Saturday, June 27, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,101.49 -.40%
  • DJIA 17,946.68 -.38%
  • NASDAQ 5,080.50 -.71%
  • Russell 2000 1,279.79 -.38%
  • S&P 500 High Beta 34.32 -.72%
  • Goldman 50 Most Shorted 147.02 -1.85% 
  • Wilshire 5000 20,033.58 -.47%
  • Russell 1000 Growth 1,009.71 -.45%
  • Russell 1000 Value 1,028.77 -.48%
  • S&P 500 Consumer Staples 497.52 -.63%
  • Solactive US Cyclical 133.98 -1.98%
  • Morgan Stanley Technology 1,033.72 -1.04%
  • Transports 8,242.47 -2.01%
  • Utilities 555.12 -2.56%
  • Bloomberg European Bank/Financial Services 121.25 +4.2%
  • MSCI Emerging Markets 40.23 -1.13%
  • HFRX Equity Hedge 1,227.58 +.59%
  • HFRX Equity Market Neutral 991.86 -.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 237,043 +.25%
  • Bloomberg New Highs-Lows Index 170 +173
  • Bloomberg Crude Oil % Bulls 19.5 -50.1%
  • CFTC Oil Net Speculative Position 327,133 +.39%
  • CFTC Oil Total Open Interest 1,652,013 +.62%
  • Total Put/Call .91 -13.33%
  • OEX Put/Call 1.08 +18.68%
  • ISE Sentiment 84.0 -26.96%
  • NYSE Arms 1.80 -3.23%
  • Volatility(VIX) 13.96 +1.31%
  • S&P 500 Implied Correlation 63.40 +3.71%
  • G7 Currency Volatility (VXY) 9.86 -4.73%
  • Emerging Markets Currency Volatility (EM-VXY) 8.99 -3.95%
  • Smart Money Flow Index 17,498.44 +.71%
  • ICI Money Mkt Mutual Fund Assets $2.602 Trillion +.10%
  • ICI US Equity Weekly Net New Cash Flow -$3.450 Billion
  • AAII % Bulls 35.6 +39.9%
  • AAII % Bears 21.7 -36.8%
Futures Spot Prices
  • CRB Index 224.87 +1.24%
  • Crude Oil 59.63 +.44%
  • Reformulated Gasoline 204.85 -.18%
  • Natural Gas 2.77 -1.77%
  • Heating Oil 186.28 +.15%
  • Gold 1,173.20 -2.22%
  • Bloomberg Base Metals Index 162.27 +.45%
  • Copper 264.45 +2.76%
  • US No. 1 Heavy Melt Scrap Steel 249.33 USD/Ton unch.
  • China Iron Ore Spot 62.01 USD/Ton +1.06%
  • Lumber 292.20 -2.37%
  • UBS-Bloomberg Agriculture 1,122.65 +5.71%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.2% +20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1117 +6.21%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.47 +.14%
  • Citi US Economic Surprise Index -30.6 +5.4 points
  • Citi Eurozone Economic Surprise Index 7.4 +10.2 points
  • Citi Emerging Markets Economic Surprise Index -20.9 -3.8 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 7/29
  • US Dollar Index 95.40 +1.43%
  • Euro/Yen Carry Return Index 144.38 -.73%
  • Yield Curve 177.0 +13.0 basis points
  • 10-Year US Treasury Yield 2.47% +21.0 basis points
  • Federal Reserve's Balance Sheet $4.457 Trillion +.16%
  • U.S. Sovereign Debt Credit Default Swap 16.18 -3.58%
  • Illinois Municipal Debt Credit Default Swap 217.0 +.25%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.76 -21.2%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 57.42 -6.22%
  • Emerging Markets Sovereign Debt CDS Index 303.52 -4.93%
  • Israel Sovereign Debt Credit Default Swap 64.77 -.23%
  • Iraq Sovereign Debt Credit Default Swap 655.02 -2.46%
  • Russia Sovereign Debt Credit Default Swap 329.04 -7.04%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.86 +.22%
  • 10-Year TIPS Spread 1.94% +6.0 basis points
  • TED Spread 28.0 unch.
  • 2-Year Swap Spread 23.25 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 20.5 -1.25 basis point
  • N. America Investment Grade Credit Default Swap Index 66.91 -1.32%
  • America Energy Sector High-Yield Credit Default Swap Index 1,114.0 -29.1%
  • European Financial Sector Credit Default Swap Index 76.74 -14.61%
  • Emerging Markets Credit Default Swap Index 303.78 -2.18%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.50+1.0 basis point
  • M1 Money Supply $2.999 Trillion +1.25%
  • Commercial Paper Outstanding 980.60 +.6%
  • 4-Week Moving Average of Jobless Claims 273,750 -3,000
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 4.02% +2 basis points
  • Weekly Mortgage Applications 384.50 +1.59%
  • Bloomberg Consumer Comfort 42.6 +1.7 points
  • Weekly Retail Sales +1.30% +10.0 basis points
  • Nationwide Gas $2.78/gallon -.02/gallon
  • Baltic Dry Index 829.0 +6.4%
  • China (Export) Containerized Freight Index 811.09 -1.80%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 276,907 -2.28%
Best Performing Style
  • Large-Cap Growth -.4%
Worst Performing Style
  • Mid-Cap Value -.8%
Leading Sectors
  • Hospitals +9.8%
  • HMOs +3.6%
  • Homebuilders +3.0%
  • I-Banks +1.6%
  • Agriculture +1.2%
Lagging Sectors
  • Semis -3.3% 
  • Computer Hardware -3.7%
  • Road & Rail -3.7%
  • Gaming -4.3%
  • Coal -6.5%
Weekly High-Volume Stock Gainers (25)
  • DMRC, GDOT, VTAE, NKTR, NVAX, KBH, HQY, PZN, WMB, CYH, CAG, LNN, RAVN, IPCM, PF, LPNT, TMH, IPI, THS, THC, EVDY, UHS, RDUS, AEGN and DPLO
Weekly High-Volume Stock Losers (17)
  • PRTY, KMX, SBRA, TAHO, PKE, SONC, MAC, WSR, SNR, PLCM, SEMI, FNSR, NNBR, HWAY, WRLD, BPMC and MEI
Weekly Charts
ETFs
Stocks
*5-Day Change

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