Friday, October 03, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,967.90 -.75%
  • DJIA 17,009.6 -.61%
  • NASDAQ 4,475.62 -.81%
  • Russell 2000 1,104.74 -1.30%
  • S&P 500 High Beta 33.04 -1.14%
  • Wilshire 5000 20,418.60 -.86%
  • Russell 1000 Growth 918.57 -.72%
  • Russell 1000 Value 983.40 -.90%
  • S&P 500 Consumer Staples 468.10 +.63%
  • Solactive US Cyclical 133.25 -1.78%
  • Morgan Stanley Technology 962.97 -.90%
  • Transports 8,481.99 -.03%
  • Utilities 555.49 +1.38%
  • Bloomberg European Bank/Financial Services 108.28 -2.51%
  • MSCI Emerging Markets 41.47 -2.52%
  • HFRX Equity Hedge 1,171.10 -.88%
  • HFRX Equity Market Neutral 978.56 +.33%
Sentiment/Internals
  • NYSE Cumulative A/D Line 223,396 -.75%
  • Bloomberg New Highs-Lows Index -1060 -287
  • Bloomberg Crude Oil % Bulls 32.0 -24.37%
  • CFTC Oil Net Speculative Position 295,946 -.04%
  • CFTC Oil Total Open Interest 1,485,856 +.35%
  • Total Put/Call .91 -18.75%
  • OEX Put/Call .56 -77.05%
  • ISE Sentiment 79.0 -3.66%
  • NYSE Arms .72 -1.37%
  • Volatility(VIX) 14.55 -2.02%
  • S&P 500 Implied Correlation 51.55 -.37%
  • G7 Currency Volatility (VXY) 7.58 -.92%
  • Emerging Markets Currency Volatility (EM-VXY) 7.81 +.64%
  • Smart Money Flow Index 11,427.27 +.71%
  • ICI Money Mkt Mutual Fund Assets $2.59 Trillion +.88%
  • ICI US Equity Weekly Net New Cash Flow -$1.478 Billion
  • AAII % Bulls 35.4 -15.3%
  • AAII % Bears 30.90 +9.5%
Futures Spot Prices
  • CRB Index 276.34 -1.41%
  • Crude Oil 89.74 -3.88%
  • Reformulated Gasoline 237.85 -4.25%
  • Natural Gas 4.04 +1.78%
  • Heating Oil 261.63 -3.13%
  • Gold 1,192.90 -2.12%
  • Bloomberg Base Metals Index 190.24 -1.85%
  • Copper 299.85 -1.27%
  • US No. 1 Heavy Melt Scrap Steel 359.0 USD/Ton unch.
  • China Iron Ore Spot 78.60 USD/Ton n/a
  • Lumber 349.20 +6.56%
  • UBS-Bloomberg Agriculture 1,165.89 +.60%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.1% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0866 -1.37%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.83 +.02%
  • Citi US Economic Surprise Index 18.30 -7.9 points
  • Citi Eurozone Economic Surprise Index -45.80 -.8 point
  • Citi Emerging Markets Economic Surprise Index -18.60 -1.8 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 86.69 +1.25%
  • Euro/Yen Carry Return Index 143.47 -.87%
  • Yield Curve 188.0 -7.0 basis points
  • 10-Year US Treasury Yield 2.43% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.409 Trillion -.20%
  • U.S. Sovereign Debt Credit Default Swap 17.36 +4.94%
  • Illinois Municipal Debt Credit Default Swap 166.0 -2.37%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.47 -5.73%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 69.90 +1.13%
  • Emerging Markets Sovereign Debt CDS Index 234.76 +1.57%
  • Israel Sovereign Debt Credit Default Swap 81.69 +2.76%
  • Iraq Sovereign Debt Credit Default Swap 357.45 +3.07%
  • Russia Sovereign Debt Credit Default Swap 251.33 +4.90%
  • China Blended Corporate Spread Index 319.36 +2.74%
  • 10-Year TIPS Spread 1.94% -3.0 basis points
  • TED Spread 22.50 -.5 basis point
  • 2-Year Swap Spread 25.75 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.0 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 59.99 -8.82%
  • European Financial Sector Credit Default Swap Index 58.53 -7.26%
  • Emerging Markets Credit Default Swap Index 278.78 +5.79%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.50 +1.0 basis point
  • M1 Money Supply $2.861 Trillion -1.11%
  • Commercial Paper Outstanding 1,052.90 -.50%
  • 4-Week Moving Average of Jobless Claims 294,750 -3,750
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 4.19% -1 basis point
  • Weekly Mortgage Applications 337.80 -.18%
  • Bloomberg Consumer Comfort 34.8 -.7 point
  • Weekly Retail Sales +4.10% unch.
  • Nationwide Gas $3.32/gallon -.02/gallon
  • Baltic Dry Index 1,037 -1.14%
  • China (Export) Containerized Freight Index 1,187.67 -1.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +14.29%
  • Rail Freight Carloads 275,071 -1.68%
Best Performing Style
  • Large-Cap Growth -.7%
Worst Performing Style
  • Small-Cap Value -1.6%
Leading Sectors
  • Utilities +1.4%
  • Medical Equipment +1.4%
  • Foods +.6%
  • Restaurants +.6%
  • Road & Rail +.3%
Lagging Sectors
  • Energy -4.5% 
  • Steel -4.7%
  • Coal -5.0%
  • Oil Service -6.3%
  • Gold & Silver -6.6%
Weekly High-Volume Stock Gainers (25)
  • AMBI, BAGL, ESPR, MOVE, ARDX, AMAG, IMDZ, JNS, KITE, ATHL, RLD, CMCT, TIBX, AGIO, FNHC, CEMP, LMOS, SAGE, NYT, BREW, DWA, AYI, ADPT, SNX and HAWK
Weekly High-Volume Stock Losers (18)
  • HMST, NWSA, AMPH, IRM, TERP, WLK, CLH, CAR, F, ZINC, KPTI, ELGX, TSE, FINL, POWL, GTLS, PDFS and CVEO
Weekly Charts
ETFs
Stocks
*5-Day Change

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