Friday, August 22, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,988.40 +1.7%
  • DJIA 17,001.22 +2.0%
  • NASDAQ 4,538.55 +1.65%
  • Russell 2000 1,160.34 +1.64%
  • S&P 500 High Beta 33.86 +2.61%
  • Wilshire 5000 20,766.30 +1.72%
  • Russell 1000 Growth 929.47 +1.86%
  • Russell 1000 Value 998.81 +1.59%
  • S&P 500 Consumer Staples 460.97 +.75%
  • Solactive US Cyclical 136.94 +1.90%
  • Morgan Stanley Technology 995.22 +2.27%
  • Transports 8,429.91 +2.0%
  • Utilities 555.25 +1.17%
  • Bloomberg European Bank/Financial Services 106.31 +2.52%
  • MSCI Emerging Markets 44.90 +.73%
  • HFRX Equity Hedge 1,173.49 +.87%
  • HFRX Equity Market Neutral 973.80 +.08%
Sentiment/Internals
  • NYSE Cumulative A/D Line 230,358 +1.15%
  • Bloomberg New Highs-Lows Index 258 +258
  • Bloomberg Crude Oil % Bulls 37.14 +11.43%
  • CFTC Oil Net Speculative Position 323,473 -.18%
  • CFTC Oil Total Open Interest 1,542,337 -2.61%
  • Total Put/Call .93 -6.06%
  • OEX Put/Call .55 -40.86%
  • ISE Sentiment 117.0 +56.0%
  • NYSE Arms 1.18 -6.34%
  • Volatility(VIX) 11.47 -12.78%
  • S&P 500 Implied Correlation 44.85 -11.45%
  • G7 Currency Volatility (VXY) 5.83 -.85%
  • Emerging Markets Currency Volatility (EM-VXY) 6.62 -2.93%
  • Smart Money Flow Index 11,443.44 +.36%
  • ICI Money Mkt Mutual Fund Assets $2.584 Trillion +.26%
  • ICI US Equity Weekly Net New Cash Flow -$1.070 Billion
  • AAII % Bulls 46.1 +15.8%
  • AAII % Bears 23.6 -12.3%
Futures Spot Prices
  • CRB Index 288.67 -.43%
  • Crude Oil 93.65 -3.69%
  • Reformulated Gasoline 273.84 +1.47%
  • Natural Gas 3.84 +1.42%
  • Heating Oil 282.79 -.57%
  • Gold 1,279.30 -1.95%
  • Bloomberg Base Metals Index 205.41 +3.13%
  • Copper 320.45 +3.07%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 90.10 USD/Ton -3.53%
  • Lumber 352.50 +1.73%
  • UBS-Bloomberg Agriculture 1,288.13 -.97%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 3.6% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1764 -1.07%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.45 unch.
  • Citi US Economic Surprise Index -4.40 +1.3 points
  • Citi Eurozone Economic Surprise Index -36.20 -1.0 point
  • Citi Emerging Markets Economic Surprise Index -14.80 -7.0 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 82.34 +1.12%
  • Euro/Yen Carry Return Index 143.70 +.35%
  • Yield Curve 191.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.40% +6.0 basis points
  • Federal Reserve's Balance Sheet $4.371 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 17.97 +3.07%
  • Illinois Municipal Debt Credit Default Swap 162.0 -3.25%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.09 -8.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 67.75 -5.06%
  • Emerging Markets Sovereign Debt CDS Index 210.14 -2.01%
  • Israel Sovereign Debt Credit Default Swap 84.86 -.75%
  • Iraq Sovereign Debt Credit Default Swap 338.28 -1.69%
  • Russia Sovereign Debt Credit Default Swap 230.50 -4.86%
  • China Blended Corporate Spread Index 311.65 -.33%
  • 10-Year TIPS Spread 2.15% -5.0 basis points
  • TED Spread 22.0 +1.0 basis point
  • 2-Year Swap Spread 22.5 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.5 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 56.99 -5.12%
  • European Financial Sector Credit Default Swap Index 62.92 -9.46%
  • Emerging Markets Credit Default Swap Index 280.61 +2.78%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • M1 Money Supply $2.825 Trillion -2.13%
  • Commercial Paper Outstanding 1,022.80 -1.40%
  • 4-Week Moving Average of Jobless Claims 300,750 +5,000
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.10% -2.0 basis points
  • Weekly Mortgage Applications 342.40 +1.39%
  • Bloomberg Consumer Comfort 36.6 -.2 point
  • Weekly Retail Sales +4.20% -60 basis points
  • Nationwide Gas $3.44/gallon -.03/gallon
  • Baltic Dry Index 1,096 +7.98%
  • China (Export) Containerized Freight Index 1,114.09 +.37%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 270,316 +1.56%
Best Performing Style
  • Mid-Cap Growth +2.1%
Worst Performing Style
  • Small-Cap Growth +1.4%
Leading Sectors
  • Retail +5.8%
  • Oil Tankers +5.0%
  • Homebuilders +4.7%
  • Alt Energy +3.5%
  • Airlines +3.4%
Lagging Sectors
  • Telecom +.4% 
  • Gaming +.4%
  • Social Media +.2%
  • Agriculture -.1%
  • Gold & Silver -2.5%
Weekly High-Volume Stock Gainers (8)
  • IRF, TASR, AEO, AMWD, MNST, SLXP, HAIN and LNDC
Weekly High-Volume Stock Losers (5)
  • MRCY, SSI, KIRK, LCI and RDEN
Weekly Charts
ETFs
Stocks
*5-Day Change

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