Friday, November 29, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,805.75 +.55%
  • DJIA 16,o86.40 +.48%
  • NASDAQ 4,059.88 +2.29%
  • Russell 2000 1,142.89 +2.08%
  • S&P 500 High Beta 29.40 +.77%
  • Wilshire 5000 18,947.90 +.67%
  • Russell 1000 Growth 840.95 +1.10%
  • Russell 1000 Value 906.51 unch.
  • S&P 500 Consumer Staples 441.58 -.02%
  • Morgan Stanley Cyclical 1,432.60 +1.39%
  • Morgan Stanley Technology 867.77 +1.16%
  • Transports 7,235.69 +.87%
  • Utilities 487.13 -1.76%
  • Bloomberg European Bank/Financial Services 106.88 +2.25%
  • MSCI Emerging Markets 42.20 +1.07%
  • HFRX Equity Hedge 1,147.54 +.37%
  • HFRX Equity Market Neutral 949.60 -.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line 195,776 +1.48%
  • Bloomberg New Highs-Lows Index 615 +466
  • Bloomberg Crude Oil % Bulls 31.03 n/a
  • CFTC Oil Net Speculative Position 313,160 n/a
  • CFTC Oil Total Open Interest 1,620,640 n/a
  • Total Put/Call .80 -14.89%
  • OEX Put/Call .74 -46.76%
  • ISE Sentiment 164.0 +13.89%
  • NYSE Arms 1.29 +9.0%
  • Volatility(VIX) 13.69 +8.61%
  • S&P 500 Implied Correlation 54.37 -3.83%
  • G7 Currency Volatility (VXY) 8.21 +1.73%
  • Emerging Markets Currency Volatility (EM-VXY) 8.83 +2.79%
  • Smart Money Flow Index 12,086.81 +.61%
  • ICI Money Mkt Mutual Fund Assets $2.678 Trillion +.57%
  • ICI US Equity Weekly Net New Cash Flow $3.973 Billion -26.9%
  • AAII % Bulls 47.3 +37.5%
  • AAII % Bears 28.3 -4.2%
Futures Spot Prices
  • CRB Index 274.98 -.05%
  • Crude Oil 92.89 -2.12%
  • Reformulated Gasoline 267.05 -1.53%
  • Natural Gas 3.95 +5.83%
  • Heating Oil 303.65 +1.51%
  • Gold 1,251.50 +.76%
  • Bloomberg Base Metals Index 185.80 -1.0%
  • Copper 323.05 +1.46%
  • US No. 1 Heavy Melt Scrap Steel 360.67 USD/Ton unch.
  • China Iron Ore Spot 136.40 USD/Ton -.07%
  • Lumber 364.80 +.77%
  • UBS-Bloomberg Agriculture 1,387.01 +.10%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.7% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0642 +4.05%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.77 +.14%
  • Citi US Economic Surprise Index 6.90 +.2 point
  • Citi Emerging Markets Economic Surprise Index -15.0 -.7 point
  • 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 +.02%
  • Euro/Yen Carry Return Index 145.11 +1.41%
  • Yield Curve 246.0 unch.
  • 10-Year US Treasury Yield 2.74% unch.
  • Federal Reserve's Balance Sheet $3.864 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 30.45 +1.90%
  • Illinois Municipal Debt Credit Default Swap 186.0 -2.47%
  • Western Europe Sovereign Debt Credit Default Swap Index 60.0 -4.0%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.20 +5.38%
  • Emerging Markets Sovereign Debt CDS Index 234.34 +1.89%
  • Israel Sovereign Debt Credit Default Swap 106.0 -2.0%
  • Egypt Sovereign Debt Credit Default Swap 629.85 -5.29%
  • China Blended Corporate Spread Index 350.50 -2.5 basis points
  • 10-Year TIPS Spread 2.16% -4 basis points
  • TED Spread 18.25 +1.25 basis points
  • 2-Year Swap Spread 9.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.5 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 69.56 -.11%
  • European Financial Sector Credit Default Swap Index 97.65 -4.28%
  • Emerging Markets Credit Default Swap Index 293.18 +1.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 +7.0 basis points
  • M1 Money Supply $2.587 Trillion n/a
  • Commercial Paper Outstanding 1,059.20 +.50%
  • 4-Week Moving Average of Jobless Claims 331,800 -6,700
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.29% +7 basis points
  • Weekly Mortgage Applications 449.60 -.33%
  • Bloomberg Consumer Comfort -33.70 +.9 point
  • Weekly Retail Sales +3.50% +10 basis points
  • Nationwide Gas $3.28/gallon +.04/gallon
  • Baltic Dry Index 1,719 +14.67%
  • China (Export) Containerized Freight Index 1,066.22 +.08%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 267,759 +.42%
Best Performing Style
  • Small-Cap Value +2.1%
Worst Performing Style
  • Mid-Cap Value -.1%
Leading Sectors
  • Biotech +4.6%
  • Airlines +3.4%
  • Computer Hardware +3.2%
  • HMOs +2.5%
  • Defense +2.2%
Lagging Sectors
  • REITs -1.4% 
  • Steel -1.6%
  • Computer Services -1.6%
  • Utilities -1.8%
  • Oil Service -2.4%
Weekly High-Volume Stock Gainers (24)
  • BONT, UVE, ENTA, KCG, ENT, SPLK, WETF, IIIN, TWC, JOSB, WDAY, CSII, ANIK, DAKT, TIF, POST, FBRC, BERY, LGND, NLSN, WAIR, CBF, BKS and MENT
Weekly High-Volume Stock Losers (14)
  • DLTR, ROST, ADT, OGE, GME, GEOS, LL, LQDT, NUAN, TFM, BRLI, DLLR, TLYS and BLOX
Weekly Charts
ETFs
Stocks
*5-Day Change

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