Saturday, September 07, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,655.17 +1.04%
  • DJIA 14,922.50 +.55%
  • NASDAQ 3,660.01 +1.10%
  • Russell 2000 1,029.55 +.25%
  • S&P 500 High Beta 26.47 +2.44%
  • Value Line Geometric(broad market) n/a
  • Russell 1000 Growth 764.49 +1.06%
  • Russell 1000 Value 839.55 +.94%
  • Morgan Stanley Consumer 1,003.47 +1.14%
  • Morgan Stanley Cyclical 1,260.44 +1.97%
  • Morgan Stanley Technology 797.92 +3.09%
  • Transports 6,371.11 +.78%
  • Utilities 473.37 -.93%
  • Bloomberg European Bank/Financial Services 100.22 +4.08%
  • MSCI Emerging Markets 39.63 +4.26%
  • HFRX Equity Hedge 1,113.20 +.66%
  • HFRX Equity Market Neutral 933.47 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 186,295 +1.0%
  • Bloomberg New Highs-Lows Index 75 +103
  • Bloomberg Crude Oil % Bulls 44.44 +2.78%
  • CFTC Oil Net Speculative Position 339,348 -1.68%
  • CFTC Oil Total Open Interest 1,856,725 +.08%
  • Total Put/Call .88 -21.43%
  • OEX Put/Call 1.09 -54.58%
  • ISE Sentiment 97.0 +15.48%
  • NYSE Arms .88 -15.38%
  • Volatility(VIX) 15.85 -5.71%
  • S&P 500 Implied Correlation 50.48 -8.84%
  • G7 Currency Volatility (VXY) 9.62 -5.22%
  • Emerging Markets Currency Volatility (EM-VXY) 11.39 -2.98%
  • Smart Money Flow Index 11,209.09 +.27%
  • Money Mkt Mutual Fund Assets $2.644 Trillion +.24%
  • AAII % Bulls 35.5 +5.9%
  • AAII % Bears 31.3 +1.6%
Futures Spot Prices
  • CRB Index 293.34 -.16%
  • Crude Oil 110.53 +2.15%
  • Reformulated Gasoline 285.37 -2.24%
  • Natural Gas 3.53 -2.51%
  • Heating Oil 316.37 -.29%
  • Gold 1,386.20 -1.46%
  • Bloomberg Base Metals Index 190.58 +.99%
  • Copper 326.15 +.83%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton +1.22%
  • China Iron Ore Spot 134.10 USD/Ton -2.61%
  • Lumber 331.90 +4.20%
  • UBS-Bloomberg Agriculture 1,435.05 +.04%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 3.9% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0562 +14.33%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.14 +.21%
  • Citi US Economic Surprise Index 56.50 +25.7 points
  • Citi Emerging Markets Economic Surprise Index -15.0 +2.9 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 82.15 +.14%
  • Euro/Yen Carry Return Index 136.20 +.62%
  • Yield Curve 248.0 +10 basis points
  • 10-Year US Treasury Yield 2.93% +15 basis points
  • Federal Reserve's Balance Sheet $3.611 Trillion +.26%
  • U.S. Sovereign Debt Credit Default Swap 22.0 -1.0%
  • Illinois Municipal Debt Credit Default Swap 182.0 -1.35%
  • Western Europe Sovereign Debt Credit Default Swap Index 91.0 +4.0%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 122.49 -6.50%
  • Emerging Markets Sovereign Debt CDS Index 250.0 -1.96%
  • Israel Sovereign Debt Credit Default Swap 146.32 +4.02%
  • Egypt Sovereign Debt Credit Default Swap 713.81 -7.34%
  • China Blended Corporate Spread Index 369.0 -16 basis points
  • 10-Year TIPS Spread 2.08% -3 basis points
  • TED Spread 24.0 +.25 basis point
  • 2-Year Swap Spread 15.75 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 81.87 -1.75%
  • European Financial Sector Credit Default Swap Index 146.05 -2.77%
  • Emerging Markets Credit Default Swap Index 330.16 -5.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 115.0 unch.
  • M1 Money Supply $2.566 Trillion +1.12%
  • Commercial Paper Outstanding 1,015.0 -.50%
  • 4-Week Moving Average of Jobless Claims 328,500 -2,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.57% +6 basis points
  • Weekly Mortgage Applications 445.0 +1.32%
  • Bloomberg Consumer Comfort -32.30 -.6 point
  • Weekly Retail Sales +3.90% +20 basis points
  • Nationwide Gas $3.58/gallon -.01/gallon
  • Baltic Dry Index 1,352 +19.43%
  • China (Export) Containerized Freight Index 1,125.44 -.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 +12.5%
  • Rail Freight Carloads 259,672 +1.0%
Best Performing Style
  • Mid-Cap Growth +1.2%
Worst Performing Style
  • Small-Cap Value -.1%
Leading Sectors
  • Coal +6.6%
  • Steel +5.5%
  • Networking +4.9%
  • Alternative Energy +3.9%
  • Airlines +3.5%
Lagging Sectors
  • REITs -.2% 
  • Homebuilders -.4%
  • Utilities -.9%
  • Software -1.5%
  • Gold & Silver -1.7%
Weekly High-Volume Stock Gainers (24)
  • KDN, CIEN, KFY, BLOX, ETFC, GIII, FNSR, LPX, TXTR, CKEC, STSA, JAH, TKR, VRNT, TBBK, IMKTA, AZZ, OMCL, CNMD, MUR, VVI, AN, ZUMZ and SPN
Weekly High-Volume Stock Losers (14)
  • KKD, THG, GEF, CLVS, PANW, KMI, MTDR, ADES, CEVA, ESC, VVUS, MFRM, CONN and FRAN
Weekly Charts
ETFs
Stocks
*5-Day Change

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