Friday, April 17, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,081.18 -.99%
  • DJIA 17,826.34 -1.28%
  • NASDAQ 4,931.81 -1.28%
  • Russell 2000 1,251.86 -1.02%
  • S&P 500 High Beta 35.23 +.17% 
  • Goldman 50 Most Shorted 140.95 +.62% 
  • Wilshire 5000 21,822.76 -1.0%
  • Russell 1000 Growth 997.56 -1.33%
  • Russell 1000 Value 1,023.26 -.65%
  • S&P 500 Consumer Staples 504.15 -1.07%
  • Solactive US Cyclical 137.67 -.89%
  • Morgan Stanley Technology 1,019.77 -.45%
  • Transports 8,647.50 -1.37%
  • Utilities 583.28 -1.37%
  • Bloomberg European Bank/Financial Services 116.45 -3.22%
  • MSCI Emerging Markets 42.96 +1.13%
  • HFRX Equity Hedge 1,228.52 +.56%
  • HFRX Equity Market Neutral 994.84 -.38%
Sentiment/Internals
  • NYSE Cumulative A/D Line 241,710 +.51%
  • Bloomberg New Highs-Lows Index 180 -9
  • Bloomberg Crude Oil % Bulls 23.68 +42.05%
  • CFTC Oil Net Speculative Position 282,160 +11.95%
  • CFTC Oil Total Open Interest 1,774,773 +1.78%
  • Total Put/Call 1.12 +31.76%
  • OEX Put/Call 1.55 +84.52%
  • ISE Sentiment 85.0 -21.50%
  • NYSE Arms 1.13 +43.04%
  • Volatility(VIX) 13.89 +10.41%
  • S&P 500 Implied Correlation 67.14 +7.98%
  • G7 Currency Volatility (VXY) 10.26 -.29%
  • Emerging Markets Currency Volatility (EM-VXY) 9.88 -.20%
  • Smart Money Flow Index 17,739.16 +.09%
  • ICI Money Mkt Mutual Fund Assets $2.594 Trillion -1.49%
  • ICI US Equity Weekly Net New Cash Flow -$1.315 Billion
  • AAII % Bulls 32.1 +11.7%
  • AAII % Bears 22.8 -5.7%
Futures Spot Prices
  • CRB Index 223.94 +3.14%
  • Crude Oil 56.03 +8.31%
  • Reformulated Gasoline 193.66 +7.06%
  • Natural Gas 2.64 +5.1%
  • Heating Oil 188.98 +6.73%
  • Gold 1,204.40 -.35%
  • Bloomberg Base Metals Index 174.64 +1.04%
  • Copper 279.05 +2.07%
  • US No. 1 Heavy Melt Scrap Steel 228.0 USD/Ton+.59%
  • China Iron Ore Spot 50.93 USD/Ton +7.15%
  • Lumber 248.0 -7.1%
  • UBS-Bloomberg Agriculture 1,115.07 -.14%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.4% +60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5507 +5.09%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.92 -.06%
  • Citi US Economic Surprise Index -54.2 -2.0 points
  • Citi Eurozone Economic Surprise Index 53.40 -3.5 points
  • Citi Emerging Markets Economic Surprise Index -11.50 -20.5 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 97.45 -1.91%
  • Euro/Yen Carry Return Index 134.25 +.86%
  • Yield Curve 136.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.87% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.447 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 17.17 +1.35%
  • Illinois Municipal Debt Credit Default Swap 175.0 -.20%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.55 +21.17%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 61.71 +5.64%
  • Emerging Markets Sovereign Debt CDS Index 335.86 +.67%
  • Israel Sovereign Debt Credit Default Swap 72.50 -.36%
  • Iraq Sovereign Debt Credit Default Swap 353.57 +3.76%
  • Russia Sovereign Debt Credit Default Swap 363.35 +5.64%
  • iBoxx Offshore RMB China Corporates High Yield Index 116.52 +1.1%
  • 10-Year TIPS Spread 1.89% +7.0 basis points
  • TED Spread 26.0 unch
  • 2-Year Swap Spread 26.25 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 62.72 +3.84%
  • America Energy Sector High-Yield Credit Default Swap Index 1,057 -6.4%
  • European Financial Sector Credit Default Swap Index 75.68 +21.16%
  • Emerging Markets Credit Default Swap Index 302.82 +1.85%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 unch.
  • M1 Money Supply $3.042 Trillion +1.89%
  • Commercial Paper Outstanding 1,032.10 +1.30%
  • 4-Week Moving Average of Jobless Claims 282,750 +500
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.67% +1.0 basis point
  • Weekly Mortgage Applications 448.20 -2.33%
  • Bloomberg Consumer Comfort 46.6 -1.3 points
  • Weekly Retail Sales +1.10% -180 basis points
  • Nationwide Gas $2.43/gallon +.03/gallon
  • Baltic Dry Index 593.0 +2.24%
  • China (Export) Containerized Freight Index 951.55 -1.81%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50+8.33%
  • Rail Freight Carloads 270,463 -.24%
Best Performing Style
  • Large-Cap Value -.7%
Worst Performing Style
  • Large-Cap Growth -1.3%
Leading Sectors
  • Gold & Silver +2.4%
  • Tobacco +2.4%
  • Energy +2.0%
  • Oil Service +2.0%
  • Computer Hardware +1.6%
Lagging Sectors
  • Homebuilding -2.1% 
  • Road & Rail -2.4%
  • Retail -2.6%
  • Defense -3.3%
  • Gaming -6.8%
Weekly High-Volume Stock Gainers (13)
  • BLDR, NFLX, SAGE, DCO, SWHC, EXL, CARA, PSG, BXMT, OZRK, IMDZ, MRTN and GE
Weekly High-Volume Stock Losers (6)
  • FIS, NHTC, HTWR, ANGO, NSAM and AGX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: