Friday, November 15, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,798.18 +1.56%
  • DJIA 15,961.70 +1.27%
  • NASDAQ 3,985.96 +1.70%
  • Russell 2000 1,116.20 +1.47%
  • S&P 500 High Beta 29.23 +1.92%
  • Wilshire 5000 18,859.10 +3.04%
  • Russell 1000 Growth 836.69 +1.89%
  • Russell 1000 Value 905.62 +1.40%
  • S&P 500 Consumer Staples 446.03 +1.67%
  • Morgan Stanley Cyclical 1,416.70 +2.06%
  • Morgan Stanley Technology 866.50 +2.19%
  • Transports 7,211.04 +2.76%
  • Utilities 506.91 +.89%
  • Bloomberg European Bank/Financial Services 104.20 -.95%
  • MSCI Emerging Markets 41.74 +.85%
  • HFRX Equity Hedge 1,142.58 +.24%
  • HFRX Equity Market Neutral 949.95 +.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line 195,768 +1.2%
  • Bloomberg New Highs-Lows Index 508+400
  • Bloomberg Crude Oil % Bulls 39.13 +95.65%
  • CFTC Oil Net Speculative Position 305,566 +2.02%
  • CFTC Oil Total Open Interest 1,735,933 -.05%
  • Total Put/Call .75 -9.64%
  • OEX Put/Call .49 -63.43%
  • ISE Sentiment 153.0 +50.0%
  • NYSE Arms .78 -48.34%
  • Volatility(VIX) 12.19 -12.36%
  • S&P 500 Implied Correlation 33.41 -18.31%
  • G7 Currency Volatility (VXY) 7.79 -4.18%
  • Emerging Markets Currency Volatility (EM-VXY) 8.57 -8.93%
  • Smart Money Flow Index 12,003.16 +2.73%
  • ICI Money Mkt Mutual Fund Assets $2.669 Trillion -.12%
  • ICI US Equity Weekly Net New Cash Flows $5.407 Billion +26.78%
  • AAII % Bulls 39.2 -13.8%
  • AAII % Bears 27.5 +25.9%
Futures Spot Prices
  • CRB Index 274.34 +.43%
  • Crude Oil 93.84 -.54%
  • Reformulated Gasoline 265.77 +4.3%
  • Natural Gas 3.66 +3.12%
  • Heating Oil 293.89 +2.53%
  • Gold 1,287.40 -.12%
  • Bloomberg Base Metals Index 186.32 -1.68%
  • Copper 317.10 -2.71%
  • US No. 1 Heavy Melt Scrap Steel 340.87 USD/Ton +1.55%
  • China Iron Ore Spot 136.80 USD/Ton +.66%
  • Lumber 363.50 -3.12%
  • UBS-Bloomberg Agriculture 1,373.50 -1.23%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.20% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0994 -4.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.40 +.07%
  • Citi US Economic Surprise Index 6.90 -12.5 points
  • Citi Emerging Markets Economic Surprise Index -12.60 unch.
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.85 -.44%
  • Euro/Yen Carry Return Index 141.02 +2.13%
  • Yield Curve 241.0 -3 basis points
  • 10-Year US Treasury Yield 2.70% -5 basis points
  • Federal Reserve's Balance Sheet $3.864 Trillion +1.46%
  • U.S. Sovereign Debt Credit Default Swap 25.13 -18.48%
  • Illinois Municipal Debt Credit Default Swap 197.0 +.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 63.36 -4.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 104.06 -6.22%
  • Emerging Markets Sovereign Debt CDS Index 225.50 -4.45%
  • Israel Sovereign Debt Credit Default Swap 108.55 -1.31%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +.21%
  • China Blended Corporate Spread Index 363.0 -3 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 17.25 -1.75 basis points
  • 2-Year Swap Spread 10.25 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 70.50 -3.43%
  • European Financial Sector Credit Default Swap Index 107.04 +.75%
  • Emerging Markets Credit Default Swap Index 284.55 -5.14%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 102.0 -7.0 basis points
  • M1 Money Supply $2.621 Trillion -1.18%
  • Commercial Paper Outstanding 1,066.90 -.30%
  • 4-Week Moving Average of Jobless Claims 344,000 -4,300
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.35% +19 basis points
  • Weekly Mortgage Applications 461.70 -1.77%
  • Bloomberg Consumer Comfort -33.90 +4.0 points
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $3.20/gallon -.01/gallon
  • Baltic Dry Index 1,507 -4.68%
  • China (Export) Containerized Freight Index 1,043.77 +2.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 265,259 +.38%
Best Performing Style
  • Mid-Cap Growth +2.4%
Worst Performing Style
  • Small-Cap Value +1.0%
Leading Sectors
  • Homebuilders +4.6%
  • Biotech +3.9%
  • HMOs +3.1%
  • Computer Services +2.9%
  • Retail +2.9%
Lagging Sectors
  • Networking +.7% 
  • Banks +.5%
  • Gold & Silver +.1%
  • Steel -1.2%
  • Coal -2.2%
Weekly High-Volume Stock Gainers (18)
  • FUEL, GOGO, MPAA, PEGA, VPHM, HTLD, HTH, ENT, OME, PBPB, BURL, M, ALSN, SLXP, PAY, DTSI, HMA and PFMT
Weekly High-Volume Stock Losers (11)
  • MGAM, CDW, AREX, PLUS, BNNY, BAGL, RAX, AMED, TTS, EPZM and SRPT
Weekly Charts
ETFs
Stocks
*5-Day Change

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