Friday, February 13, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,096.99 +2.02%
  • DJIA 18,019.35 +1.09%
  • NASDAQ 4,893.84 +3.15%
  • Russell 2000 1,223.13 +1.47%
  • S&P 500 High Beta 34.82 +3.48% 
  • Goldman 50 Most Shorted 139.01 +1.73%
  • Wilshire 5000 21,875.95 +1.99%
  • Russell 1000 Growth 995.90 +2.50%
  • Russell 1000 Value 1,034.93 +1.54%
  • S&P 500 Consumer Staples 509.04 +.96%
  • Solactive US Cyclical 142.83 +2.97%
  • Morgan Stanley Technology 1,042.45 +3.79%
  • Transports 9,034.06 +1.14%
  • Utilities 593.83 -3.24%
  • Bloomberg European Bank/Financial Services 108.25 +1.90%
  • MSCI Emerging Markets 40.43 +.77%
  • HFRX Equity Hedge 1,182.32 +.43%
  • HFRX Equity Market Neutral 986.62 -.31%
Sentiment/Internals
  • NYSE Cumulative A/D Line 235,569 +.17%
  • Bloomberg New Highs-Lows Index 283 +214
  • Bloomberg Crude Oil % Bulls 20.51 -34.4%
  • CFTC Oil Net Speculative Position 271,527 -.25%
  • CFTC Oil Total Open Interest 1,717,593 -.23%
  • Total Put/Call .96 -6.80%
  • OEX Put/Call 1.11 -58.89%
  • ISE Sentiment 100.0 +58.73%
  • NYSE Arms .87 +19.17%
  • Volatility(VIX) 14.69 -15.04%
  • S&P 500 Implied Correlation 63.97 -6.24%
  • G7 Currency Volatility (VXY) 10.82 +3.05%
  • Emerging Markets Currency Volatility (EM-VXY) 10.79 -92%
  • Smart Money Flow Index 17,293.22 +.21%
  • ICI Money Mkt Mutual Fund Assets $2.690 Trillion +.16%
  • ICI US Equity Weekly Net New Cash Flow +$3.534 Billion
  • AAII % Bulls 40.0 +12.7%
  • AAII % Bears 20.3 -37.3%
Futures Spot Prices
  • CRB Index 229.19 +1.93%
  • Crude Oil 52.66 +.57%
  • Reformulated Gasoline 162.30 +3.69%
  • Natural Gas 2.80 +8.91%
  • Heating Oil 197.14 +6.69%
  • Gold 1,229.20 -.32%
  • Bloomberg Base Metals Index 171.85 -.62%
  • Copper 260.15 +.54%
  • US No. 1 Heavy Melt Scrap Steel 324.0 USD/Ton unch.
  • China Iron Ore Spot 63.19 USD/Ton +1.12%
  • Lumber 312.20 -1.20%
  • UBS-Bloomberg Agriculture 1,184.93 +.84%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -4.3% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2619 +3.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.0 +.05%
  • Citi US Economic Surprise Index -37.20 -11.9 points
  • Citi Eurozone Economic Surprise Index 43.70 +18.9 points
  • Citi Emerging Markets Economic Surprise Index -8.80 -3.5 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 3/18
  • US Dollar Index 94.19 -.50%
  • Euro/Yen Carry Return Index 141.32 +.38%
  • Yield Curve 141.0 +10.0 basis points
  • 10-Year US Treasury Yield 2.05% +9.0 basis points
  • Federal Reserve's Balance Sheet $4.463 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 17.18 -5.46%
  • Illinois Municipal Debt Credit Default Swap 190.0 -1.73%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.44 +5.99%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 67.90 +1.35%
  • Emerging Markets Sovereign Debt CDS Index 319.52 -2.44%
  • Israel Sovereign Debt Credit Default Swap 77.0 +2.25%
  • Iraq Sovereign Debt Credit Default Swap 375.88 +8.56%
  • Russia Sovereign Debt Credit Default Swap 473.42 -11.20%
  • iBoxx Offshore RMB China Corporates High Yield Index 113.32 -.28%
  • 10-Year TIPS Spread 1.70% -2.0 basis points
  • TED Spread 25.25 +.75 basis point
  • 2-Year Swap Spread 26.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.75 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 64.68 -.83% 
  • America Energy Sector High-Yield Credit Default Swap Index 710.0 -3.07%
  • European Financial Sector Credit Default Swap Index 63.94 +1.64%
  • Emerging Markets Credit Default Swap Index 367.24 -2.74%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 -1.5 basis points
  • M1 Money Supply $2.986 Trillion unch.
  • Commercial Paper Outstanding 994.90 +.60%
  • 4-Week Moving Average of Jobless Claims 289,750 -3,000
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.69% +10 basis points
  • Weekly Mortgage Applications 501.80 -8.96%
  • Bloomberg Consumer Comfort 44.3 -1.2 points
  • Weekly Retail Sales +2.10% -130 basis points
  • Nationwide Gas $2.24/gallon +.07/gallon
  • Baltic Dry Index 540.0 -3.40%
  • China (Export) Containerized Freight Index 1,078.69 +1.22%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 237,915 -4.80%
Best Performing Style
  • Small-Cap Value +3.8%
Worst Performing Style
  • Mid-Cap Value +2.6%
Leading Sectors
  • Oil Service +8.4%
  • I-Banks +7.9%
  • Steel +7.3%
  • Banks +6.9%
  • Homebuilders +6.4%
Lagging Sectors
  • REITs -1.5% 
  • Education -1.6%
  • Biotech -1.7%
  • Gold & Silver -3.1%
  • Utilities -3.7%
Weekly High-Volume Stock Gainers (27)
  • PFNX, CBM, XLS, SCOR, OWW, MLM, TRIP, INTL, CHRS, QLYS, MTSI, MOH, AKAM, NSP, HRS, RLD, CR, TMH, EIGI, FWRD, VSAT, ORA, SKX, DNB, SPSC, VNTV and FSLR
Weekly High-Volume Stock Losers (25)
  • TAP, ATRA, CAKE, CAB, MPAA, AOL, ENSG, VVI, CPLA, PNRA, NILE, THS, BG, ACOR, ENT, CTRL, EDE, JONE, YELP, DV, MKTO, ZU, COUP, RENT and PIR
Weekly Charts
ETFs
Stocks
*5-Day Change

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