Friday, December 26, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,088.77 +1.34%
  • DJIA 18,053.70 +1.55%
  • NASDAQ 4,806.85 +1.23%
  • Russell 2000 1,215.21 +1.93%
  • S&P 500 High Beta 34.55 +1.29%
  • Wilshire 5000 21,712.70 +1.44%
  • Russell 1000 Growth 975.23 +1.29%
  • Russell 1000 Value 1,041.78 +1.50%
  • S&P 500 Consumer Staples 509.71 +1.35%
  • Solactive US Cyclical 142.83 +1.80%
  • Morgan Stanley Technology 1,036.03 +1.81%
  • Transports 9,199.65 +2.75%
  • Utilities 635.64 +3.57%
  • Bloomberg European Bank/Financial Services 104.41 +4.17%
  • MSCI Emerging Markets 39.05 +1.89%
  • HFRX Equity Hedge 1,178.18 +1.30%
  • HFRX Equity Market Neutral 987.91 +.28%
Sentiment/Internals
  • NYSE Cumulative A/D Line 232,014 +1.04%
  • Bloomberg New Highs-Lows Index 53 +189
  • Bloomberg Crude Oil % Bulls 31.43 n/a
  • CFTC Oil Net Speculative Position 284,079 n/a
  • CFTC Oil Total Open Interest 1,475,862 n/a
  • Total Put/Call .72 -17.24%
  • OEX Put/Call 2.06 +142.35%
  • ISE Sentiment 96.0 +41.18%
  • NYSE Arms .92 +84.0%
  • Volatility(VIX) 14.50 -13.74%
  • S&P 500 Implied Correlation 64.52 +.58%
  • G7 Currency Volatility (VXY) 9.74 +2.96%
  • Emerging Markets Currency Volatility (EM-VXY) 10.79 -1.91%
  • Smart Money Flow Index 17,222.46 -1.21%
  • ICI Money Mkt Mutual Fund Assets $2.713 Trillion +.76%
  • ICI US Equity Weekly Net New Cash Flow -$4.179 Billion
  • AAII % Bulls 50.9 +31.5%
  • AAII % Bears 18.9 -29.8%
Futures Spot Prices
  • CRB Index 240.29 -1.42%
  • Crude Oil 54.73 -.29%
  • Reformulated Gasoline 150.87 -1.97%
  • Natural Gas 3.0 -17.80%
  • Heating Oil 190.79 -2.47%
  • Gold 1,195.30 -.24%
  • Bloomberg Base Metals Index 180.99 -.17%
  • Copper 281.40 -1.18%
  • US No. 1 Heavy Melt Scrap Steel 309.0 USD/Ton unch.
  • China Iron Ore Spot 66.94 USD/Ton -3.22%
  • Lumber 338.50 +.06%
  • UBS-Bloomberg Agriculture 1,256.61 +.08%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.3% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .6459 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.61 -.31%
  • Citi US Economic Surprise Index 38.60 +7.1 points
  • Citi Eurozone Economic Surprise Index 3.30 +4.1 points
  • Citi Emerging Markets Economic Surprise Index -13.90 -1.1 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 90.03 +.93%
  • Euro/Yen Carry Return Index 153.14 +.31%
  • Yield Curve 151.0 -1.0 basis point
  • 10-Year US Treasury Yield 2.25% +9.0 basis points
  • Federal Reserve's Balance Sheet $4.462 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 16.04 +.08%
  • Illinois Municipal Debt Credit Default Swap 182.0 +1.99%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.68 -9.47%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 64.44 -5.04%
  • Emerging Markets Sovereign Debt CDS Index 300.86 -1.24%
  • Israel Sovereign Debt Credit Default Swap 74.84 -.88%
  • Iraq Sovereign Debt Credit Default Swap 377.21 -.22%
  • Russia Sovereign Debt Credit Default Swap 438.87 -2.83%
  • China Blended Corporate Spread Index 338.50 -1.38%
  • 10-Year TIPS Spread 1.68% -1.0 basis point
  • TED Spread 25.5 +3.25 basis points
  • 2-Year Swap Spread 18.5 -4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.25 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 63.95 -1.77% 
  • America Energy Sector High-Yield Credit Default Swap Index 633.0 +1.0%
  • European Financial Sector Credit Default Swap Index 62.29 -5.60%
  • Emerging Markets Credit Default Swap Index 325.54 -.29%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.0 unch.
  • M1 Money Supply $2.892 Trillion unch.
  • Commercial Paper Outstanding 1,074.0 unch.
  • 4-Week Moving Average of Jobless Claims 290,250 -8,500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.83% +3 basis points
  • Weekly Mortgage Applications 363.10 +.86%
  • Bloomberg Consumer Comfort 43.1 +1.4 points
  • Weekly Retail Sales +4.40% +40 basis points
  • Nationwide Gas $2.32/gallon -.13/gallon
  • Baltic Dry Index 782.0 -5.44%
  • China (Export) Containerized Freight Index 1,044.99 +.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 272,961 -2.63%
Best Performing Style
  • Small-Cap Value +2.1%
Worst Performing Style
  • Large-Cap Growth +1.3%
Leading Sectors
  • Gaming +5.8%
  • Defense +3.8%
  • Steel +3.8%
  • Airlines +3.8%
  • Utilities +3.6%
Lagging Sectors
  • Coal -.5% 
  • HMOs -.5%
  • Drugs -1.2%
  • Gold & Silver -1.5%
  • Biotech -2.2%
Weekly High-Volume Stock Gainers (23)
  • IMDZ, PETX, ZFGN, OVAS, VRNS, RDUS, INGN, VSAR, ENTA, VNDA, MDLY, MGNX, CIVI, MCS, INCR, CTAS, FMI, EXAM, ALLY and SPOK
Weekly High-Volume Stock Losers (12)
  • WGO, MLHR, ICON, ATRA, DERM, ACHN, DNKN, CAMP, GILD, WOR, FINL and OCN
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: