Friday, December 18, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,005.55 -.34%
  • DJIA 17,128.55 -.79%
  • NASDAQ 4,923.08 -.21%
  • Russell 2000 1,121.02 -.23%
  • S&P 500 High Beta 28.28 -2.35%
  • Goldman 50 Most Shorted 102.47 +1.84
  • Wilshire 5000 20,712.49 -.34%
  • Russell 1000 Growth 983.50 -.39%
  • Russell 1000 Value 944.44 -.31%
  • S&P 500 Consumer Staples 507.57 +.49%
  • Solactive US Cyclical 120.28 -2.04%
  • Morgan Stanley Technology 1,067.98 -.77%
  • Transports 7,364.04 -2.13%
  • Utilities 567.94 +305%
  • Bloomberg European Bank/Financial Services 99.04 +3.57%
  • MSCI Emerging Markets 32.70 +2.22%
  • HFRX Equity Hedge 1,152.02 -.10%
  • HFRX Equity Market Neutral 1,044.99 +.51%
Sentiment/Internals
  • NYSE Cumulative A/D Line 228,228 -.48%
  • Bloomberg New Highs-Lows Index -593 +11
  • Bloomberg Crude Oil % Bulls 26.7 +44.0%
  • CFTC Oil Net Speculative Position 210,511 +6.39%
  • CFTC Oil Total Open Interest 1,678,527 -2.05%
  • Total Put/Call 1.0 -6.54%
  • OEX Put/Call .65 -64.09%
  • ISE Sentiment 68.0 +34.0%
  • NYSE Arms 1.80 +28.94%
  • Volatility(VIX) 20.04 -16.07%
  • S&P 500 Implied Correlation 61.66 +3.04%
  • G7 Currency Volatility (VXY) 9.22 -1.71%
  • Emerging Markets Currency Volatility (EM-VXY) 11.42 -1.47%
  • Smart Money Flow Index 17,853.21 +.13%
  • ICI Money Mkt Mutual Fund Assets $2.734 Trillion -.74%
  • ICI US Equity Weekly Net New Cash Flow -$5.213 Billion
  • AAII % Bulls 23.9 -16.3%
  • AAII % Bears 39.4 +31.8%
Futures Spot Prices
  • CRB Index 172.16 -1.54%
  • Crude Oil 34.64 -2.09%
  • Reformulated Gasoline 127.25 -.17%
  • Natural Gas 1.7 -10.31%
  • Heating Oil 110.81 -3.39%
  • Gold 1,064.80 -.78%
  • Bloomberg Base Metals Index 135.52 -.42%
  • Copper 210.90 -.21%
  • US No. 1 Heavy Melt Scrap Steel 142.33 USD/Ton +1.79%
  • China Iron Ore Spot 40.10 USD/Ton +4.70%
  • Lumber 267.40 +2.85%
  • UBS-Bloomberg Agriculture 1,059.91 +1.16%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.6% +20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.4564 +7.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.83 -.15%
  • Citi US Economic Surprise Index -23.90 -1.6 points
  • Citi Eurozone Economic Surprise Index 18.70 +1.4 points
  • Citi Emerging Markets Economic Surprise Index 18.10 +2.5 points
  • Fed Fund Futures imply 96.0% chance of no change, 0.0% chance of 25 basis point hike on 1/27
  • US Dollar Index 98.70 +1.08%
  • MSCI Emerging Markets Currency Index 1,456.70 +.34%
  • Euro/Yen Carry Return Index 137.69 -.92%
  • Yield Curve 124.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.20% +7.0 basis points
  • Federal Reserve's Balance Sheet $4.451 Trillion +.21%
  • U.S. Sovereign Debt Credit Default Swap 19.02 -2.46%
  • Illinois Municipal Debt Credit Default Swap 286.0 +.34%
  • Western Europe Sovereign Debt Credit Default Swap Index 17.23 +2.12%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 74.48 -5.0%
  • Emerging Markets Sovereign Debt CDS Index 175.51 -4.25%
  • Israel Sovereign Debt Credit Default Swap 78.97 -.25%
  • Iraq Sovereign Debt Credit Default Swap 855.04 +.40%
  • Russia Sovereign Debt Credit Default Swap 311.36 +1.37%
  • iBoxx Offshore RMB China Corporates High Yield Index 123.54 +.08%
  • 10-Year TIPS Spread 1.50% +2.0 basis points
  • TED Spread 30.75 +6.0 basis points
  • 2-Year Swap Spread 13.50 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -28.75 +8.0 basis points
  • N. America Investment Grade Credit Default Swap Index 94.58 +3.79%
  • America Energy Sector High-Yield Credit Default Swap Index 1,801.0 +24.16%
  • European Financial Sector Credit Default Swap Index 76.08 -.66%
  • Emerging Markets Credit Default Swap Index 357.04 -4.04%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 140.0 +10.0 basis points
  • M1 Money Supply $3.048 Trillion -1.72%
  • Commercial Paper Outstanding 1,014.50 -2.10%
  • 4-Week Moving Average of Jobless Claims 270,500 -250
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.97% +2.0 basis points
  • Weekly Mortgage Applications 419.40 -1.11%
  • Bloomberg Consumer Comfort 40.9 +.8 point
  • Weekly Retail Sales +1.70% -20.0 basis points
  • Nationwide Gas $2.00/gallon -.01
  • Baltic Dry Index 471.0 -9.77%
  • China (Export) Containerized Freight Index 716.42 +.54%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 +4.76%
  • Rail Freight Carloads 274,022 +1.39%
Best Performing Style
  • Large-Cap Value unch.
Worst Performing Style
  • Mid-Cap Value -.6%
Leading Sectors
  • Alt Energy +10.8%
  • Utilities +3.7%
  • Biotech +3.3%
  • HMOs +3.3%
  • Coal +2.6%
Lagging Sectors
  • Hospitals -4.3% 
  • Computer Hardware -4.3%
  • Gold & Silver -5.3%
  • Steel -5.4%
  • Oil Tankers -33.0%
Weekly High-Volume Stock Gainers (19)
  • RUN, FNSR, COLL, ADXS, EDE, KE, LL, AKBA, RSO, MCRB, HPY, ATRO, CNP, PFGC, NCS, MNR, JAH, NP and APTS
Weekly High-Volume Stock Losers (18)
  • TOWN, NWL, RH, DMTX, FDC, QDEL, WCC, AGX, CTCT, GPN, ONCE, WDR, WGO, WSTC, RPXC, LDR, KMT and ATRA
Weekly Charts
ETFs
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*5-Day Change

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