Friday, April 10, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,102.06 +1.70%
  • DJIA 18,057.65 +1.66%
  • NASDAQ 4,995.98 +2.23%
  • Russell 2000 1,264.77 +.73%
  • S&P 500 High Beta 35.17 +2.24% 
  • Goldman 50 Most Shorted 140.08 +3.25% 
  • Wilshire 5000 22,042.85 +1.55%
  • Russell 1000 Growth 1,011.05 +1.75%
  • Russell 1000 Value 1,029.93 +1.49%
  • S&P 500 Consumer Staples 509.58 +.94%
  • Solactive US Cyclical 138.91 +1.51%
  • Morgan Stanley Technology 1,024.39 +2.36%
  • Transports 8,767.83 +1.89%
  • Utilities 591.40 +.26%
  • Bloomberg European Bank/Financial Services 120.33 +1.82%
  • MSCI Emerging Markets 42.48 +2.93%
  • HFRX Equity Hedge 1,221.69 +1.03%
  • HFRX Equity Market Neutral 998.59 -.52%
Sentiment/Internals
  • NYSE Cumulative A/D Line 241,020 +.95%
  • Bloomberg New Highs-Lows Index 189 +232
  • Bloomberg Crude Oil % Bulls 16.7% -67.59%
  • CFTC Oil Net Speculative Position 252,043 +11.2%
  • CFTC Oil Total Open Interest 1,743,733 +.21%
  • Total Put/Call .85 -24.11%
  • OEX Put/Call .84 +211.11%
  • ISE Sentiment 107.0 +57.35%
  • NYSE Arms .79 +51.92%
  • Volatility(VIX) 12.58 -14.25%
  • S&P 500 Implied Correlation 62.18 -3.07%
  • G7 Currency Volatility (VXY) 10.24 -3.03%
  • Emerging Markets Currency Volatility (EM-VXY) 9.89 -2.08%
  • Smart Money Flow Index 17,723.20 +.37%
  • ICI Money Mkt Mutual Fund Assets $2.633 Trillion -.02%
  • ICI US Equity Weekly Net New Cash Flow -$3.338 Billion
  • AAII % Bulls 28.7 -18.9%
  • AAII % Bears 24.2 -24.4%
Futures Spot Prices
  • CRB Index 217.12 +.48%
  • Crude Oil 51.64 +4.22%
  • Reformulated Gasoline 180.73 +2.0%
  • Natural Gas 2.51 -6.97%
  • Heating Oil 176.61 +4.53%
  • Gold 1,204.60 +.18%
  • Bloomberg Base Metals Index 172.85 +1.19%
  • Copper 273.40 +.09%
  • US No. 1 Heavy Melt Scrap Steel 226.67 USD/Ton unch.
  • China Iron Ore Spot 47.53 USD/Ton +.96%
  • Lumber 266.80 unch.
  • UBS-Bloomberg Agriculture 1,116.63 -1.91%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.0% +120.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0714 +2.06%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.99 -.01%
  • Citi US Economic Surprise Index -52.2 -4.9 points
  • Citi Eurozone Economic Surprise Index 56.90 -6.2 points
  • Citi Emerging Markets Economic Surprise Index 9.0 +4.1 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 4/29
  • US Dollar Index 99.34 +2.68%
  • Euro/Yen Carry Return Index 133.10 -2.37%
  • Yield Curve 139.0 +2.0 basis points
  • 10-Year US Treasury Yield 1.95% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.445 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 16.94 +195%
  • Illinois Municipal Debt Credit Default Swap 175.0 -2.50%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.91 -2.45%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 58.41 -.29%
  • Emerging Markets Sovereign Debt CDS Index 33361 -1.77%
  • Israel Sovereign Debt Credit Default Swap 72.76 -2.77%
  • Iraq Sovereign Debt Credit Default Swap 340.76 -2.77%
  • Russia Sovereign Debt Credit Default Swap 342.85 -8.01%
  • iBoxx Offshore RMB China Corporates High Yield Index 115.24 +.56%
  • 10-Year TIPS Spread 1.82% +1.0 basis point
  • TED Spread 26.0 unch
  • 2-Year Swap Spread 26.5 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -21.25 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 60.41 -4.12%
  • America Energy Sector High-Yield Credit Default Swap Index 1,130.0 +1.03%
  • European Financial Sector Credit Default Swap Index 62.46 -8.72%
  • Emerging Markets Credit Default Swap Index 297.33 -4.40%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 unch.
  • M1 Money Supply $2.985 Trillion +.06%
  • Commercial Paper Outstanding 1,018.80 +.80%
  • 4-Week Moving Average of Jobless Claims 282,250 -3,250
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.66% -4.0 basis points
  • Weekly Mortgage Applications 458.90 +.42%
  • Bloomberg Consumer Comfort 47.9 +1.7 points
  • Weekly Retail Sales +2.90% +10 basis points
  • Nationwide Gas $2.40/gallon unch.
  • Baltic Dry Index 580.0 -2.68%
  • China (Export) Containerized Freight Index 969.06 -2.59%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0+9.09%
  • Rail Freight Carloads 271,127 -2.59%
Best Performing Style
  • Large-Cap Growth +1.7%
Worst Performing Style
  • Small-Cap Value -.1%
Leading Sectors
  • Oil Service +6.7%
  • Oil Tankers +5.4%
  • Gaming +5.3%
  • Biotech +5.2%
  • Energy +4.4%
Lagging Sectors
  • Coal -.4% 
  • I-Banks -.4%
  • Education -1.2%
  • Homebuilders -2.1%
  • REITs -2.5%
Weekly High-Volume Stock Gainers (18)
  • AGRX, NHTC, VTAE, MYL, ZEP, SQBG, CLAC, AXTA, EPAM, AGTC, CCO, FRPT, PLAY, FGL, INFA, NRZ, PIR and WBMD
Weekly High-Volume Stock Losers (5)
  • FCH, DERM, LGF, CBMG and OCUL
Weekly Charts
ETFs
Stocks
*5-Day Change

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