Friday, November 21, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,063.50 +1.16%
  • DJIA 17,810.0 +.99%
  • NASDAQ 4,712.96 +.52%
  • Russell 2000 1,172.42 -.12%
  • S&P 500 High Beta 34.60 +.90%
  • Wilshire 5000 21,422.80 +1.05%
  • Russell 1000 Growth 965.14 +1.07%
  • Russell 1000 Value 1,028.16 +1.28%
  • S&P 500 Consumer Staples 498.60 +1.42%
  • Solactive US Cyclical 142.48 +1.87%
  • Morgan Stanley Technology 997.35 +.28%
  • Transports 9,094.16 +.36%
  • Utilities 596.15 +1.73%
  • Bloomberg European Bank/Financial Services 105.49 +2.57%
  • MSCI Emerging Markets 41.74 +1.30%
  • HFRX Equity Hedge 1,175.10 +.12%
  • HFRX Equity Market Neutral 982.27 -.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line 229,210+.31%
  • Bloomberg New Highs-Lows Index -85 -88
  • Bloomberg Crude Oil % Bulls 31.82 unch.
  • CFTC Oil Net Speculative Position 255,363 -7.76%
  • CFTC Oil Total Open Interest 1,459,175 -3.33%
  • Total Put/Call .74 -17.78%
  • OEX Put/Call 1.08 -51.13%
  • ISE Sentiment 83.0 -47.13%
  • NYSE Arms .55 -32.93%
  • Volatility(VIX) 12.90 -3.08%
  • S&P 500 Implied Correlation 30.29 -24.95%
  • G7 Currency Volatility (VXY) 8.71 +.58%
  • Emerging Markets Currency Volatility (EM-VXY) 7.77 -4.55%
  • Smart Money Flow Index 17,605.52 +.78%
  • ICI Money Mkt Mutual Fund Assets $2.654 Trillion +.37%
  • ICI US Equity Weekly Net New Cash Flow +$.193 Billion
  • AAII % Bulls 49.1 -15.2%
  • AAII % Bears 23.8 +23.4%
Futures Spot Prices
  • CRB Index 269.10 +.87%
  • Crude Oil 76.75 +.96%
  • Reformulated Gasoline 205.65 +.46%
  • Natural Gas 4.24 +4.46%
  • Heating Oil 240.76 -.76%
  • Gold 1,200.70 +1.04%
  • Bloomberg Base Metals Index 196.84 +2.42%
  • Copper 303.80 -.23%
  • US No. 1 Heavy Melt Scrap Steel 339.0 USD/Ton -8.85%
  • China Iron Ore Spot 70.31 USD/Ton -6.84%
  • Lumber 333.0 +4.22%
  • UBS-Bloomberg Agriculture 1,246.30 -.11%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.4% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0664 +9.29%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.58 +.05%
  • Citi US Economic Surprise Index 19.90 +4.5 points
  • Citi Eurozone Economic Surprise Index -36.0 -9.6 points
  • Citi Emerging Markets Economic Surprise Index -1.0 +4.1 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 12/17
  • US Dollar Index 88.27 +.86%
  • Euro/Yen Carry Return Index 152.45 +.17%
  • Yield Curve 181.0 unch.
  • 10-Year US Treasury Yield 2.31% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.452 Trillion +.1%
  • U.S. Sovereign Debt Credit Default Swap 16.68 -.92%
  • Illinois Municipal Debt Credit Default Swap 173.0 +2.76%
  • Western Europe Sovereign Debt Credit Default Swap Index 30.70 -2.26%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 63.89 +.40%
  • Emerging Markets Sovereign Debt CDS Index 243.99 -1.09%
  • Israel Sovereign Debt Credit Default Swap 80.84 +4.84%
  • Iraq Sovereign Debt Credit Default Swap 351.86 -1.60%
  • Russia Sovereign Debt Credit Default Swap 282.99 -4.28%
  • China Blended Corporate Spread Index 327.17 +1.0%
  • 10-Year TIPS Spread 1.87% -3.0 basis points
  • TED Spread 23.25 +.5 basis point
  • 2-Year Swap Spread 21.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.50 unch.
  • N. America Investment Grade Credit Default Swap Index 63.88 -2.47%
  • European Financial Sector Credit Default Swap Index 64.33 -4.30%
  • Emerging Markets Credit Default Swap Index 269.94 -4.17%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 86.0 -1.0 basis point
  • M1 Money Supply $2.856 Trillion -1.54%
  • Commercial Paper Outstanding 1,090.70 +1.0%
  • 4-Week Moving Average of Jobless Claims 287,500 +2,500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.99% -2 basis points
  • Weekly Mortgage Applications 391.30 +4.93%
  • Bloomberg Consumer Comfort 38.5 +.3 point
  • Weekly Retail Sales +3.80% unch.
  • Nationwide Gas $2.84/gallon -.07/gallon
  • Baltic Dry Index 1,332 +6.05%
  • China (Export) Containerized Freight Index 1,054.96 +1.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 273,695 +.95%
Best Performing Style
  • Mid-Cap Value +1.4%
Worst Performing Style
  • Small-Cap Value -.3%
Leading Sectors
  • Hospitals +6.2%
  • Gold & Silver +4.2%
  • Homebuilders +3.3%
  • Energy +3.3%
  • Semis +2.7%
Lagging Sectors
  • Education -.7% 
  • I-Banks -.8%
  • Software -1.3%
  • Computer Services -1.5%
  • Social Media -3.6%
Weekly High-Volume Stock Gainers (20)
  • CLDX, SUNE, TERP, SSI, OPLK, TSE, MAC, DISH, AVID, CVTI, WSM, BHI, SHEN, DDS, AGN, BBY, ACT, MTSI, SCMP and TGT
Weekly High-Volume Stock Losers (11)
  • WD, CQH, GMCR, HAL, MC, WLH, LGIH, VRTS, AGTC, VASC and MOV
Weekly Charts
ETFs
Stocks
*5-Day Change

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