Friday, May 01, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,108.29 -.44%
  • DJIA 18,024.06 -.31%
  • NASDAQ 5,005.39 -1.70%
  • Russell 2000 1,228.11 -3.11%
  • S&P 500 High Beta 35.58 -.17% 
  • Goldman 50 Most Shorted 138.34 -1.73% 
  • Wilshire 5000 22,007.85 -.79%
  • Russell 1000 Growth 1,010.68 -1.04%
  • Russell 1000 Value 1,032.05 -.10%
  • S&P 500 Consumer Staples 500.90 -.71%
  • Solactive US Cyclical 140.54 +1.16%
  • Morgan Stanley Technology 1,042.90 -.70%
  • Transports 8,737.0 -1.61%
  • Utilities 590.02 -1.30%
  • Bloomberg European Bank/Financial Services 117.69 -2.15%
  • MSCI Emerging Markets 42.96 -2.05%
  • HFRX Equity Hedge 1,226.15 -.11%
  • HFRX Equity Market Neutral 989.90 -.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 240,637 -.85%
  • Bloomberg New Highs-Lows Index -128 -342
  • Bloomberg Crude Oil % Bulls 30.56 +13.9%
  • CFTC Oil Net Speculative Position 323,092 n/a
  • CFTC Oil Total Open Interest 1,723,025 n/a
  • Total Put/Call .96 +26.32%
  • OEX Put/Call 1.0 -45.65%
  • ISE Sentiment 115.0 +21.05%
  • NYSE Arms .57 -43.0%
  • Volatility(VIX) 12.70 +3.34%
  • S&P 500 Implied Correlation 64.96 -5.07%
  • G7 Currency Volatility (VXY) 10.43 +.97%
  • Emerging Markets Currency Volatility (EM-VXY) 10.29 +3.52%
  • Smart Money Flow Index 17,570.62 -.90%
  • ICI Money Mkt Mutual Fund Assets $2.582 Trillion -.23%
  • ICI US Equity Weekly Net New Cash Flow -$3.397 Billion
  • AAII % Bulls 30.8 -2.0%
  • AAII % Bears 22.0 -5.4%
Futures Spot Prices
  • CRB Index 227.95 +1.74%
  • Crude Oil 59.15 +3.01%
  • Reformulated Gasoline 204.53 +1.94%
  • Natural Gas 2.78 +9.59%
  • Heating Oil 198.22 +2.63%
  • Gold 1,174.50 -.46%
  • Bloomberg Base Metals Index 183.49 +5.36%
  • Copper 292.95 +6.95%
  • US No. 1 Heavy Melt Scrap Steel 230.0 USD/Ton unch.
  • China Iron Ore Spot 56.18 USD/Ton -2.82%
  • Lumber 258.80 +.86%
  • UBS-Bloomberg Agriculture 1,095.29 -1.54%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.1% +60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5070 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.29 +.18%
  • Citi US Economic Surprise Index -62.3 -4.6 points
  • Citi Eurozone Economic Surprise Index 10.80 -9.7 points
  • Citi Emerging Markets Economic Surprise Index -16.0 -2.5 points
  • Fed Fund Futures imply 60.0% chance of no change, 40.0% chance of 25 basis point cut on 6/17
  • US Dollar Index 95.30 -1.61%
  • Euro/Yen Carry Return Index 140.59 +4.04%
  • Yield Curve 152.0 +12.0 basis points
  • 10-Year US Treasury Yield 2.11% +20.0 basis points
  • Federal Reserve's Balance Sheet $4.433 Trillion -.42%
  • U.S. Sovereign Debt Credit Default Swap 16.18 +.27%
  • Illinois Municipal Debt Credit Default Swap 198.0 +14.29%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.80 -12.68%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 60.51 -.35%
  • Emerging Markets Sovereign Debt CDS Index 324.89 +.13%
  • Israel Sovereign Debt Credit Default Swap 67.83 -9.27%
  • Iraq Sovereign Debt Credit Default Swap 346.59 -1.31%
  • Russia Sovereign Debt Credit Default Swap 359.84 +2.63%
  • iBoxx Offshore RMB China Corporates High Yield Index 117.86 +.66%
  • 10-Year TIPS Spread 1.95% +5.0 basis points
  • TED Spread 27.75 +2.0 basis points
  • 2-Year Swap Spread 26.0 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.75 +.75 basis point
  • N. America Investment Grade Credit Default Swap Index 63.51 +2.82%
  • America Energy Sector High-Yield Credit Default Swap Index 1,083.0 +1.43%
  • European Financial Sector Credit Default Swap Index 70.42 -4.16%
  • Emerging Markets Credit Default Swap Index 300.32 +2.31%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $2.975 Trillion -.18%
  • Commercial Paper Outstanding 1,023.20 -.20%
  • 4-Week Moving Average of Jobless Claims 283,750 -750
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.65% -2.0 basis points
  • Weekly Mortgage Applications 447.90 -2.29%
  • Bloomberg Consumer Comfort 44.7 -.7 point
  • Weekly Retail Sales +1.1% +10 basis points
  • Nationwide Gas $2.60/gallon +.09/gallon
  • Baltic Dry Index 591.0 -1.50%
  • China (Export) Containerized Freight Index 989.97 -5.53%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 279,012 -.36%
Best Performing Style
  • Large-Cap Value -.1%
Worst Performing Style
  • Small-Cap Growth -3.8%
Leading Sectors
  • Oil Service +5.0%
  • Gold & Silver +4.6%
  • Semis +1.7%
  • Banks +1.6%
  • Computer Services +1.3%
Lagging Sectors
  • Hospitals -5.5% 
  • Education -5.5%
  • Biotech -5.5%
  • 3D Printing -5.6%
  • Gaming -6.5%
Weekly High-Volume Stock Gainers (24)
  • GNE, GIMO, TBI, AAN, BLVD, FBC, MFLX, INCR, RCII, OSK, AAWW, IPHI, XPO, ACTG, LOGM, GPRO, XOOM, HMST, PGI, SC, HME, FCN, CRM and HUBG
Weekly High-Volume Stock Losers (69)
  • SRCL, ACHC, VA, PRXL, IRM, BGG, MCY, SAM, UMBF, MSCC, GBNK, SHLM, CBT, SPW, TYC, UIS, IDTI, CAVM, WWW, WHR, GNC, BC, MRCY, NCR, AI, CHRW, AMC, HUM, UBNT, GNRC, KN, COH, HURN, HBI, AMAT, WIN, BWLD, GRUB, HAR, SAVE, OSIS, NTGR, ANIK, XRX, ASGN, BIIB, AWAY, WYNN, CVTI, FRGI, ECHO, INSM, OSTK, TCS, PFNX, PRTK, INSY, TRN, DV, CSII, EIGI, IDXX, YELP, TWTR, ASEI, MDCA, AKRX, SPNC and SSYS
Weekly Charts
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*5-Day Change

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