Friday, August 30, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,632.97 -1.84%
  • DJIA 14,810.30 -1.33%
  • NASDAQ 3,589.86 -1.86%
  • Russell 2000 1,010.90 -2.63%
  • S&P 500 High Beta 25.62 -2.99%
  • Value Line Geometric(broad market) 429.51 -2.54%
  • Russell 1000 Growth 752.94 -1.57%
  • Russell 1000 Value 829.06 -2.09%
  • Morgan Stanley Consumer 992.17 -1.95%
  • Morgan Stanley Cyclical 1,230.09 -2.10%
  • Morgan Stanley Technology 772.38 -1.83%
  • Transports 6,249.88 -3.55%
  • Utilities 477.87 -1.05%
  • Bloomberg European Bank/Financial Services 96.29 -4.02%
  • MSCI Emerging Markets 38.44 -.55%
  • HFRX Equity Hedge 1,105.92 -.75%
  • HFRX Equity Market Neutral 933.48 -.41%
Sentiment/Internals
  • NYSE Cumulative A/D Line 185,682 -.12%
  • Bloomberg New Highs-Lows Index -28 -43
  • Bloomberg Crude Oil % Bulls 43.24 +103.87%
  • CFTC Oil Net Speculative Position 345,130 -.07%
  • CFTC Oil Total Open Interest 1,855,284 +1.09%
  • Total Put/Call 1.12 +41.77%
  • OEX Put/Call 2.40 -45.08%
  • ISE Sentiment 84.0 -22.2%
  • NYSE Arms 1.10 +20.88%
  • Volatility(VIX) 17.01 +21.67%
  • S&P 500 Implied Correlation 54.59 +12.04%
  • G7 Currency Volatility (VXY) 10.13 +3.47%
  • Emerging Markets Currency Volatility (EM-VXY) 11.74 +9.51%
  • Smart Money Flow Index 11,198.56 -.93%
  • Money Mkt Mutual Fund Assets $2.644 Trillion +.24%
  • AAII % Bulls 33.5 +15.8%
  • AAII % Bears 30.8 -28.3%
Futures Spot Prices
  • CRB Index 291.16 +.13%
  • Crude Oil 107.65 +1.25%
  • Reformulated Gasoline 289.01 +.73%
  • Natural Gas 3.58 +2.90%
  • Heating Oil 313.66 +1.20%
  • Gold 1,395.80 -.06%
  • Bloomberg Base Metals Index 188.72 -2.97%
  • Copper 323.30 -3.58%
  • US No. 1 Heavy Melt Scrap Steel 338.53 USD/Ton unch.
  • China Iron Ore Spot 137.70 USD/Ton -.65%
  • Lumber 318.90 +1.82%
  • UBS-Bloomberg Agriculture 1,434.54 +1.14%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.2% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0822 +10.07%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.89 +.14%
  • Citi US Economic Surprise Index 30.80 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -17.90 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 82.09 +.89%
  • Euro/Yen Carry Return Index 135.31 -1.80%
  • Yield Curve 238.0 -6 basis points
  • 10-Year US Treasury Yield 2.78% -3 basis points
  • Federal Reserve's Balance Sheet $3.602 Trillion -.03%
  • U.S. Sovereign Debt Credit Default Swap 22.22 -.22%
  • Illinois Municipal Debt Credit Default Swap 184.0 +3.16%
  • Western Europe Sovereign Debt Credit Default Swap Index 87.50 +2.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 131.01 +2.10%
  • Emerging Markets Sovereign Debt CDS Index 255.0 +3.87%
  • Israel Sovereign Debt Credit Default Swap 140.67 +6.57%
  • Egypt Sovereign Debt Credit Default Swap 770.33 -1.87%
  • China Blended Corporate Spread Index 385.0 unch.
  • 10-Year TIPS Spread 2.11% -3 basis points
  • TED Spread 23.75 unch.
  • 2-Year Swap Spread 17.0 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 83.33 +4.61%
  • European Financial Sector Credit Default Swap Index 150.21 +6.86%
  • Emerging Markets Credit Default Swap Index 349.55 +8.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 115.0 +10 basis points
  • M1 Money Supply $2.537 Trillion -.05%
  • Commercial Paper Outstanding 1,020.10 unch.
  • 4-Week Moving Average of Jobless Claims 331,300 +800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% -7 basis points
  • Weekly Mortgage Applications 439.20 -2.49%
  • Bloomberg Consumer Comfort -31.70 -2.9 points
  • Weekly Retail Sales +3.70% +10 basis points
  • Nationwide Gas $3.59/gallon +.05/gallon
  • Baltic Dry Index 1,132 -2.24%
  • China (Export) Containerized Freight Index 1,126.0 -.62%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 257,080 +.24%
Best Performing Style
  • Large-Cap Growth -1.6%
Worst Performing Style
  • Small-Cap Value -3.1%
Leading Sectors
  • Biotech +.3%
  • Energy -.2%
  • Utilities -1.0%
  • Telecom -1.2%
  • Gaming -1.3%
Lagging Sectors
  • Networking -3.8% 
  • Steel -4.1%
  • Banks -4.2%
  • Coal -5.1%
  • Gold & Silver -7.1%
Weekly High-Volume Stock Gainers (15)
  • ZLC, MEI, HITK, EGAN, LRN, INSM, TMS, AKRX, CARB, MOV, TLYS, GES, EXPR, DSW and CRUS
Weekly High-Volume Stock Losers (8)
  • ADSK, CLVS, RGS, OVTI, SAFM, SEAS, GCO and TFM
Weekly Charts
ETFs
Stocks
*5-Day Change

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