Friday, February 21, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,836.25 +.35%
  • DJIA 16,103.30 +.47%
  • NASDAQ 4,263.41 +.54%
  • Russell 2000 1,164.63 +1.47%
  • S&P 500 High Beta 30.77 +1.15%
  • Wilshire 5000 19,384.30 +.57%
  • Russell 1000 Growth 867.85 +.40%
  • Russell 1000 Value 919.25 +.56%
  • S&P 500 Consumer Staples 426.31 -.09%
  • Morgan Stanley Cyclical 1,463.20 +.35%
  • Morgan Stanley Technology 924.06 +.35%
  • Transports 7,308.60 +.37%
  • Utilities 523.47%
  • Bloomberg European Bank/Financial Services 111.55 +.14%
  • MSCI Emerging Markets 39.48 +1.22%
  • HFRX Equity Hedge 1,171.57 +.31%
  • HFRX Equity Market Neutral 962.58 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 206,615 +.73%
  • Bloomberg New Highs-Lows Index 365 -11
  • Bloomberg Crude Oil % Bulls 14.29 -51.41%
  • CFTC Oil Net Speculative Position 416,441+8.92%
  • CFTC Oil Total Open Interest 1,650,294 +.24%
  • Total Put/Call .69 -15.85%
  • OEX Put/Call 1.27 +81.43%
  • ISE Sentiment 105.0 +9.38%
  • NYSE Arms 1.33 +47.78%
  • Volatility(VIX) 14.68 +3.82%
  • S&P 500 Implied Correlation 51.61 -.04%
  • G7 Currency Volatility (VXY) 7.62 -2.43%
  • Emerging Markets Currency Volatility (EM-VXY) 8.82 +1.97%
  • Smart Money Flow Index 11,884.82 +.75%
  • ICI Money Mkt Mutual Fund Assets $2.664 Trillion -1.81%
  • ICI US Equity Weekly Net New Cash Flow $4.159 Billion
  • AAII % Bulls 42.2 +5.2%
  • AAII % Bears 22.8 -16.7%
Futures Spot Prices
  • CRB Index 301.58 +3.08%
  • Crude Oil 102.20 +1.83%
  • Reformulated Gasoline 283.33 +2.13%
  • Natural Gas 6.13 +17.12%
  • Heating Oil 309.92 +1.94%
  • Gold 1,323.60 +1.61%
  • Bloomberg Base Metals Index 192.21 +.78%
  • Copper 329.10 +1.25%
  • US No. 1 Heavy Melt Scrap Steel 374.33 USD/Ton -5.9%
  • China Iron Ore Spot 122.40 USD/Ton -.65%
  • Lumber 363.60 -.17%
  • UBS-Bloomberg Agriculture 1,432.35 +3.47%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.5% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3088 +6.54%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.54 +.16%
  • Citi US Economic Surprise Index -7.7 -27.4 points
  • Citi Emerging Markets Economic Surprise Index 13.60 -6.5 points
  • Fed Fund Futures imply 30.0% chance of no change, 70.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.24 +.11%
  • Euro/Yen Carry Return Index 146.87 +1.0%
  • Yield Curve 241.0 -2 basis points
  • 10-Year US Treasury Yield 2.73% -1 basis points
  • Federal Reserve's Balance Sheet $4.106 Trillion +.71%
  • U.S. Sovereign Debt Credit Default Swap 25.55 -5.94%
  • Illinois Municipal Debt Credit Default Swap 143.0 -5.86%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.0 -1.85%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 104.66 -.48%
  • Emerging Markets Sovereign Debt CDS Index 244.29 -9.52%
  • Israel Sovereign Debt Credit Default Swap 94.50 +1.07%
  • South Korea Sovereign Debt Credit Default Swap 67.50 +.75%
  • China Blended Corporate Spread Index 355.55 +.31%
  • 10-Year TIPS Spread 2.14% -3 basis points
  • TED Spread 20.0 -2.5 basis points
  • 2-Year Swap Spread 13.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.25 unch.
  • N. America Investment Grade Credit Default Swap Index 64.48 +.38%
  • European Financial Sector Credit Default Swap Index 90.25 +2.22%
  • Emerging Markets Credit Default Swap Index 318.32 -3.32%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 -10.0 basis points
  • M1 Money Supply $2.716 Trillion -2.85%
  • Commercial Paper Outstanding 1,028.10 +3.7%
  • 4-Week Moving Average of Jobless Claims 338,500 +1,700
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.33% +5 basis points
  • Weekly Mortgage Applications 380.90 -4.1%
  • Bloomberg Consumer Comfort -30.6 +.1 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.39/gallon +.05/gallon
  • Baltic Dry Index 1,164 +5.24%
  • China (Export) Containerized Freight Index 1,1133.98 -3.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -7.67%
  • Rail Freight Carloads 236,625 -3.86%
Best Performing Style
  • Small-Cap Growth +1.8%
Worst Performing Style
  • Large-Cap Growth +.4%
Leading Sectors
  • Coal +4.5%
  • Airlines +3.7%
  • Biotech +3.5%
  • Gold & Silver +3.3%
  • HMOs +3.2%
Lagging Sectors
  • Hospitals -.1% 
  • Restaurants -.1%
  • Internet -.3%
  • Road & Rail -.3%
  • Banks -1.0%
Weekly High-Volume Stock Gainers (25)
  • ZLC, FRX, ANIP, ELLI, LOGM, CRAY, ZBRA, UCTT, PRAA, PTCT, CHDX, ACT, RATE, VHC, ACO, RPTP, IM, COLM, CHE, URS, SWY, RTRX, JCOM, BGS and WIRE
Weekly High-Volume Stock Losers (17)
  • LZB, STMP, AMWD, DRC, OCR, BCOR, WAC, SN, EIG, GNC, PBPB, TRLA, HAWK, SM, WTW, GDP and CONN
Weekly Charts
ETFs
Stocks
*5-Day Change

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