Friday, March 11, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,017.98 +.87%
  • DJIA 17,198.50 +1.12%
  • NASDAQ 4,740.37 +.46%
  • Russell 2000 1,082.98 +.02%
  • S&P 500 High Beta 28.70 +.59%
  • Goldman 50 Most Shorted 98.01 +.31
  • Wilshire 5000 20,746.90 +.87%
  • Russell 1000 Growth 976.22 +.59%
  • Russell 1000 Value 960.21 +1.05%
  • S&P 500 Consumer Staples 534.94 +.42%
  • Solactive US Cyclical 126.03 +1.57%
  • Morgan Stanley Technology 1,023.02 +1.17%
  • Transports 7,681.49 +.33%
  • Utilities 646.34 +2.07%
  • Bloomberg European Bank/Financial Services 85.94 +2.63%
  • MSCI Emerging Markets 32.83 +1.29%
  • HFRX Equity Hedge 1,102.36 +.08%
  • HFRX Equity Market Neutral 1,005.64 -1.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 233,037 +.47%
  • Bloomberg New Highs-Lows Index 7.0 +6
  • Bloomberg Crude Oil % Bulls 28.6 -14.3%
  • CFTC Oil Net Speculative Position 212,518 +3.24%
  • CFTC Oil Total Open Interest 1,800,298 +1.33%
  • Total Put/Call 1.05 +26.51%
  • OEX Put/Call 1.15 -61.41%
  • ISE Sentiment 94.0 +23.68%
  • NYSE Arms .92 +35.71%
  • Volatility(VIX) 16.91 +.41%
  • S&P 500 Implied Correlation 59.62 +2.97%
  • G7 Currency Volatility (VXY) 10.45 -2.52%
  • Emerging Markets Currency Volatility (EM-VXY) 11.67 -.17%
  • Smart Money Flow Index 18,510.85 +.26%
  • ICI Money Mkt Mutual Fund Assets $2.803 Trillion -.04%
  • ICI US Equity Weekly Net New Cash Flow -$2.189 Billion
  • AAII % Bulls 37.4 +16.7%
  • AAII % Bears 24.4 -16.7%
Futures Spot Prices
  • CRB Index 173.53 +2.95%
  • Crude Oil 38.48 +5.94%
  • Reformulated Gasoline 144.21 +8.02%
  • Natural Gas 1.82 +8.92%
  • Heating Oil 121.95 +4.63%
  • Gold 1,259.50 -.05%
  • Bloomberg Base Metals Index 145.05 -.87%
  • Copper 224.35 -.73%
  • US No. 1 Heavy Melt Scrap Steel 157.66 USD/Ton -5.78%
  • China Iron Ore Spot 57.09 USD/Ton +6.21%
  • Lumber 291.60 +6.19%
  • UBS-Bloomberg Agriculture 1,051.37 +2.20%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.1% +40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2673 -1.84%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.95 +.01%
  • Citi US Economic Surprise Index -9.30 +3.6 points
  • Citi Eurozone Economic Surprise Index -54.80 +7.7 points
  • Citi Emerging Markets Economic Surprise Index -21.30 -12.5 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 96.17 -1.09%
  • MSCI Emerging Markets Currency Index 1,470.66 +.25%
  • Euro/Yen Carry Return Index 132.59 +1.33%
  • Yield Curve 102.0 +1.0 basis point
  • 10-Year US Treasury Yield 1.98% +10.0 basis points
  • Federal Reserve's Balance Sheet $4.442 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 20.0 +8.31%
  • Illinois Municipal Debt Credit Default Swap 356.0 -3.47%
  • Western Europe Sovereign Debt Credit Default Swap Index 27.77 -11.2%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 65.65 -3.62%
  • Emerging Markets Sovereign Debt CDS Index 166.42 -7.28%
  • Israel Sovereign Debt Credit Default Swap 77.50 -5.65%
  • Iraq Sovereign Debt Credit Default Swap 1,063.29 -8.94%
  • Russia Sovereign Debt Credit Default Swap 282.53 -6.45%
  • iBoxx Offshore RMB China Corporates High Yield Index 125.28 +.71%
  • 10-Year TIPS Spread 1.55% +2.0 basis points
  • TED Spread 32.0 -4.5 basis points
  • 2-Year Swap Spread 5.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.50 +7.5 basis points
  • N. America Investment Grade Credit Default Swap Index 84.53 -11.97%
  • America Energy Sector High-Yield Credit Default Swap Index 1,823.0 -7.77%
  • European Financial Sector Credit Default Swap Index 75.70 -24.86%
  • Emerging Markets Credit Default Swap Index 318.97 -6.30%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 170.0 unch.
  • M1 Money Supply $3.154 Trillion +1.56%
  • Commercial Paper Outstanding 1,084.40 +.10%
  • 4-Week Moving Average of Jobless Claims 267,500 -2,750
  • Continuing Claims Unemployment Rate 1.6% -10.0 basis points
  • Average 30-Year Mortgage Rate 3.68% +4.0 basis points
  • Weekly Mortgage Applications 497.30 +.16%
  • Bloomberg Consumer Comfort 43.8 +.2 point
  • Weekly Retail Sales +.70% -10.0 basis points
  • Nationwide Gas $1.80/gallon +.08/gallon
  • Baltic Dry Index 384.0 +10.03%
  • China (Export) Containerized Freight Index 735.66 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +36.36%
  • Rail Freight Carloads 265,186 -2.87%
Best Performing Style
  • Mid-Cap Value +1.3%
Worst Performing Style
  • Small-Cap Growth -.5%
Leading Sectors
  • HMOs +4.0%
  • Gold & Silver +2.4%
  • Drugs +2.1%
  • Homebuilders +2.1%
  • Utilities +2.0%
Lagging Sectors
  • Papers -1.5% 
  • Steel -1.5%
  • Airlines -1.5%
  • Disk Drives -3.7%
  • 3D Printing -4.4%
Weekly High-Volume Stock Gainers (17)
  • OMER, NATL, ATSG, CKEC, BUFF, URBN, UEIC, EXPR, MSEX, BETR, LOCO, SWHC, ANAT, CPGX, PRLB, KTWO and NGS
Weekly High-Volume Stock Losers (16)
  • TRU, WING, MENT, PEN, HRTG, RAVN, HRB, SHAK, RNG, HIFR, CCRN, FNHC, JCOM, VRTS, OME and SCOR
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: