Friday, February 27, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,104.50 -.28%
  • DJIA 18,132.70 -.04%
  • NASDAQ 4,963.53 +.15%
  • Russell 2000 1,233.37 +.13%
  • S&P 500 High Beta 35.04 -1.21% 
  • Goldman 50 Most Shorted 137.87 -2.70% 
  • Wilshire 5000 21,968.48 -.29%
  • Russell 1000 Growth 1,007.26 -.06%
  • Russell 1000 Value 1,030.75 -.60%
  • S&P 500 Consumer Staples 513.82 +.83%
  • Solactive US Cyclical 142.63 -1.23%
  • Morgan Stanley Technology 1,053.99 -.34%
  • Transports 9,024.52 -1.17%
  • Utilities 594.17 -.98%
  • Bloomberg European Bank/Financial Services 112.72 +1.09%
  • MSCI Emerging Markets 40.70 +.85%
  • HFRX Equity Hedge 1,199.64 +.64%
  • HFRX Equity Market Neutral 990.19 +.25%
Sentiment/Internals
  • NYSE Cumulative A/D Line 237,798 +.73%
  • Bloomberg New Highs-Lows Index 189 -111
  • Bloomberg Crude Oil % Bulls 26.47 -32.80%
  • CFTC Oil Net Speculative Position 269,837 -9.87%
  • CFTC Oil Total Open Interest 1,695,437 +.32%
  • Total Put/Call .99 +25.32%
  • OEX Put/Call 1.32 +16.81%
  • ISE Sentiment 114.0 +5.56%
  • NYSE Arms 1.22 +24.49%
  • Volatility(VIX) 13.34 -6.71%
  • S&P 500 Implied Correlation 60.77 -1.38%
  • G7 Currency Volatility (VXY) 9.17 -12.0%
  • Emerging Markets Currency Volatility (EM-VXY) 9.91 -4.25%
  • Smart Money Flow Index 17,849.90 +2.46%
  • ICI Money Mkt Mutual Fund Assets $2.691 Trillion +.38%
  • ICI US Equity Weekly Net New Cash Flow +$.141 Billion
  • AAII % Bulls 45.4 -3.5%
  • AAII % Bears 20.3 +13.5%
Futures Spot Prices
  • CRB Index 224.08 -.30%
  • Crude Oil 49.76 -.30%
  • Reformulated Gasoline 197.79 +7.27%
  • Natural Gas 2.73 -6.97%
  • Heating Oil 197.37 -7.55%
  • Gold 1,213.10 +.81%
  • Bloomberg Base Metals Index 170.53 +1.20%
  • Copper 269.15 +3.34%
  • US No. 1 Heavy Melt Scrap Steel 226.67 USD/Ton unch.
  • China Iron Ore Spot 62.56 USD/Ton -1.39%
  • Lumber 294.80 -3.06%
  • UBS-Bloomberg Agriculture 1,173..47 -.11%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -4.5% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0097 +412.90%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.07 +.07%
  • Citi US Economic Surprise Index -46.7 +.7 point
  • Citi Eurozone Economic Surprise Index 51.0 -5.1 points
  • Citi Emerging Markets Economic Surprise Index -7.30 +4.4 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 95.29 +1.04%
  • Euro/Yen Carry Return Index 139.82 -1.18%
  • Yield Curve 137.0 -11.0 basis points
  • 10-Year US Treasury Yield 1.99% -12.0 basis points
  • Federal Reserve's Balance Sheet $4.448 Trillion -.23%
  • U.S. Sovereign Debt Credit Default Swap 16.5 -.13%
  • Illinois Municipal Debt Credit Default Swap 178.0 -.11
  • Western Europe Sovereign Debt Credit Default Swap Index 22.51 -12.10%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 59.68 -8.19%
  • Emerging Markets Sovereign Debt CDS Index 350.42 +1.51%
  • Israel Sovereign Debt Credit Default Swap 72.25 -5.04%
  • Iraq Sovereign Debt Credit Default Swap 335.60 -5.01%
  • Russia Sovereign Debt Credit Default Swap 479.49 -3.18%
  • iBoxx Offshore RMB China Corporates High Yield Index 114.42 +.61%
  • 10-Year TIPS Spread 1.83% +7.0 basis points
  • TED Spread 25.25 +.75 basis point
  • 2-Year Swap Spread 24.75 -3.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.75 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 61.50 -5.14% 
  • America Energy Sector High-Yield Credit Default Swap Index 651.0 -3.88%
  • European Financial Sector Credit Default Swap Index 54.29 -11.85%
  • Emerging Markets Credit Default Swap Index 375.65 -.47%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps unch.
  • M1 Money Supply $2.986 Trillion +.41%
  • Commercial Paper Outstanding 1,026.80 +3.50%
  • 4-Week Moving Average of Jobless Claims 294,500 +11,250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.80% +4 basis points
  • Weekly Mortgage Applications 420.30 -3.51%
  • Bloomberg Consumer Comfort 42.7 -1.9 points
  • Weekly Retail Sales +2.70% unch.
  • Nationwide Gas $2.37/gallon +.09/gallon
  • Baltic Dry Index 533.0 +3.90%
  • China (Export) Containerized Freight Index 1,078.69 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 213,617 -9.59%
Best Performing Style
  • Small-Cap Growth +.3%
Worst Performing Style
  • Mid-Cap Value -.7%
Leading Sectors
  • Gold & Silver +3.6%
  • Hospitals +2.3%
  • Restaurants +2.3%
  • HMOs +1.6%
  • Construction +1.4%
Lagging Sectors
  • Oil Tankers -2.7% 
  • Coal -2.7%
  • Computer Hardware -3.0%
  • Steel -3.7%
  • Gaming -5.9%
Weekly High-Volume Stock Gainers (47)
  • BNFT, EYES, PTCT, TSRO, PCYC, ARUN, GTT, AAC, PGTI, UIL, RGR, PTX, FSLR, VRX, TREX, WCIC, SAAS, SPWR, BSFT, CLDX, CYBX, DEPO, PPO, GOGO, LEAF, NRZ, CTSO, AHS, RUBI, CRM, OPWR, SQBK, EXLS, SF, B, MDAS, XXIA, CRI, TXTR, DDS, VRSK, EAGL, SHOO, JRN, CTB, GSM and ELGX
Weekly High-Volume Stock Losers (23)
  • DOOR, CLGX, AGTC, NSM, TRAK, COHU, QTS, SEM, BDBD, HAWK, TRUE, LKQ, EXAS, SAM, HPQ, IL, UEIC, HURN, TAX, TASR, DAKT, LL and NDLS
Weekly Charts
ETFs
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*5-Day Change

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