Friday, October 18, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,744.50 +2.43%
  • DJIA 15,399.60 +1.07%
  • NASDAQ 3,914.27 +3.23%
  • Russell 2000 1,114.77 +2.81%
  • S&P 500 High Beta 28.55 +3.59%
  • Wilshire 5000 18,379.90 +3.24%
  • Russell 1000 Growth 812.23 +2.65%
  • Russell 1000 Value 882.36 +2.29%
  • Morgan Stanley Consumer 1,055.68 +2.24%
  • Morgan Stanley Cyclical 1,352.53 +2.15%
  • Morgan Stanley Technology 847.08 +2.59%
  • Transports 6,830.45 +2.74%
  • Utilities 496.05 +.89%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 43.16 +1.65%
  • HFRX Equity Hedge 1,133.44 +1.66%
  • HFRX Equity Market Neutral 941.26 +.73%
Sentiment/Internals
  • NYSE Cumulative A/D Line 194,370 +2.09%
  • Bloomberg New Highs-Lows Index 988 +652
  • Bloomberg Crude Oil % Bulls 13.16 -68.98%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .68 -29.17%
  • OEX Put/Call 1.67 +27.48%
  • ISE Sentiment 104.0 +28.4%
  • NYSE Arms 1.24 +175.50%
  • Volatility(VIX) 13.04 -20.87%
  • S&P 500 Implied Correlation 36.07 -22.72%
  • G7 Currency Volatility (VXY) 7.63 -8.18%
  • Emerging Markets Currency Volatility (EM-VXY) 8.38 -8.32%
  • Smart Money Flow Index 11,688.55 +2.04%
  • Money Mkt Mutual Fund Assets $2.613 Trillion -1.96%
  • AAII % Bulls 46.3 +12.0%
  • AAII % Bears 24.9 -25.8%
Futures Spot Prices
  • CRB Index 286.92 -.16%
  • Crude Oil 100.81 -.91%
  • Reformulated Gasoline 267.32 +.39%
  • Natural Gas 3.76 -.71%
  • Heating Oil 303.54 +.07%
  • Gold 1,314.60 +3.30%
  • Bloomberg Base Metals Index 192.88 +1.05%
  • Copper 329.90 +.79%
  • US No. 1 Heavy Melt Scrap Steel 335.87 USD/Ton +.06%
  • China Iron Ore Spot 134.40 USD/Ton +.98%
  • Lumber 353.50 +6.16%
  • UBS-Bloomberg Agriculture 1,446.40 +1.55%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.8% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1800 +9.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.84 unch.
  • Citi US Economic Surprise Index 23.20 -12.2 points
  • Citi Emerging Markets Economic Surprise Index -9.60 -5.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.65 -.94%
  • Euro/Yen Carry Return Index 139.57 +.27%
  • Yield Curve 226.0 -7 basis points
  • 10-Year US Treasury Yield 2.58% -11 basis points
  • Federal Reserve's Balance Sheet $3.770 Trillion +1.47%
  • U.S. Sovereign Debt Credit Default Swap 34.02 +.80%
  • Illinois Municipal Debt Credit Default Swap 182.0 -4.75%
  • Western Europe Sovereign Debt Credit Default Swap Index 71.32 -1.37%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 102.95 -6.10%
  • Emerging Markets Sovereign Debt CDS Index 207.50 -6.10%
  • Israel Sovereign Debt Credit Default Swap 108.83 -4.53%
  • Egypt Sovereign Debt Credit Default Swap 676.08 +.16%
  • China Blended Corporate Spread Index 363.0 -7 basis points
  • 10-Year TIPS Spread 2.18% -3 basis points
  • TED Spread 22.0 +3.25 basis points
  • 2-Year Swap Spread 13.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.50 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 70.91 -8.25%
  • European Financial Sector Credit Default Swap Index 120.44 -5.92%
  • Emerging Markets Credit Default Swap Index 257.13 -6.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 113.0 -1 basis point
  • M1 Money Supply $2.552 Trillion -1.88%
  • Commercial Paper Outstanding 1,033.70 -3.0%
  • 4-Week Moving Average of Jobless Claims 336,500 +11,500
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.28% +5 basis points
  • Weekly Mortgage Applications 457.10 +.26%
  • Bloomberg Consumer Comfort -34.10 -4.4 points
  • Weekly Retail Sales +3.20% -50 basis points
  • Nationwide Gas $3.36/gallon +.02/gallon
  • Baltic Dry Index 1,901 -4.23%
  • China (Export) Containerized Freight Index 1,010.07 -2.85%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 260,839 -2.15%
Best Performing Style
  • Small-Cap Growth +3.0%
Worst Performing Style
  • Large-Cap Value +2.3%
Leading Sectors
  • Gold & Silver +6.2%
  • Internet +5.5%
  • Oil Tankers +4.2%
  • Airlines +3.9%
  • Gaming +3.9%
Lagging Sectors
  • Utilities +.9% 
  • Networking +.3%
  • Road & Rail -.6%
  • HMOs -3.3%
  • Computer Services -3.8%
Weekly High-Volume Stock Gainers (11)
  • TUC, SCTY, RCPT, AAP, EOPN, ZEP, UFPI, ERA, ECYT, ENV and PTLA
Weekly High-Volume Stock Losers (13)
  • PHMD, FXCM, FCS, LBY, GY, ELLI, FLIR, OSTK, SWK, UTEK, TDC, TZOO and SCSS
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

Anonymous said...

No bitcoin on the weekly scoreboard. Do you plan adding it?