Friday, September 26, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,982.85 -1.37%
  • DJIA 17,113.15 -.96%
  • NASDAQ 4,512.19 -1.48%
  • Russell 2000 1,119.33 -2.40%
  • S&P 500 High Beta 33.42 -1.68%
  • Wilshire 5000 20,596.10 -1.56%
  • Russell 1000 Growth 925.20 -1.19%
  • Russell 1000 Value 992.28 -1.80%
  • S&P 500 Consumer Staples 465.18 -.78%
  • Solactive US Cyclical 135.67 -1.68%
  • Morgan Stanley Technology 971.68 -1.48%
  • Transports 8,484.91 -1.72%
  • Utilities 547.95 -1.61%
  • Bloomberg European Bank/Financial Services 111.07 -1.13%
  • MSCI Emerging Markets 42.54 -2.84%
  • HFRX Equity Hedge 1,181.48 -.10%
  • HFRX Equity Market Neutral 975.37 +.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 225,081 -1.54%
  • Bloomberg New Highs-Lows Index -773 -714
  • Bloomberg Crude Oil % Bulls 42.31 +5.78%
  • CFTC Oil Net Speculative Position 296,052 -.41%
  • CFTC Oil Total Open Interest 1,480,629 -3.14%
  • Total Put/Call 1.12 +36.59%
  • OEX Put/Call 2.44 +287.30%
  • ISE Sentiment 82.0 +1.23%
  • NYSE Arms .73 -20.65%
  • Volatility(VIX) 14.85 +22.63%
  • S&P 500 Implied Correlation 51.74 +15.57%
  • G7 Currency Volatility (VXY) 7.66 +5.51%
  • Emerging Markets Currency Volatility (EM-VXY) 7.80 +6.85%
  • Smart Money Flow Index 11,347.14 -1.92%
  • ICI Money Mkt Mutual Fund Assets $2.591 Trillion +.59%
  • ICI US Equity Weekly Net New Cash Flow -$1.980 Billion
  • AAII % Bulls 41.8 -.9%
  • AAII % Bears 28.2 +22.9%
Futures Spot Prices
  • CRB Index 280.28 +.31%
  • Crude Oil 93.54 +1.18%
  • Reformulated Gasoline 266.19 +2.40%
  • Natural Gas 4.03 +4.81%
  • Heating Oil 270.05 -.61%
  • Gold 1,214.10 -.15%
  • Bloomberg Base Metals Index 193.82 -1.30%
  • Copper 303.55 -1.70%
  • US No. 1 Heavy Melt Scrap Steel 359.0 USD/Ton unch.
  • China Iron Ore Spot 78.60 USD/Ton -3.79%
  • Lumber 327.20 -.55%
  • UBS-Bloomberg Agriculture 1,158.91 -1.10%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.1% +40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1221 +2.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.71 +.05%
  • Citi US Economic Surprise Index 26.20 +6.2 points
  • Citi Eurozone Economic Surprise Index -45.0 -5.3 points
  • Citi Emerging Markets Economic Surprise Index -16.80 +4.8 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 85.64 +1.0%
  • Euro/Yen Carry Return Index 144.72 -.91%
  • Yield Curve 195.0 -6.0 basis points
  • 10-Year US Treasury Yield 2.53% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.418 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 16.54 -1.94%
  • Illinois Municipal Debt Credit Default Swap 170.0 +6.25%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.08 +4.79%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 69.12 +10.41%
  • Emerging Markets Sovereign Debt CDS Index 231.13 +4.28%
  • Israel Sovereign Debt Credit Default Swap 79.50 +1.92%
  • Iraq Sovereign Debt Credit Default Swap 346.84 +7.01%
  • Russia Sovereign Debt Credit Default Swap 239.82 +.42%
  • China Blended Corporate Spread Index 310.85 +1.8%
  • 10-Year TIPS Spread 1.97% -6.0 basis points
  • TED Spread 23.0 +.75 basis point
  • 2-Year Swap Spread 22.75 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 65.79 +17.07%
  • European Financial Sector Credit Default Swap Index 63.11 +11.58%
  • Emerging Markets Credit Default Swap Index 263.54 +1.85%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 82.50 +.5 basis point
  • M1 Money Supply $2.893 Trillion +1.27%
  • Commercial Paper Outstanding 1,057.70 +.60%
  • 4-Week Moving Average of Jobless Claims 298,500 -1,000
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 4.20% -3 basis points
  • Weekly Mortgage Applications 338.40 -4.11%
  • Bloomberg Consumer Comfort 35.5 -1.5 points
  • Weekly Retail Sales +4.10% -10.0 basis points
  • Nationwide Gas $3.34/gallon -.02/gallon
  • Baltic Dry Index 1,038 -3.44%
  • China (Export) Containerized Freight Index 1,104.76 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 -12.50%
  • Rail Freight Carloads 279,777 +.26%
Best Performing Style
  • Large-Cap Growth -1.20%
Worst Performing Style
  • Small-Cap Value -2.8%
Leading Sectors
  • Biotech +.4%
  • Restaurants -.3%
  • Gaming -.7%
  • Drugs -.7%
  • Road & Rail -.9%
Lagging Sectors
  • Hospitals -4.1% 
  • Airlines -4.2%
  • Homebuilders -4.3%
  • Coal -4.4%
  • Steel -5.4%
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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