Friday, October 31, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,018.05 +2.72%
  • DJIA 17,390.50 +3.48%
  • NASDAQ 4,630.74 +3.28%
  • Russell 2000 1,173.51 +4.88%
  • S&P 500 High Beta 34.01 +3.69%
  • Wilshire 5000 20,999.40 +2.84%
  • Russell 1000 Growth 944.52 +2.78%
  • Russell 1000 Value 1,005.97 +2.60%
  • S&P 500 Consumer Staples 480.90 +1.77%
  • Solactive US Cyclical 137.16 +2.14%
  • Morgan Stanley Technology 976.41 +4.35%
  • Transports 8,755.51 +2.18%
  • Utilities 596.93 +2.27%
  • Bloomberg European Bank/Financial Services 106.88 +.28%
  • MSCI Emerging Markets 42.17 +3.09%
  • HFRX Equity Hedge 1,169.83 +1.12%
  • HFRX Equity Market Neutral 986.12 +.43%
Sentiment/Internals
  • NYSE Cumulative A/D Line 227,686 +1.64%
  • Bloomberg New Highs-Lows Index -77 +131
  • Bloomberg Crude Oil % Bulls 36.70% +14.1%
  • CFTC Oil Net Speculative Position 267,304 -4.57%
  • CFTC Oil Total Open Interest 1,476,289 +1.12%
  • Total Put/Call .76 -13.64%
  • OEX Put/Call .59 -38.54%
  • ISE Sentiment 86.0 -31.75%
  • NYSE Arms .71 -12.34%
  • Volatility(VIX) 14.03 -12.91%
  • S&P 500 Implied Correlation 53.86 -15.82%
  • G7 Currency Volatility (VXY) 7.84 +6.52%
  • Emerging Markets Currency Volatility (EM-VXY) 7.73 -2.28%
  • Smart Money Flow Index 17,158.11 +2.21%
  • ICI Money Mkt Mutual Fund Assets $2.628 Trillion +.23%
  • ICI US Equity Weekly Net New Cash Flow +$4.696 Billion
  • AAII % Bulls 49.4 -.6%
  • AAII % Bears 21.1 -6.4%
Futures Spot Prices
  • CRB Index 271.96 +.64%
  • Crude Oil 80.54 -.94%
  • Reformulated Gasoline 214.78 +.13%
  • Natural Gas 3.87 +6.66%
  • Heating Oil 251.09 +1.04%
  • Gold 1,171.60 -4.84%
  • Bloomberg Base Metals Index 196.22 +2.78%
  • Copper 304.70 +.23%
  • US No. 1 Heavy Melt Scrap Steel 341.33 USD/Ton unch.
  • China Iron Ore Spot 79.59 USD/Ton -1.11%
  • Lumber 324.10 -3.66%
  • UBS-Bloomberg Agriculture 1,250.51 +2.87%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.2% -220 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3029 -5.90%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.59 -.11%
  • Citi US Economic Surprise Index 18.0 +.8 point
  • Citi Eurozone Economic Surprise Index -32.40 +4.4 points
  • Citi Emerging Markets Economic Surprise Index -17.30 +.3 point
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 12/17
  • US Dollar Index 86.92 +1.41%
  • Euro/Yen Carry Return Index 146.95 +2.73%
  • Yield Curve 184.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.34% +7.0 basis points
  • Federal Reserve's Balance Sheet $4.445 Trillion +.41%
  • U.S. Sovereign Debt Credit Default Swap 18.86 +14.25%
  • Illinois Municipal Debt Credit Default Swap 172.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 31.80 -.62%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 63.59 -6.28%
  • Emerging Markets Sovereign Debt CDS Index 219.03 -3.65%
  • Israel Sovereign Debt Credit Default Swap 77.50 -2.52%
  • Iraq Sovereign Debt Credit Default Swap 354.60 -1.30%
  • Russia Sovereign Debt Credit Default Swap 244.50 -2.66%
  • China Blended Corporate Spread Index 326.90 -.85%
  • 10-Year TIPS Spread 1.93% +3.0 basis points
  • TED Spread 23.25 +.5 basis point
  • 2-Year Swap Spread 22.0 -4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 64.0 -3.03%
  • European Financial Sector Credit Default Swap Index 67.08 -.03%
  • Emerging Markets Credit Default Swap Index 237.71 -6.88%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 -3.0 basis points
  • M1 Money Supply $2.863 Trillion +.80%
  • Commercial Paper Outstanding 1,064.40 +.20%
  • 4-Week Moving Average of Jobless Claims 281,000 unch.
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.98% +6 basis points
  • Weekly Mortgage Applications 386.10 -6.56%
  • Bloomberg Consumer Comfort 37.2 -.5 point
  • Weekly Retail Sales +4.10% +20 basis points
  • Nationwide Gas $3.00/gallon -.07/gallon
  • Baltic Dry Index 1,424 +19.5%
  • China (Export) Containerized Freight Index 1,018.25 -.27%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 278,767 +2.28%
Best Performing Style
  • Mid-Cap Growth +5.1%
Worst Performing Style
  • Large-Cap Value +2.6%
Leading Sectors
  • Airlines +7.1%
  • Computer Hardware +6.1%
  • I-Banking +5.2%
  • HMOs +5.0%
  • Coal +5.0%
Lagging Sectors
  • Oil Tankers +.3% 
  • Homebuilders -.9%
  • Steel -2.4%
  • Hospitals -2.9%
  • Gold & Silver -14.6%
Weekly High-Volume Stock Gainers (28)
  • RCPT, ESBF, DRIV, OMER, ABMD, USNA, VDSI, RGLS, CMCO, MDBX, ADPT, GIMO, CALX, BGFV, HVB, VNDA, SAPE, MMSI, MRCY, SPNC, ZLTQ, AMED, INGN, HMTV, MSG, SWI, RUBI and RGC
Weekly High-Volume Stock Losers (15)
  • MSM, CVLT, IMS, CRUS, WTW, PGI, ORB, EPIQ, RCAP, ATK, PRXL, XOOM, INVN, SRPT and AKBA
Weekly Charts
ETFs
Stocks
*5-Day Change

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