Friday, February 19, 2016

Weekly Scoreboard*

Indices
  • S&P 500 1,916.50 +4.78%
  • DJIA 16,391.90 +4.67%
  • NASDAQ 4,504.43 +5.57%
  • Russell 2000 1,010.0 +5.87%
  • S&P 500 High Beta 24.89 +7.56%
  • Goldman 50 Most Shorted 85.92 +7.67% 
  • Wilshire 5000 19,614.05 +5.10%
  • Russell 1000 Growth 931.27 +4.96%
  • Russell 1000 Value 902.11 +4.92%
  • S&P 500 Consumer Staples 520.91 +2.97%
  • Solactive US Cyclical 116.12 +3.50%
  • Morgan Stanley Technology 954.33 +7.64%
  • Transports 7,285.95%
  • Utilities 618.61 +.75%
  • Bloomberg European Bank/Financial Services 76.60 +2.5%
  • MSCI Emerging Markets 30.33 +3.87%
  • HFRX Equity Hedge 1,080.31 +1.25%
  • HFRX Equity Market Neutral 1,016.28 -.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 223,651 +2.70%
  • Bloomberg New Highs-Lows Index -105 +372
  • Bloomberg Crude Oil % Bulls 39.02 +64.78%
  • CFTC Oil Net Speculative Position 187,877 -4.57%
  • CFTC Oil Total Open Interest 1,854,379 -.07%
  • Total Put/Call 1.0 +11.11%
  • OEX Put/Call .38 -84.55%
  • ISE Sentiment 129.0 +13.27%
  • NYSE Arms 1.70 +89.58%
  • Volatility(VIX) 21.05 -25.48%
  • S&P 500 Implied Correlation 62.75 -2.63%
  • G7 Currency Volatility (VXY) 11.68 -1.77%
  • Emerging Markets Currency Volatility (EM-VXY) 12.53 -6.28%
  • Smart Money Flow Index 17,802.02 +2.23%
  • ICI Money Mkt Mutual Fund Assets $2.763 Trillion +.27%
  • ICI US Equity Weekly Net New Cash Flow -$3.625 Billion
  • AAII % Bulls 27.6 +43.2%
  • AAII % Bears 37.8 -22.4%
Futures Spot Prices
  • CRB Index 159.63 +2.98%
  • Crude Oil 29.62 +8.54%
  • Reformulated Gasoline 95.94 -.30%
  • Natural Gas 1.81 -9.25%
  • Heating Oil 102.74 +2.09%
  • Gold 1,232.60 -1.11%
  • Bloomberg Base Metals Index 138.37 +2.25%
  • Copper 207.90 +3.28%
  • US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
  • China Iron Ore Spot 48.52 USD/Ton +11.2%
  • Lumber 261.20 +6.44%
  • UBS-Bloomberg Agriculture 1,003.18 -.10%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.1% -90.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2504 -3.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.19 -.3%
  • Citi US Economic Surprise Index -37.0 +10.1 points
  • Citi Eurozone Economic Surprise Index -32.30 -7.2 points
  • Citi Emerging Markets Economic Surprise Index -7.0 -3.2 points
  • Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 3/16
  • US Dollar Index 96.64 +.69%
  • MSCI Emerging Markets Currency Index 1,442.95 +.59%
  • Euro/Yen Carry Return Index 130.91 -1.71%
  • Yield Curve 101.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.75% +2.0 basis points
  • Federal Reserve's Balance Sheet $4.445 Trillion -.05%
  • U.S. Sovereign Debt Credit Default Swap 21.14 -5.71%
  • Illinois Municipal Debt Credit Default Swap 350.0 -4.51%
  • Western Europe Sovereign Debt Credit Default Swap Index 32.66 -4.1%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 78.78 -4.84%
  • Emerging Markets Sovereign Debt CDS Index 191.03 -2.34%
  • Israel Sovereign Debt Credit Default Swap 83.63 -3.5%
  • Iraq Sovereign Debt Credit Default Swap 1,203.90 -6.07%
  • Russia Sovereign Debt Credit Default Swap 340.38 -4.08%
  • iBoxx Offshore RMB China Corporates High Yield Index 123.28 +.46%
  • 10-Year TIPS Spread 1.27% unch.
  • TED Spread 33.0 -.75 basis point
  • 2-Year Swap Spread 6.0 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 119.11 -2.41%
  • America Energy Sector High-Yield Credit Default Swap Index 2,277.0 -4.16%
  • European Financial Sector Credit Default Swap Index 121.29 -5.75%
  • Emerging Markets Credit Default Swap Index 377.02 -5.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 170.0 unch.
  • M1 Money Supply $3.042 Trillion -.32%
  • Commercial Paper Outstanding 1,084.20 +.70%
  • 4-Week Moving Average of Jobless Claims 273,250 -9,750
  • Continuing Claims Unemployment Rate 1.7% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.65% unch.
  • Weekly Mortgage Applications 544.90 +8.2%
  • Bloomberg Consumer Comfort 44.3 -.3 point
  • Weekly Retail Sales +.70% +10.0 basis points
  • Nationwide Gas $1.72/gallon +.02/gallon
  • Baltic Dry Index 313.0 +7.6%
  • China (Export) Containerized Freight Index 762.51 -1.3%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 260,814 -.77%
Best Performing Style
  • Small-Cap Growth +6.4%
Worst Performing Style
  • Large-Cap Value +4.8%
Leading Sectors
  • Gaming +14.0%
  • Airlines +12.0%
  • Computer Hardware +10.5%
  • Computer Services +9.5%
  • Disk Drives +9.1%
Lagging Sectors
  • Drugs +2.9% 
  • Papers +2.5%
  • Utilities +.7%
  • Tobacco +.7%
  • Hospitals -2.6%
Weekly High-Volume Stock Gainers (17)
  • ADT, TRGP, FOSL, IM, RAX, AERI, PBPB, UIHC, VSAT, RUSHA, LOGM, ASGN, MB, NILE, MYL, CLW and FNB
Weekly High-Volume Stock Losers (10)
  • LPNT, DVN, NUS, SWM, JACK, CYH, LPLA, SCSS, IVC and BCC
Weekly Charts
ETFs
Stocks
*5-Day Change

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