Friday, January 03, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,831.37 -.58%
  • DJIA 16,469.99 -.06%
  • NASDAQ 4,131.90 -.85%
  • Russell 2000 1,156.09 -.56%
  • S&P 500 High Beta 30.27 -.56%
  • Wilshire 5000 19,245.40 -.52%
  • Russell 1000 Growth 854.85 -.66%
  • Russell 1000 Value 920.84 -.39%
  • S&P 500 Consumer Staples 437.02 -.77%
  • Morgan Stanley Cyclical 1,471.17 -.04%
  • Morgan Stanley Technology 891.65 -1.0%
  • Transports 7,327.37 -.49%
  • Utilities 481.40 -1.17%
  • Bloomberg European Bank/Financial Services 106.44 +.64%
  • MSCI Emerging Markets 40.35 -1.22 +.9%
  • HFRX Equity Hedge 1,162.68 +.42%
  • HFRX Equity Market Neutral 952.70 -.48%
Sentiment/Internals
  • NYSE Cumulative A/D Line 198,012 +.34%
  • Bloomberg New Highs-Lows Index 143 -646
  • Bloomberg Crude Oil % Bulls 27.27 +45.44%
  • CFTC Oil Net Speculative Position 352,765 +1.75%
  • CFTC Oil Total Open Interest 1,598,935 -1.89%
  • Total Put/Call .90 +25.0%
  • OEX Put/Call .96 -24.41%
  • ISE Sentiment 113.0 +22.83%
  • NYSE Arms 1.52 +157.62%
  • Volatility(VIX) 13.76 +11.6%
  • S&P 500 Implied Correlation 51.67 +3.03%
  • G7 Currency Volatility (VXY) 8.59 +.59%
  • Emerging Markets Currency Volatility (EM-VXY) 9.39 +1.40%
  • Smart Money Flow Index 12,131.35 +.85%
  • ICI Money Mkt Mutual Fund Assets $2.719 Trillion +.89%
  • ICI US Equity Weekly Net New Cash Flow $.254 Billion
  • AAII % Bulls 43.1 -21.7%
  • AAII % Bears 29.3 +57.9%
Futures Spot Prices
  • CRB Index 276.53 -2.26%
  • Crude Oil 93.96 -5.68%
  • Reformulated Gasoline 264.88 -5.94%
  • Natural Gas 4.30 -2.97%
  • Heating Oil 293.94 -5.30%
  • Gold 1,238.60 +2.34%
  • Bloomberg Base Metals Index 192.66 -1.57%
  • Copper 335.50 -.96%
  • US No. 1 Heavy Melt Scrap Steel 379.0 USD/Ton unch.
  • China Iron Ore Spot 135.0 USD/Ton +.75%
  • Lumber 360.70 -3.63%
  • UBS-Bloomberg Agriculture 1,343.97 -1.68%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.8% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3398 -5.53%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.03 +.19%
  • Citi US Economic Surprise Index 53.40 +4.0 points
  • Citi Emerging Markets Economic Surprise Index -.4 +8.6 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.79 +.35%
  • Euro/Yen Carry Return Index 148.56 -1.47%
  • Yield Curve 260.0 -1.0 basis point
  • 10-Year US Treasury Yield 2.99% -1 basis point
  • Federal Reserve's Balance Sheet $3.980 Trillion -.22%
  • U.S. Sovereign Debt Credit Default Swap 28.44 -1.95%
  • Illinois Municipal Debt Credit Default Swap 156.0 -4.54%
  • Western Europe Sovereign Debt Credit Default Swap Index 54.0 -10.8%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.40 +3.92%
  • Emerging Markets Sovereign Debt CDS Index 221.50 -2.7%
  • Israel Sovereign Debt Credit Default Swap 105.0 +2.2%
  • South Korea Sovereign Debt Credit Default Swap 68.0 +3.81%
  • China Blended Corporate Spread Index 323.25 -2.25 basis points
  • 10-Year TIPS Spread 2.25% +5.0 basis points
  • TED Spread 17.25 -1.25 basis points
  • 2-Year Swap Spread 10.5 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.25 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 63.11 +.37%
  • European Financial Sector Credit Default Swap Index 83.45 -2.42%
  • Emerging Markets Credit Default Swap Index 273.98 +.18%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 93.0 unch.
  • M1 Money Supply $2.652 Trillion +.20%
  • Commercial Paper Outstanding 1,045.70 -5.0%
  • 4-Week Moving Average of Jobless Claims 357,300 +9,300
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.53% +5 basis points
  • Weekly Mortgage Applications 351.10 n/a
  • Bloomberg Consumer Comfort -28.70 -1.3 points
  • Weekly Retail Sales +3.50% +40 basis points
  • Nationwide Gas $3.33/gallon +.05/gallon
  • Baltic Dry Index 2,113 -2.0%
  • China (Export) Containerized Freight Index 1,098.37 +1.28%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 172,396 -32.51%
Best Performing Style
  • Small-Cap Growth -.3%
Worst Performing Style
  • Small-Cap Value -.8%
Leading Sectors
  • Hospitals +4.8%
  • Gold & Silver +4.0%
  • Airlines +3.7%
  • Networking +1.6%
  • Disk Drives +1.0%
Lagging Sectors
  • Defense -1.0% 
  • Insurance 1.1%
  • Internet -1.1%
  • Utilities -1.2%
  • Steel -2.1%
Weekly High-Volume Stock Gainers (4)
  • MDBX, CUDA, CROX and KRO
Weekly High-Volume Stock Losers (2)
  • VRTS and AXDX
Weekly Charts
ETFs
Stocks
*5-Day Change

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