Friday, November 14, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,039.82 +.39%
  • DJIA 17,634.74 +.35%
  • NASDAQ 4,688.53 +1.21%
  • Russell 2000 1,173.81 +.04%
  • S&P 500 High Beta 34.29 +.65%
  • Wilshire 5000 21,199.45 +.41%
  • Russell 1000 Growth 955.39 +.74%
  • Russell 1000 Value 1,015.14 +.03%
  • S&P 500 Consumer Staples 491.62 +.11%
  • Solactive US Cyclical 139.86 +.54%
  • Morgan Stanley Technology 994.60 +1.55%
  • Transports 9,061.53 +1.26%
  • Utilities 586.04 -2.83%
  • Bloomberg European Bank/Financial Services 102.85 -.65%
  • MSCI Emerging Markets 41.21 +.20%
  • HFRX Equity Hedge 1,173.66 -.04%
  • HFRX Equity Market Neutral 982.47 -.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 228,670 unch.
  • Bloomberg New Highs-Lows Index 3 +43
  • Bloomberg Crude Oil % Bulls 31.82 -32.38%
  • CFTC Oil Net Speculative Position 276,832 +3.09%
  • CFTC Oil Total Open Interest 1,509,371 +.71%
  • Total Put/Call .90 -5.26%
  • OEX Put/Call 2.21 +28.49%
  • ISE Sentiment 157.0 +40.18%
  • NYSE Arms .82 -6.82%
  • Volatility(VIX) 13.31 -2.63%
  • S&P 500 Implied Correlation 40.36 -3.05%
  • G7 Currency Volatility (VXY) 8.68 +4.33%
  • Emerging Markets Currency Volatility (EM-VXY) 8.14 -4.46%
  • Smart Money Flow Index 17,468.50 +.93%
  • ICI Money Mkt Mutual Fund Assets $2.644 Trillion +.34%
  • ICI US Equity Weekly Net New Cash Flow -$1.728 Billion
  • AAII % Bulls 57.9 +9.94%
  • AAII % Bears 19.3 +28.3%
Futures Spot Prices
  • CRB Index 266.79 -.87%
  • Crude Oil 75.82 -3.33%
  • Reformulated Gasoline 204.25 -4.17%
  • Natural Gas 4.02 -8.20%
  • Heating Oil 241.61 -3.16%
  • Gold 1,185.60 +.59%
  • Bloomberg Base Metals Index 192.18 -.73%
  • Copper 304.65 +.41%
  • US No. 1 Heavy Melt Scrap Steel 339.0 USD/Ton -.68%
  • China Iron Ore Spot 75.47 USD/Ton -.49%
  • Lumber 319.90 -.90%
  • UBS-Bloomberg Agriculture 1,247.61 +1.25%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.8% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1276 -9.31%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.51 -.01%
  • Citi US Economic Surprise Index 15.40 +.4 point
  • Citi Eurozone Economic Surprise Index -26.40 +6.0 points
  • Citi Emerging Markets Economic Surprise Index -5.10 +8.2 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 12/17
  • US Dollar Index 87.53 -.05%
  • Euro/Yen Carry Return Index 152.11 +2.06%
  • Yield Curve 181.0 +1.0 basis point
  • 10-Year US Treasury Yield 2.32% +2.0 basis points
  • Federal Reserve's Balance Sheet $4.448 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 16.84 +1.77%
  • Illinois Municipal Debt Credit Default Swap 168.0 -1.44%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.42 -1.5%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 63.63 -1.29%
  • Emerging Markets Sovereign Debt CDS Index 246.68 +4.70%
  • Israel Sovereign Debt Credit Default Swap 77.11 -.5
  • Iraq Sovereign Debt Credit Default Swap 357.56 -1.35%
  • Russia Sovereign Debt Credit Default Swap 295.65 +4.97%
  • China Blended Corporate Spread Index 323.93 +.16%
  • 10-Year TIPS Spread 1.90% -4.0 basis points
  • TED Spread 22.75 +1.5 basis points
  • 2-Year Swap Spread 21.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.50 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 65.5 -.30%
  • European Financial Sector Credit Default Swap Index 67.22 -.48%
  • Emerging Markets Credit Default Swap Index 281.71 +4.59%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.0 unch.
  • M1 Money Supply $2.900 Trillion +1.85%
  • Commercial Paper Outstanding 1,079.60 +.60%
  • 4-Week Moving Average of Jobless Claims 285,000 +6,000
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 4.01% -1 basis point
  • Weekly Mortgage Applications 372.90 -.85%
  • Bloomberg Consumer Comfort 38.2 +.1 point
  • Weekly Retail Sales +3.80% -20 basis points
  • Nationwide Gas $2.91/gallon -.04/gallon
  • Baltic Dry Index 1,264 -12.04%
  • China (Export) Containerized Freight Index 1,040.62 -.31%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 271,113 -3.11%
Best Performing Style
  • Large-Cap Growth +.7%
Worst Performing Style
  • Small-Cap Value -.2%
Leading Sectors
  • Gaming +5.0%
  • Internet +3.9%
  • Homebuilders +3.0%
  • HMOs +2.6%
  • Gold & Silver +2.6%
Lagging Sectors
  • Construction -2.5% 
  • Utilities -2.8%
  • Hospitals -2.8%
  • Alt Energy -3.2%
  • Steel -3.9%
Weekly High-Volume Stock Gainers (29)
  • ECOM, CZR, SUSQ, ACHN, MGNX, SCMP, FUEL, QTWO, ENV, CVT, PTX, ICUI, FICO, RAX, RDI, MPAA, XON, ISIS, VSAT, PGEM, EBIX, PAHC, GOGO, EVDY, EV, ZTS, FOSL, XOXO and VWR
Weekly High-Volume Stock Losers (22)
  • ADVS, WLH, MDRX, RXN, SEAS, ALG, AGM, MRD, HGR, BRKR, DY, HCI, FSLR, UBNT, ASCMA, VSLR, ANF, RVNC, FNGN, RYN, SLXP and ICPT
Weekly Charts
ETFs
Stocks
*5-Day Change

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