Friday, February 05, 2016

Weekly Scoreboard*

Indices
  • S&P 500 1,880.05 -3.1%
  • DJIA 16,204.97 -1.59%
  • NASDAQ 4,363.14 -5.44%
  • Russell 2000 985.62 -4.81%
  • S&P 500 High Beta 24.82 -3.35%
  • Goldman 50 Most Shorted 84.66 -3.59% 
  • Wilshire 5000 19,227.18 -3.29%
  • Russell 1000 Growth 907.07 -3.86%
  • Russell 1000 Value 891.52 -2.41%
  • S&P 500 Consumer Staples 508.98 -2.26%
  • Solactive US Cyclical 112.72 +.1%
  • Morgan Stanley Technology 913.52 -7.19%
  • Transports 6,942.82 +.52%
  • Utilities 624.62 +2.17%
  • Bloomberg European Bank/Financial Services 79.15 -6.38%
  • MSCI Emerging Markets 30.20 -.45%
  • HFRX Equity Hedge 1,092.46 +.12%
  • HFRX Equity Market Neutral 1,031.09 -.26%
Sentiment/Internals
  • NYSE Cumulative A/D Line 224,250 +.98%
  • Bloomberg New Highs-Lows Index -316 +386
  • Bloomberg Crude Oil % Bulls 41.03 +5.5%
  • CFTC Oil Net Speculative Position 196,873 -4.3%
  • CFTC Oil Total Open Interest 1,855,603 +5.32%
  • Total Put/Call .95 +5.56%
  • OEX Put/Call 1.14 +37.35%
  • ISE Sentiment 48.0 -49.02%
  • NYSE Arms 1.37 +71.42%
  • Volatility(VIX) 24.08 +17.22%
  • S&P 500 Implied Correlation 64.18 +7.09%
  • G7 Currency Volatility (VXY) 10.41 +3.27%
  • Emerging Markets Currency Volatility (EM-VXY) 12.59 +4.39%
  • Smart Money Flow Index 17,698.08 +2.90%
  • ICI Money Mkt Mutual Fund Assets $2.752 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow -$6.243 Billion
  • AAII % Bulls 27.5 -7.4%
  • AAII % Bears 34.7 -13.1%
Futures Spot Prices
  • CRB Index 161.93 -2.89%
  • Crude Oil 30.82 -8.74%
  • Reformulated Gasoline 99.09 -12.22%
  • Natural Gas 2.07 -10.41%
  • Heating Oil 105.96 -.5%
  • Gold 1,163.60 +3.90%
  • Bloomberg Base Metals Index 138.89 +2.35%
  • Copper 208.60 +1.19%
  • US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
  • China Iron Ore Spot 45.73 USD/Ton +9.61%
  • Lumber 252.10 +4.0%
  • UBS-Bloomberg Agriculture 1,011.75 -1.13%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.3% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2680 +5.63%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.20 -.29%
  • Citi US Economic Surprise Index -55.70 -8.6 points
  • Citi Eurozone Economic Surprise Index -19.40 +5.7 points
  • Citi Emerging Markets Economic Surprise Index -6.20 -2.4 points
  • Fed Fund Futures imply 90.0% chance of no change, 10.0% chance of 25 basis point hike on 3/16
  • US Dollar Index 97.04 -2.50%
  • MSCI Emerging Markets Currency Index 1,442.35 +.36%
  • Euro/Yen Carry Return Index 136.14 -.71%
  • Yield Curve 113.0 -2.0 basis points
  • 10-Year US Treasury Yield 1.85% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.445 Trillion +.03%
  • U.S. Sovereign Debt Credit Default Swap 22.04 +5.5%
  • Illinois Municipal Debt Credit Default Swap 300.0 -.36%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.87 +26.03%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 79.47 +3.45%
  • Emerging Markets Sovereign Debt CDS Index 196.04 +1.97%
  • Israel Sovereign Debt Credit Default Swap 81.60 +2.92%
  • Iraq Sovereign Debt Credit Default Swap 1,061.68 -.27%
  • Russia Sovereign Debt Credit Default Swap 339.77 +2.17%
  • iBoxx Offshore RMB China Corporates High Yield Index 122.83 +.34%
  • 10-Year TIPS Spread 1.33% -8.0 basis points
  • TED Spread 33.0 +3.25 basis points
  • 2-Year Swap Spread 8.5 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -21.25+2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 111.83 +9.77%
  • America Energy Sector High-Yield Credit Default Swap Index 2,025.0 +6.29%
  • European Financial Sector Credit Default Swap Index 119.36 +30.5%
  • Emerging Markets Credit Default Swap Index 379.81 +2.60%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 160.0 unch.
  • M1 Money Supply $3.102 Trillion +.83%
  • Commercial Paper Outstanding 1,064.80 +.30%
  • 4-Week Moving Average of Jobless Claims 284,250 +2,000
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.72% -7.0 basis points
  • Weekly Mortgage Applications 434.50 +9.03%
  • Bloomberg Consumer Comfort 44.2 -.4 point
  • Weekly Retail Sales +1.20% -20.0 basis points
  • Nationwide Gas $1.76/gallon -.05/gallon
  • Baltic Dry Index 298.0 -5.99%
  • China (Export) Containerized Freight Index 772.27 -.84%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 263,785 +4.21%
Best Performing Style
  • Mid-Cap Value -2.0%
Worst Performing Style
  • Small-Cap Growth -5.6%
Leading Sectors
  • Gold & Silver +16.9%
  • Steel +3.8%
  • Road & Rail +2.9%
  • Utilities +2.5%
  • Agriculture +1.5%
Lagging Sectors
  • Homebuilders -6.0% 
  • Restaurants -6.1%
  • Software -7.8%
  • Internet -8.6%
  • Gaming -8.7%
Weekly High-Volume Stock Gainers (13)
  • AXLL, ALR, CSCD, COHR, STR, JBSS, MAT, CENT, LITE, SMSEY, ACC, EE and MSM
Weekly High-Volume Stock Losers (17)
  • RCL, MNST, HEI/A, RHI, NGVC, PFPT, QSII, MRD, RL, IMPV, ABAX, PLT, RCII, IDTI, SPSC, SNCR and MOG/A
Weekly Charts
ETFs
Stocks
*5-Day Change

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