Friday, September 18, 2015

Weekly Scoreboard*

Indices
  • S&P 500 1,958.03 -.15%
  • DJIA 16,384.58 -.30%
  • NASDAQ 4,827.22 +.10%
  • Russell 2000 1,163.35 +.48%
  • S&P 500 High Beta 29.90 -.70%
  • Goldman 50 Most Shorted 122.14 +1.0% 
  • Wilshire 5000 20,492.22 -.05%
  • Russell 1000 Growth 967.20 +.22%
  • Russell 1000 Value 931.49 -.43%
  • S&P 500 Consumer Staples 484.45 +.82%
  • Solactive US Cyclical 119.66 -.67%
  • Morgan Stanley Technology 1,010.42 +.05%
  • Transports 8,036.37 -.20%
  • Utilities 564.99 +2.83%
  • Bloomberg European Bank/Financial Services 102.64 -2.14%
  • MSCI Emerging Markets 34.25 +2.38%
  • HFRX Equity Hedge 1,174.92 +.85%
  • HFRX Equity Market Neutral 1,026.61 +.57%
Sentiment/Internals
  • NYSE Cumulative A/D Line 229,598 +1.12%
  • Bloomberg New Highs-Lows Index -88 +240
  • Bloomberg Crude Oil % Bulls 34.21 +5.26%
  • CFTC Oil Net Speculative Position 239,386 +3.44%
  • CFTC Oil Total Open Interest 1,702,949 -.08%
  • Total Put/Call 1.15 -4.17%
  • OEX Put/Call 1.89 +36.96%
  • ISE Sentiment 56.0 -30.0%
  • NYSE Arms 3.72 +309.19%
  • Volatility(VIX) 23.49 +.47%
  • S&P 500 Implied Correlation 64.71 +1.62%
  • G7 Currency Volatility (VXY) 10.12 -5.07%
  • Emerging Markets Currency Volatility (EM-VXY) 11.54 -8.99%
  • Smart Money Flow Index 16,945.71 +2.67%
  • ICI Money Mkt Mutual Fund Assets $2.646 Trillion -.61%
  • ICI US Equity Weekly Net New Cash Flow -$2.985 Billion
  • AAII % Bulls 33.3 -4.0%
  • AAII % Bears 29.1 -16.8%
Futures Spot Prices
  • CRB Index 194.18 -1.29%
  • Crude Oil 44.79 +.04%
  • Reformulated Gasoline 135.99 -1.09%
  • Natural Gas 2.61 -2.98%
  • Heating Oil 149.38 -3.45%
  • Gold 1,137.50 +2.70%
  • Bloomberg Base Metals Index 150.60 -.88%
  • Copper 237.50 -3.14%
  • US No. 1 Heavy Melt Scrap Steel 199.0 USD/Ton -5.54%
  • China Iron Ore Spot 57.69 USD/Ton -2.24%
  • Lumber 248.20 +9.45%
  • UBS-Bloomberg Agriculture 1,022.22 +1.91%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.2% -20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0408 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.40 -.02%
  • Citi US Economic Surprise Index -27.4 -5.2 points
  • Citi Eurozone Economic Surprise Index 14.5 -10.1 points
  • Citi Emerging Markets Economic Surprise Index -23.7 -.9 point
  • Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point hike on 10/28
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 3.23 -18.84%
  • US Dollar Index 95.14 -.06%
  • Euro/Yen Carry Return Index 141.49 -.83%
  • Yield Curve 145.0 -3.0 basis points
  • 10-Year US Treasury Yield 2.13% -6.0 basis points
  • Federal Reserve's Balance Sheet $4.449 Trillion +.21%
  • U.S. Sovereign Debt Credit Default Swap 15.30 -3.38%
  • Illinois Municipal Debt Credit Default Swap 242.0 -1.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 20.42 -4.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 77.8 -9.67%
  • Emerging Markets Sovereign Debt CDS Index 259.95 -4.96%
  • Israel Sovereign Debt Credit Default Swap 67.50 -1.22%
  • Iraq Sovereign Debt Credit Default Swap 758.73 -5.79%
  • Russia Sovereign Debt Credit Default Swap 351.51 -4.96%
  • iBoxx Offshore RMB China Corporates High Yield Index 119.12 +1.07%
  • 10-Year TIPS Spread 1.56% -3.0 basis points
  • TED Spread 33.0 +2.75 basis points
  • 2-Year Swap Spread 12.75 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.0 unch.
  • N. America Investment Grade Credit Default Swap Index 76.87 -4.17%
  • America Energy Sector High-Yield Credit Default Swap Index n/a
  • European Financial Sector Credit Default Swap Index 77.88 -5.11%
  • Emerging Markets Credit Default Swap Index 337.41 -4.82%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 118.0 +2.0 basis points
  • M1 Money Supply $3.024 Trillion -.55%
  • Commercial Paper Outstanding 1,039.0 -.4%
  • 4-Week Moving Average of Jobless Claims 272,500 -3,250
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.91% +1 basis point
  • Weekly Mortgage Applications 400.50 -7.03%
  • Bloomberg Consumer Comfort 40.2 -1.2 points
  • Weekly Retail Sales +1.50% +20.0 basis points
  • Nationwide Gas $2.30/gallon -.06/gallon
  • Baltic Dry Index 883.0 +7.94%
  • China (Export) Containerized Freight Index 827.16 +.89%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +27.27%
  • Rail Freight Carloads 241,837 -13.59%
Best Performing Style
  • Small-Cap Growth +.9%
Worst Performing Style
  • Large-Cap Value -.4%
Leading Sectors
  • Gold & Silver +6.2%
  • Utilities +3.3%
  • REITs +3.2%
  • Airlines +2.8%
  • Drugs +1.5%
Lagging Sectors
  • Gaming -1.8% 
  • Disk Drives -2.2%
  • I-Banks -2.2%
  • Banks -2.7%
  • Steel -3.0%
Weekly High-Volume Stock Gainers (14)
  • ITCI, COLL, AERI, ACET, ADXS, MRTX, PGI, TAP, CVC, SGEN, XNCR, SLH, NSA and RUSHB
Weekly High-Volume Stock Losers (7)
  • ANET, CLC, GSBD, FNSR, TMST, MFRM and ZUMZ
Weekly Charts
ETFs
Stocks
*5-Day Change

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