Friday, November 07, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,031.92 +.69%
  • DJIA 17,573.90 +1.06%
  • NASDAQ 4,632.53 +.04%
  • Russell 2000 1,173.32 -.02%
  • S&P 500 High Beta 34.07 +.18%
  • Wilshire 5000 21,124.40 +.60%
  • Russell 1000 Growth 948.34 +.41%
  • Russell 1000 Value 1,014.83 +.88%
  • S&P 500 Consumer Staples 491.08 +2.12%
  • Solactive US Cyclical 139.11 +1.42%
  • Morgan Stanley Technology 979.45 +.31%
  • Transports 8,949.11 +2.21%
  • Utilities 603.08 +1.03%
  • Bloomberg European Bank/Financial Services 103.52 -3.14%
  • MSCI Emerging Markets 41.13 -2.46%
  • HFRX Equity Hedge 1,174.18 +.75%
  • HFRX Equity Market Neutral 984.59 -.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 227,972 +.86%
  • Bloomberg New Highs-Lows Index -40 +37
  • Bloomberg Crude Oil % Bulls 47.06 +28.33%
  • CFTC Oil Net Speculative Position 268,532 +.46%
  • CFTC Oil Total Open Interest 1,498,736 +1.52%
  • Total Put/Call .95 +25.0%
  • OEX Put/Call 1.72 +191.53%
  • ISE Sentiment 112.0 +30.23%
  • NYSE Arms .82 +15.49%
  • Volatility(VIX) 13.12 -6.49%
  • S&P 500 Implied Correlation 41.63 -22.71%
  • G7 Currency Volatility (VXY) 8.20 +4.46%
  • Emerging Markets Currency Volatility (EM-VXY) 8.52 +10.22%
  • Smart Money Flow Index 17,308.36 +.97%
  • ICI Money Mkt Mutual Fund Assets $2.634 Trillion +.23%
  • ICI US Equity Weekly Net New Cash Flow +$1.120 Billion
  • AAII % Bulls 52.7 +6.7%
  • AAII % Bears 15.1 -28.6%
Futures Spot Prices
  • CRB Index 270.66 -.48%
  • Crude Oil 78.65 -2.54%
  • Reformulated Gasoline 213.52 -.80%
  • Natural Gas 4.41 +14.09%
  • Heating Oil 249.95 -.87%
  • Gold 1,169.80 -.31%
  • Bloomberg Base Metals Index 193.60 -1.34%
  • Copper 303.85 -.46%
  • US No. 1 Heavy Melt Scrap Steel 341.33 USD/Ton unch.
  • China Iron Ore Spot 75.84 USD/Ton -4.71%
  • Lumber 322.90 -.86%
  • UBS-Bloomberg Agriculture 1,230.44 -1.88%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.2% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1899 -3.75%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.52 -.05%
  • Citi US Economic Surprise Index 15.0 -3.0 points
  • Citi Eurozone Economic Surprise Index -32.40 unch.
  • Citi Emerging Markets Economic Surprise Index -13.30 +4.0 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 12/17
  • US Dollar Index 87.64 +.84%
  • Euro/Yen Carry Return Index 149.08 +1.49%
  • Yield Curve 180.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.30% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.446 Trillion +.01%
  • U.S. Sovereign Debt Credit Default Swap 16.54 -12.27%
  • Illinois Municipal Debt Credit Default Swap 170.0 -.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.89 -1.79%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 64.46 +.72%
  • Emerging Markets Sovereign Debt CDS Index 235.61 +6.45%
  • Israel Sovereign Debt Credit Default Swap 77.50 unch.
  • Iraq Sovereign Debt Credit Default Swap 362.47 +2.22%
  • Russia Sovereign Debt Credit Default Swap 281.66 +15.2%
  • China Blended Corporate Spread Index 323.42 -1.06%
  • 10-Year TIPS Spread 1.94% +1.0 basis point
  • TED Spread 21.25 -2.0 basis points
  • 2-Year Swap Spread 21.75 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 65.69 +2.65%
  • European Financial Sector Credit Default Swap Index 67.55 +.69%
  • Emerging Markets Credit Default Swap Index 269.37 +13.32%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.0 +2.0 basis points
  • M1 Money Supply $2.848 Trillion -.51%
  • Commercial Paper Outstanding 1,073.10 +.80%
  • 4-Week Moving Average of Jobless Claims 279,000 -2,000
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 4.02% +4 basis points
  • Weekly Mortgage Applications 376.10 -2.59%
  • Bloomberg Consumer Comfort 38.1 +.9 point
  • Weekly Retail Sales +4.0% -10 basis points
  • Nationwide Gas $2.95/gallon -.05/gallon
  • Baltic Dry Index 1,436 +.56%
  • China (Export) Containerized Freight Index 1,018.25 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 279,819 +.38%
Best Performing Style
  • Mid-Cap Growth +.8%
Worst Performing Style
  • Small-Cap Growth -.3%
Leading Sectors
  • Gold & Silver +6.4%
  • Networking +3.0%
  • Airlines +2.8%
  • Restaurants +2.3%
  • Software +2.3%
Lagging Sectors
  • Steel -4.1% 
  • Gaming -4.7%
  • 3D Printing -4.9%
  • Oil Tankers -5.2%
  • Hospitals -9.2%
Weekly High-Volume Stock Gainers (33)
  • SAPE, ANIP, WETF, IMPV, CVD, PPO, RRGB, UVE, BSFT, OPLK, RP, COUP, BLMN, WFM, CALD, KATE, HVB, CLNY, SAM, CEVA, LNKD, COTY, KTWO, AVIV, CTRL, ACAS, NXTM, ZEN, CLDN, BWC, CLI, NTRI and AMRE
Weekly High-Volume Stock Losers (35)
  • GNRC, TPX, DGI, THC, TNDM, NCMI, MWIV, PNK, TMH, DISCA, QCOM, TRMB, KELYA, BCOR, CKEC, AWAY, SGM, EPZM, TRIP, TNGO, TESO, TPUB, EPAY, ZU, HLF, CSOD, WAC, WWWW, FNHC, CHUY, SALE, AMRI, RCAP and AEGR
Weekly Charts
ETFs
Stocks
*5-Day Change

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