, decreased or remained unchanged over the previous month. US Debt Clock What we owe |
No comments:
Post a Comment