Friday, November 22, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,804.76 +.37%
  • DJIA 16,o64.77 +.65%
  • NASDAQ 3,991.64 +.14%
  • Russell 2000 1,124.92 +.78%
  • S&P 500 High Beta 29.29 +.21%
  • Wilshire 5000 18,912.74 +.28%
  • Russell 1000 Growth 909.65 +.04%
  • Russell 1000 Value 909.65 +.45%
  • S&P 500 Consumer Staples 443.99 -.46%
  • Morgan Stanley Cyclical 1,418.29 +.11%
  • Morgan Stanley Technology 858.80 -.89%
  • Transports 7,199.37 -.16%
  • Utilities 495.31 -2.29%
  • Bloomberg European Bank/Financial Services 104.53 +.32%
  • MSCI Emerging Markets 41.90 +.39%
  • HFRX Equity Hedge 1,141.21 -.12%
  • HFRX Equity Market Neutral 950.43 +.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line 194,426 -.21%
  • Bloomberg New Highs-Lows Index 149 -359
  • Bloomberg Crude Oil % Bulls 31.03 -20.70%
  • CFTC Oil Net Speculative Position 313,160 +2.49%
  • CFTC Oil Total Open Interest 1,620,640 -6.64%
  • Total Put/Call .94 +25.33%
  • OEX Put/Call 1.39 +183.67%
  • ISE Sentiment 144.0 -5.88%
  • NYSE Arms .81 +3.85%
  • Volatility(VIX) 12.26 +.57%
  • S&P 500 Implied Correlation 54.45 -4.86%
  • G7 Currency Volatility (VXY) 8.07 +3.33%
  • Emerging Markets Currency Volatility (EM-VXY) 8.59 +.23%
  • Smart Money Flow Index 12,053.21 +.42%
  • ICI Money Mkt Mutual Fund Assets $2.663 Trillion -.20%
  • ICI US Equity Weekly Net New Cash Flow $5.407 Billion n/a
  • AAII % Bulls 34.4 -12.3%
  • AAII % Bears 29.5 +7.3%
Futures Spot Prices
  • CRB Index 275.21 +.32%
  • Crude Oil 94.77 +1.16%
  • Reformulated Gasoline 272.05 +2.40%
  • Natural Gas 3.78 +3.84%
  • Heating Oil 303.43 +3.12%
  • Gold 1,242.10 -3.61%
  • Bloomberg Base Metals Index 187.68 +.73%
  • Copper 322.05 +1.50%
  • US No. 1 Heavy Melt Scrap Steel 360.67 USD/Ton +5.81%
  • China Iron Ore Spot 136.50 USD/Ton -.22%
  • Lumber 359.60 -1.05%
  • UBS-Bloomberg Agriculture 1,386.88 +.98%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.40% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0170 +203.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.60 +.17%
  • Citi US Economic Surprise Index 6.70 -.2 point
  • Citi Emerging Markets Economic Surprise Index -14.30 -1.7 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.65 -.18%
  • Euro/Yen Carry Return Index 143.14 +1.52%
  • Yield Curve 246.0 +5 basis points
  • 10-Year US Treasury Yield 2.74% +4 basis points
  • Federal Reserve's Balance Sheet $3.864 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 29.88 +18.88%
  • Illinois Municipal Debt Credit Default Swap 191.0 -3.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 62.50 -1.37%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.73 -.68%
  • Emerging Markets Sovereign Debt CDS Index 230.0 +4.44%
  • Israel Sovereign Debt Credit Default Swap 108.16 +.92%
  • Egypt Sovereign Debt Credit Default Swap 665.0 -2.92%
  • China Blended Corporate Spread Index 353.0 -10 basis points
  • 10-Year TIPS Spread 2.20% +1 basis point
  • TED Spread 17.0 -.25 basis point
  • 2-Year Swap Spread 9.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 69.64 -1.15%
  • European Financial Sector Credit Default Swap Index 101.56 -5.11%
  • Emerging Markets Credit Default Swap Index 288.70 +1.46%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 103.0 +1.0 basis point
  • M1 Money Supply $2.587 Trillion -1.30%
  • Commercial Paper Outstanding 1,054.10 -1.20%
  • 4-Week Moving Average of Jobless Claims 338,500 -5,500
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.22% -13 basis points
  • Weekly Mortgage Applications 451.10 -2.30%
  • Bloomberg Consumer Comfort -34.60 -.7 point
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $3.24/gallon +.04/gallon
  • Baltic Dry Index 1,499 -1.19%
  • China (Export) Containerized Freight Index 1,043.77 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +7.1%
  • Rail Freight Carloads 266,643 +.52%
Best Performing Style
  • Small-Cap Value +1.0%
Worst Performing Style
  • Mid-Cap Value -.5%
Leading Sectors
  • Biotech +4.0%
  • HMOs +3.7%
  • I-Banks +3.3%
  • Defense +2.3%
  • Banks +2.3%
Lagging Sectors
  • Utilities -2.3% 
  • Oil Service -2.4%
  • Alt Energy -4.3%
  • Coal -4.4%
  • Gold & Silver -6.7%
Weekly High-Volume Stock Gainers (16)
  • KIRK, UBNK, DAKT, TTS, LZB, CENJF, CYBX, AMWD, LMOS, ENTA, RCKB, CSII, BONT, MINI, AEC and TMUS
Weekly High-Volume Stock Losers (16)
  • JEC, DAR, SJM, GOOD, NHI, SGMS, ARUN, STAN, PDCO, CPB, FOR, DWRE, BBY, GME, AMRI and LQDT
Weekly Charts
ETFs
Stocks
*5-Day Change

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