Friday, December 11, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,012.37 -3.79%
  • DJIA 17,265.21 -3.26%
  • NASDAQ 4,933.46 -4.06%
  • Russell 2000 1,123.61 -5.05%
  • S&P 500 High Beta 28.96 -6.57%
  • Goldman 50 Most Shorted 100.88 -5.49
  • Wilshire 5000 20,783.50 -3.92%
  • Russell 1000 Growth 987.33 -3.61%
  • Russell 1000 Value 947.36 -4.1%
  • S&P 500 Consumer Staples 505.11 -1.98%
  • Solactive US Cyclical 122.79 -4.75%
  • Morgan Stanley Technology 1,076.23 -4.13%
  • Transports 7,524.64 -5.41%
  • Utilities 551.13 -1.79%
  • Bloomberg European Bank/Financial Services 95.62 -6.04%
  • MSCI Emerging Markets 32.02 -4.17%
  • HFRX Equity Hedge 1,153.19 -.79%
  • HFRX Equity Market Neutral 1,039.68 -.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 229,335 -1.17%
  • Bloomberg New Highs-Lows Index -604 -215
  • Bloomberg Crude Oil % Bulls 26.5 unch.
  • CFTC Oil Net Speculative Position 197,874 -5.09%
  • CFTC Oil Total Open Interest 1,713,573 +3.15%
  • Total Put/Call 1.07 +20.2%
  • OEX Put/Call 1.81 +30.2%
  • ISE Sentiment 50.0 -51.92%
  • NYSE Arms 1.52 +61.70%
  • Volatility(VIX) 24.39 +64.68%
  • S&P 500 Implied Correlation 61.08 +9.60%
  • G7 Currency Volatility (VXY) 9.38 +4.2%
  • Emerging Markets Currency Volatility (EM-VXY) 11.59 +9.5%
  • Smart Money Flow Index 17,830.16 +.70%
  • ICI Money Mkt Mutual Fund Assets $2.754 Trillion +.46%
  • ICI US Equity Weekly Net New Cash Flow -$7.976 Billion
  • AAII % Bulls 28.5 -3.3%
  • AAII % Bears 29.9 +41.0%
Futures Spot Prices
  • CRB Index 174.86 -4.58%
  • Crude Oil 35.22 -11.93%
  • Reformulated Gasoline 127.38 -.81%
  • Natural Gas 1.99 -9.47%
  • Heating Oil 113.86 -15.26%
  • Gold 1,074.70 -1.04%
  • Bloomberg Base Metals Index 136.09 +.1%
  • Copper 210.95 +1.42%
  • US No. 1 Heavy Melt Scrap Steel 139.83 USD/Ton +.60%
  • China Iron Ore Spot 38.30 USD/Ton -4.32%
  • Lumber 260.80 +3.49%
  • UBS-Bloomberg Agriculture 1,047.72 -2.88%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.8% +40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0408 n/a
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.02 +.06%
  • Citi US Economic Surprise Index -22.30 +3.5 points
  • Citi Eurozone Economic Surprise Index 17.30 -1.8 points
  • Citi Emerging Markets Economic Surprise Index 15.60 +3.5 points
  • Fed Fund Futures imply 28.0% chance of no change, 72.0% chance of 25 basis point hike on 12/16
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) .88 -46.34%
  • US Dollar Index 97.56 -.68%
  • MSCI Emerging Markets Currency Index 1,462.92 -1.15%
  • Euro/Yen Carry Return Index 138.83 -.79%
  • Yield Curve 126.0 -7.0 basis points
  • 10-Year US Treasury Yield 2.13% -14.0 basis points
  • Federal Reserve's Balance Sheet $4.442 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 19.50 -4.88%
  • Illinois Municipal Debt Credit Default Swap 285.0 +2.1%
  • Western Europe Sovereign Debt Credit Default Swap Index 16.96 -4.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 78.57 +14.79%
  • Emerging Markets Sovereign Debt CDS Index 183.30 +10.65%
  • Israel Sovereign Debt Credit Default Swap 79.39 +.98%
  • Iraq Sovereign Debt Credit Default Swap 851.57 +2.04%
  • Russia Sovereign Debt Credit Default Swap 306.92 +9.39%
  • iBoxx Offshore RMB China Corporates High Yield Index 123.44 -.35%
  • 10-Year TIPS Spread 1.48% -15.0 basis points
  • TED Spread 24.75 +1.0 basis point
  • 2-Year Swap Spread 10.50 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -36.75 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 91.13 +10.4%
  • America Energy Sector High-Yield Credit Default Swap Index 1,585.0 +17.42%
  • European Financial Sector Credit Default Swap Index 76.55 +7.93%
  • Emerging Markets Credit Default Swap Index 372.08 +10.68%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.
  • M1 Money Supply $3.101 Trillion -.42%
  • Commercial Paper Outstanding 1,036.0 -.60%
  • 4-Week Moving Average of Jobless Claims 270,750 +1,500
  • Continuing Claims Unemployment Rate 1.7% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.95% +2.0 basis points
  • Weekly Mortgage Applications 424.10 +1.24%
  • Bloomberg Consumer Comfort 40.1 +.5 point
  • Weekly Retail Sales +1.90% unch.
  • Nationwide Gas $2.01/gallon -.04
  • Baltic Dry Index 534.0 -5.15%
  • China (Export) Containerized Freight Index 712.58 -.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 +5.0%
  • Rail Freight Carloads 270,276 +23.15%
Best Performing Style
  • Mid-Cap Growth -3.6%
Worst Performing Style
  • Small-Cap Value -5.2%
Leading Sectors
  • HMOs -.4%
  • Restaurants -1.6%
  • Utilities -1.8%
  • Foods -2.0%
  • Medical Equipment -2.1%
Lagging Sectors
  • Banks -6.2% 
  • Construction -6.3%
  • Energy -7.2%
  • I-Banks -7.5%
  • Oil Tankers -12.2%
Weekly High-Volume Stock Gainers (15)
  • GMCR, VRA, XBIT, RLYP, SWHC, AVAV, AXDX, RGR, CARA, LC, HPY, NWL, PLAY, CENT and DOW
Weekly High-Volume Stock Losers (23)
  • COO, UNFI, LNDC, UMBF, TOL, FTI, IDT, MIC, ALNY, LOB, HRB, TRGP, LTXB, KMI, MEI, FOR, GWR, DYN, CIEN, BLUE, MW, OUTR and GBT
Weekly Charts
ETFs
Stocks
*5-Day Change

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