Friday, May 23, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,900.53 +1.21%
  • DJIA 16,606.25 +.70%
  • NASDAQ 4,185.80 +2.33%
  • Russell 2000 1,126.19 +2.11%
  • S&P 500 High Beta 31.50 +2.54%
  • Wilshire 5000 19,867.40 +1.31%
  • Russell 1000 Growth 883.56 +1.53%
  • Russell 1000 Value 959.60 +.92%
  • S&P 500 Consumer Staples 453.97 -.05%
  • Morgan Stanley Cyclical 1,535.53 +1.21%
  • Morgan Stanley Technology 926.06 +2.40%
  • Transports 7,986.59 +1.79%
  • Utilities 534.02 -.70%
  • Bloomberg European Bank/Financial Services 109.11 +.84%
  • MSCI Emerging Markets 43.13 +.99%
  • HFRX Equity Hedge 1,147.49 -.60%
  • HFRX Equity Market Neutral 963.54 +.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line 220,811 +1.21%
  • Bloomberg New Highs-Lows Index 144 +289
  • Bloomberg Crude Oil % Bulls 34.78 +.87%
  • CFTC Oil Net Speculative Position 410,208 +5.79%
  • CFTC Oil Total Open Interest 1,607,523 -1.22%
  • Total Put/Call .75 -18.48%
  • OEX Put/Call 1.54 +156.67%
  • ISE Sentiment 143.0 +45.92%
  • NYSE Arms .94 -22.95%
  • Volatility(VIX) 11.36 -8.68%
  • S&P 500 Implied Correlation 56.57 +1.71%
  • G7 Currency Volatility (VXY) 6.22 -1.11%
  • Emerging Markets Currency Volatility (EM-VXY) 6.90 -4.17%
  • Smart Money Flow Index 11,006.93 +.32%
  • ICI Money Mkt Mutual Fund Assets $2.584 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow -$2.322 Billion
  • AAII % Bulls 30.4 -8.1%
  • AAII % Bears 26.4 +16.8%
Futures Spot Prices
  • CRB Index 308.26 +.76%
  • Crude Oil 104.35 +2.12%
  • Reformulated Gasoline 302.35 +1.72%
  • Natural Gas 4.41 unch.
  • Heating Oil 295.49 +.12%
  • Gold 1,291.70 -.09%
  • Bloomberg Base Metals Index 196.13 +1.25%
  • Copper 316.75 +.67%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton -2.19%
  • China Iron Ore Spot 97.50 USD/Ton -3.18%
  • Lumber 317.30 -2.70%
  • UBS-Bloomberg Agriculture 1,523.48 -.26%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.0% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1999 -1.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.69 +.16%
  • Citi US Economic Surprise Index 1.40 +3.7 points
  • Citi Emerging Markets Economic Surprise Index -19.10 +6.1 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.39 +.42%
  • Euro/Yen Carry Return Index 145.05 -.02%
  • Yield Curve 219.0 +3 basis points
  • 10-Year US Treasury Yield 2.53% +1 basis point
  • Federal Reserve's Balance Sheet $4.285 Trillion -.21%
  • U.S. Sovereign Debt Credit Default Swap 16.17 -6.40%
  • Illinois Municipal Debt Credit Default Swap 139.0 -10.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 37.35 +4.81%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 82.84 -2.13%
  • Emerging Markets Sovereign Debt CDS Index 216.25 -6.62%
  • Israel Sovereign Debt Credit Default Swap 82.09 -1.69%
  • Russia Sovereign Debt Credit Default Swap 198.40 -14.52%
  • China Blended Corporate Spread Index 349.79 -2.76%
  • 10-Year TIPS Spread 2.22% +4.0 basis points
  • TED Spread 19.75 -1.5 basis points
  • 2-Year Swap Spread 16.25 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 63.20 -2.63%
  • European Financial Sector Credit Default Swap Index 77.36 -.86%
  • Emerging Markets Credit Default Swap Index 261.70 -2.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 -4.0 basis points
  • M1 Money Supply $2.785 Trillion -.83%
  • Commercial Paper Outstanding 1,036.90 -.10%
  • 4-Week Moving Average of Jobless Claims 322,500 -750
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.14% -6 basis points
  • Weekly Mortgage Applications 366.50 +.85%
  • Bloomberg Consumer Comfort 34.1 -.8 point
  • Weekly Retail Sales +4.10% -10 basis points
  • Nationwide Gas $3.66/gallon +.01/gallon
  • Baltic Dry Index 966.0 -5.94%%
  • China (Export) Containerized Freight Index 1,097.18 +.06%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 267,061 -.08%
Best Performing Style
  • Small-Cap Growth +2.6%
Worst Performing Style
  • Mid-Cap Value +.9%
Leading Sectors
  • Alt Energy +5.1%
  • Internet +3.9%
  • Airlines +3.8%
  • Homebuilders +3.6%
  • Gaming +2.9%
Lagging Sectors
  • Retail -1.8% 
  • Oil Tankers -1.9%
  • Coal -2.1%
  • Steel -3.0%
  • Education -3.5%
Weekly High-Volume Stock Gainers (11)
  • ARX, CTRN, OPHT, LTM, PERY, PHH, JWN, TIF, WSM, NTLS and CMRX
Weekly High-Volume Stock Losers (9)
  • IIVI, CDW, ARCP, URBN, LOCK, PETM, DKS, ESI and WWE
Weekly Charts
ETFs
Stocks
*5-Day Change

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