Friday, March 18, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,049.58 +1.35%
  • DJIA 17,602.30 +2.26%
  • NASDAQ 4,795.65 +.99%
  • Russell 2000 1,101.67 +1.30%
  • S&P 500 High Beta 29.36 +2.19%
  • Goldman 50 Most Shorted 98.43 +.34
  • Wilshire 5000 21,050.44 +1.34%
  • Russell 1000 Growth 990.90 +1.33%
  • Russell 1000 Value 975.08 +1.38%
  • S&P 500 Consumer Staples 540.05 +.80%
  • Solactive US Cyclical 130.38 +3.39%
  • Morgan Stanley Technology 1,039.57 +1.50%
  • Transports 8,075.69 +4.97%
  • Utilities 658.54 +1.76%
  • Bloomberg European Bank/Financial Services 82.98 -3.44%
  • MSCI Emerging Markets 33.85 +2.96%
  • HFRX Equity Hedge 1,112.31 +.89%
  • HFRX Equity Market Neutral 1,008.30 +.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 236,885 +1.65%
  • Bloomberg New Highs-Lows Index 87 +80
  • Bloomberg Crude Oil % Bulls 44.7 +56.6%
  • CFTC Oil Net Speculative Position 269,856 +10.48%
  • CFTC Oil Total Open Interest 1,782,857 -1.85%
  • Total Put/Call .69 -31.68%
  • OEX Put/Call .20 -83.74%
  • ISE Sentiment 115.0 +22.3%
  • NYSE Arms 1.14 +44.3%
  • Volatility(VIX) 14.34 -13.51%
  • S&P 500 Implied Correlation 58.92 -1.23%
  • G7 Currency Volatility (VXY) 10.25 -1.91%
  • Emerging Markets Currency Volatility (EM-VXY) 11.55 -.94%
  • Smart Money Flow Index 18,964.92 +2.45%
  • ICI Money Mkt Mutual Fund Assets $2.762 Trillion -1.43%
  • ICI US Equity Weekly Net New Cash Flow -$.235 Billion
  • AAII % Bulls 30.0 -19.8%
  • AAII % Bears 26.9 +10.2%
Futures Spot Prices
  • CRB Index 176.41 +2.11%
  • Crude Oil 39.60 +4.23%
  • Reformulated Gasoline 143.37 -.34%
  • Natural Gas 1.91 +6.25%
  • Heating Oil 124.73 +3.23%
  • Gold 1,253.90 +.12%
  • Bloomberg Base Metals Index 146.43 +.95%
  • Copper 228.70 +1.99%
  • US No. 1 Heavy Melt Scrap Steel 170.67 USD/Ton +8.25%
  • China Iron Ore Spot 57.50 USD/Ton +.72%
  • Lumber 298.0 +1.78%
  • UBS-Bloomberg Agriculture 1,065.53 +1.11%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.3% +80.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1794 +5.23%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.02 +.06%
  • Citi US Economic Surprise Index -.20 +9.1 points
  • Citi Eurozone Economic Surprise Index -45.90 +8.9 points
  • Citi Emerging Markets Economic Surprise Index -18.70 +2.6 points
  • Fed Fund Futures imply 96.0% chance of no change, 4.0% chance of 25 basis point hike on 4/27
  • US Dollar Index 95.05 -1.25%
  • MSCI Emerging Markets Currency Index 1,491.12 +.82%
  • Euro/Yen Carry Return Index 131.34 -1.04%
  • Yield Curve 104.0 +2.0 basis points
  • 10-Year US Treasury Yield 1.87% -11.0 basis points
  • Federal Reserve's Balance Sheet $4.448 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 19.72 -3.45%
  • Illinois Municipal Debt Credit Default Swap 342.0 -3.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.18 +2.28%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 61.16 -7.67%
  • Emerging Markets Sovereign Debt CDS Index 156.55 -3.23%
  • Israel Sovereign Debt Credit Default Swap 80.13 +4.53%
  • Iraq Sovereign Debt Credit Default Swap 1,063.53 unch.
  • Russia Sovereign Debt Credit Default Swap 274.59 -3.09%
  • iBoxx Offshore RMB China Corporates High Yield Index 126.35 +.85%
  • 10-Year TIPS Spread 1.62% +7.0 basis points
  • TED Spread 36.0 +4.0 basis points
  • 2-Year Swap Spread 8.0 +2.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.0 +2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 83.58 -.47%
  • America Energy Sector High-Yield Credit Default Swap Index 1,645.0 -10.77%
  • European Financial Sector Credit Default Swap Index 80.33 +6.4%
  • Emerging Markets Credit Default Swap Index 300.44 -6.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 170.0 unch.
  • M1 Money Supply $3.083 Trillion -2.26%
  • Commercial Paper Outstanding 1,097.50 +1.20%
  • 4-Week Moving Average of Jobless Claims 268,000 +500
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.73% +5.0 basis points
  • Weekly Mortgage Applications 481.0 -3.28%
  • Bloomberg Consumer Comfort 44.3 +.5 point
  • Weekly Retail Sales +.60% -10.0 basis points
  • Nationwide Gas $1.97/gallon +.17/gallon
  • Baltic Dry Index 392.0 +1.0%
  • China (Export) Containerized Freight Index 670.11 -5.03%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 +33.3%
  • Rail Freight Carloads 245,902 -7.27%
Best Performing Style
  • Small-Cap Value +1.5%
Worst Performing Style
  • Small-Cap Growth +1.0%
Leading Sectors
  • Gaming +5.3%
  • Oil Tankers +5.0%
  • Gold & Silver +4.7%
  • Road & Rail +4.3%
  • Papers +4.1%
Lagging Sectors
  • HMOs -.9% 
  • Oil Service -.9%
  • Education -1.9%
  • Biotech -4.0%
  • Drugs -4.2%
Weekly High-Volume Stock Gainers (14)
  • RSTI, TFM, FNSR, INGN, PRSC, PLCE, PKOH, FTD, MCRN, BOJA, MIK, HOT, CBPX and PEN
Weekly High-Volume Stock Losers (10)
  • ALR, JBL, SHLM, ZUMZ, STCK, MNK, GES, FNBC, ACOR and VRX
Weekly Charts
ETFs
Stocks
*5-Day Change

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