Friday, May 24, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,649.60 -1.07%
  • DJIA 15,303.10 -.33%
  • NASDAQ 3,459.14 -1.13%
  • Russell 2000 984.28 -1.20%
  • S&P 500 High Beta 25.53 -1.77%
  • Value Line Geometric(broad market) 426.16 -1.08%
  • Russell 1000 Growth 753.90 -1.31%
  • Russell 1000 Value 837.57 -1.02%
  • Morgan Stanley Consumer 1,019.37 -1.27%
  • Morgan Stanley Cyclical 1,220.95 -1.26%
  • Morgan Stanley Technology 759.88 -1.79%
  • Transports 6,395.70 -2.34%
  • Utilities 499.21 -3.38%
  • Bloomberg European Bank/Financial Services 96.74 -4.24%
  • MSCI Emerging Markets 42.54 -1.76%
  • HFRX Equity Hedge 1,124.43 -.24%
  • HFRX Equity Market Neutral 938.97 +.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 191,103 -.09%
  • Bloomberg New Highs-Lows Index -76 -685
  • Bloomberg Crude Oil % Bulls 21.88 +9.40%
  • CFTC Oil Net Speculative Position 268,944 +15.63%
  • CFTC Oil Total Open Interest 1,742,051 -.95%
  • Total Put/Call 1.27 +58.75%
  • OEX Put/Call 1.31 -7.75%
  • ISE Sentiment 70.0 -22.22%
  • NYSE Arms 1.19 +91.93%
  • Volatility(VIX) 13.99 +12.37%
  • S&P 500 Implied Correlation 53.74 -5.29%
  • G7 Currency Volatility (VXY) 9.98 +.40%
  • Emerging Markets Currency Volatility (EM-VXY) 8.49 +6.5%
  • Smart Money Flow Index 12,165.66 +.22%
  • Money Mkt Mutual Fund Assets $2.601 Trillion +.80%
  • AAII % Bulls 49.0 +27.2%
  • AAII % Bears 21.6 -26.5%
Futures Spot Prices
  • CRB Index 284.89 -.94%
  • Crude Oil 94.15 -1.95%
  • Reformulated Gasoline 283.90 -2.1%
  • Natural Gas 4.24 +4.41%
  • Heating Oil 285.69 -2.81%
  • Gold 1,386.60 +2.1%
  • Bloomberg Base Metals Index 191.44 -.71%
  • Copper 329.55 -.53%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 123.20 USD/Ton +.08%
  • Lumber 297.40 -5.65%
  • UBS-Bloomberg Agriculture 1,478.69 +.54%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.8% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3206 +9.61%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.72 +.14%
  • Citi US Economic Surprise Index -15.30 +2.2 points
  • Citi Emerging Markets Economic Surprise Index -51.0 -3.6 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 83.70 -.60%
  • Euro/Yen Carry Return Index 136.61 -1.13%
  • Yield Curve 176.0 +5 basis points
  • 10-Year US Treasury Yield 2.01% +6 basis points
  • Federal Reserve's Balance Sheet $3.356 Trillion +1.35%
  • U.S. Sovereign Debt Credit Default Swap 30.26 +1.49%
  • Illinois Municipal Debt Credit Default Swap 119.0 +1.71%
  • Western Europe Sovereign Debt Credit Default Swap Index 81.59 -4.57%
  • Emerging Markets Sovereign Debt CDS Index 188.09 +6.41%
  • Israel Sovereign Debt Credit Default Swap 117.12 -4.0%
  • China Blended Corporate Spread Index 408.0 +8 basis points
  • 10-Year TIPS Spread 2.25% -1 basis point
  • TED Spread 23.75 -.5 basis point
  • 2-Year Swap Spread 16.0 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.0 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 75.49 +7.54%
  • European Financial Sector Credit Default Swap Index 142.35 +8.81%
  • Emerging Markets Credit Default Swap Index 259.92 +5.44%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 106.0 +8 basis points
  • M1 Money Supply $2.520 Trillion +.13%
  • Commercial Paper Outstanding 1,033.40 +2.0%
  • 4-Week Moving Average of Jobless Claims 339,500 +200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.59% +8 basis points
  • Weekly Mortgage Applications 791.0 -9.77%
  • Bloomberg Consumer Comfort -29.4 +.8 point
  • Weekly Retail Sales +2.60% -20 basis points
  • Nationwide Gas $3.65/gallon +.03/gallon
  • Baltic Dry Index 828.0 -2.59%
  • China (Export) Containerized Freight Index 1,057.92 -1.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +33.3%
  • Rail Freight Carloads 250,156 +.76%
Best Performing Style
  • Large-Cap Value -1.02%
Worst Performing Style
  • Mid-Cap Value -1.97%
Leading Sectors
  • Gold & Silver +3.2%
  • Coal +3.1%
  • Disk Drives +2.4%
  • Alt Energy +1.7%
  • Oil Tankers +1.0%
Lagging Sectors
  • Internet -2.8% 
  • I-Banking -3.0%
  • Networking -3.4%
  • Utilities -3.4%
  • REITs -3.8%
Weekly High-Volume Stock Gainers (12)
  • SKS, WBSN, RUE, SSNI, BAH, CBST, LPS, DY, PNX, SGNT, SCTY and MNRO
Weekly High-Volume Stock Losers (14)
  • CCL, ARRS, RPAI, MDCO, FPO, HGG, DXM, HR, IRWD, UNXL, OSIS, IGTE, TISI and GME
Weekly Charts
ETFs
Stocks
*5-Day Change

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