Friday, June 28, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,606.28 +.87%
  • DJIA 14,909.60 +.75%
  • NASDAQ 3,403.25 +1.37%
  • Russell 2000 977.48 +1.43%
  • S&P 500 High Beta 24.82 +1.06%
  • Value Line Geometric(broad market) 419.39 +1.50%
  • Russell 1000 Growth 729.59 +.91%
  • Russell 1000 Value 820.93 +1.14%
  • Morgan Stanley Consumer 982.95 +.38%
  • Morgan Stanley Cyclical 1,179.84 +.61%
  • Morgan Stanley Technology 745.21 +.12%
  • Transports 6,173.86 +1.04%
  • Utilities 485.90 +2.99%
  • Bloomberg European Bank/Financial Services 88.85 +.77%
  • MSCI Emerging Markets 38.64 +2.89%
  • HFRX Equity Hedge 1,095.54 +.33%
  • HFRX Equity Market Neutral 940.65 +.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 186,348 +1.76%
  • Bloomberg New Highs-Lows Index -70 +916
  • Bloomberg Crude Oil % Bulls 33.33 +88.84%
  • CFTC Oil Net Speculative Position 274,474 -8.12%
  • CFTC Oil Total Open Interest 1,809,371 -3.19%
  • Total Put/Call .94 -18.97%
  • OEX Put/Call 1.38 +18.97%
  • ISE Sentiment 90.0 +15.38%
  • NYSE Arms 1.36 +47.82%
  • Volatility(VIX) 16.86 -10.79%
  • S&P 500 Implied Correlation 58.05 +.75%
  • G7 Currency Volatility (VXY) 10.99 -3.17%
  • Emerging Markets Currency Volatility (EM-VXY) 10.96 -6.40%
  • Smart Money Flow Index 11,487.81 +.80%
  • Money Mkt Mutual Fund Assets $2.594 Trillion +.33%
  • AAII % Bulls 30.3 -19.2%
  • AAII % Bears 35.2 +17.4%
Futures Spot Prices
  • CRB Index 275.62 -.88%
  • Crude Oil 96.56 +2.78%
  • Reformulated Gasoline 271.56 -1.17%
  • Natural Gas 3.56 -6.36%
  • Heating Oil 285.88 +.38%
  • Gold 1,223.70 -5.70%
  • Bloomberg Base Metals Index 181.25 -.19%
  • Copper 305.75 -1.44%
  • US No. 1 Heavy Melt Scrap Steel 337.0 USD/Ton +3.1%
  • China Iron Ore Spot 116.50 USD/Ton -1.77%
  • Lumber 299.0 +3.25%
  • UBS-Bloomberg Agriculture 1,440.47 -2.83%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.8% -40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1296 +9.56%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.85 +.04%
  • Citi US Economic Surprise Index -9.0 +3.0 points
  • Citi Emerging Markets Economic Surprise Index -37.10 +6.6 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 83.14 +.88%
  • Euro/Yen Carry Return Index 134.50 +.42%
  • Yield Curve 213.0 -3 basis points
  • 10-Year US Treasury Yield 2.49% -4 basis points
  • Federal Reserve's Balance Sheet $3.436 Trillion +.26%
  • U.S. Sovereign Debt Credit Default Swap 27.50 -6.95%
  • Illinois Municipal Debt Credit Default Swap 165.0 -7.82%
  • Western Europe Sovereign Debt Credit Default Swap Index 95.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 248.74 +1.09%
  • Israel Sovereign Debt Credit Default Swap 127.0 -.58%
  • China Blended Corporate Spread Index 406.0 -5 basis points
  • 10-Year TIPS Spread 1.99% +5 basis points
  • TED Spread 24.25 +1 basis point
  • 2-Year Swap Spread 15.25 -4.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.5 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 86.14 -6.64%
  • European Financial Sector Credit Default Swap Index 166.84 -7.54%
  • Emerging Markets Credit Default Swap Index 320.02 -15.12%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 135.0 +15 basis points
  • M1 Money Supply $2.494 Trillion -.59%
  • Commercial Paper Outstanding 1,039.80 +.20%
  • 4-Week Moving Average of Jobless Claims 345,800 -2,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.46% +53 basis points
  • Weekly Mortgage Applications 629.20 -3.04%
  • Bloomberg Consumer Comfort -28.3 +1.1 points
  • Weekly Retail Sales +2.80% -10 basis points
  • Nationwide Gas $3.51/gallon -.08/gallon
  • Baltic Dry Index 1,171 +14.02%
  • China (Export) Containerized Freight Index 1,013.26 -.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 252,807 -.57%
Best Performing Style
  • Mid-Cap Value +1.9%
Worst Performing Style
  • Large-Cap Growth +.9%
Leading Sectors
  • Alt Energy +5.1%
  • Oil Tankers +4.5%
  • REITs +3.9%
  • Biotech +3.1%
  • Utilities +3.0%
Lagging Sectors
  • Agriculture -1.1% 
  • Computer Services -1.3%
  • Gold & Silver -1.4%
  • Steel -2.4%
  • Coal -8.8%
Weekly High-Volume Stock Gainers (31)
  • VHS, KEYN, ISIS, HOMB, INSY, HWAY, MEI, CYTK, SSNI, REV, GMED, BBCN, WMK, COHU, WWWW, WAGE, SIVB, RXN, UMBF, KMR, PRGS, HTGC, MBFI, IGTE, CAMP, UCBI, NWBI, FHN, STBA, FMER and IRBT
Weekly High-Volume Stock Losers (16)
  • UFPI, ACRE, BCC, ORCL, AHT, NCI, RGLD, HAWK, FCFS, AGN, PMC, APOL, TREX, BKS, MG and AVD
Weekly Charts
ETFs
Stocks
*5-Day Change

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