Friday, June 12, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,095.17 +.09%
  • DJIA 17,904.60 +.32%
  • NASDAQ 5,051.53 -.30%
  • Russell 2000 1,265.10 +.31%
  • S&P 500 High Beta 34.59 -.43%
  • Goldman 50 Most Shorted 144.97 +.04% 
  • Wilshire 5000 21,963.50 +.10%
  • Russell 1000 Growth 1,004.93 -.09%
  • Russell 1000 Value 1,028.60 +.26%
  • S&P 500 Consumer Staples 491.38 +.86%
  • Solactive US Cyclical 136.80 -.38%
  • Morgan Stanley Technology 1,041.96 -.46%
  • Transports 8,417.41 -1.1%
  • Utilities 560.99 -.36%
  • Bloomberg European Bank/Financial Services 118.24 +.37%
  • MSCI Emerging Markets 40.44 +.09%
  • HFRX Equity Hedge 1,220.97 -.31%
  • HFRX Equity Market Neutral 988.86 +.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line 237,328 -.20%
  • Bloomberg New Highs-Lows Index -3 +175
  • Bloomberg Crude Oil % Bulls 23.1 +12.09%
  • CFTC Oil Net Speculative Position 339,518 -2.43%
  • CFTC Oil Total Open Interest 1,651,449 +2.30%
  • Total Put/Call 1.04 +.97%
  • OEX Put/Call .90 +26.32%
  • ISE Sentiment 106.0 +16.49%
  • NYSE Arms 1.70 +135.80%
  • Volatility(VIX) 13.76 -2.39%
  • S&P 500 Implied Correlation 61.0 -5.67%
  • G7 Currency Volatility (VXY) 10.35 +.58%
  • Emerging Markets Currency Volatility (EM-VXY) 9.36 -2.70%
  • Smart Money Flow Index 17,374.89 +.08%
  • ICI Money Mkt Mutual Fund Assets $2.610 Trillion -.29%
  • ICI US Equity Weekly Net New Cash Flow -$4.218 Billion
  • AAII % Bulls 20.0 -26.7%
  • AAII % Bears 32.6 +32.3%
Futures Spot Prices
  • CRB Index 223.53 +.45%
  • Crude Oil 59.96 +1.89%
  • Reformulated Gasoline 212.89 +4.74%
  • Natural Gas 2.75 +6.09%
  • Heating Oil 188.67 +1.20%
  • Gold 1,179.70 +.63%
  • Bloomberg Base Metals Index 166.83 -.55%
  • Copper 267.95 -.83%
  • US No. 1 Heavy Melt Scrap Steel 231.67 USD/Ton unch.
  • China Iron Ore Spot 65.13 USD/Ton +1.06%
  • Lumber 294.50 +1.10%
  • UBS-Bloomberg Agriculture 1,064.96 -1.59%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate .9% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0432 -4.43%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.11 +.14%
  • Citi US Economic Surprise Index -33.0 +14.9 points
  • Citi Eurozone Economic Surprise Index 4.70 -1.3 points
  • Citi Emerging Markets Economic Surprise Index -15.80 +5.7 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 94.99 -1.45%
  • Euro/Yen Carry Return Index 145.1 -.32%
  • Yield Curve 166.0 -3.0 basis points
  • 10-Year US Treasury Yield 2.38% -2.0 basis points
  • Federal Reserve's Balance Sheet $4.429 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 16.51 +2.03%
  • Illinois Municipal Debt Credit Default Swap 223.0 -.90%
  • Western Europe Sovereign Debt Credit Default Swap Index 23.08 -.45%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 60.92 -1.30%
  • Emerging Markets Sovereign Debt CDS Index 319.04 +3.55%
  • Israel Sovereign Debt Credit Default Swap 65.50 -.62%
  • Iraq Sovereign Debt Credit Default Swap 675.24 +2.08%
  • Russia Sovereign Debt Credit Default Swap 348.82 -.13%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.26 +.12%
  • 10-Year TIPS Spread 1.86% -2.0 basis points
  • TED Spread 28.0 +1.0 basis point
  • 2-Year Swap Spread 27.25 +2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.25 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 67.56 +.93%
  • America Energy Sector High-Yield Credit Default Swap Index 1,571.0 +35.58%
  • European Financial Sector Credit Default Swap Index 78.32 +1.51%
  • Emerging Markets Credit Default Swap Index 312.91 +1.82%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $2.964 Trillion -.89%
  • Commercial Paper Outstanding 965.10 +2.20%
  • 4-Week Moving Average of Jobless Claims 278,750 +4,000
  • Continuing Claims Unemployment Rate 1.7% +10 basis points
  • Average 30-Year Mortgage Rate 4.04% +17 basis points
  • Weekly Mortgage Applications 400.50 +8.39%
  • Bloomberg Consumer Comfort 40.1 -.4 point
  • Weekly Retail Sales +1.20% -60.0 basis points
  • Nationwide Gas $2.79/gallon +.03/gallon
  • Baltic Dry Index 642.0 +3.11%
  • China (Export) Containerized Freight Index 851.40 -1.24%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.7%
  • Rail Freight Carloads 281,315 +13.81%
Best Performing Style
  • Small-Cap Value +.5%
Worst Performing Style
  • Mid-Cap Growth -.1%
Leading Sectors
  • Insurance +1.9%
  • Homebuilders +1.5%
  • Banks +1.5%
  • Steel +1.2%
  • Foods +1.1%
Lagging Sectors
  • Semis -1.7% 
  • Gold & Silver -1.8%
  • Oil Tankers -3.0%
  • Gaming -4.9%
  • Coal -8.0%
Weekly High-Volume Stock Gainers (23)
  • ISLE, HCC, LOXO, SIGM, TBRA, RCPT, ZOES, FLXN, MXL, KKD, LLY, NWBO, IXYS, DMND, WETF, HLS, FOLD, DWRE, AZZ, OXM, BOX, FRSH and IDT
Weekly High-Volume Stock Losers (18)
  • LC, NRZ, THO, CTRE, SNH, WGO, IRWD, BURL, AVID, NEM, NEWM, ESL, LE, FRAN, VNCE, ZUMZ, ESPR and SHLD
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: