Sunday, September 14, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,985.54 -1.1%
  • DJIA 16,987.50 -.87%
  • NASDAQ 4,567.59 -.33%
  • Russell 2000 1,160.61 -.81%
  • S&P 500 High Beta 33.92 -.64%
  • Wilshire 5000 20,740.90 -1.08%
  • Russell 1000 Growth 927.77 -.99%
  • Russell 1000 Value 998.50 -1.22%
  • S&P 500 Consumer Staples 461.97 -1.21%
  • Solactive US Cyclical 136.49 -1.03%
  • Morgan Stanley Technology 988.26 -.70%
  • Transports 8,552.28 -.58%
  • Utilities 549.64 -3.26%
  • Bloomberg European Bank/Financial Services 110.51 -.99%
  • MSCI Emerging Markets 44.04 -3.34%
  • HFRX Equity Hedge 1,183.58 -.17%
  • HFRX Equity Market Neutral 973.89 -.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 230,501 -.49%
  • Bloomberg New Highs-Lows Index -209 +480
  • Bloomberg Crude Oil % Bulls 40.0 +33.33%
  • CFTC Oil Net Speculative Position 299.982 -.85%
  • CFTC Oil Total Open Interest 1,553,516 -.37%
  • Total Put/Call .88 -13.73%
  • OEX Put/Call 1.42 -41.56%
  • ISE Sentiment 121.0 +15.24%
  • NYSE Arms .76 -19.14%
  • Volatility(VIX) 13.31 +10.09%
  • S&P 500 Implied Correlation 49.63 +5.39%
  • G7 Currency Volatility (VXY) 7.74 +17.99%
  • Emerging Markets Currency Volatility (EM-VXY) 7.26 +13.44%
  • Smart Money Flow Index 11,373.69 -.20%
  • ICI Money Mkt Mutual Fund Assets $2.593 Trillion +.25%
  • ICI US Equity Weekly Net New Cash Flow -$5.305 Billion
  • AAII % Bulls 40.4 -9.6%
  • AAII % Bears 26.6 +11.0%
Futures Spot Prices
  • CRB Index 281.90 -2.12%
  • Crude Oil 91.05 -2.33%
  • Reformulated Gasoline 249.75 -2.73%
  • Natural Gas 3.85 -.85%
  • Heating Oil 273.10 -2.96%
  • Gold 1,227.70 -2.16%
  • Bloomberg Base Metals Index 198.67 -2.85%
  • Copper 307.90 -3.44%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 82.0 USD/Ton -1.91%
  • Lumber 336.60 +.96%
  • UBS-Bloomberg Agriculture 1,209.79 -4.10%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.7% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1058 +1.40%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.35 +.25%
  • Citi US Economic Surprise Index 36.20 -1.7 points
  • Citi Eurozone Economic Surprise Index -45.40 -2.9 points
  • Citi Emerging Markets Economic Surprise Index -12.90 +.5 point
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 84.25 -.10%
  • Euro/Yen Carry Return Index 145.19 +1.71%
  • Yield Curve 205.0 +10.0 basis points
  • 10-Year US Treasury Yield 2.61% +15.0 basis points
  • Federal Reserve's Balance Sheet $4.380 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 15.34 -8.87%
  • Illinois Municipal Debt Credit Default Swap 158.0 +1.64%
  • Western Europe Sovereign Debt Credit Default Swap Index 27.81 +5.64%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 64.24 +3.42%
  • Emerging Markets Sovereign Debt CDS Index 218.89 +6.95%
  • Israel Sovereign Debt Credit Default Swap 82.50 unch.
  • Iraq Sovereign Debt Credit Default Swap 325.68 +3.56%
  • Russia Sovereign Debt Credit Default Swap 238.16 +4.31%
  • China Blended Corporate Spread Index 308.91 +.89%
  • 10-Year TIPS Spread 2.14% -2.0 basis points
  • TED Spread 22.5 +1.75 basis points
  • 2-Year Swap Spread 23.75 +2.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.0 +5.5 basis points
  • N. America Investment Grade Credit Default Swap Index 59.50 +3.86%
  • European Financial Sector Credit Default Swap Index 58.79 +5.30%
  • Emerging Markets Credit Default Swap Index 252.22 +11.66%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 82.50 +.5 basis point
  • M1 Money Supply $2.828 Trillion +.98%
  • Commercial Paper Outstanding 1,050.80 +.30%
  • 4-Week Moving Average of Jobless Claims 304,000 +1,250
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.12% +2 basis points
  • Weekly Mortgage Applications 327.20 -7.23%
  • Bloomberg Consumer Comfort 36.5 -1.2 points
  • Weekly Retail Sales +4.90% +60.0 basis points
  • Nationwide Gas $3.41/gallon -.03/gallon
  • Baltic Dry Index 1,186 +2.68%
  • China (Export) Containerized Freight Index 1,114.51 -.62%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -20.0%
  • Rail Freight Carloads 239,142 -12.55%
Best Performing Style
  • Small-Cap Growth -.3%
Worst Performing Style
  • Mid-Cap Value -1.7%
Leading Sectors
  • Hospitals +5.2%
  • I-Banks +4.1%
  • Disk Drives +2.1%
  • Banks +1.2%
  • Networking +.8%
Lagging Sectors
  • Oil Tankers -3.1% 
  • Construction -3.2%
  • Utilities -3.3%
  • Energy -4.1%
  • REITs -5.0%
Weekly High-Volume Stock Gainers (26)
  • FLXN, BNNY, LE, MGAM, BKYF, CNVR, SSNI, CMRX, JDSU, NPSP, XPO, AVID, ULTA, PANW, TAM, RYI, BDBD, MTN, VRA, FXCM, CVGW, HQY, YHOO, WMS, LOGM and TITN
Weekly High-Volume Stock Losers (17)
  • DEI, CNSI, PF, HPTX, EQY, MW, RWT, WRLD, HCN, LDOS, PAG, SHOS, MBUU, PBY, BRC, GTAT and EOPN
Weekly Charts
ETFs
Stocks
*5-Day Change

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