Friday, March 14, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,841.13 -1.97%
  • DJIA 16,065.60 -2.35%
  • NASDAQ 4,245.39 -2.1%
  • Russell 2000 1,181.41 -1.82%
  • S&P 500 High Beta 30.67 -3.0%
  • Wilshire 5000 19,454.20 -1.94%
  • Russell 1000 Growth 867.23 -2.06%
  • Russell 1000 Value 924.58 -1.81%
  • S&P 500 Consumer Staples 434.89 -.38%
  • Morgan Stanley Cyclical 1,466.39 -2.96%
  • Morgan Stanley Technology 913.21 -2.72%
  • Transports 7,475.79 -1.53%
  • Utilities 522.29 +1.57%
  • Bloomberg European Bank/Financial Services 105.72 -4.41%
  • MSCI Emerging Markets 38.65 -2.84%
  • HFRX Equity Hedge 1,183.64 -.30%
  • HFRX Equity Market Neutral 963.10 -.28%
Sentiment/Internals
  • NYSE Cumulative A/D Line 207,945 -1.31%
  • Bloomberg New Highs-Lows Index 87 -970
  • Bloomberg Crude Oil % Bulls 19.23 -15.88%
  • CFTC Oil Net Speculative Position 406,832 -4.46%
  • CFTC Oil Total Open Interest 1,697,240 +.56%
  • Total Put/Call .77 -6.10%
  • OEX Put/Call .92 -43.56%
  • ISE Sentiment 80.0 -26.61%
  • NYSE Arms 1.53 +66.3%
  • Volatility(VIX) 17.82 +26.29%
  • S&P 500 Implied Correlation 59.02 +9.01%
  • G7 Currency Volatility (VXY) 7.58 +3.13%
  • Emerging Markets Currency Volatility (EM-VXY) 9.09 +4.84%
  • Smart Money Flow Index 11,605.73 -2.15%
  • ICI Money Mkt Mutual Fund Assets $2.678 Trillion -.08%
  • ICI US Equity Weekly Net New Cash Flow $1.945 Billion
  • AAII % Bulls 41.3 +2.0%
  • AAII % Bears 26.8 +.7%
Futures Spot Prices
  • CRB Index 302.88 -1.40%
  • Crude Oil 98.89 -3.69%
  • Reformulated Gasoline 296.40 +.56%
  • Natural Gas 4.42 -4.34%
  • Heating Oil 294.31 -1.97%
  • Gold 1,379.0 +2.95%
  • Bloomberg Base Metals Index 182.09 -3.83%
  • Copper 295.05 -4.34%
  • US No. 1 Heavy Melt Scrap Steel 372.93 USD/Ton -.37%
  • China Iron Ore Spot 110.10 USD/Ton -3.59%
  • Lumber 340.50 -5.05%
  • UBS-Bloomberg Agriculture 1,498.39 -1.21%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.3% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1865 +12.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.12 +.16%
  • Citi US Economic Surprise Index -32.70 -1.5 points
  • Citi Emerging Markets Economic Surprise Index -8.0 -22.3 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 79.41 -.36%
  • Euro/Yen Carry Return Index 147.11 -1.59%
  • Yield Curve 231.0 -11 basis points
  • 10-Year US Treasury Yield 2.65% -14 basis points
  • Federal Reserve's Balance Sheet $4.138 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 26.18 -3.47%
  • Illinois Municipal Debt Credit Default Swap 139.0 -2.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 48.0 +4.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.83 +6.0%
  • Emerging Markets Sovereign Debt CDS Index 304.97 +7.26%
  • Israel Sovereign Debt Credit Default Swap 89.69 -1.44%
  • Russia Sovereign Debt Credit Default Swap 278.15 +28.51%
  • China Blended Corporate Spread Index 379.16 +6.67%
  • 10-Year TIPS Spread 2.18% -5 basis points
  • TED Spread 19.0 unch.
  • 2-Year Swap Spread 14.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.90 +6.32%
  • European Financial Sector Credit Default Swap Index 94.21 +9.71%
  • Emerging Markets Credit Default Swap Index 328.60 +5.89%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 96.0 unch.
  • M1 Money Supply $2.815 Trillion +3.82%
  • Commercial Paper Outstanding 1,021.0 -.70%
  • 4-Week Moving Average of Jobless Claims 330,500 -6,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.37% +9 basis points
  • Weekly Mortgage Applications 373.30 -2.12%
  • Bloomberg Consumer Comfort -27.6 +.9 point
  • Weekly Retail Sales +2.5% -40 basis points
  • Nationwide Gas $3.51/gallon +.03/gallon
  • Baltic Dry Index 1,468 -4.86%
  • China (Export) Containerized Freight Index 1,075.41 -1.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 244,015 -5.31%
Best Performing Style
  • Small-Cap Value -1.2%
Worst Performing Style
  • Small-Cap Growth -2.4%
Leading Sectors
  • Gold & Silver +5.5%
  • Utilities +1.6%
  • Restaurants +.5%
  • REITs +.1%
  • Tobacco -.4%
Lagging Sectors
  • Coal -4.9% 
  • Alt Energy -5.3%
  • Homebuilders -5.5%
  • Gaming -5.9%
  • Hospitals -6.2%
Weekly High-Volume Stock Gainers (8)
  • RGDO, RCAP, EPL, BYD, PAY, NMIH, CACQ and HRG
Weekly High-Volume Stock Losers (8)
  • OUTR, ESPR, FEYE, BNFT, AEO, CSV, EXPR and CUDA
Weekly Charts
ETFs
Stocks
*5-Day Change

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