Friday, July 05, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,631.89 +1.16%
  • DJIA 15,135.83 +.74%
  • NASDAQ 3,479.38 +2.28%
  • Russell 2000 1,005.39 +2.60%
  • S&P 500 High Beta 25.46 +1.80%
  • Value Line Geometric(broad market) 428.04 +1.91%
  • Russell 1000 Growth 743.50 +1.51%
  • Russell 1000 Value 832.38 +1.0%
  • Morgan Stanley Consumer 997.0 +.76%
  • Morgan Stanley Cyclical 1,202.53 +1.24%
  • Morgan Stanley Technology 757.10 +.96%
  • Transports 6,289.96 +1.45%
  • Utilities 476.94 -1.23%
  • Bloomberg European Bank/Financial Services 91.02 +2.44%
  • MSCI Emerging Markets 37.75 -.29%
  • HFRX Equity Hedge 1,104.47 +2.10%
  • HFRX Equity Market Neutral 938.78 +.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 186,768 +.23%
  • Bloomberg New Highs-Lows Index 4 +74
  • Bloomberg Crude Oil % Bulls 33.33 n/a
  • CFTC Oil Net Speculative Position 274,474 n/a
  • CFTC Oil Total Open Interest 1,809,371 n/a
  • Total Put/Call .94 unch.
  • OEX Put/Call 1.76 +27.54%
  • ISE Sentiment 97.0 +53.97%
  • NYSE Arms .65 -43.48%
  • Volatility(VIX) 14.89 -11.68%
  • S&P 500 Implied Correlation 52.73 -11.11%
  • G7 Currency Volatility (VXY) 10.97 -.45%
  • Emerging Markets Currency Volatility (EM-VXY) 10.93 -.27%
  • Smart Money Flow Index 11,415.12 -.86%
  • Money Mkt Mutual Fund Assets $2.596 Trillion +.07%
  • AAII % Bulls 42.0 +38.7%
  • AAII % Bears 23.8 -32.2%
Futures Spot Prices
  • CRB Index 280.72 +1.21%
  • Crude Oil 103.22 +6.67%
  • Reformulated Gasoline 289.68 +6.41%
  • Natural Gas 3.62 +.50%
  • Heating Oil 298.97 +3.68%
  • Gold 1,212.70 +1.06%
  • Bloomberg Base Metals Index 181.97 +.40%
  • Copper 306.50 +.72%
  • US No. 1 Heavy Melt Scrap Steel 337.0 USD/Ton unch.
  • China Iron Ore Spot 122.60 USD/Ton +5.2%
  • Lumber 309.50 +3.13%
  • UBS-Bloomberg Agriculture 1,413.22 -1.89%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.3% -50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0848 +9.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.92 +.06%
  • Citi US Economic Surprise Index -14.0 -5.0 points
  • Citi Emerging Markets Economic Surprise Index -34.30 +2.8 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 84.45 +1.53%
  • Euro/Yen Carry Return Index 135.39 +.68%
  • Yield Curve 234.0 +21 basis points
  • 10-Year US Treasury Yield 2.74% +25 basis points
  • Federal Reserve's Balance Sheet $3.450 Trillion +.41%
  • U.S. Sovereign Debt Credit Default Swap 28.56 +1.39%
  • Illinois Municipal Debt Credit Default Swap 167.0 +1.21%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 +1.05%
  • Emerging Markets Sovereign Debt CDS Index 248.13 -.24%
  • Israel Sovereign Debt Credit Default Swap 120.50 -5.11%
  • Egypt Sovereign Debt Credit Default Swap 773.82 -12.2%
  • China Blended Corporate Spread Index 407.0 +1 basis point
  • 10-Year TIPS Spread 2.07% +8 basis points
  • TED Spread 23.25 -1 basis point
  • 2-Year Swap Spread 17.75 +2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 86.11 -.03%
  • European Financial Sector Credit Default Swap Index 165.42 -.86%
  • Emerging Markets Credit Default Swap Index 346.66 +8.32%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 -5 basis points
  • M1 Money Supply $2.509 Trillion +.60%
  • Commercial Paper Outstanding 1,035.70 -.40%
  • 4-Week Moving Average of Jobless Claims 345,500 -300
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.29% -17 basis points
  • Weekly Mortgage Applications 555.50 -11.7%
  • Bloomberg Consumer Comfort -27.5 +.8 point
  • Weekly Retail Sales +2.80% unch.
  • Nationwide Gas $3.48/gallon -.03/gallon
  • Baltic Dry Index 1,099 -6.15%
  • China (Export) Containerized Freight Index 1,034.91 +2.14%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +25.0%
  • Rail Freight Carloads 249,673 -1.24%
Best Performing Style
  • Small-Cap Growth +2.8%
Worst Performing Style
  • Mid-Cap Value +.9%
Leading Sectors
  • Biotech +4.5%
  • Alt Energy +4.0%
  • I-Banks +3.5%
  • Banks +3.5%
  • Education +3.4%
Lagging Sectors
  • Utilities -1.2% 
  • Coal -1.9%
  • Steel -2.2%
  • Hospitals -2.6%
  • Homebuilders -5.6%
Weekly High-Volume Stock Gainers (44)
  • ONXX, PBYI, WGO, LVB, CVC, LGF, AMRI, BRSS, CBST, FFIN, ABCB, ACRX, SGEN, PCYC, DAN, EZPW, EPZM, BNCN, GPOR, GCOM, GEVA, SRDX, LNDC, PLOW, GPC, SMCI, SHEN, UTI, EEFT, INSY, TR, RUSHA, SPLK, RECN, COHR, WWWW, MYE, UHAL, EXAR, GNC, VCBI, PRGS, ODFL and STML
Weekly High-Volume Stock Losers (14)
  • DVA, AMED, AZZ, BRY, CCXI, DYN, RCPT, WBMD, HWAY, MJN, IDCC, INSM, ZEP and LNCO
Weekly Charts
ETFs
Stocks
*5-Day Change

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