Friday, May 08, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,116.10 +.37%
  • DJIA 18,191.11 +.93%
  • NASDAQ 5,003.55 -.04%
  • Russell 2000 1,234.93 +.56%
  • S&P 500 High Beta 35.48 -.28% 
  • Goldman 50 Most Shorted 139.37 +.75% 
  • Wilshire 5000 22,086.87 +.36%
  • Russell 1000 Growth 1,010.68 -1.04%
  • Russell 1000 Value 1,036.86 +.47%
  • S&P 500 Consumer Staples 504.63 +.75%
  • Solactive US Cyclical 140.63 +.06%
  • Morgan Stanley Technology 1,042.71 -.02%
  • Transports 8,766.89 +.34%
  • Utilities 583.83 -1.05%
  • Bloomberg European Bank/Financial Services 119.72 +1.72%
  • MSCI Emerging Markets 42.64 -1.02%
  • HFRX Equity Hedge 1,214.31 -.97%
  • HFRX Equity Market Neutral 989.35 -.06%
Sentiment/Internals
  • NYSE Cumulative A/D Line 240,539 -.04%
  • Bloomberg New Highs-Lows Index -153 -25
  • Bloomberg Crude Oil % Bulls 41.67 +36.35%
  • CFTC Oil Net Speculative Position 314,844 -2.55%
  • CFTC Oil Total Open Interest 1,717,417 -.33%
  • Total Put/Call .85 -11.46%
  • OEX Put/Call 1.6 +60.0%
  • ISE Sentiment 91.0 -20.87%
  • NYSE Arms .73 +28.1%
  • Volatility(VIX) 12.86 +1.26%
  • S&P 500 Implied Correlation 64.26 -1.08%
  • G7 Currency Volatility (VXY) 9.68 -5.84%
  • Emerging Markets Currency Volatility (EM-VXY) 10.06 -2.04%
  • Smart Money Flow Index 17,558.67 -.07%
  • ICI Money Mkt Mutual Fund Assets $1.729 Trillion +.41%
  • ICI US Equity Weekly Net New Cash Flow -$7.268 Billion
  • AAII % Bulls 27.1 -12.3%
  • AAII % Bears 26.8 +22.3%
Futures Spot Prices
  • CRB Index 229.16 +.53%
  • Crude Oil 59.39 +.22%
  • Reformulated Gasoline 199.18 -2.51%
  • Natural Gas 2.88 +4.0%
  • Heating Oil 195.37 -1.50%
  • Gold 1,188.90 +.98%
  • Bloomberg Base Metals Index 182.65 -.46%
  • Copper 292.05 -.51%
  • US No. 1 Heavy Melt Scrap Steel 230.0 USD/Ton unch.
  • China Iron Ore Spot 61.40 USD/Ton +9.3%
  • Lumber 243.0 -5.0%
  • UBS-Bloomberg Agriculture 1,108.73 +.98%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate .5% +60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2930 +6.06%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.75 +.37%
  • Citi US Economic Surprise Index -64.3 -2.0 points
  • Citi Eurozone Economic Surprise Index 14.20 +3.4 points
  • Citi Emerging Markets Economic Surprise Index -17.10 -1.1 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 94.79 -.44%
  • Euro/Yen Carry Return Index 140.30 -.21%
  • Yield Curve 158.0 +6.0 basis points
  • 10-Year US Treasury Yield 2.15% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.433 Trillion +.02%
  • U.S. Sovereign Debt Credit Default Swap 17.78 +9.87%
  • Illinois Municipal Debt Credit Default Swap 204.0 +2.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.89 +.37%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 59.30 -1.99%
  • Emerging Markets Sovereign Debt CDS Index 314.24 -3.28%
  • Israel Sovereign Debt Credit Default Swap 65.01 -4.17%
  • Iraq Sovereign Debt Credit Default Swap 347.36 +.22%
  • Russia Sovereign Debt Credit Default Swap 332.24 -7.67%
  • iBoxx Offshore RMB China Corporates High Yield Index 118.0 +.12%
  • 10-Year TIPS Spread 1.89% -6.0 basis points
  • TED Spread 27.5 -.25 basis point
  • 2-Year Swap Spread 26.5 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -21.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 63.08 -.68%
  • America Energy Sector High-Yield Credit Default Swap Index 1,075.0 -.78%
  • European Financial Sector Credit Default Swap Index 71.81 +1.97%
  • Emerging Markets Credit Default Swap Index 291.45 -2.95%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $2.970 Trillion -.16%
  • Commercial Paper Outstanding 1,016.70 -.60%
  • 4-Week Moving Average of Jobless Claims 279,500 -4,250
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.80% +15.0 basis points
  • Weekly Mortgage Applications 427.30 -4.60%
  • Bloomberg Consumer Comfort 43.7 -1.0 point
  • Weekly Retail Sales +1.2% +10 basis points
  • Nationwide Gas $2.66/gallon +.06/gallon
  • Baltic Dry Index 573.0 -3.04%
  • China (Export) Containerized Freight Index 888.23 -1.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 282,696 +1.32%
Best Performing Style
  • Small-Cap Growth +.9%
Worst Performing Style
  • Small-Cap Value +.2%
Leading Sectors
  • HMOs +3.3%
  • Biotech +2.4%
  • Agriculture +1.8%
  • Networking +1.7%
  • Construction +1.7%
Lagging Sectors
  • Energy -1.6% 
  • Alt Energy -2.0%
  • Telecom -2.3%
  • Disk Drives -2.8%
  • Oil Tankers -3.2%
Weekly High-Volume Stock Gainers (34)
  • GEVA, BRDR, QLTY, AVD, SRNE, WWWW, SRPT, NLS, BCO, NTRI, YELP, BCOR, AAWW, CHUY, ICUI, PAYC, ELLI, WEN, ABMD, NSP, LPX, BSFT, FOXF, IART, COHU, EL, MRC, ATSG, KMT, WAC, SALE, ANN, ENOC and USM
Weekly High-Volume Stock Losers (39)
  • BERY, FOSL, ZU, SLRC, CXW, CPN, NSIT, TIME, BBW, INOV, HYH, PXD, OTTR, RAIL, MTSC, CEVA, PDFS, RKUS, WFM, THS, INCR, WLK, KATE, TUES, PMT, ANIP, ENPH, ABAX, CTB, GMCR, TUMI, ONDK, TNET, TYPE, NSM, LNKD, CTCT, QLYS and VRNS
Weekly Charts
ETFs
Stocks
*5-Day Change

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