Friday, December 19, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,070.65 +3.41%
  • DJIA 17,804.80 +3.03%
  • NASDAQ 4,765.38 +2.40%
  • Russell 2000 1,195.94 +3.77%
  • S&P 500 High Beta 34.37 +4.12%
  • Wilshire 5000 21,505.65 +3.44%
  • Russell 1000 Growth 966.69 +3.09%
  • Russell 1000 Value 1,031.86 +3.70%
  • S&P 500 Consumer Staples 501.89 +2.13%
  • Solactive US Cyclical 140.92 +3.25%
  • Morgan Stanley Technology 1,020.96 +3.93%
  • Transports 8,989.45 +1.73%
  • Utilities 613.49 +2.67%
  • Bloomberg European Bank/Financial Services 103.06 +1.1%
  • MSCI Emerging Markets 38.71 -.81%
  • HFRX Equity Hedge 1,173.90 -.02%
  • HFRX Equity Market Neutral 986.14 -.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line 229,637 +1.39%
  • Bloomberg New Highs-Lows Index -136 +701
  • Bloomberg Crude Oil % Bulls 31.43 +22.58%
  • CFTC Oil Net Speculative Position 284,709 +8.52%
  • CFTC Oil Total Open Interest 1,475,862 +2.13%
  • Total Put/Call .87 -20.18%
  • OEX Put/Call .85 -7.61%
  • ISE Sentiment 68.0 +1.49%
  • NYSE Arms .93 -36.30%
  • Volatility(VIX) 16.49 -21.77%
  • S&P 500 Implied Correlation 64.24 -9.64%
  • G7 Currency Volatility (VXY) 9.49 -1.35%
  • Emerging Markets Currency Volatility (EM-VXY) 11.01 +12.92%
  • Smart Money Flow Index 17,222.46 -1.21%
  • ICI Money Mkt Mutual Fund Assets $2.693 Trillion -.50%
  • ICI US Equity Weekly Net New Cash Flow -$4.969 Billion
  • AAII % Bulls 38.7 -14.0%
  • AAII % Bears 26.9 +20.3%
Futures Spot Prices
  • CRB Index 240.29 -1.42%
  • Crude Oil 57.13 -.63%
  • Reformulated Gasoline 155.95 -2.09%
  • Natural Gas 3.46 -8.14%
  • Heating Oil 196.22 -2.49%
  • Gold 1,196.0 -2.14%
  • Bloomberg Base Metals Index 183.95 -2.19%
  • Copper 288.45 -1.54%
  • US No. 1 Heavy Melt Scrap Steel 309.0 USD/Ton unch.
  • China Iron Ore Spot 69.17 USD/Ton +.26%
  • Lumber 340.60 +.53%
  • UBS-Bloomberg Agriculture 1,255.57 +.35%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.1% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .6459 -5.23%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.0 -.53%
  • Citi US Economic Surprise Index 31.50 +1.9 points
  • Citi Eurozone Economic Surprise Index -.8 +19.5 points
  • Citi Emerging Markets Economic Surprise Index -12.80 +2.7 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 1/28
  • US Dollar Index 89.60 +1.45%
  • Euro/Yen Carry Return Index 152.63 -1.25%
  • Yield Curve 152.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.16% +8.0 basis points
  • Federal Reserve's Balance Sheet $4.462 Trillion +.30%
  • U.S. Sovereign Debt Credit Default Swap 16.03 -11.79%
  • Illinois Municipal Debt Credit Default Swap 178.0 -21.0%
  • Western Europe Sovereign Debt Credit Default Swap Index 29.48 -5.91%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 67.86 -9.21%
  • Emerging Markets Sovereign Debt CDS Index 304.64 -7.20%
  • Israel Sovereign Debt Credit Default Swap 75.50 -2.58%
  • Iraq Sovereign Debt Credit Default Swap 378.04 -.03%
  • Russia Sovereign Debt Credit Default Swap 451.64 -6.83%
  • China Blended Corporate Spread Index 343.22 +2.93%
  • 10-Year TIPS Spread 1.69% +6.0 basis points
  • TED Spread 22.25 -.25 basis point
  • 2-Year Swap Spread 22.75 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.0 -6.0 basis points
  • N. America Investment Grade Credit Default Swap Index 65.10 -9.52% 
  • America Energy Sector High-Yield Credit Default Swap Index 627.0 -3.96%
  • European Financial Sector Credit Default Swap Index 65.99 +1.98%
  • Emerging Markets Credit Default Swap Index 326.48 -15.72%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.0 -.5 basis point
  • M1 Money Supply $2.892 Trillion +1.124%
  • Commercial Paper Outstanding 1,074.0 -1.20%
  • 4-Week Moving Average of Jobless Claims 298,750 -500
  • Continuing Claims Unemployment Rate 1.8% -10 basis points
  • Average 30-Year Mortgage Rate 3.80% -13 basis points
  • Weekly Mortgage Applications 360.0 -3.30%
  • Bloomberg Consumer Comfort 41.7 +.4 point
  • Weekly Retail Sales +4.0% +10 basis points
  • Nationwide Gas $2.45/gallon -.15/gallon
  • Baltic Dry Index 814.0 -5.68%
  • China (Export) Containerized Freight Index 1,036.41 +1.95%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 280,337 +4.54%
Best Performing Style
  • Small-Cap Growth +3.9%
Worst Performing Style
  • Large-Cap Growth +3.1%
Leading Sectors
  • Oil Service +10.9%
  • Energy +10.1%
  • Steel +6.0%
  • Computer Hardware +5.4%
  • Networking +5.3%
Lagging Sectors
  • Retail +1.7% 
  • Internet +1.6%
  • REITs +1.5%
  • Gold & Silver +1.0%
  • Restaurants -.5%
Weekly High-Volume Stock Gainers (19)
  • ASPX, VOLC, XNCR, OVAS, RDUS, PTRY, CALA, MEG, FLXN, CRUS, VRNS, HEI, RVBD, PAY, IMKTA, ADBE, W, SCSS and RBC
Weekly High-Volume Stock Losers (19)
  • XLNX, SNHY, MGM, SSTK, RUSHA, TRCO, TSLX, DNKN, STLD, ESL, CIVI, ICON, NX, CZR, MDLY, NAV, WOR, WGO and ARDX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: