Friday, February 28, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,859.45 +1.26%
  • DJIA 16,321.70 +1.36%
  • NASDAQ 4,308.11 +1.05%
  • Russell 2000 1,183.03 +1.58%
  • S&P 500 High Beta 31.16 +1.27%
  • Wilshire 5000 19,637.50 +1.31%
  • Russell 1000 Growth 880.12 +1.41%
  • Russell 1000 Value 929.56 +1.12%
  • S&P 500 Consumer Staples 433.77 +1.75%
  • Morgan Stanley Cyclical 1,488.24 +1.71%
  • Morgan Stanley Technology 934.46 +1.13%
  • Transports 7,348.37 +.54%
  • Utilities 518.77 -.90%
  • Bloomberg European Bank/Financial Services 111.83 +.25%
  • MSCI Emerging Markets 39.76 +.71%
  • HFRX Equity Hedge 1,177.21 +.48%
  • HFRX Equity Market Neutral 963.90 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 208,698 +1.21%
  • Bloomberg New Highs-Lows Index 458 +93
  • Bloomberg Crude Oil % Bulls 12.90 -9.73%
  • CFTC Oil Net Speculative Position 416,438 unch.
  • CFTC Oil Total Open Interest 1,643,886 -.39%
  • Total Put/Call .82 +18.84%
  • OEX Put/Call .78 -38.58%
  • ISE Sentiment 110.0 +4.76%
  • NYSE Arms 1.07 -19.55%
  • Volatility(VIX) 14.0 -4.63%
  • S&P 500 Implied Correlation 54.40 +5.41%
  • G7 Currency Volatility (VXY) 7.55 -.40%
  • Emerging Markets Currency Volatility (EM-VXY) 8.75 -.79%
  • Smart Money Flow Index 11,921.83 +.31%
  • ICI Money Mkt Mutual Fund Assets $2.684 Trillion +.75%
  • ICI US Equity Weekly Net New Cash Flow $4.145 Billion
  • AAII % Bulls 39.7 -6.0%
  • AAII % Bears 21.1 -7.2%
Futures Spot Prices
  • CRB Index 302.43 +.28%
  • Crude Oil 102.59 +.28%
  • Reformulated Gasoline 294.0-2.28%
  • Natural Gas 4.61 -26.12%
  • Heating Oil 301.63 -2.67%
  • Gold 1,321.60 -.33%
  • Bloomberg Base Metals Index 191.13 -.56%
  • Copper 318.75 -3.03%
  • US No. 1 Heavy Melt Scrap Steel 374.33 USD/Ton unch.
  • China Iron Ore Spot 118.10 USD/Ton -3.51%
  • Lumber 352.20 -2.92%
  • UBS-Bloomberg Agriculture 1,461.01 +2.0%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.7% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3428 +3.92%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.79 +.21%
  • Citi US Economic Surprise Index -13.4 -5.7 points
  • Citi Emerging Markets Economic Surprise Index 12.50 -1.1 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 79.69 -.70%
  • Euro/Yen Carry Return Index 146.52 -.27%
  • Yield Curve 233.0 -8 basis points
  • 10-Year US Treasury Yield 2.65% -8 basis points
  • Federal Reserve's Balance Sheet $4.117 Trillion +.28%
  • U.S. Sovereign Debt Credit Default Swap 27.03 +5.78%
  • Illinois Municipal Debt Credit Default Swap 143.0 +.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.0 unch.
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.02 -3.48%
  • Emerging Markets Sovereign Debt CDS Index 265.40 +8.64%
  • Israel Sovereign Debt Credit Default Swap 91.0 -3.70%
  • South Korea Sovereign Debt Credit Default Swap 65.50 -2.96%
  • China Blended Corporate Spread Index 364.94 +2.64%
  • 10-Year TIPS Spread 2.18% +4 basis points
  • TED Spread 19.0 -1.0 basis point
  • 2-Year Swap Spread 13.0 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.0 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 63.15 -2.07%
  • European Financial Sector Credit Default Swap Index 86.49 -4.16%
  • Emerging Markets Credit Default Swap Index 305.85 -3.92%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.50 -1.5 basis points
  • M1 Money Supply $2.697 Trillion -.69%
  • Commercial Paper Outstanding 1,012.10 -1.6%
  • 4-Week Moving Average of Jobless Claims 338,300 -200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.37% +4 basis points
  • Weekly Mortgage Applications 348.50 -8.51%
  • Bloomberg Consumer Comfort -28.6 +2.0 points
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $3.45/gallon +.06/gallon
  • Baltic Dry Index 1,250 +6.38%
  • China (Export) Containerized Freight Index 1,1115.23 -1.65%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 253,358 +7.1%
Best Performing Style
  • Small-Cap Value +2.0%
Worst Performing Style
  • Large-Cap Value +1.1%
Leading Sectors
  • Gaming +4.8%
  • HMOs +4.1%
  • Retail +3.9%
  • Homebuilding +3.4%
  • Airlines +2.5%
Lagging Sectors
  • Utilities -.9% 
  • Hospitals -.9%
  • Biotech -1.6%
  • Gold & Silver -3.2%
  • Steel -3.3%
Weekly High-Volume Stock Gainers (35)
  • ITMN, CANN, ZU, ESC, STRA, TQNT, KNI, AMBC, ANIK, SSTK, ACAD, JGW, FMI, ICFI WDAY, EXAM, TREX, BKS, EIGI, UEIC, CRI, HVT, BLMN, XNCR, LEAF, SMP, ROC, BKD, BBRG, NDLS, CSU, AAOI, CPF, DOOR and ACTG
Weekly High-Volume Stock Losers (27)
  • KMR, CTG, EXPD, BWC, AWI, CCOI, QLTY, ICUI, RGR, GTLS, BOOM, DWA, IPCM, FNGN, MDCA, CTRX, QEP, SEAC, RP, NCMI, MRC, QCOR, CLH, JONE, LMOS, DGI and UTIW
Weekly Charts
ETFs
Stocks
*5-Day Change

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