Friday, May 31, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,630.74 -1.20%
  • DJIA 15,115.50 -1.17%
  • NASDAQ 3,455.91 -.10%
  • Russell 2000 984.14 -.01%
  • S&P 500 High Beta 25.50 -.51%
  • Value Line Geometric(broad market) 425.0 -.40%
  • Russell 1000 Growth 744.63 -1.30%
  • Russell 1000 Value 829.74 -1.03%
  • Morgan Stanley Consumer 992.65 -2.32%
  • Morgan Stanley Cyclical 1,219.17 -1.18%
  • Morgan Stanley Technology 761.26 -.38%
  • Transports 6,290.18 -2.17%
  • Utilities 482.16 -4.43%
  • Bloomberg European Bank/Financial Services 98.29 +1.60%
  • MSCI Emerging Markets 41.86 -1.83%
  • HFRX Equity Hedge 1,121.72 +.31%
  • HFRX Equity Market Neutral 946.01 +.64%
Sentiment/Internals
  • NYSE Cumulative A/D Line 189,948 -.60%
  • Bloomberg New Highs-Lows Index 116 +192
  • Bloomberg Crude Oil % Bulls 23.81 +8.82%
  • CFTC Oil Net Speculative Position 257,139 -4.39%
  • CFTC Oil Total Open Interest 1,744,717 +.15%
  • Total Put/Call 1.18 -7.09%
  • OEX Put/Call 2.05 +56.49%
  • ISE Sentiment 97.0 +38.57%
  • NYSE Arms 1.47 +54.73%
  • Volatility(VIX) 16.30 +15.85%
  • S&P 500 Implied Correlation 55.15 -.11%
  • G7 Currency Volatility (VXY) 10.22 +3.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.76 +14.96%
  • Smart Money Flow Index 12,097.22 -.56%
  • Money Mkt Mutual Fund Assets $2.613 Trillion +.50%
  • AAII % Bulls 36.0 -26.5%
  • AAII % Bears 29.6 +37.4%
Futures Spot Prices
  • CRB Index 281.85 -1.46%
  • Crude Oil 91.97 -2.62%
  • Reformulated Gasoline 275.49 -2.54%
  • Natural Gas 3.98 -6.57%
  • Heating Oil 278.14 -2.72%
  • Gold 1,393.0 +.24%
  • Bloomberg Base Metals Index 193.94 +1.31%
  • Copper 329.25 -1.05%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 110.40 USD/Ton -10.4%
  • Lumber 306.30 +.23%
  • UBS-Bloomberg Agriculture 1,505.91 +1.84%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.6% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3444 +4.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.92 +.17%
  • Citi US Economic Surprise Index -14.40 +.9 point
  • Citi Emerging Markets Economic Surprise Index -47.10 +3.9 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 83.37 -.32%
  • Euro/Yen Carry Return Index 136.02 -.43%
  • Yield Curve 183.0 +7 basis points
  • 10-Year US Treasury Yield 2.13% +12 basis points
  • Federal Reserve's Balance Sheet $3.342 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 27.75 -8.29%
  • Illinois Municipal Debt Credit Default Swap 123.0 +3.36%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.50 +1.11%
  • Emerging Markets Sovereign Debt CDS Index 199.50 +6.06%
  • Israel Sovereign Debt Credit Default Swap 120.0 +2.46%
  • China Blended Corporate Spread Index 366.0 -42 basis points
  • 10-Year TIPS Spread 2.19% -6 basis points
  • TED Spread 25.0 +1.25 basis points
  • 2-Year Swap Spread 16.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.25 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 77.45 +2.59%
  • European Financial Sector Credit Default Swap Index 146.69 +3.05%
  • Emerging Markets Credit Default Swap Index 279.13 +7.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 -6 basis points
  • M1 Money Supply $2.524 Trillion +.19%
  • Commercial Paper Outstanding 1,047.80 +1.40%
  • 4-Week Moving Average of Jobless Claims 347,300 +7,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.81% +22 basis points
  • Weekly Mortgage Applications 721.40 -8.80%
  • Bloomberg Consumer Comfort -29.7 -.3 point
  • Weekly Retail Sales +2.60% unch.
  • Nationwide Gas $3.61/gallon -.04/gallon
  • Baltic Dry Index 809.0 -2.29%
  • China (Export) Containerized Freight Index 1,035.04 -2.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -16.7%
  • Rail Freight Carloads 248,210 -.78%
Best Performing Style
  • Small-Cap Growth +.28%
Worst Performing Style
  • Large-Cap Growth -1.30%
Leading Sectors
  • Networking +6.4%
  • Gold & Silver +5.4%
  • Hospitals +4.4%
  • Disk Drives +2.4%
  • Oil Tankers +1.9%
Lagging Sectors
  • Telecom -3.2% 
  • Coal -3.6%
  • REITs -5.4%
  • Steel -6.3%
  • Homebuilders -6.3%
Weekly High-Volume Stock Gainers (10)
  • STEI, SFD, HMA, NVE, INFN, EXPR, SHOS, BOFI, TFM and CRUS
Weekly High-Volume Stock Losers (10)
  • FXCM, WPC, BXMT, WWAV, KMB, BAH, AEC, IRC, BIG and ENOC
Weekly Charts
ETFs
Stocks
*5-Day Change

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