Friday, May 22, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,126.06 +.16%
  • DJIA 18,232.02 -.22%
  • NASDAQ 5,089.36 +.81%
  • Russell 2000 1,252.22 +.67%
  • S&P 500 High Beta 35.39 +.09% 
  • Goldman 50 Most Shorted 143.65 +2.52% 
  • Wilshire 5000 22,230.20 +.25%
  • Russell 1000 Growth 1,021.48 +.23%
  • Russell 1000 Value 1,039.93 +.16%
  • S&P 500 Consumer Staples 504.66 -1.15%
  • Solactive US Cyclical 140.21 -.72%
  • Morgan Stanley Technology 1,054.23 +.36%
  • Transports 8,482.31 -2.29%
  • Utilities 588.13 +.41%
  • Bloomberg European Bank/Financial Services 121.65 +2.01%
  • MSCI Emerging Markets 42.65 -.43%
  • HFRX Equity Hedge 1,226.54 +.58%
  • HFRX Equity Market Neutral 989.16 -.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 241,065 -.22%
  • Bloomberg New Highs-Lows Index 53 -115
  • Bloomberg Crude Oil % Bulls 40.0 +73.31%
  • CFTC Oil Net Speculative Position 320,212 -1.69%
  • CFTC Oil Total Open Interest 1,731,678 -1.05%
  • Total Put/Call .87 +4.82%
  • OEX Put/Call 5.82 +500.0%
  • ISE Sentiment 134.0 +48.89%
  • NYSE Arms 1.17 +21.87%
  • Volatility(VIX) 12.13 -2.02%
  • S&P 500 Implied Correlation 59.46 -6.87%
  • G7 Currency Volatility (VXY) 9.79 +7.94%
  • Emerging Markets Currency Volatility (EM-VXY) 9.05 -3.83%
  • Smart Money Flow Index 17,716.74 +.50%
  • ICI Money Mkt Mutual Fund Assets $2.610 Trillion +.80%
  • ICI US Equity Weekly Net New Cash Flow -$5.062 Billion
  • AAII % Bulls 25.2 -5.7%
  • AAII % Bears 25.0 -5.2%
Futures Spot Prices
  • CRB Index 222.56 -2.55%
  • Crude Oil 59.72 -.40%
  • Reformulated Gasoline 205.39 -.03%
  • Natural Gas 2.89 -4.31%
  • Heating Oil 195.25 -2.71%
  • Gold 1,204.0 -1.55%
  • Bloomberg Base Metals Index 172.78 -3.43%
  • Copper 281.10 -4.03%
  • US No. 1 Heavy Melt Scrap Steel 231.67 USD/Ton +.58%
  • China Iron Ore Spot 59.96 USD/Ton -2.2%
  • Lumber 273.80 +8.48%
  • UBS-Bloomberg Agriculture 1,077.58 -2.42%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.5% +30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2684 +6.83%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.47 +.24%
  • Citi US Economic Surprise Index -62.10 +9.5 points
  • Citi Eurozone Economic Surprise Index -11.10 -13.0 points
  • Citi Emerging Markets Economic Surprise Index -15.20 -1.2 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 6/17
  • US Dollar Index 96.10 +2.99%
  • Euro/Yen Carry Return Index 139.83 -1.95%
  • Yield Curve 159.0 -1.0 basis point
  • 10-Year US Treasury Yield 2.21% +8.0 basis points
  • Federal Reserve's Balance Sheet $4.442 Trillion -.45%
  • U.S. Sovereign Debt Credit Default Swap 16.39 +1.31%
  • Illinois Municipal Debt Credit Default Swap 227.0 -1.47%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.69 -.39%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 58.31 -1.83%
  • Emerging Markets Sovereign Debt CDS Index 304.85 -.56%
  • Israel Sovereign Debt Credit Default Swap 65.50 +.77%
  • Iraq Sovereign Debt Credit Default Swap 342.28 -1.45%
  • Russia Sovereign Debt Credit Default Swap 289.92 -3.84%
  • iBoxx Offshore RMB China Corporates High Yield Index 119.53 +.52%
  • 10-Year TIPS Spread 1.90% +4.0 basis points
  • TED Spread 27.25 +.75 basis point
  • 2-Year Swap Spread 26.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.75 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 63.79 +.77%
  • America Energy Sector High-Yield Credit Default Swap Index 1,090.0 +3.22%
  • European Financial Sector Credit Default Swap Index 73.70 +.79%
  • Emerging Markets Credit Default Swap Index 286.16 -1.31%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $2.978 Trillion -1.72%
  • Commercial Paper Outstanding 964.10 -2.90%
  • 4-Week Moving Average of Jobless Claims 2766,250 -5,500
  • Continuing Claims Unemployment Rate 1.6% -10 basis points
  • Average 30-Year Mortgage Rate 3.84% -1.0 basis point
  • Weekly Mortgage Applications 406.50 -1.45%
  • Bloomberg Consumer Comfort 42.4 -1.1 points
  • Weekly Retail Sales +2.0% -10 basis points
  • Nationwide Gas $2.74/gallon +.05/gallon
  • Baltic Dry Index 592.0 -6.62%
  • China (Export) Containerized Freight Index 891.69 +1.88%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 +25.0%
  • Rail Freight Carloads 280,107 +.90%
Best Performing Style
  • Small-Cap Growth +1.2%
Worst Performing Style
  • Small-Cap Value +.1%
Leading Sectors
  • Hospitals +4.4%
  • Biotech +2.4%
  • Gaming +2.1%
  • HMOs +1.9%
  • Semis +1.5%
Lagging Sectors
  • Alt Energy -1.9% 
  • Coal -3.6%
  • Steel -5.0%
  • Gold & Silver -5.2%
  • Airlines -6.6%
Weekly High-Volume Stock Gainers (13)
  • SRPT, DY, ANN, GNCA, RRGM, KE, TTWO, HMHC, NSTG, ASNA, UVV, RVNC and AAP
Weekly High-Volume Stock Losers (12)
  • DDS, KEYS, RXN, BRKR, BAH, NTAP, SSI, URBN, ETSY, FGEN, LOCO and DRNA
Weekly Charts
ETFs
Stocks
*5-Day Change

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