Friday, May 15, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,120.46 +.23%
  • DJIA 18,257.0 +.35%
  • NASDAQ 5,043.97 +.81%
  • Russell 2000 1,243.05 +.69%
  • S&P 500 High Beta 35.38 -.28% 
  • Goldman 50 Most Shorted 140.22 +.62% 
  • Wilshire 5000 22,159.30 +.32%
  • Russell 1000 Growth 1,018.06 +.51%
  • Russell 1000 Value 1,037.35 +.05%
  • S&P 500 Consumer Staples 510.17 +1.08%
  • Solactive US Cyclical 141.08 +.33%
  • Morgan Stanley Technology 1,049.64 +.71%
  • Transports 8,677.18 -.98%
  • Utilities 584.70 +.22%
  • Bloomberg European Bank/Financial Services 119.25 -.39%
  • MSCI Emerging Markets 42.96 +.77%
  • HFRX Equity Hedge 1,219.42 +.42%
  • HFRX Equity Market Neutral 990.75 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 241,167 +1.05%
  • Bloomberg New Highs-Lows Index 168 +321
  • Bloomberg Crude Oil % Bulls 41.67 n/a
  • CFTC Oil Net Speculative Position 325,706 +3.45%
  • CFTC Oil Total Open Interest 1,750,082 +1.90%
  • Total Put/Call .85 unch.
  • OEX Put/Call 1.1 -31.25%
  • ISE Sentiment 87.0 -4.40%
  • NYSE Arms .97 +30.13%
  • Volatility(VIX) 12.43 -3.34%
  • S&P 500 Implied Correlation 63.49 -1.23%
  • G7 Currency Volatility (VXY) 9.07 -7.07%
  • Emerging Markets Currency Volatility (EM-VXY) 9.41 -6.55%
  • Smart Money Flow Index 17,628.78 +.40%
  • ICI Money Mkt Mutual Fund Assets $2.589 Trillion -.06%
  • ICI US Equity Weekly Net New Cash Flow -$2.248 Billion
  • AAII % Bulls 26.7 -1.2%
  • AAII % Bears 26.4 -1.8%
Futures Spot Prices
  • CRB Index 231.46 +.94%
  • Crude Oil 59.87 +.25%
  • Reformulated Gasoline 205.57 +2.96%
  • Natural Gas 3.02 +5.62%
  • Heating Oil 200.73 +2.28%
  • Gold 1,224.50 +3.09%
  • Bloomberg Base Metals Index 178.92 -2.04%
  • Copper 292.40 +.38%
  • US No. 1 Heavy Melt Scrap Steel 230.33 USD/Ton +.14%
  • China Iron Ore Spot 61.31 USD/Ton -.15%
  • Lumber 252.40 +3.62%
  • UBS-Bloomberg Agriculture 1,103.35 -.49%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.2% +70.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0483 +10.72%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.17 +.34%
  • Citi US Economic Surprise Index -71.60 -7.3 points
  • Citi Eurozone Economic Surprise Index 1.90 -12.3 points
  • Citi Emerging Markets Economic Surprise Index -14.0 +3.1 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 6/17
  • US Dollar Index 93.16 -1.64%
  • Euro/Yen Carry Return Index 142.74 +1.88%
  • Yield Curve 160.0 +2.0 basis points
  • 10-Year US Treasury Yield 2.14% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.462 Trillion +.62%
  • U.S. Sovereign Debt Credit Default Swap 16.18 -8.99%
  • Illinois Municipal Debt Credit Default Swap 230.0 +12.84%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.07 -3.56%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 60.31 +1.69%
  • Emerging Markets Sovereign Debt CDS Index 309.30 -1.57%
  • Israel Sovereign Debt Credit Default Swap 65.19 +.28%
  • Iraq Sovereign Debt Credit Default Swap 347.32 -.01%
  • Russia Sovereign Debt Credit Default Swap 301.16 -9.36%
  • iBoxx Offshore RMB China Corporates High Yield Index 118.91 +.77%
  • 10-Year TIPS Spread 1.86% -3.0 basis points
  • TED Spread 26.5 -1.0 basis point
  • 2-Year Swap Spread 26.25 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.75 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 62.77 -.04%
  • America Energy Sector High-Yield Credit Default Swap Index 1,056.0 -1.74%
  • European Financial Sector Credit Default Swap Index 73.1 +1.80%
  • Emerging Markets Credit Default Swap Index 290.38 -.35%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $3.030 Trillion +2.0%
  • Commercial Paper Outstanding 992.40 -2.40%
  • 4-Week Moving Average of Jobless Claims 271,750 -7,750
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.85% +5.0 basis points
  • Weekly Mortgage Applications 412.50 -3.46%
  • Bloomberg Consumer Comfort 43.5 -.2 point
  • Weekly Retail Sales +2.1% +90 basis points
  • Nationwide Gas $2.69/gallon +.03/gallon
  • Baltic Dry Index 637.0 +11.0%
  • China (Export) Containerized Freight Index 875.21 -1.47%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +23.1%
  • Rail Freight Carloads 277,601 -1.80%
Best Performing Style
  • Small-Cap Growth +.8%
Worst Performing Style
  • Large-Cap Value +.1%
Leading Sectors
  • Gold & Silver +3.9%
  • HMOs +2.7%
  • Alt Energy +2.6%
  • Social Media +2.1%
  • Papers +2.0%
Lagging Sectors
  • Oil Service -1.1% 
  • Energy -1.9%
  • Road & Rail -3.2%
  • Coal -4.3%
  • Gaming -4.7%
Weekly High-Volume Stock Gainers (29)
  • SSNI, AOL, PLL, ROSE, RENT, IMPV, TKAI, TGI, RVNC, MOH, ZBRA, DF, NVRO, HDP, QTWO, PN, OSIR, OPWR, ZU, YDLE, WMS, LOCO, PERY, KRNY, ISSI, WMB, GDDY, DHR and XHR
Weekly High-Volume Stock Losers (22)
  • POM, MTZ, HMTV, NNI, KSU, NBL, MNST, GDOT, UEIC, PDVW, FGEN, PBYI, WAGE, KSS, RMD, ENV, APEI, DEPO, RAX, BBSI, NLNK and FLDM
Weekly Charts
ETFs
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*5-Day Change

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