Friday, November 01, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,761.64 +.11%
  • DJIA 15,615.50 +.29%
  • NASDAQ 3,922.04 -.54%
  • Russell 2000 1,095.67 -2.03%
  • S&P 500 High Beta 28.64 unch.
  • Wilshire 5000 18,489.03 -.18%
  • Russell 1000 Growth 821.38 +.04%
  • Russell 1000 Value 886.85 -.02%
  • S&P 500 Consumer Staples 437.16 +1.14%
  • Morgan Stanley Cyclical 1,384.67 +.37%
  • Morgan Stanley Technology 845.27 -.10%
  • Transports 7,047.77 +.55%
  • Utilities 504.65 -.38%
  • Bloomberg European Bank/Financial Services 106.0 -.42%
  • MSCI Emerging Markets 42.66 +.08%
  • HFRX Equity Hedge 1,139.94 -.04%
  • HFRX Equity Market Neutral 941.74 -.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line 194,884 -.51%
  • Bloomberg New Highs-Lows Index 200 -432
  • Bloomberg Crude Oil % Bulls 24.14 +49.7%
  • CFTC Oil Net Speculative Position 299,196 -1.23%
  • CFTC Oil Total Open Interest 1,785,295 -2.17%
  • Total Put/Call .92 unch.
  • OEX Put/Call .99 +312.50%
  • ISE Sentiment 112.0 +24.44%
  • NYSE Arms .67 -13.92%
  • Volatility(VIX) 13.28 +1.45%
  • S&P 500 Implied Correlation 40.29 +8.28%
  • G7 Currency Volatility (VXY) 8.12 +7.27%
  • Emerging Markets Currency Volatility (EM-VXY) 8.60 +7.23%
  • Smart Money Flow Index 11,782.48 -.04%
  • Money Mkt Mutual Fund Assets $2.669 Trillion +.04%
  • AAII % Bulls 45.0 -8.6%
  • AAII % Bears 21.5 +22.2%
Futures Spot Prices
  • CRB Index 274.96 -2.69%
  • Crude Oil 94.61 -3.35%
  • Reformulated Gasoline 254.19 -1.20%
  • Natural Gas 3.51 -5.47%
  • Heating Oil 288.23 -1.03%
  • Gold 1,350.50 -2.73%
  • Bloomberg Base Metals Index 193.97 +1.33%
  • Copper 329.85 +1.01%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 135.30 USD/Ton +1.50%
  • Lumber 368.10 +1.85%
  • UBS-Bloomberg Agriculture 1,388.20 -2.92%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.70% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1075 -.74%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.18 +.23%
  • Citi US Economic Surprise Index 5.30 -11.7 points
  • Citi Emerging Markets Economic Surprise Index -8.80 -3.20 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.72 +1.90%
  • Euro/Yen Carry Return Index 138.86 -.97%
  • Yield Curve 231.0 +10 basis points
  • 10-Year US Treasury Yield 2.62% +11 basis points
  • Federal Reserve's Balance Sheet $3.800 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 30.21 -19.37%
  • Illinois Municipal Debt Credit Default Swap 189.0 +4.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 68.38 -.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 103.55 +3.33%
  • Emerging Markets Sovereign Debt CDS Index 233.26 +8.31%
  • Israel Sovereign Debt Credit Default Swap 112.0 +3.22%
  • Egypt Sovereign Debt Credit Default Swap 694.31 +1.36%
  • China Blended Corporate Spread Index 364.0 -8 basis points
  • 10-Year TIPS Spread 2.14% -5 basis points
  • TED Spread 20.25 -.5 basis point
  • 2-Year Swap Spread 11.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 74.25 +3.20%
  • European Financial Sector Credit Default Swap Index 116.60 -6.99%
  • Emerging Markets Credit Default Swap Index 277.66 +6.11%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -2.5 basis points
  • M1 Money Supply $2.684 Trillion +1.18%
  • Commercial Paper Outstanding 1,081.50 +1.80%
  • 4-Week Moving Average of Jobless Claims 356,300 +8,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.10% -3 basis points
  • Weekly Mortgage Applications 483.70 +6.42%
  • Bloomberg Consumer Comfort -37.60 -1.5 points
  • Weekly Retail Sales +3.20% +20 basis points
  • Nationwide Gas $3.27/gallon -.05/gallon
  • Baltic Dry Index 1,504 -11.94%
  • China (Export) Containerized Freight Index 1,011.55 +3.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +18.18%
  • Rail Freight Carloads 261,231 -1.31%
Best Performing Style
  • Large-Cap Growth unch.
Worst Performing Style
  • Small-Cap Growth -2.2%
Leading Sectors
  • Steel +2.3%
  • Restaurants +1.9%
  • Semis +1.8%
  • HMOs +1.8%
  • Hospitals +1.3%
Lagging Sectors
  • Biotech -2.5% 
  • Papers -3.6%
  • Homebuilders -4.9%
  • Education -5.6%
  • Gold & Silver -7.7%
Weekly High-Volume Stock Gainers (29)
  • ZLTQ, NTRI, FLDM, NUVA, CRR, MSTR, DWA, BGFV, FARO, XYL, LOCK, CCIX, BWLD, THRM, KFRC, DIN, ATRC, PBI, POWI, MCHP, SCBT, ROG, TRI, ACHC, ZINC, EPIQ, STBZ, LOPE and PCCC
Weekly High-Volume Stock Losers (45)
  • N, EXLS, ALSN, CAP, DATA, CVLT, QLIK, AGCO, PCL, MSM, EXAM, MASI, HWAY, WU, CROX, CRUS, MWV, IPHS, SFLY, HGG, FDP, CYNO, PLT, SANM, MDAS, BLKB, WTW, SPSC, ZEUS, WPP, DAN, DLR, PRXL, EW, AVP, DCO, TNGO, BBOX, AAWW, GTLS, JIVE, STRA, VOLC, RATE and BYD
Weekly Charts
ETFs
Stocks
*5-Day Change

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