Friday, October 17, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,886.76 -1.02%
  • DJIA 16,380.40 -.99%
  • NASDAQ 4,258.33 -.42%
  • Russell 2000 1,082.33 +2.75%
  • S&P 500 High Beta 31.16 +.39%
  • Wilshire 5000 19,613.60 -1.76%
  • Russell 1000 Growth 880.22 -.74%
  • Russell 1000 Value 943.75 -.78%
  • S&P 500 Consumer Staples 460.04 -2.25%
  • Solactive US Cyclical 128.29 +1.90%
  • Morgan Stanley Technology 904.90 -1.02%
  • Transports 8,147.84 +3.23%
  • Utilities 562.56 +.16%
  • Bloomberg European Bank/Financial Services 101.85 -2.01%
  • MSCI Emerging Markets 40.59 -1.22%
  • HFRX Equity Hedge 1,137.32 -2.70%
  • HFRX Equity Market Neutral 979.52 +.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 219,225 +.74%
  • Bloomberg New Highs-Lows Index -997 +13
  • Bloomberg Crude Oil % Bulls n/a
  • CFTC Oil Net Speculative Position 278,780 -5.07%
  • CFTC Oil Total Open Interest 1,537,452 +2.24%
  • Total Put/Call 1.19 -1.65%
  • OEX Put/Call 2.10 +47.89%
  • ISE Sentiment 92.0 +33.33%
  • NYSE Arms .62 -53.38%
  • Volatility(VIX) 21.99 +17.22%
  • S&P 500 Implied Correlation 68.35 +6.83%
  • G7 Currency Volatility (VXY) 7.76 +4.72%
  • Emerging Markets Currency Volatility (EM-VXY) 8.48 +3.16%
  • Smart Money Flow Index 10,942.49 -3.10%
  • ICI Money Mkt Mutual Fund Assets $2.609 Trillion -.83%
  • ICI US Equity Weekly Net New Cash Flow -$.533 Billion
  • AAII % Bulls 42.7 +7.0%
  • AAII % Bears 33.7 +8.8%
Futures Spot Prices
  • CRB Index 272.64 -1.37%
  • Crude Oil 82.75 -3.24%
  • Reformulated Gasoline 223.227 -.92%
  • Natural Gas 3.77 -2.44%
  • Heating Oil 249.76 -2.43%
  • Gold 1,239.0 +1.28%
  • Bloomberg Base Metals Index 188.80 -1.19%
  • Copper 300.35 -1.12%
  • US No. 1 Heavy Melt Scrap Steel 348.40 USD/Ton -2.95%
  • China Iron Ore Spot 80.82 USD/Ton+.72%
  • Lumber 334.60 -2.45%
  • UBS-Bloomberg Agriculture 1,210.63 +1.94%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.6% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .5151 -3.27%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.41 -.28%
  • Citi US Economic Surprise Index 20.60 +1.5 points
  • Citi Eurozone Economic Surprise Index -54.10 +2.0 points
  • Citi Emerging Markets Economic Surprise Index -20.80 +6.2 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 85.11 -.82%
  • Euro/Yen Carry Return Index 142.38 +.30%
  • Yield Curve 182.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.19% -9.0 basis points
  • Federal Reserve's Balance Sheet $4.432 Trillion +.41%
  • U.S. Sovereign Debt Credit Default Swap 18.62 +10.69%
  • Illinois Municipal Debt Credit Default Swap 177.0 +2.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 33.65 +29.07%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 73.81 +3.67%
  • Emerging Markets Sovereign Debt CDS Index 237.35 -.03%
  • Israel Sovereign Debt Credit Default Swap 79.65 -2.87%
  • Iraq Sovereign Debt Credit Default Swap 363.48 +2.73%
  • Russia Sovereign Debt Credit Default Swap 258.16 +.32%
  • China Blended Corporate Spread Index 353.84 +7.65%
  • 10-Year TIPS Spread 1.93% -3.0 basis points
  • TED Spread 21.0 -1.5 basis points
  • 2-Year Swap Spread 26.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 69.79 -1.51%
  • European Financial Sector Credit Default Swap Index 73.32 +5.65%
  • Emerging Markets Credit Default Swap Index 261.75 -1.44%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 -.5 basis point
  • M1 Money Supply $2.845 Trillion -.04%
  • Commercial Paper Outstanding 1,060.50 -2.1%
  • 4-Week Moving Average of Jobless Claims 283,500 -4,250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.97% -15 basis points
  • Weekly Mortgage Applications 370.40 +5.62%
  • Bloomberg Consumer Comfort 36.2 -.6 point
  • Weekly Retail Sales +3.80% -60 basis points
  • Nationwide Gas $3.14/gallon -.10/gallon
  • Baltic Dry Index 930 -3.43%
  • China (Export) Containerized Freight Index 1,021.02 -3.56%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 273,436 -1.17%
Best Performing Style
  • Small-Cap Growth +3.0%
Worst Performing Style
  • Large-Cap Value -.8%
Leading Sectors
  • Road & Rail +5.7%
  • Homebuilders +5.1%
  • Alt Energy +3.4%
  • Gaming +3.4%
  • Semis +2.5%
Lagging Sectors
  • Computer Services -1.4% 
  • Energy -1.8%
  • Internet -2.9%
  • Drugs -3.0%
  • Medical Equipment -3.5%
Weekly High-Volume Stock Gainers (9)
  • NLNK, EXAS, CUDA, ANGO, DPZ, EGL, CSX, AEL and MSTR
Weekly High-Volume Stock Losers (44)
  • NOG, TXN, CCS, AVT, MTZ, A, NATI, LNCO, ABBV, PLCM, ACM, ISIL, FCS, AMTD, HDS, SAVE, ARW, CRK, CAVM, FAST, LMNX, CIE, KODK, MPWR, LYB, PTEN, HAL, BHI, SN, QEP, LAD, FET, NFX, JONE, CJES, MCHP, EXAC, MTW, BAS, KN, NFLX, SSE, ESPR and NTCT
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: