Friday, January 29, 2016

Weekly Scoreboard*

Indices
  • S&P 500 1,940.19 +1.74%
  • DJIA 16,466.30 +2.32%
  • NASDAQ 4,613.95 +.50%
  • Russell 2000 1,035.36 +1.44%
  • S&P 500 High Beta 25.68 +2.07%
  • Goldman 50 Most Shorted 87.81 -.37% 
  • Wilshire 5000 19,880.70 +1.66%
  • Russell 1000 Growth 943.47 +.83%
  • Russell 1000 Value 913.50 +2.58%
  • S&P 500 Consumer Staples 520.74 +3.18%
  • Solactive US Cyclical 112.61 +2.01%
  • Morgan Stanley Technology 984.33 -.42%
  • Transports 6,906.76 +1.89%
  • Utilities 611.35 +3.77%
  • Bloomberg European Bank/Financial Services 84.55 -1.4%
  • MSCI Emerging Markets 30.25 +4.24%
  • HFRX Equity Hedge 1,091.20 +.09%
  • HFRX Equity Market Neutral 1,033.76 -.58%
Sentiment/Internals
  • NYSE Cumulative A/D Line 222,065 +1.19%
  • Bloomberg New Highs-Lows Index -477 +225
  • Bloomberg Crude Oil % Bulls 27.8 +42.9%
  • CFTC Oil Net Speculative Position 205,710 +14.68%
  • CFTC Oil Total Open Interest 1,761,883 +4.48%
  • Total Put/Call .90 -18.18%
  • OEX Put/Call .83 -81.10%
  • ISE Sentiment 107.0 +35.44%
  • NYSE Arms .53 -53.73%
  • Volatility(VIX) 20.18 -9.58%
  • S&P 500 Implied Correlation 61.11 -3.75%
  • G7 Currency Volatility (VXY) 10.08 -.59%
  • Emerging Markets Currency Volatility (EM-VXY) 12.06 unch.
  • Smart Money Flow Index 17,198.52 +.12%
  • ICI Money Mkt Mutual Fund Assets $2.757 Trillion +.50%
  • ICI US Equity Weekly Net New Cash Flow -$4.895 Billion
  • AAII % Bulls 29.8 +38.2%
  • AAII % Bears 40.0 -18.0%
Futures Spot Prices
  • CRB Index 166.75 +1.80%
  • Crude Oil 33.59 +4.22%
  • Reformulated Gasoline 110.31 +1.87%
  • Natural Gas 2.31 +8.26%
  • Heating Oil 105.51 +5.77%
  • Gold 1,117.30 +1.79%
  • Bloomberg Base Metals Index 135.70 +2.32%
  • Copper 206.05 +2.92%
  • US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
  • China Iron Ore Spot 41.72 USD/Ton -1.14%
  • Lumber 240.40 +2.93%
  • UBS-Bloomberg Agriculture 1,023.35 -.98%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.2% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3013 +9.25%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.56 -.72%
  • Citi US Economic Surprise Index -47.10 -3.6 points
  • Citi Eurozone Economic Surprise Index -25.10 -19.3 points
  • Citi Emerging Markets Economic Surprise Index -3.8 +4.2 points
  • Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 3/16
  • US Dollar Index 99.56 +.02%
  • MSCI Emerging Markets Currency Index 1,428.04 +.30%
  • Euro/Yen Carry Return Index 137.05 +2.31%
  • Yield Curve 115.0 -4.0 basis points
  • 10-Year US Treasury Yield 1.93% -12.0 basis points
  • Federal Reserve's Balance Sheet $4.444 Trillion -.14%
  • U.S. Sovereign Debt Credit Default Swap 20.87 -.84%
  • Illinois Municipal Debt Credit Default Swap 301.0 -1.85%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.32 +10.86%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 76.81 +2.52%
  • Emerging Markets Sovereign Debt CDS Index 192.24 -3.36%
  • Israel Sovereign Debt Credit Default Swap 80.50 -15.16%
  • Iraq Sovereign Debt Credit Default Swap 1,064.61 -8.16%
  • Russia Sovereign Debt Credit Default Swap 331.74 -4.54%
  • iBoxx Offshore RMB China Corporates High Yield Index 122.42 +.29%
  • 10-Year TIPS Spread 1.41% +7.0 basis points
  • TED Spread 29.75 -5.5 basis points
  • 2-Year Swap Spread 6.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.5 +.75 basis point
  • N. America Investment Grade Credit Default Swap Index 101.87 -2.97%
  • America Energy Sector High-Yield Credit Default Swap Index 1,929.0 +6.53%
  • European Financial Sector Credit Default Swap Index 91.49 +2.54%
  • Emerging Markets Credit Default Swap Index 368.67 -2.15%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 165.0 +5.0 basis points
  • M1 Money Supply $3.077 Trillion -.49%
  • Commercial Paper Outstanding 1,061.40 +.90%
  • 4-Week Moving Average of Jobless Claims 283,000 -2,000
  • Continuing Claims Unemployment Rate 1.7% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.79% -2.0 basis points
  • Weekly Mortgage Applications 472.80 +8.81%
  • Bloomberg Consumer Comfort 44.6 +.6 point
  • Weekly Retail Sales +1.40% -20.0 basis points
  • Nationwide Gas $1.81/gallon -.04/gallon
  • Baltic Dry Index 325.0 -8.19%
  • China (Export) Containerized Freight Index 785.11 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -27.8%
  • Rail Freight Carloads 253,134 -4.03%
Best Performing Style
  • Mid-Cap Value +2.0%
Worst Performing Style
  • Small-Cap Growth -1.0%
Leading Sectors
  • Gold & Silver +12.2%
  • Gaming +11.1%
  • Steel +7.9%
  • Hospitals +6.3%
  • Oil Service +6.0%
Lagging Sectors
  • Networking -1.6% 
  • 3D Printing -2.1%
  • Education -3.0%
  • HMOs -3.8%
  • Biotech -7.8%
Weekly High-Volume Stock Gainers (13)
  • TEX, SPKE, SWFT, FMER, CRAY, CVLT, TYC, GGG, ETH, EGHT, POOL, STOR and RMBS
Weekly High-Volume Stock Losers (17)
  • TLMR, N, GPK, TUP, GRA, VASC, PKG, SEIC, PII, NOW, AXP, KS, LDRH, SC, DRII, LCI and OSIS
Weekly Charts
ETFs
Stocks
*5-Day Change

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