Saturday, June 15, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,626.73 -1.01%
  • DJIA 15,070.18 -1.17%
  • NASDAQ 3,423.55 -1.32%
  • Russell 2000 981.38 -.63%
  • S&P 500 High Beta 25.06 -2.0%
  • Value Line Geometric(broad market) 422.78 -.76%
  • Russell 1000 Growth 740.81 -1.05%
  • Russell 1000 Value 828.80 -.90%
  • Morgan Stanley Consumer 1,005.01 -.14%
  • Morgan Stanley Cyclical 1,213.52 +.05%
  • Morgan Stanley Technology 754.99 -1.18%
  • Transports 6,309.48 -.54%
  • Utilities 485.33 -.32%
  • Bloomberg European Bank/Financial Services 93.18 -3.02%
  • MSCI Emerging Markets 39.67 -2.61%
  • HFRX Equity Hedge 1,097.24 -.70%
  • HFRX Equity Market Neutral 945.94 -.10%
Sentiment/Internals
  • NYSE Cumulative A/D Line 184.922 -1.46%
  • Bloomberg New Highs-Lows Index -306 -195
  • Bloomberg Crude Oil % Bulls 21.21 -39.90%
  • CFTC Oil Net Speculative Position 269,831 +5.47%
  • CFTC Oil Total Open Interest 1,815,904 +4.32%
  • Total Put/Call 1.18 +5.36%
  • OEX Put/Call .72 -19.10%
  • ISE Sentiment 113.0 +44.87%
  • NYSE Arms 1.75 +124.35%
  • Volatility(VIX) 17.15 +13.28%
  • S&P 500 Implied Correlation 56.60 +7.46%
  • G7 Currency Volatility (VXY) 10.65 +2.80%
  • Emerging Markets Currency Volatility (EM-VXY) 9.93 +2.69%
  • Smart Money Flow Index 11,854.72 +.64%
  • Money Mkt Mutual Fund Assets $2.612 Trillion -.01%
  • AAII % Bulls 33.0 +11.9%
  • AAII % Bears 34.6 -11.2%
Futures Spot Prices
  • CRB Index 286.18 -.52%
  • Crude Oil 97.85 +1.66%
  • Reformulated Gasoline 289.67 +.80%
  • Natural Gas 3.73 -2.35%
  • Heating Oil 296.22 +2.10%
  • Gold 1,387.60 +.24%
  • Bloomberg Base Metals Index 188.14 -4.25%
  • Copper 320.15 -2.03%
  • US No. 1 Heavy Melt Scrap Steel 327.0 USD/Ton unch.
  • China Iron Ore Spot 113.60 USD/Ton +2.43%
  • Lumber 283.60 -7.92%
  • UBS-Bloomberg Agriculture 1,484.29 -1.67%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.6% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1766 +9.62%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.53 +.32%
  • Citi US Economic Surprise Index -29.70 +2.6 points
  • Citi Emerging Markets Economic Surprise Index -48.40 -3.3 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 80.67 -1.25%
  • Euro/Yen Carry Return Index 130.94 -2.62%
  • Yield Curve 186.0 -1 basis point
  • 10-Year US Treasury Yield 2.13% -4 basis points
  • Federal Reserve's Balance Sheet $3.367 Trillion +.30%
  • U.S. Sovereign Debt Credit Default Swap 27.17 -2.96%
  • Illinois Municipal Debt Credit Default Swap 158.0 +2.15%
  • Western Europe Sovereign Debt Credit Default Swap Index 88.93 +2.22%
  • Emerging Markets Sovereign Debt CDS Index 208.07 -5.43%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.76%
  • China Blended Corporate Spread Index 401.0 +15 basis points
  • 10-Year TIPS Spread 2.06% -9 basis points
  • TED Spread 23.25 -.25 basis point
  • 2-Year Swap Spread 15.75 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.0 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 82.49 +3.90%
  • European Financial Sector Credit Default Swap Index 159.64 +4.82%
  • Emerging Markets Credit Default Swap Index 297.78 -.71%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 137.0 +34.5 basis points
  • M1 Money Supply $2.618 Trillion +3.36%
  • Commercial Paper Outstanding 1,034.50 +.40%
  • 4-Week Moving Average of Jobless Claims 345,300 -7,200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.98% +7 basis points
  • Weekly Mortgage Applications 670.70 +5.01%
  • Bloomberg Consumer Comfort -31.3 -1.6 points
  • Weekly Retail Sales +2.80% +10 basis points
  • Nationwide Gas $3.62/gallon -.01/gallon
  • Baltic Dry Index 900.0 +10.84%
  • China (Export) Containerized Freight Index 1,035.03 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 252,641 +13.9%
Best Performing Style
  • Small-Cap Growth -.51%
Worst Performing Style
  • Large-Cap Growth -1.05%
Leading Sectors
  • Hospitals +1.8%
  • Telecom +1.2%
  • Airlines +1.1%
  • Homebuilders +.8%
  • Drugs +.6%
Lagging Sectors
  • Computer Services -2.2% 
  • Banks -2.3%
  • Software -2.5%
  • Gold & Silver -2.9%
  • Coal -7.2%
Weekly High-Volume Stock Gainers (16)
  • CTB, DOLE, KS, QCOR, BLC, DMND, RH, GCI, STEL, TUES, SE, ULTA, LYV, PVH, LBY and SWY
Weekly High-Volume Stock Losers (6)
  • AN, CLDT, BFAM, TWI, MYGN and GNMK
Weekly Charts
ETFs
Stocks
*5-Day Change

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