Friday, January 17, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,838.70 -.20%
  • DJIA 16,458.60 +.13%
  • NASDAQ 4,197.58 +.55%
  • Russell 2000 1,168.43 +.34%
  • S&P 500 High Beta 30.44 -.62%
  • Wilshire 5000 19,360.50 -.13%
  • Russell 1000 Growth 861.56 +.03%
  • Russell 1000 Value 923.23 -.37%
  • S&P 500 Consumer Staples 433.24 -.86%
  • Morgan Stanley Cyclical 1,471.11 -.05%
  • Morgan Stanley Technology 918.22 +2.11%
  • Transports 7,427.46 -.52%
  • Utilities 492.70 -.24%
  • Bloomberg European Bank/Financial Services 114.01 +2.35%
  • MSCI Emerging Markets 40.06 +.14%
  • HFRX Equity Hedge 1,173.95 +.49%
  • HFRX Equity Market Neutral 955.63 +.34%
Sentiment/Internals
  • NYSE Cumulative A/D Line 200,668 +.38%
  • Bloomberg New Highs-Lows Index 554 -94
  • Bloomberg Crude Oil % Bulls 38.24 unch.
  • CFTC Oil Net Speculative Position 327,351 -1.11%
  • CFTC Oil Total Open Interest 1,623,027 +.20%
  • Total Put/Call .70 -6.67%
  • OEX Put/Call .94 -44.05%
  • ISE Sentiment 132.0 +24.53%
  • NYSE Arms 1.33 +11.76%
  • Volatility(VIX) 12.44 +2.47%
  • S&P 500 Implied Correlation 51.56 +5.61%
  • G7 Currency Volatility (VXY) 7.81 +1.03%
  • Emerging Markets Currency Volatility (EM-VXY) 8.64 +1.89%
  • Smart Money Flow Index 11,926.38 -.25%
  • ICI Money Mkt Mutual Fund Assets $2.700 Trillion -.52%
  • ICI US Equity Weekly Net New Cash Flow -$3.362 Billion
  • AAII % Bulls 38.99 -10.6%
  • AAII % Bears 21.49 -14.04%
Futures Spot Prices
  • CRB Index 278.41 +1.08%
  • Crude Oil 94.37 +1.59%
  • Reformulated Gasoline 262.04 -2.19%
  • Natural Gas 4.33 +6.13%
  • Heating Oil 302.37 +2.52%
  • Gold 1,251.90 +.27%
  • Bloomberg Base Metals Index 195.30 +2.39%
  • Copper 334.45 +.02%
  • US No. 1 Heavy Melt Scrap Steel 383.0 USD/Ton +1.06%
  • China Iron Ore Spot 127.30 USD/Ton -2.60%
  • Lumber 369.80 +.46%
  • UBS-Bloomberg Agriculture 1,331.62 -.15%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 3.7% +120 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0006 +107.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.33 +.09%
  • Citi US Economic Surprise Index 66.60 +1.1 points
  • Citi Emerging Markets Economic Surprise Index 4.80 +5.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 81.18 +.69%
  • Euro/Yen Carry Return Index 147.34 -.80%
  • Yield Curve 245.0 -4 basis points
  • 10-Year US Treasury Yield 2.82% -4 basis points
  • Federal Reserve's Balance Sheet $4.029 Trillion +1.09%
  • U.S. Sovereign Debt Credit Default Swap 27.50 -1.24%
  • Illinois Municipal Debt Credit Default Swap 151.0 -2.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 49.68 -.63%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.10 +.09%
  • Emerging Markets Sovereign Debt CDS Index 219.0 +1.39%
  • Israel Sovereign Debt Credit Default Swap 93.0 -6.1%
  • South Korea Sovereign Debt Credit Default Swap 68.50 +2.24%
  • China Blended Corporate Spread Index 333.50 +5.5 basis points
  • 10-Year TIPS Spread 2.25% -2.0 basis points
  • TED Spread 20.5 unch.
  • 2-Year Swap Spread 13.25 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 64.66 +.33%
  • European Financial Sector Credit Default Swap Index 85.50 -.58%
  • Emerging Markets Credit Default Swap Index 291.98 +4.29%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 108.0 -2.0 basis points
  • M1 Money Supply $2.645 Trillion -.18%
  • Commercial Paper Outstanding 1,035.60 -2.20%
  • 4-Week Moving Average of Jobless Claims 335,000 -14,000
  • Continuing Claims Unemployment Rate 2.3% +10 basis points
  • Average 30-Year Mortgage Rate 4.41% -10 basis points
  • Weekly Mortgage Applications 386.10 +11.9%
  • Bloomberg Consumer Comfort -31.0 -2.6 points
  • Weekly Retail Sales +2.90% -70 basis points
  • Nationwide Gas $3.30/gallon -.01/gallon
  • Baltic Dry Index 1,398 -18.05%
  • China (Export) Containerized Freight Index 1,115.55 +1.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +16.7%
  • Rail Freight Carloads 235,987 +26.3%
Best Performing Style
  • Small-Cap Growth +.5%
Worst Performing Style
  • Large-Cap Value -.4%
Leading Sectors
  • Gold & Silver +6.0%
  • Biotech +3.8%
  • Coal +3.6%
  • Networking +3.3%
  • Computer Hardware +2.9%
Lagging Sectors
  • Restaurants -2.0% 
  • Energy -2.1%
  • Road & Rail -2.2%
  • Hombuilders -2.7%
  • Retail -5.4%
Weekly High-Volume Stock Gainers (39)
  • CANN, PTCT, SRPT, KIN, RTRX, CTRL, TLOG, FMI, ALNY, DTLK, NPO, NLNK, RENT, OCRX, BEAM, PMC, ECYT, MRTX, APFC, FRAN, GTI, AOL, ATRC, WWE, LOCK, CEC, BLUE, IXYS, GHL, ARCP, ISRG, MFRM, COLE, RPTP, JW/A, NCS, ALSN, CLVS and SKT
Weekly High-Volume Stock Losers (20)
  • TPH, DSW, SSI, ETM, AAN, SGI, LKQ, SHLD, BYD, SBGI, SCVL, FIVE, NXST, PSMT, LIN, FWM, GME, USNA, BBY and NUS
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

Gary, thanks for your daily posting of news and activity.

After blogging since May 2010 when Herman van Rompuy headed up the Greek Bailout, I have been blogging about the concepts of sovereignty and seigniorage using Wordpress, but that has come to an end as a crisis of trust has pivoted the stock market from a bull market to a bear market, effecting the PIVOTING, of the world from the paradigm and age of liberalism, into that of authoritarianism.

I may publish on Seeking Alpha for a while, and if you like you can follow me there.

http://seekingalpha.com/user/650374/profile