Friday, November 28, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,067.56 +.72%
  • DJIA 17,828.24 +.62%
  • NASDAQ 4,791.63 +1.91%
  • Russell 2000 1,173.23 +.21%
  • S&P 500 High Beta 34.43 +.18%
  • Wilshire 5000 21,463.11 +.68%
  • Russell 1000 Growth 972.69 +1.32%
  • Russell 1000 Value 1,024.03 +.09%
  • S&P 500 Consumer Staples 506.50 +2.04%
  • Solactive US Cyclical 143.37 -.08%
  • Morgan Stanley Technology 1,019.24 +2.67%
  • Transports 9,198.20 +1.60%
  • Utilities 599.70 +1.0%
  • Bloomberg European Bank/Financial Services 108.05 +2.43%
  • MSCI Emerging Markets 41.73 +1.33%
  • HFRX Equity Hedge 1,186.23 +.95%
  • HFRX Equity Market Neutral 984.45 +.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 231,815 +1.57%
  • Bloomberg New Highs-Lows Index 25 +110
  • Bloomberg Crude Oil % Bulls 22.73 -29.74%
  • CFTC Oil Net Speculative Position 255,363 n/a
  • CFTC Oil Total Open Interest 1,459,175 n/a
  • Total Put/Call .74 n/a
  • OEX Put/Call 7.80 +622.22%
  • ISE Sentiment 74.0 -10.84%
  • NYSE Arms 1.24 +29.17%
  • Volatility(VIX) 13.33 -1.84%
  • S&P 500 Implied Correlation 68.53 (new maturities)
  • G7 Currency Volatility (VXY) 8.77 +.92%
  • Emerging Markets Currency Volatility (EM-VXY) 8.03 +3.35%
  • Smart Money Flow Index 17,547.81 +.16%
  • ICI Money Mkt Mutual Fund Assets $2.662 Trillion +.32%
  • ICI US Equity Weekly Net New Cash Flow -$3.622 Billion
  • AAII % Bulls 52.2 +6.2%
  • AAII % Bears 20.8 -12.7%
Futures Spot Prices
  • CRB Index 254.37 -5.14%
  • Crude Oil 66.15 -12.47%
  • Reformulated Gasoline 182.76 -9.88%
  • Natural Gas 4.09 -8.38%
  • Heating Oil 216.12 -9.67%
  • Gold 1,175.50 -1.55%
  • Bloomberg Base Metals Index 191.91 -2.50%
  • Copper 284.60 -5.60%
  • US No. 1 Heavy Melt Scrap Steel 339.0 USD/Ton -8.9%
  • China Iron Ore Spot 71.32 USD/Ton +1.44%
  • Lumber 327.70 -.03%
  • UBS-Bloomberg Agriculture 1,239.63 -.63%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.3% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1719 +.116%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.58 +.04%
  • Citi US Economic Surprise Index 6.10 -13.8 points
  • Citi Eurozone Economic Surprise Index -21.50 +14.5 points
  • Citi Emerging Markets Economic Surprise Index -.9 +.1 point
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 12/17
  • US Dollar Index 88.36 +.09%
  • Euro/Yen Carry Return Index 154.20 +1.17%
  • Yield Curve 170.0 -11.0 basis points
  • 10-Year US Treasury Yield 2.16% -17.0 basis points
  • Federal Reserve's Balance Sheet $4.446 Trillion -.15%
  • U.S. Sovereign Debt Credit Default Swap 16.47 -1.29%
  • Illinois Municipal Debt Credit Default Swap 176.0 +1.82%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.11 -8.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 62.35 -2.41%
  • Emerging Markets Sovereign Debt CDS Index 250.11 +2.51%
  • Israel Sovereign Debt Credit Default Swap 76.33 -5.57%
  • Iraq Sovereign Debt Credit Default Swap 340.72 -3.16%
  • Russia Sovereign Debt Credit Default Swap 314.31 +11.07%
  • China Blended Corporate Spread Index 323.87 -.50%
  • 10-Year TIPS Spread 1.80% -7.0 basis points
  • TED Spread 22.0 -1.25 basis points
  • 2-Year Swap Spread 20.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.25 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 61.47 -3.77%
  • European Financial Sector Credit Default Swap Index 59.42 -7.63%
  • Emerging Markets Credit Default Swap Index 273.58 +1.35%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.0 +1.0 basis point
  • M1 Money Supply $2.841 Trillion -.51%
  • Commercial Paper Outstanding 1,090.70 unch.
  • 4-Week Moving Average of Jobless Claims 294,000 +6,500
  • Continuing Claims Unemployment Rate 1.7% -10 basis points
  • Average 30-Year Mortgage Rate 3.97% -2 basis points
  • Weekly Mortgage Applications 374.50 -4.29%
  • Bloomberg Consumer Comfort 40.7 +2.2 points
  • Weekly Retail Sales +4.0% +20 basis points
  • Nationwide Gas $2.79/gallon -.05/gallon
  • Baltic Dry Index 1,187 -10.35%
  • China (Export) Containerized Freight Index 1,047.04 -.75%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
  • Rail Freight Carloads 269,373 -1.58%
Best Performing Style
  • Large-Cap Growth +1.3%
Worst Performing Style
  • Small-Cap Value -.3%
Leading Sectors
  • Airlines +6.2%
  • Biotech +3.4%
  • REITs +2.4%
  • Medical Equipment +2.4%
  • Networking +1.9%
Lagging Sectors
  • Construction -4.3% 
  • Coal -6.6%
  • Oil Tankers -8.0%
  • Energy -8.5%
  • Oil Service -11.5%
Weekly High-Volume Stock Gainers (23)
  • FPRX, KIRK, VEEV, EIGI, BWS, NGVC, CVTI, CBPX, POST, ZAYO, BLOX, PANW, HIBB, BERY, OUTR, AVID, AERI, LORL, LQ, FIVE, CTRN, MTSI and SCAI
Weekly High-Volume Stock Losers (7)
  • LQDT, LOCO, DCI, GMCR, ARUN, GME and WAIR
Weekly Charts
ETFs
Stocks
*5-Day Change

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