Thursday, July 02, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,076.78 -1.21%
  • DJIA 17,730.11 -.90%
  • NASDAQ 5,009.21 -2.01%
  • Russell 2000 1,248.26 -2.73%
  • S&P 500 High Beta 33.46 -2.79%
  • Goldman 50 Most Shorted 141.25 -4.99% 
  • Wilshire 5000 21,746.23 -1.37%
  • Russell 1000 Growth 998.99 -1.24%
  • Russell 1000 Value 1,015.02 -1.24%
  • S&P 500 Consumer Staples 494.86 -.37%
  • Solactive US Cyclical 131.46 -2.28%
  • Morgan Stanley Technology 1,015.18 -2.78%
  • Transports 8,122.50 -1.42%
  • Utilities 561.13 +1.55%
  • Bloomberg European Bank/Financial Services 117.12 -2.94%
  • MSCI Emerging Markets 40.01 -.55%
  • HFRX Equity Hedge 1,209.85 -1.69%
  • HFRX Equity Market Neutral 994.63 +.26%
Sentiment/Internals
  • NYSE Cumulative A/D Line 234,277 -.72%
  • Bloomberg New Highs-Lows Index -258 -438
  • Bloomberg Crude Oil % Bulls 21.21 +8.71%
  • CFTC Oil Net Speculative Position 327,433 +.09%
  • CFTC Oil Total Open Interest 1,650,025 -.12%
  • Total Put/Call 1.02 -5.56%
  • OEX Put/Call .38 -69.35%
  • ISE Sentiment 83.0 -7.78%
  • NYSE Arms 1.12 -10.40%
  • Volatility(VIX) 16.79 +19.84%
  • S&P 500 Implied Correlation 61.30 -.16%
  • G7 Currency Volatility (VXY) 9.81 +3.15%
  • Emerging Markets Currency Volatility (EM-VXY) 8.86 +2.67%
  • Smart Money Flow Index 16,846.51 -2.45%
  • ICI Money Mkt Mutual Fund Assets $2.615 Trillion +.5%
  • ICI US Equity Weekly Net New Cash Flow -$3.463 Billion
  • AAII % Bulls 22.6 -36.4%
  • AAII % Bears 35.1 +61.9%
Futures Spot Prices
  • CRB Index 224.55 +.09%
  • Crude Oil 56.58 -5.23%
  • Reformulated Gasoline 202.49 +.44%
  • Natural Gas 2.84 +2.94%
  • Heating Oil 183.34 -1.55%
  • Gold 1,165.0 -.79%
  • Bloomberg Base Metals Index 162.75 +.25%
  • Copper 263.10 -.68%
  • US No. 1 Heavy Melt Scrap Steel 249.33 USD/Ton unch.
  • China Iron Ore Spot 55.63 USD/Ton -10.3%
  • Lumber 285.70 -2.43%
  • UBS-Bloomberg Agriculture 1,166.91 +5.55%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.4% +20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1537 +3.63%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.62 +.12%
  • Citi US Economic Surprise Index -25.1 +5.5 points
  • Citi Eurozone Economic Surprise Index -4.4 -11.8 points
  • Citi Emerging Markets Economic Surprise Index -18.6 +2.3 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 7/29
  • US Dollar Index 96.11 +.94%
  • Euro/Yen Carry Return Index 142.55 -1.52%
  • Yield Curve 176.0 -1.0 basis point
  • 10-Year US Treasury Yield 2.38% -9.0 basis points
  • Federal Reserve's Balance Sheet $4.441 Trillion -.36%
  • U.S. Sovereign Debt Credit Default Swap 17.02 +4.14%
  • Illinois Municipal Debt Credit Default Swap 228.0 +5.35%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.15 +14.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 59.11 +2.96%
  • Emerging Markets Sovereign Debt CDS Index 312.11 +2.83%
  • Israel Sovereign Debt Credit Default Swap 65.09 +.49%
  • Iraq Sovereign Debt Credit Default Swap 687.39 +4.67%
  • Russia Sovereign Debt Credit Default Swap 330.87 +1.09%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.76 -.04%
  • 10-Year TIPS Spread 1.92% -2.0 basis points
  • TED Spread 27.25 -.75 basis point
  • 2-Year Swap Spread 26.0 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 20.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 68.19 +3.37%
  • America Energy Sector High-Yield Credit Default Swap Index 1,194.0 +11.0%
  • European Financial Sector Credit Default Swap Index 89.43 +15.9%
  • Emerging Markets Credit Default Swap Index 302.10 +.19%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.50 +2.0 basis points
  • M1 Money Supply $3.030 Trillion +1.01%
  • Commercial Paper Outstanding 952.30 -2.9%
  • 4-Week Moving Average of Jobless Claims 274,750 +1,000
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 4.08% +6 basis points
  • Weekly Mortgage Applications 366.50 -4.68%
  • Bloomberg Consumer Comfort 44.0 +1.4 points
  • Weekly Retail Sales +1.40% +10.0 basis points
  • Nationwide Gas $2.77/gallon -.01/gallon
  • Baltic Dry Index 794.0 -4.22%
  • China (Export) Containerized Freight Index 811.09 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -13.33%
  • Rail Freight Carloads 275,564 -.49%
Best Performing Style
  • Large-Cap Value -1.4%
Worst Performing Style
  • Small-Cap Growth -3.0%
Leading Sectors
  • Gaming +3.3%
  • Hospitals +1.9%
  • Utilities +1.3%
  • Tobacco +1.3%
  • Agriculture +.6%
Lagging Sectors
  • Airlines -5.0% 
  • Steel -6.2%
  • Coal -6.3%
  • Alt Energy -6.6%
  • Disk Drives -6.9%
Weekly High-Volume Stock Gainers (37)
  • CB, BSET, LJPC, THC, ASMB, PRTO, CYH, CACC, LPNT, LPG, NNBR, HRTG, CFI, UHS, CHRS, IBP, HCA, AVAV, IPI, TRR, DERM, GRBK, MYRG, GNCA, JUNO, CBMG, PETX, NGHC, UBSI, CARA, ACHC, ED, XNCR, LNN, STRZA, CLGX and STL
Weekly High-Volume Stock Losers (60)
  • GEF, UE, PDVW, CY, LADR, CVTI, HYH, TDW, ATI, UIL, EVDY, FANG, KN, DWA, RYAM, SYY, SMTC, CBPX, CTL, SEMI, CXO, NSM, CNCE, CCC, COUP, ROVI, DV, VTAE, VCYT, VSAR, CRS, TECD, CBT, VICR, TW, TMST, NKTR, COLL, UNT, KATE, NVIV, RELY, TAL, SNX, CSII, IMDZ, APOG, PARR, ADRO, UPL, SPNC, HIFR, CREE, TUES, MU, LIFE, APOL, WRLD, AMBC and MEI
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*5-Day Change

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