Friday, September 04, 2015

Weekly Scoreboard*

Indices
  • S&P 500 1,921.22 -3.40%
  • DJIA 16,102.38 -3.24%
  • NASDAQ 4,683.92 -2.99%
  • Russell 2000 1,136.17 -2.30%
  • S&P 500 High Beta 29.59 -2.86%
  • Goldman 50 Most Shorted 122.94 -1.93% 
  • Wilshire 5000 20,096.17 -3.23%
  • Russell 1000 Growth 941.39 -3.14%
  • Russell 1000 Value 921.47 -3.49%
  • S&P 500 Consumer Staples 475.61 -2.50%
  • Solactive US Cyclical 118.03 -2.90%
  • Morgan Stanley Technology 983.56 -3.76%
  • Transports 7,793.83 -1.45%
  • Utilities 541.97 -5.28%
  • Bloomberg European Bank/Financial Services 103.83 -4.3%
  • MSCI Emerging Markets 32.51 -3.97%
  • HFRX Equity Hedge 1,159.36 +.62%
  • HFRX Equity Market Neutral 1,012.72 +.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 228,206 +.29%
  • Bloomberg New Highs-Lows Index -288 +29
  • Bloomberg Crude Oil % Bulls 27.27 -23.01%
  • CFTC Oil Net Speculative Position 215,563 +2.37%
  • CFTC Oil Total Open Interest 1,677,151 -.69%
  • Total Put/Call 1.43 +11.72%
  • OEX Put/Call 2.05 +177.03%
  • ISE Sentiment 67.0 -15.19%
  • NYSE Arms 3.14 +196.22%
  • Volatility(VIX) 27.80 +6.72%
  • S&P 500 Implied Correlation 63.97 +6.60%
  • G7 Currency Volatility (VXY) 10.89 +7.19%
  • Emerging Markets Currency Volatility (EM-VXY) 12.47 +7.31%
  • Smart Money Flow Index 16,696.35 -.11%
  • ICI Money Mkt Mutual Fund Assets $2.678 Trillion -.6%
  • ICI US Equity Weekly Net New Cash Flow -$9.789 Billion
  • AAII % Bulls 32.4 -.4%
  • AAII % Bears 31.7 -17.3%
Futures Spot Prices
  • CRB Index 196.70 -.2%
  • Crude Oil 46.09 +1.28%
  • Reformulated Gasoline 141.63 +2.20%
  • Natural Gas 2.66 -2.60%
  • Heating Oil 159.54 +1.50%
  • Gold 1,121.40 -1.09%
  • Bloomberg Base Metals Index 148.23 +1.68%
  • Copper 232.10 -.88%
  • US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.
  • China Iron Ore Spot 56.50 USD/Ton +.82%
  • Lumber 228.40 -3.67%
  • UBS-Bloomberg Agriculture 1,001.98 -1.37%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.7% -80.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1913 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.48 +.21%
  • Citi US Economic Surprise Index -15.6 -8.1 points
  • Citi Eurozone Economic Surprise Index 25.4 +10.8 points
  • Citi Emerging Markets Economic Surprise Index -23.8 -14.2 points
  • Fed Fund Futures imply 70.0% chance of no change, 30.0% chance of 25 basis point hike on 9/17
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.39 -25.84%
  • US Dollar Index 96.24 +.09%
  • Euro/Yen Carry Return Index 138.51 -2.6%
  • Yield Curve 143.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.13% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.437 Trillion +.02%
  • U.S. Sovereign Debt Credit Default Swap 16.60 +1.38%
  • Illinois Municipal Debt Credit Default Swap 244.0 -3.26%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.87 -2.08%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 83.42 +4.13%
  • Emerging Markets Sovereign Debt CDS Index 274.90 -1.41%
  • Israel Sovereign Debt Credit Default Swap 68.61 -2.67%
  • Iraq Sovereign Debt Credit Default Swap 756.73 +2.74%
  • Russia Sovereign Debt Credit Default Swap 384.20 +2.11%
  • iBoxx Offshore RMB China Corporates High Yield Index 116.86 +.06%
  • 10-Year TIPS Spread 1.52% -10.0 basis points
  • TED Spread 31.75 +4.5 basis points
  • 2-Year Swap Spread 13.25 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.0 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 82.95 +4.72%
  • America Energy Sector High-Yield Credit Default Swap Index 1,802.0 -4.34%
  • European Financial Sector Credit Default Swap Index 83.98 +3.43%
  • Emerging Markets Credit Default Swap Index 360.98 +4.76%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 114.5 +13.5 basis points
  • M1 Money Supply $3.054 Trillion +.50%
  • Commercial Paper Outstanding 1,032.30 -1.70%
  • 4-Week Moving Average of Jobless Claims 275,500 +3,000
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.89% +5 basis points
  • Weekly Mortgage Applications 459.50 +11.34%
  • Bloomberg Consumer Comfort 41.4 -.6 point
  • Weekly Retail Sales +1.60% -10.0 basis points
  • Nationwide Gas $2.42/gallon -.09/gallon
  • Baltic Dry Index 891.0 -1.54%
  • China (Export) Containerized Freight Index 820.91 -2.78%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.5 +12.5%
  • Rail Freight Carloads 284,531 +1.99%
Best Performing Style
  • Small-Cap Value -2.1%
Worst Performing Style
  • Large-Cap Value -3.5%
Leading Sectors
  • Airlines +1.1%
  • Homebuilders unch.
  • Tobacco -.7%
  • Telecom -1.1%
  • Foods -1.3%
Lagging Sectors
  • Biotech -4.5% 
  • Medical Equipment -5.0%
  • Utilities -5.5%
  • Coal -7.0%
  • Gold & Silver -8.6%
Weekly High-Volume Stock Gainers (16)
  • PSEM, VRA, MDCO, MEI, MTRX, TKAI, BGS, LE, GEF, SWHC, ISLE, MPG, BIG, NAV, UAL and MDP
Weekly High-Volume Stock Losers (12)
  • ABM, ADSK, FIVE, VRNT, RGS, SAIC, DLTR, SCOR, TDOC, AVAV, JOY and HTWR
Weekly Charts
ETFs
Stocks
*5-Day Change

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