Friday, July 19, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,692.09 +.71%
  • DJIA 15,543.70 +.51%
  • NASDAQ 3,587.61 -.35%
  • Russell 2000 1,050.48 +1.35%
  • S&P 500 High Beta 26.58 +1.57%
  • Value Line Geometric(broad market) 446.56 +1.06%
  • Russell 1000 Growth 766.22 -.01%
  • Russell 1000 Value 868.56 +1.41%
  • Morgan Stanley Consumer 1,043.83 +.94%
  • Morgan Stanley Cyclical 1,264.55 +1.59%
  • Morgan Stanley Technology 777.29 -1.24%
  • Transports 6,586.57 +2.32%
  • Utilities 506.22 +1.64%
  • Bloomberg European Bank/Financial Services 95.84 +3.24%
  • MSCI Emerging Markets 39.23 +.61%
  • HFRX Equity Hedge 1,120.77 +.79%
  • HFRX Equity Market Neutral 940.81 +.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line 193,154 +1.0%
  • Bloomberg New Highs-Lows Index 846-47
  • Bloomberg Crude Oil % Bulls 21.21 -57.58%
  • CFTC Oil Net Speculative Position 329,449 +7.9%
  • CFTC Oil Total Open Interest 1,880,612 +3.43%
  • Total Put/Call .79 -11.24%
  • OEX Put/Call 1.22 +56.41%
  • ISE Sentiment 133.0 +84.72%
  • NYSE Arms .81 +1.25%
  • Volatility(VIX) 12.54 -9.39%
  • S&P 500 Implied Correlation 51.36 -2.65%
  • G7 Currency Volatility (VXY) 9.78 -9.44%
  • Emerging Markets Currency Volatility (EM-VXY) 9.42 -8.19%
  • Smart Money Flow Index 11,503.51 +.10%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.33%
  • AAII % Bulls 47.7 -2.45%
  • AAII % Bears 21.2 +16.1%
Futures Spot Prices
  • CRB Index 290.92 +1.49%
  • Crude Oil 108.05 +1.69%
  • Reformulated Gasoline 312.34 +.38%
  • Natural Gas 3.79 +4.04%
  • Heating Oil 308.94 +1.70%
  • Gold 1,292.90 +.76%
  • Bloomberg Base Metals Index 184.62 -.13%
  • Copper 314.0 -.48%
  • US No. 1 Heavy Melt Scrap Steel 321.33 USD/Ton -.92%
  • China Iron Ore Spot 131.70 USD/Ton +3.86%
  • Lumber 326.90 +3.12%
  • UBS-Bloomberg Agriculture 1,435.86 +.29%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0556 +23.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.62 +.23%
  • Citi US Economic Surprise Index -9.50 +2.2 points
  • Citi Emerging Markets Economic Surprise Index -31.0 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.61 -.40%
  • Euro/Yen Carry Return Index 137.83 +1.96%
  • Yield Curve 218.0 -6 basis points
  • 10-Year US Treasury Yield 2.48% -10 basis points
  • Federal Reserve's Balance Sheet $3.495 Trillion +.97%
  • U.S. Sovereign Debt Credit Default Swap 23.6 -10.38%
  • Illinois Municipal Debt Credit Default Swap 167.0 -8.24%
  • Western Europe Sovereign Debt Credit Default Swap Index 93.0 -3.12%
  • Emerging Markets Sovereign Debt CDS Index 214.66 -9.42%
  • Israel Sovereign Debt Credit Default Swap 107.0 -6.96%
  • Egypt Sovereign Debt Credit Default Swap 748.69 +14.24%
  • China Blended Corporate Spread Index 378.0 -7 basis points
  • 10-Year TIPS Spread 2.20% +15 basis points
  • TED Spread 24.5 +.75 basis point
  • 2-Year Swap Spread 17.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 73.80 -6.39%
  • European Financial Sector Credit Default Swap Index 149.82 -5.58%
  • Emerging Markets Credit Default Swap Index 278.62 -12.79%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 -10 basis points
  • M1 Money Supply $2.504 Trillion -1.3%
  • Commercial Paper Outstanding 999.20 +.90%
  • 4-Week Moving Average of Jobless Claims 346,000 -5,800
  • Continuing Claims Unemployment Rate 2.4% +10 basis points
  • Average 30-Year Mortgage Rate 4.37% -14 basis points
  • Weekly Mortgage Applications 519.40 -2.61%
  • Bloomberg Consumer Comfort -28.4 -1.1 points
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $3.67/gallon +.12/gallon
  • Baltic Dry Index 1,138 -.96%
  • China (Export) Containerized Freight Index 1,074.85 +2.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.1%
  • Rail Freight Carloads 248,201 +20.7%
Best Performing Style
  • Small-Cap Value +1.9%
Worst Performing Style
  • Large-Cap Growth -.02%
Leading Sectors
  • Gold & Silver +5.9%
  • Airlines +4.3%
  • Steel +4.0%
  • Gaming +3.9%
  • Tobacco +3.8%
Lagging Sectors
  • Retail -.8% 
  • Internet -1.4%
  • Homebuilders -1.4%
  • Education -1.9%
  • Software -4.3%
Weekly High-Volume Stock Gainers (9)
  • LEAP, SHFL, TAYC, XPO, POWI, BYI, NTLS, WWAV and FBRC
Weekly High-Volume Stock Losers (7)
  • SHW, VSTM, MAT, INGR, LQDT, RGLS and UTEK
Weekly Charts
ETFs
Stocks
*5-Day Change

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