Friday, August 15, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,955.06 +1.22%
  • DJIA 16,662.90 +.66%
  • NASDAQ 4,464.92 +2.15%
  • Russell 2000 1,141.65 +.91%
  • S&P 500 High Beta 33.0 +1.66%
  • Wilshire 5000 20,414.90 +1.25%
  • Russell 1000 Growth 912.47 +1.63%
  • Russell 1000 Value 983.17 +.93%
  • S&P 500 Consumer Staples 457.56 +1.41%
  • Solactive US Cyclical 134.39 +1.49%
  • Morgan Stanley Technology 973.16 +1.67%
  • Transports 8,264.12 +2.12%
  • Utilities 548.81 +1.13%
  • Bloomberg European Bank/Financial Services 103.69 +1.40%
  • MSCI Emerging Markets 44.58 +2.70%
  • HFRX Equity Hedge 1,163.62 +.70%
  • HFRX Equity Market Neutral 973.06 +.48%
Sentiment/Internals
  • NYSE Cumulative A/D Line 227,748 +1.50%
  • Bloomberg New Highs-Lows Index 0 +299
  • Bloomberg Crude Oil % Bulls 33.33 -3.73%
  • CFTC Oil Net Speculative Position 324,066 -6.66%
  • CFTC Oil Total Open Interest 1,583,609 -.23%
  • Total Put/Call .99 -7.48%
  • OEX Put/Call .93 -.25%
  • ISE Sentiment 75.0 -7.41%
  • NYSE Arms 1.26 +100.0%
  • Volatility(VIX) 13.15 -16.61%
  • S&P 500 Implied Correlation 50.65 -12.2%
  • G7 Currency Volatility (VXY) 5.92 -2.79%
  • Emerging Markets Currency Volatility (EM-VXY) 6.82 -2.71%
  • Smart Money Flow Index 11,402.01 +1.97%
  • ICI Money Mkt Mutual Fund Assets $2.577 Trillion +.41%
  • ICI US Equity Weekly Net New Cash Flow -$3.064 Billion
  • AAII % Bulls 39.8 +28.9%
  • AAII % Bears 27.0 -29.5%
Futures Spot Prices
  • CRB Index 289.93 -.86%
  • Crude Oil 97.35 unch.
  • Reformulated Gasoline 269.86 -1.75%
  • Natural Gas 3.77 -5.0%
  • Heating Oil 284.80 -.80%
  • Gold 1,305.40 -.34%
  • Bloomberg Base Metals Index 199.18 -1.85%
  • Copper 310.30 -2.44%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 93.40 USD/Ton -2.40%
  • Lumber 345.40 -.32%
  • UBS-Bloomberg Agriculture 1,300.80 -.22%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 3.8% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1131 -13.53%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.45 +.17%
  • Citi US Economic Surprise Index -5.70 -8.7 points
  • Citi Eurozone Economic Surprise Index -35.20 -3.3 points
  • Citi Emerging Markets Economic Surprise Index -7.80 -10.7 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 81.42 +.03%
  • Euro/Yen Carry Return Index 143.20 +.26%
  • Yield Curve 193.0 -5.0 basis points
  • 10-Year US Treasury Yield 2.34% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.389 Trillion +.50%
  • U.S. Sovereign Debt Credit Default Swap 16.67 +4.70%
  • Illinois Municipal Debt Credit Default Swap 168.0 +.07%
  • Western Europe Sovereign Debt Credit Default Swap Index 33.88 -13.11%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.36 -6.95%
  • Emerging Markets Sovereign Debt CDS Index 214.46 -8.98%
  • Israel Sovereign Debt Credit Default Swap 85.50 -11.87%
  • Iraq Sovereign Debt Credit Default Swap 344.10 -10.09%
  • Russia Sovereign Debt Credit Default Swap 242.28 -10.54%
  • China Blended Corporate Spread Index 312.67 -2.87%
  • 10-Year TIPS Spread 2.20% -4.0 basis points
  • TED Spread 21.0 -.25 basis point
  • 2-Year Swap Spread 22.25 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.5 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 60.0 -9.91%
  • European Financial Sector Credit Default Swap Index 69.5 -9.47%
  • Emerging Markets Credit Default Swap Index 273.01 -7.50%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 +2.5 basis points
  • M1 Money Supply $2.886 Trillion +.66%
  • Commercial Paper Outstanding 1,036.8 -.2%
  • 4-Week Moving Average of Jobless Claims 295,750 +2,250
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.12% -2.0 basis points
  • Weekly Mortgage Applications 337.70 -2.68%
  • Bloomberg Consumer Comfort 36.8 +.6 point
  • Weekly Retail Sales +4.80% +90 basis points
  • Nationwide Gas $3.47/gallon -.01/gallon
  • Baltic Dry Index 942.0 +21.23%
  • China (Export) Containerized Freight Index 1,109.96 -.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +9.09%
  • Rail Freight Carloads 266,153 -1.54%
Best Performing Style
  • Large-Cap Growth +1.6%
Worst Performing Style
  • Small-Cap Value +.7%
Leading Sectors
  • Biotech +4.6%
  • Airlines +3.6%
  • Alt Energy +3.6%
  • Oil Tankers +3.3%
  • Hospitals +2.8%
Lagging Sectors
  • Steel -.5% 
  • Networking -.7%
  • Retail -1.0%
  • 3D Printing -1.4%
  • Oil Service -1.4%
Weekly High-Volume Stock Gainers (25)
  • RPTP, CQB, ICPT, KMR, OVTI, MPAA, EPZM, ARWR, ITMN, MFRM, TRAK, NLNK, DTSI, KMI, TRUE, AIRM, LEAF, ZOES, ULTI, BGG, HMHC, RICE, EXAS, GK and ENOC
Weekly High-Volume Stock Losers (20)
  • DDS, BCOR, WAC, NUAN, MED, VSAT, MASI, CREE, RATE, FF, SEM, LRN, POST, KATE, RRGB, VOLC, NDLS, HGR, NES and SEAS
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*5-Day Change

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