Friday, July 25, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,978.34 unch.
  • DJIA 16,960.5 -.82%
  • NASDAQ 4,459.56 +.39%
  • Russell 2000 1,144.72 -.60%
  • S&P 500 High Beta 33.31 +.24%
  • Wilshire 5000 20,626.50 -.05%
  • Russell 1000 Growth 916.38 +.10%
  • Russell 1000 Value 1,000.07 -.06%
  • S&P 500 Consumer Staples 460.63 -.82%
  • Solactive US Cyclical 136.63 -.46%
  • Morgan Stanley Technology 975.16 +.26%
  • Transports 8,428.15 +.51%
  • Utilities 556.51 -.47%
  • Bloomberg European Bank/Financial Services 108.08 +3.13%
  • MSCI Emerging Markets 44.68 +1.41%
  • HFRX Equity Hedge 1,178.78 +.50%
  • HFRX Equity Market Neutral 969.84 +.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 228,227 -.17%
  • Bloomberg New Highs-Lows Index 344 +393
  • Bloomberg Crude Oil % Bulls 44.74 -8.17%
  • CFTC Oil Net Speculative Position 371,444 -7.05%
  • CFTC Oil Total Open Interest 1,642,836 -4.58%
  • Total Put/Call .94 +4.44%
  • OEX Put/Call 2.52 +170.97%
  • ISE Sentiment 88.0 -6.38%
  • NYSE Arms 1.02 +4.08%
  • Volatility(VIX) 12.69 +5.22%
  • S&P 500 Implied Correlation 55.74 +11.7%
  • G7 Currency Volatility (VXY) 5.46 +1.87%
  • Emerging Markets Currency Volatility (EM-VXY) 5.89 -1.17%
  • Smart Money Flow Index 11,664.26 +.81%
  • ICI Money Mkt Mutual Fund Assets $2.563 Trillion -.09%
  • ICI US Equity Weekly Net New Cash Flow -$3.951 Billion
  • AAII % Bulls 29.6 -8.4%
  • AAII % Bears 29.9 +5.1%
Futures Spot Prices
  • CRB Index 298.34 +.31%
  • Crude Oil 102.09 -.77%
  • Reformulated Gasoline 286.53 +.21%
  • Natural Gas 3.78 -4.06%
  • Heating Oil 291.57 +2.44%
  • Gold 1,303.30 -.62%
  • Bloomberg Base Metals Index 206.57 +2.86%
  • Copper 24.05 +1.58%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton -.04%
  • China Iron Ore Spot 94.30 USD/Ton -2.38%
  • Lumber 325.50 -.28%
  • UBS-Bloomberg Agriculture 1,323.77 -.12%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.2% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2626 -1.61%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.81 +.40%
  • Citi US Economic Surprise Index -24.50 -6.5 points
  • Citi Emerging Markets Economic Surprise Index -.6 +4.2 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 81.03 +.65%
  • Euro/Yen Carry Return Index 142.78 -.19%
  • Yield Curve 198.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.47% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.368 Trillion +.29%
  • U.S. Sovereign Debt Credit Default Swap 15.50 -2.12%
  • Illinois Municipal Debt Credit Default Swap 165.0 +1.85%
  • Western Europe Sovereign Debt Credit Default Swap Index 33.77 -7.21%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.07 -.80%
  • Emerging Markets Sovereign Debt CDS Index 203.05 +1.78%
  • Israel Sovereign Debt Credit Default Swap 87.50 +.57%
  • Iraq Sovereign Debt Credit Default Swap 345.31 -1.83%
  • Russia Sovereign Debt Credit Default Swap 221.16 +7.19%
  • China Blended Corporate Spread Index 300.69 -2.24%
  • 10-Year TIPS Spread 2.27% +5.0 basis points
  • TED Spread 21.0 -1.25 basis points
  • 2-Year Swap Spread 20.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 +1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 59.15 +.57%
  • European Financial Sector Credit Default Swap Index 67.50 -2.33%
  • Emerging Markets Credit Default Swap Index 245.05 +2.91%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 unch.
  • M1 Money Supply $2.858 Trillion +1.78%
  • Commercial Paper Outstanding 1,025.90 -.20%
  • 4-Week Moving Average of Jobless Claims 302,000 -7,000
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.13% unch.
  • Weekly Mortgage Applications 349.40 +2.43%
  • Bloomberg Consumer Comfort 37.6 +.1 point
  • Weekly Retail Sales +3.90% -20 basis points
  • Nationwide Gas $3.54/gallon -.05/gallon
  • Baltic Dry Index 732.0 unch.
  • China (Export) Containerized Freight Index 1,092.24 +.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +9.09%
  • Rail Freight Carloads 267,675 +4.46%
Best Performing Style
  • Mid-Cap Growth +.2%
Worst Performing Style
  • Small-Cap Value -1.3%
Leading Sectors
  • Hospitals +6.4%
  • Disk Drives +4.2%
  • Computer Hardware +2.7%
  • Biotech +1.6%
  • Computer Services +1.6%
Lagging Sectors
  • Education -2.2% 
  • Homebuilders -2.8%
  • Coal -3.2%
  • Oil Tankers -4.0%
  • Semis -4.2%
Weekly High-Volume Stock Gainers (20)
  • PBYI, TRLA, INO, ISRG, STLD, VDSI, SWKS, CMG, PII, CROX, CIT, SKX, HLX, FBRC, HLF, RFMD, EMC, WAT, PETS and CHE
Weekly High-Volume Stock Losers (11)
  • HXL, RMBS, GOV, BXS, CNMD, TUP, UIS, CPHD, XLNX, DFRG and RP
Weekly Charts
ETFs
Stocks
*5-Day Change

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