Friday, March 28, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,857.62 -.48%
  • DJIA 16,323.0 +.12%
  • NASDAQ 4,155.75 -2.83%
  • Russell 2000 1,151.81 -3.51%
  • S&P 500 High Beta 30.75 -1.63%
  • Wilshire 5000 19,526.90 -.90%
  • Russell 1000 Growth 826.57 -1.28%
  • Russell 1000 Value 942.07 +.04%
  • S&P 500 Consumer Staples 439.31 +.55%
  • Morgan Stanley Cyclical 1,486.88 -.93%
  • Morgan Stanley Technology 922.24 -1.45%
  • Transports 7,451.46 -.85%
  • Utilities 526.94 +1.01%
  • Bloomberg European Bank/Financial Services 108.77 +.58%
  • MSCI Emerging Markets 40.58 +4.31%
  • HFRX Equity Hedge 1,174.13 -.71%
  • HFRX Equity Market Neutral 968.57 +.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 209,193 -.29%
  • Bloomberg New Highs-Lows Index -1 -164
  • Bloomberg Crude Oil % Bulls 50.0 +62.50%
  • CFTC Oil Net Speculative Position 391,174 +1.79%
  • CFTC Oil Total Open Interest 1,604,566 -1.15%
  • Total Put/Call .98 +10.11%
  • OEX Put/Call .93 -9.71%
  • ISE Sentiment 109.0 -3.54%
  • NYSE Arms .76 -40.15%
  • Volatility(VIX) 14.41 -3.93%
  • S&P 500 Implied Correlation 54.76 +.77%
  • G7 Currency Volatility (VXY) 7.61 +5.26%
  • Emerging Markets Currency Volatility (EM-VXY) 8.72 -2.90%
  • Smart Money Flow Index 11,302.70 -2.46%
  • ICI Money Mkt Mutual Fund Assets $2.643 Trillion -.12%
  • ICI US Equity Weekly Net New Cash Flow -$3.810 Billion
  • AAII % Bulls 31.2 -15.3%
  • AAII % Bears 28.6 +9.4%
Futures Spot Prices
  • CRB Index 305.21 +1.94%
  • Crude Oil 101.67 +2.13%
  • Reformulated Gasoline 293.75 +.88%
  • Natural Gas 4.48 +3.94%
  • Heating Oil 295.79 +1.16%
  • Gold 1,293.80 -3.05%
  • Bloomberg Base Metals Index 184.79 +1.34%
  • Copper 304.15 +3.14%
  • US No. 1 Heavy Melt Scrap Steel 362.33 USD/Ton -.09%
  • China Iron Ore Spot 112.30 USD/Ton +1.44%
  • Lumber 334.40 -.39%
  • UBS-Bloomberg Agriculture 1,519.84 +2.37%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.9% +60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1384 -1.42%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.28 +.02%
  • Citi US Economic Surprise Index -29.50 +3.1 points
  • Citi Emerging Markets Economic Surprise Index -6.40 -2.2 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 80.18 +.08%
  • Euro/Yen Carry Return Index 147.53 +.24%
  • Yield Curve 227.0 -5 basis points
  • 10-Year US Treasury Yield 2.72% -2 basis points
  • Federal Reserve's Balance Sheet $4.184 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 20.04 -11.56%
  • Illinois Municipal Debt Credit Default Swap 141.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 47.34 +1.28%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 92.52 -3.48%
  • Emerging Markets Sovereign Debt CDS Index 259.31 -10.46%
  • Israel Sovereign Debt Credit Default Swap 88.0 -.56%
  • Russia Sovereign Debt Credit Default Swap 235.83 -13.93%
  • China Blended Corporate Spread Index 370.28 -2.69%
  • 10-Year TIPS Spread 2.14% -1 basis point
  • TED Spread 19.75 +1.0 basis point
  • 2-Year Swap Spread 12.0 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 70.19 +1.17%
  • European Financial Sector Credit Default Swap Index 94.94 -3.12%
  • Emerging Markets Credit Default Swap Index 300.25 -5.25%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 -4.5 basis points
  • M1 Money Supply $2.739 Trillion -1.94%
  • Commercial Paper Outstanding 1,025.30 +.60%
  • 4-Week Moving Average of Jobless Claims 317,750 -20,750
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.40% +8 basis points
  • Weekly Mortgage Applications 361.20 -3.47%
  • Bloomberg Consumer Comfort -31.50 -2.5 points
  • Weekly Retail Sales +2.8% +20 basis points
  • Nationwide Gas $3.54/gallon +.01/gallon
  • Baltic Dry Index 1,412 -11.70%
  • China (Export) Containerized Freight Index 1,050.42 -1.70%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 260,713 +1.84%
Best Performing Style
  • Large-Cap Value unch.
Worst Performing Style
  • Small-Cap Growth -4.5%
Leading Sectors
  • Hospitals +3.9%
  • Energy +2.2%
  • Steel +2.1%
  • Agriculture +2.0%
  • Utilities +1.0%
Lagging Sectors
  • I-Banks -3.7% 
  • Gaming -4.1%
  • Internet -4.1%
  • Alt Energy -6.3%
  • Biotech -7.0%
Weekly High-Volume Stock Gainers (7)
  • ECYT, LIN, KERX, FIVE, CNVR, HDS and BAX
Weekly High-Volume Stock Losers (39)
  • BFAM, PBF, UMBF, KATE, GCAP, FBHS, FDUS, NCFT, GMCR, MGI, AI, SCVL, SYMC, RAX, GIII, CACQ, INSM, TBBK, TEN, ZION, TCS, MRTX, VNCE, FRAN, PNRA, RPRX, PFSI, GEOS, HAE, NFLX, SQI, MCHX, LDOS, AIR, CSOD, DATA, VEEV, SZYM and RALY
Weekly Charts
ETFs
Stocks
*5-Day Change

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