Friday, September 19, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,010.40 +1.25%
  • DJIA 17,279.74 +1.72%
  • NASDAQ 4,579.78 +.27%
  • Russell 2000 1,146.92 -1.18%
  • S&P 500 High Beta 33.99 +.21%
  • Wilshire 5000 20,921.63 +.87%
  • Russell 1000 Growth 936.30 +.92%
  • Russell 1000 Value 1,010.42 +1.19%
  • S&P 500 Consumer Staples 468.82 +1.49%
  • Solactive US Cyclical 137.99 +1.10%
  • Morgan Stanley Technology 986.31 -.20%
  • Transports 8,633.83 +.95%
  • Utilities 556.91 +1.32%
  • Bloomberg European Bank/Financial Services 112.34 +1.66%
  • MSCI Emerging Markets 43.78 -.59%
  • HFRX Equity Hedge 1,182.65 -.08%
  • HFRX Equity Market Neutral 973.24 -.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 228,598 -.03%
  • Bloomberg New Highs-Lows Index -59 +150
  • Bloomberg Crude Oil % Bulls 40.0 unch.
  • CFTC Oil Net Speculative Position 297,281 -.90%
  • CFTC Oil Total Open Interest 1,528,614 -1.60%
  • Total Put/Call .82 -6.82%
  • OEX Put/Call .63 -55.63%
  • ISE Sentiment 81.0 -33.06%
  • NYSE Arms .92 +21.05%
  • Volatility(VIX) 12.11 -9.02%
  • S&P 500 Implied Correlation 44.77 -9.79%
  • G7 Currency Volatility (VXY) 7.28 -5.94%
  • Emerging Markets Currency Volatility (EM-VXY) 7.30 +.55%
  • Smart Money Flow Index 11,569.46 +1.65%
  • ICI Money Mkt Mutual Fund Assets $2.576 Trillion -.65%
  • ICI US Equity Weekly Net New Cash Flow -$1.328 Billion
  • AAII % Bulls 42.2 +4.6%
  • AAII % Bears 23.0 -13.6%
Futures Spot Prices
  • CRB Index 279.40 -.89%
  • Crude Oil 92.41 +.28%
  • Reformulated Gasoline 261.14 +3.84%
  • Natural Gas 3.84 -.10%
  • Heating Oil 271.66 -.94%
  • Gold 1,215.50 -1.05%
  • Bloomberg Base Metals Index 196.38 -1.15%
  • Copper 309.15 -.37%
  • US No. 1 Heavy Melt Scrap Steel 359.0 USD/Ton +.65%
  • China Iron Ore Spot 81.70 USD/Ton -.37%
  • Lumber 329.0 -2.4%
  • UBS-Bloomberg Agriculture 1,172.37 -3.0%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.7% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0786 +25.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.64 +.23%
  • Citi US Economic Surprise Index 20.0 -16.2 points
  • Citi Eurozone Economic Surprise Index -39.70 +5.7 points
  • Citi Emerging Markets Economic Surprise Index -21.60 -8.7 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 84.74 +.67%
  • Euro/Yen Carry Return Index 146.10 +.56%
  • Yield Curve 201.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.57% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.408 Trillion +.65%
  • U.S. Sovereign Debt Credit Default Swap 16.87 +6.50%
  • Illinois Municipal Debt Credit Default Swap 160.0 +1.20%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.80 -3.63%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 62.60 -2.54%
  • Emerging Markets Sovereign Debt CDS Index 221.64 +1.26%
  • Israel Sovereign Debt Credit Default Swap 78.0 -5.45%
  • Iraq Sovereign Debt Credit Default Swap 324.11 -.48%
  • Russia Sovereign Debt Credit Default Swap 238.82 +.28%
  • China Blended Corporate Spread Index 305.38 -1.14%
  • 10-Year TIPS Spread 2.03% -9.0 basis points
  • TED Spread 22.25 -.25 basis point
  • 2-Year Swap Spread 24.0 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.25 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 56.20 -5.55%
  • European Financial Sector Credit Default Swap Index 56.56 -3.79%
  • Emerging Markets Credit Default Swap Index 258.76 +2.59%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 82.0 -.5 basis point
  • M1 Money Supply $2.861 Trillion +1.14%
  • Commercial Paper Outstanding 1,050.80 +.10%
  • 4-Week Moving Average of Jobless Claims 299,500 -4,500
  • Continuing Claims Unemployment Rate 1.8% -10 basis points
  • Average 30-Year Mortgage Rate 4.23% +11 basis points
  • Weekly Mortgage Applications 352.90 +7.85%
  • Bloomberg Consumer Comfort 37.s +.7 point
  • Weekly Retail Sales +4.20% -70.0 basis points
  • Nationwide Gas $3.36/gallon -.05/gallon
  • Baltic Dry Index 1,089 -7.79%
  • China (Export) Containerized Freight Index 1,104.76 -.87%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 279,052 +16.69%
Best Performing Style
  • Large-Cap Value +1.20%
Worst Performing Style
  • Small-Cap Growth -1.3%
Leading Sectors
  • HMOs +2.3%
  • Biotech +2.0%
  • Hospitals +1.9%
  • Drugs +1.7%
  • Semis +1.5%
Lagging Sectors
  • Social Media -2.0% 
  • Coal -3.7%
  • Disk Drives -3.8%
  • Alt Energy -4.2%
  • Gold & Silver -5.2%
Weekly High-Volume Stock Gainers (21)
  • AVNR, CNCE, AUXL, CNVR, GRT, ULTA, EPIQ, TGTX, APOG, AVID, QDEL, DD, ALR, BBG, TAP, DRC, TNET, PODD, GDOT, NUE and HDS
Weekly High-Volume Stock Losers (23)
  • AGNC, HCN, FR, SKX, DDR, TEN, MDU, DEI, ADBE, ALOG, NEWM, BRC, EPR, RTRX, CTRE, OI, WPG, RATE, UVV, PETX, PIR, RAX and BBSI
Weekly Charts
ETFs
Stocks
*5-Day Change

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