Friday, November 08, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,770.61 +.51%
  • DJIA 15,761.70 +.94%
  • NASDAQ 3,919.23 -.o7%
  • Russell 2000 1,099.97 +.39%
  • S&P 500 High Beta 28.68 +.14%
  • Wilshire 5000 18,544.30 +.35%
  • Russell 1000 Growth 821.16 -.03%
  • Russell 1000 Value 893.10 +.70%
  • S&P 500 Consumer Staples 438.69 +.35%
  • Morgan Stanley Cyclical 1,388.08 +.25%
  • Morgan Stanley Technology 847.93 +.32%
  • Transports 7,017.34 -.43%
  • Utilities 502.46 -.43%
  • Bloomberg European Bank/Financial Services 105.2 -.76%
  • MSCI Emerging Markets 41.39 -2.97%
  • HFRX Equity Hedge 1,139.86 -.01%
  • HFRX Equity Market Neutral 947.74 +.64%
Sentiment/Internals
  • NYSE Cumulative A/D Line 193,038 -.95%
  • Bloomberg New Highs-Lows Index 108 -92
  • Bloomberg Crude Oil % Bulls 20.0 -17.15%
  • CFTC Oil Net Speculative Position 299,514 -.89%
  • CFTC Oil Total Open Interest 1,736,874 -2.11%
  • Total Put/Call .83 -9.78%
  • OEX Put/Call 1.34 +35.35%
  • ISE Sentiment 102.0 -8.93%
  • NYSE Arms .48 -28.35%
  • Volatility(VIX) 12.90 -2.86%
  • S&P 500 Implied Correlation 39.53 -1.89%
  • G7 Currency Volatility (VXY) 8.10 +.25%
  • Emerging Markets Currency Volatility (EM-VXY) 9.41 +9.53%
  • Smart Money Flow Index 11,684.07 -.84%
  • Money Mkt Mutual Fund Assets $2.672 Trillion +.15%
  • AAII % Bulls 45.5 +1.1%
  • AAII % Bears 21.8 +1.5%
Futures Spot Prices
  • CRB Index 274.39 -.21%
  • Crude Oil 94.60 -.01%
  • Reformulated Gasoline 255.34 +.24%
  • Natural Gas 3.56 +1.31%
  • Heating Oil 287.16 -.36%
  • Gold 1,284.60 -2.35%
  • Bloomberg Base Metals Index 189.50 -2.30%
  • Copper 325.40 -1.35%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 135.90 USD/Ton +.44%
  • Lumber 374.70 +1.30%
  • UBS-Bloomberg Agriculture 1,390.66 +.12%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.80% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1075 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.32 +.12%
  • Citi US Economic Surprise Index 19.40 +14.1 points
  • Citi Emerging Markets Economic Surprise Index -12.60 -3.80 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 81.30 +.72%
  • Euro/Yen Carry Return Index 138.10 -.48%
  • Yield Curve 244.0 +13 basis points
  • 10-Year US Treasury Yield 2.75% +13 basis points
  • Federal Reserve's Balance Sheet $3.808 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 30.83 +2.06%
  • Illinois Municipal Debt Credit Default Swap 197.0 +4.0%
  • Western Europe Sovereign Debt Credit Default Swap Index 66.48 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 110.96 +3.52%
  • Emerging Markets Sovereign Debt CDS Index 236.0 +1.17%
  • Israel Sovereign Debt Credit Default Swap 110.0 -1.79%
  • Egypt Sovereign Debt Credit Default Swap 683.53 -1.55%
  • China Blended Corporate Spread Index 366.0 +2 basis points
  • 10-Year TIPS Spread 2.18% +4 basis points
  • TED Spread 19.0 -1.25 basis points
  • 2-Year Swap Spread 11.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 72.95 -1.93%
  • European Financial Sector Credit Default Swap Index 106.25 -8.88%
  • Emerging Markets Credit Default Swap Index 299.97 +8.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 109.0 -1.0 basis point
  • M1 Money Supply $2.654 Trillion -1.08%
  • Commercial Paper Outstanding 1,070.30 -1.0%
  • 4-Week Moving Average of Jobless Claims 348,300 -8,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.16% +6 basis points
  • Weekly Mortgage Applications 449.60 -7.05%
  • Bloomberg Consumer Comfort -37.90 -.3 point
  • Weekly Retail Sales +3.40% +20 basis points
  • Nationwide Gas $3.21/gallon -.06/gallon
  • Baltic Dry Index 1,593 +5.92%
  • China (Export) Containerized Freight Index 1,013.52 +.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 264,264 +1.16%
Best Performing Style
  • Large-Cap Value +.7%
Worst Performing Style
  • Mid-Cap Growth -.4%
Leading Sectors
  • Software +3.3%
  • Networking +2.7%
  • Banks +2.5%
  • I-Banks +2.3%
  • Defense +2.0%
Lagging Sectors
  • Papers -2.3% 
  • Disk Drives -3.1%
  • Hospitals -4.2%
  • Homebuilders -4.2%
  • REITs -4.3%
Weekly High-Volume Stock Gainers (35)
  • ENDP, PMC, BEAT, BCOR, GHDX, AEIS, GTI, DWRE, ININ, AOL, KOP, AWAY, OPEN, CLDT, FNP, IMPV, ANEN, ABMD, ACIW, SQI, ESC, VCLK, SYKE, EXH, VSI, DATA, IPGP, TPH, JOE, RRGB, EFSC, VMC, PBH, RHP and MRC
Weekly High-Volume Stock Losers (48)
  • LPX, PHH, HPT, POWR, HTZ, IGT, EPAY, ANF, CHTR, CNQR, THO, WFM, WAC, VRSK, GVA, FURX, HNT, PIKE, ABCO, CSU, THC, GSVC, MYRG, FF, ITMN, WRLD, FWM, BPI, AGIO, BGC, SWM, LXU, IMGN, BDE, CKP, TTPH, PPO, LAYN, JCOM, RST, IRG, CARB, NXTM, FSYS, BSFT, FUEL, NSM and QUAD
Weekly Charts
ETFs
Stocks
*5-Day Change

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