Friday, April 24, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,117.69 +1.75%
  • DJIA 18,080.14 +1.42%
  • NASDAQ 5,092.08 +3.25%
  • Russell 2000 1,2567.54 +1.25%
  • S&P 500 High Beta 35.64 +1.16% 
  • Goldman 50 Most Shorted 140.78 -.12% 
  • Wilshire 5000 22,183.78 +1.65%
  • Russell 1000 Growth 1,021.76 +2.38%
  • Russell 1000 Value 1,033.11 +.96%
  • S&P 500 Consumer Staples 504.47 +.06%
  • Solactive US Cyclical 138.93 +.91%
  • Morgan Stanley Technology 1,050.29 +2.99%
  • Transports 8,880.17 +2.69%
  • Utilities 597.81 +2.49%
  • Bloomberg European Bank/Financial Services 120.27 +3.28%
  • MSCI Emerging Markets 43.67 +2.75%
  • HFRX Equity Hedge 1,227.46 -.09%
  • HFRX Equity Market Neutral 991.75 -.31%
Sentiment/Internals
  • NYSE Cumulative A/D Line 242,710 +1.20%
  • Bloomberg New Highs-Lows Index 214 +34
  • Bloomberg Crude Oil % Bulls 26.8 +13.1%
  • CFTC Oil Net Speculative Position 323,092 +14.51%
  • CFTC Oil Total Open Interest 1,723,025 -2.92%
  • Total Put/Call .76 -32.14%
  • OEX Put/Call 1.84 +18.71%
  • ISE Sentiment 95.0 +11.76%
  • NYSE Arms 1.0 -11.5%
  • Volatility(VIX) 12.29 -11.52%
  • S&P 500 Implied Correlation 68.43 +1.92%
  • G7 Currency Volatility (VXY) 10.31 +.1%
  • Emerging Markets Currency Volatility (EM-VXY) 9.95 +.61%
  • Smart Money Flow Index 17,730.05 -.05%
  • ICI Money Mkt Mutual Fund Assets $2.588 Trillion -.27%
  • ICI US Equity Weekly Net New Cash Flow -$5.700 Billion
  • AAII % Bulls 31.5 -1.9%
  • AAII % Bears 23.2 +1.8%
Futures Spot Prices
  • CRB Index 224.05 +.05%
  • Crude Oil 57.15 +1.79%
  • Reformulated Gasoline 200.79 +3.67%
  • Natural Gas 2.53 -4.17%
  • Heating Oil 192.83 +1.94%
  • Gold 1,175.0 -2.35%
  • Bloomberg Base Metals Index 174.16 -.27%
  • Copper 274.80 -1.79%
  • US No. 1 Heavy Melt Scrap Steel 230.0 USD/Ton+.88%
  • China Iron Ore Spot 57.81 USD/Ton +13.51%
  • Lumber 258.50 +5.25%
  • UBS-Bloomberg Agriculture 1,112.41 -.60%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.7% +70.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5070 +5.75%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.07 +.12%
  • Citi US Economic Surprise Index -57.7 -3.5 points
  • Citi Eurozone Economic Surprise Index 20.50 -32.9 points
  • Citi Emerging Markets Economic Surprise Index -13.50 -2.0 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 96.92 -.54%
  • Euro/Yen Carry Return Index 135.12 +.68%
  • Yield Curve 140.0 +4.0 basis points
  • 10-Year US Treasury Yield 1.91% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.456 Trillion +.10%
  • U.S. Sovereign Debt Credit Default Swap 16.14 -5.99%
  • Illinois Municipal Debt Credit Default Swap 173.0 -.77%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.11 -1.66%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 60.72 -1.60%
  • Emerging Markets Sovereign Debt CDS Index 324.46 -3.40%
  • Israel Sovereign Debt Credit Default Swap 74.76 +3.12%
  • Iraq Sovereign Debt Credit Default Swap 351.18 -.68%
  • Russia Sovereign Debt Credit Default Swap 350.64 -3.50%
  • iBoxx Offshore RMB China Corporates High Yield Index 117.29 +.66%
  • 10-Year TIPS Spread 1.90% +1.0 basis point
  • TED Spread 25.75 -.25 basis point
  • 2-Year Swap Spread 26.0 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.5 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 61.77 -1.52%
  • America Energy Sector High-Yield Credit Default Swap Index 1,068.0 +1.02%
  • European Financial Sector Credit Default Swap Index 73.47 -2.91%
  • Emerging Markets Credit Default Swap Index 293.53 -3.07%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50-2.5 basis points
  • M1 Money Supply $2.980 Trillion -2.02%
  • Commercial Paper Outstanding 1,025.50 -.60%
  • 4-Week Moving Average of Jobless Claims 284,500 +1,750
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.65% -2.0 basis points
  • Weekly Mortgage Applications 458.40 +2.28%
  • Bloomberg Consumer Comfort 45.4 -1.2 points
  • Weekly Retail Sales +1.0% -10 basis points
  • Nationwide Gas $2.51/gallon +.08/gallon
  • Baltic Dry Index 599.0 +.33%
  • China (Export) Containerized Freight Index 926.83 -2.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 280,016 +3.53%
Best Performing Style
  • Large-Cap Growth +2.4%
Worst Performing Style
  • Mid-Cap Value +.9%
Leading Sectors
  • Steel +14.3%
  • Software +6.8%
  • Internet +6.2%
  • Airlines +5.2%
  • Restaurants +5.1%
Lagging Sectors
  • Education -.6% 
  • Gold & Silver -1.4%
  • 3D Printing -3.6%
  • Homebuilders -4.0%
  • Coal -4.7%
Weekly High-Volume Stock Gainers (22)
  • AST, ECHO, CAMP, LJPC, ARRS, ADPT, MDSO, SKX, VASC, AEC, FTNT, CE, OCR, RMBS, VSI, TTS, HAS, IMPR, DLB, UTEK, CAKE and SCHL
Weekly High-Volume Stock Losers (18)
  • TWC, CMG, NOW, HOG, TRN, DHI, PKG, CREE, PHM, SANM, PRO, GLF, ADTN, SMCI, ICON, FTK, NVIV and FARO
Weekly Charts
ETFs
Stocks
*5-Day Change

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