Friday, March 04, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,000.55 +2.60%
  • DJIA 17,006.41 +2.16%
  • NASDAQ 4,717.02 +2.77%
  • Russell 2000 1,081.46 +4.16%
  • S&P 500 High Beta 28.55 +9.83%
  • Goldman 50 Most Shorted 97.61 +8.28
  • Wilshire 5000 20,560.60 +2.96%
  • Russell 1000 Growth 970.12 +2.23%
  • Russell 1000 Value 949.61 +3.42%
  • S&P 500 Consumer Staples 532.17 +1.73%
  • Solactive US Cyclical 123.90 +3.51%
  • Morgan Stanley Technology 1,010.21 +2.32%
  • Transports 7,661.90 +3.55%
  • Utilities 632.86 +2.26%
  • Bloomberg European Bank/Financial Services 83.74 +5.52%
  • MSCI Emerging Markets 32.40 +7.3%
  • HFRX Equity Hedge 1,101.48 +1.91%
  • HFRX Equity Market Neutral 1,017.42 -.53%
Sentiment/Internals
  • NYSE Cumulative A/D Line 231,950 +2.40%
  • Bloomberg New Highs-Lows Index 1.0 +123
  • Bloomberg Crude Oil % Bulls 33.33 +48.1%
  • CFTC Oil Net Speculative Position 205,856 +29.48%
  • CFTC Oil Total Open Interest 1,776,696 -3.44%
  • Total Put/Call .82 -17.17%
  • OEX Put/Call 3.14 -21.30%
  • ISE Sentiment 69.0 -39.32%
  • NYSE Arms .54 -41.30%
  • Volatility(VIX) 16.91 -14.18%
  • S&P 500 Implied Correlation 57.70 -4.31%
  • G7 Currency Volatility (VXY) 10.72 -5.63%
  • Emerging Markets Currency Volatility (EM-VXY) 11.69 -4.27%
  • Smart Money Flow Index 18,463.42 +1.12%
  • ICI Money Mkt Mutual Fund Assets $2.804 Trillion +.94%
  • ICI US Equity Weekly Net New Cash Flow +$2.087 Billion
  • AAII % Bulls 32.0 +2.7%
  • AAII % Bears 29.3 -6.9%
Futures Spot Prices
  • CRB Index 168.55 +4.25%
  • Crude Oil 36.0 +9.65%
  • Reformulated Gasoline 133.25 +3.09%
  • Natural Gas 1.67 -6.43%
  • Heating Oil 115.97 +10.16%
  • Gold 1,261.80 +3.25%
  • Bloomberg Base Metals Index 146.33 +4.13%
  • Copper 226.50 +7.09%
  • US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
  • China Iron Ore Spot 53.75 USD/Ton +11.3%
  • Lumber 274.60 +7.85%
  • UBS-Bloomberg Agriculture 1,028.76 +2.30%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.5% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1927 -6.59%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.94 -.06%
  • Citi US Economic Surprise Index -12.90 +8.5 points
  • Citi Eurozone Economic Surprise Index -62.50 -2.1 points
  • Citi Emerging Markets Economic Surprise Index -8.80 -.9 point
  • Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 3/16
  • US Dollar Index 97.31 -.76%
  • MSCI Emerging Markets Currency Index 1,456.64 +1.43%
  • Euro/Yen Carry Return Index 131.06 +.58%
  • Yield Curve 101.0 +4.0 basis points
  • 10-Year US Treasury Yield 1.88% +11.0 basis points
  • Federal Reserve's Balance Sheet $4.440 Trillion -.24%
  • U.S. Sovereign Debt Credit Default Swap 18.49 -7.55%
  • Illinois Municipal Debt Credit Default Swap 369.0 -1.04%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.78 -2.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 67.72 -10.58%
  • Emerging Markets Sovereign Debt CDS Index 179.49 -4.71%
  • Israel Sovereign Debt Credit Default Swap 81.89 -4.17%
  • Iraq Sovereign Debt Credit Default Swap 1,167.74 -3.56%
  • Russia Sovereign Debt Credit Default Swap 303.61 -8.45%
  • iBoxx Offshore RMB China Corporates High Yield Index 124.40 +.42%
  • 10-Year TIPS Spread 1.53% +11.0 basis points
  • TED Spread 36.5 +5.0 basis points
  • 2-Year Swap Spread 4.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.0 -4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 96.02 -12.2%
  • America Energy Sector High-Yield Credit Default Swap Index 2,013.0 -11.03%
  • European Financial Sector Credit Default Swap Index 99.53 -14.90%
  • Emerging Markets Credit Default Swap Index 339.72 -7.34%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 170.0 unch.
  • M1 Money Supply $3.106 Trillion -.08%
  • Commercial Paper Outstanding 1,082.80 +.60%
  • 4-Week Moving Average of Jobless Claims 270,250 -1,750
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.64% +2.0 basis points
  • Weekly Mortgage Applications 496.50 -4.79%
  • Bloomberg Consumer Comfort 43.6 -.6 point
  • Weekly Retail Sales +.80% -10.0 basis points
  • Nationwide Gas $1.81/gallon +.08/gallon
  • Baltic Dry Index 342.0 +4.59%
  • China (Export) Containerized Freight Index 735.66 -2.11%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -15.38%
  • Rail Freight Carloads 273,019 +8.14%
Best Performing Style
  • Small-Cap Value +4.4%
Worst Performing Style
  • Large-Cap Growth +2.0%
Leading Sectors
  • Steel +21.5%
  • Oil Service +12.8%
  • Gold & Silver +8.6%
  • Energy +6.4%
  • Tobacco +6.2%
Lagging Sectors
  • Networking +1.1% 
  • Biotech +.9%
  • Medical Equipment +.1%
  • Drugs unch.
  • HMOs -.3%
Weekly High-Volume Stock Gainers (35)
  • LXU, X, CKP, APEI, TUMI, DAR, SSYS, CNX, JCP, AMTG, ALRM, TRCO, BSFT, EBIX, NFX, KATE, NRE, VASC, VRA, HLF, FOXF, MGLN, NPO, TASR, TSE, ANF, PVTB, NPTN, AMH, BOBE, PSTG, OFIX, CCOI, ERI and FCPT
Weekly High-Volume Stock Losers (15)
  • WMC, OA, ARI, HABT, SWFT, BGFV, POM, BGS, SMP, PARR, CIEN, DPLO, FSS, VRX and PMC
Weekly Charts
ETFs
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*5-Day Change

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