Friday, June 05, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,091.80 -.71%
  • DJIA 17,850.10 -.87%
  • NASDAQ 5,068.45 -.02%
  • Russell 2000 1,258.50 +.96%
  • S&P 500 High Beta 34.72 unch.
  • Goldman 50 Most Shorted 144.91 +1.0% 
  • Wilshire 5000 21,942.40 -.44%
  • Russell 1000 Growth 1,005.45 -.54%
  • Russell 1000 Value 1,025.10 -.71%
  • S&P 500 Consumer Staples 487.28 -2.56%
  • Solactive US Cyclical 137.26 -.93%
  • Morgan Stanley Technology 1,046.89 -.15%
  • Transports 8,509.77 +2.54%
  • Utilities 562.96 -4.07%
  • Bloomberg European Bank/Financial Services 117.80 -1.13%
  • MSCI Emerging Markets 40.41 -2.31%
  • HFRX Equity Hedge 1,224.73 -.13%
  • HFRX Equity Market Neutral 985.44 -.20%
Sentiment/Internals
  • NYSE Cumulative A/D Line 237,811 -.97%
  • Bloomberg New Highs-Lows Index -178 -80
  • Bloomberg Crude Oil % Bulls 20.6 -33.1%
  • CFTC Oil Net Speculative Position 347,991 +1.33%
  • CFTC Oil Total Open Interest 1,614,397 -.42%
  • Total Put/Call 1.02 -11.40%
  • OEX Put/Call .80 -76.19%
  • ISE Sentiment 93.0 +1.08%
  • NYSE Arms .81 -25.47%
  • Volatility(VIX) 14.45 +3.54%
  • S&P 500 Implied Correlation 63.73 +2.61%
  • G7 Currency Volatility (VXY) 10.29 +1.88%
  • Emerging Markets Currency Volatility (EM-VXY) 9.66 +3.09%
  • Smart Money Flow Index 17,361.08 -1.18%
  • ICI Money Mkt Mutual Fund Assets $2.614 Trillion +.18%
  • ICI US Equity Weekly Net New Cash Flow -$5.390 Billion
  • AAII % Bulls 27.3 +1.3%
  • AAII % Bears 24.6 -2.0%
Futures Spot Prices
  • CRB Index 222.53 -.29%
  • Crude Oil 58.92 -2.16%
  • Reformulated Gasoline 202.58 -1.81%
  • Natural Gas 2.59 -2.16%
  • Heating Oil 186.57 -4.63%
  • Gold 1,170.60 -1.61%
  • Bloomberg Base Metals Index 167.76 -1.95%
  • Copper 269.65 -1.46%
  • US No. 1 Heavy Melt Scrap Steel 231.67 USD/Ton unch.
  • China Iron Ore Spot 64.45 USD/Ton +4.20%
  • Lumber 291.20 +6.58%
  • UBS-Bloomberg Agriculture 1,082.84 +2.54%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.0% -40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0447 +19.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.94 +.19%
  • Citi US Economic Surprise Index -47.90 +6.3 points
  • Citi Eurozone Economic Surprise Index 6.0 +17.1 points
  • Citi Emerging Markets Economic Surprise Index -21.50 -7.6 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 96.34 -.53%
  • Euro/Yen Carry Return Index 145.80 +2.37%
  • Yield Curve 169.0 +19.0 basis points
  • 10-Year US Treasury Yield 2.40% +30.0 basis points
  • Federal Reserve's Balance Sheet $4.427 Trillion +.03%
  • U.S. Sovereign Debt Credit Default Swap 16.18 -2.96%
  • Illinois Municipal Debt Credit Default Swap 225.0 -1.45%
  • Western Europe Sovereign Debt Credit Default Swap Index 23.19 -.81%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 62.02 +3.84%
  • Emerging Markets Sovereign Debt CDS Index 310.26 +.34%
  • Israel Sovereign Debt Credit Default Swap 65.50 unch.
  • Iraq Sovereign Debt Credit Default Swap 661.52 +1.48%
  • Russia Sovereign Debt Credit Default Swap 349.04 +12.97%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.11 +.02%
  • 10-Year TIPS Spread 1.88% +4.0 basis points
  • TED Spread 27.0 -1.75 basis points
  • 2-Year Swap Spread 24.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 66.92 +5.04%
  • America Energy Sector High-Yield Credit Default Swap Index 1,162.0 +4.14%
  • European Financial Sector Credit Default Swap Index 77.20 +1.50%
  • Emerging Markets Credit Default Swap Index 307.30 +5.97%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $2.991 Trillion +.75%
  • Commercial Paper Outstanding 943.90 -.10%
  • 4-Week Moving Average of Jobless Claims 274,750 -1,500
  • Continuing Claims Unemployment Rate 1.6% -10 basis points
  • Average 30-Year Mortgage Rate 3.87% unch.
  • Weekly Mortgage Applications 369.50 -7.60%
  • Bloomberg Consumer Comfort 40.5 -.4 point
  • Weekly Retail Sales +1.80% unch.
  • Nationwide Gas $2.76/gallon +.02/gallon
  • Baltic Dry Index 603.0 +2.38%
  • China (Export) Containerized Freight Index 890.42 -.14%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 247,170 -12.07%
Best Performing Style
  • Small-Cap Growth +1.5%
Worst Performing Style
  • Mid-Cap Value -.7%
Leading Sectors
  • Gaming +6.5%
  • Social Media +4.0%
  • I-Banks +3.2%
  • Banks +2.7%
  • Steel +2.6%
Lagging Sectors
  • HMOs -2.0% 
  • Semis -2.5%
  • Gold & Silver -2.7%
  • Coal -2.8%
  • Utilities -4.1%
Weekly High-Volume Stock Gainers (26)
  • HRTX, RXDX, IMGN, OMG, BRLI, HUM, GIII, REGI, XENT, EROS, BOOT, STCK, AMBA, FIVE, GES, PVH, SNCR, ALTR, AMPH, GME, CUZ, TITN, ADMS, ZION, NX and XNCR
Weekly High-Volume Stock Losers (13)
  • VEEV, VNCE, VWR, BGG, CRRC, OPK, CTLT, NAV, GEF, MRTX, VRA, RGLS and PBYI
Weekly Charts
ETFs
Stocks
*5-Day Change

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