Thursday, March 24, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,035.94 -.23%
  • DJIA 17,515.73 +.20%
  • NASDAQ 4,773.50 -.03%
  • Russell 2000 1,079.54 -1.07%
  • S&P 500 High Beta 28.43 -2.37%
  • Goldman 50 Most Shorted 95.40 -2.55
  • Wilshire 5000 20,882.81 -.31%
  • Russell 1000 Growth 987.36 +.07%
  • Russell 1000 Value 964.76 -.60%
  • S&P 500 Consumer Staples 536.28 -.89%
  • Solactive US Cyclical 128.86 -.43%
  • Morgan Stanley Technology 1,038.19 +.38%
  • Transports 7,726.02 -.43%
  • Utilities 660.20 -.45%
  • Bloomberg European Bank/Financial Services 78.89 -4.22%
  • MSCI Emerging Markets 33.36 -1.45%
  • HFRX Equity Hedge 1,112.31 +1.09%
  • HFRX Equity Market Neutral 1,007.86 -.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line 235,907 +.38%
  • Bloomberg New Highs-Lows Index -384 -471
  • Bloomberg Crude Oil % Bulls 25.0 -44.1%
  • CFTC Oil Net Speculative Position 269,85 n/a
  • CFTC Oil Total Open Interest 1,782,857 n/a
  • Total Put/Call 1.04 +56.72%
  • OEX Put/Call 7.46 +969.67%
  • ISE Sentiment 105.0 +43.84%
  • NYSE Arms .86 -8.57%
  • Volatility(VIX) 15.14 +7.41%
  • S&P 500 Implied Correlation 56.58 -1.05%
  • G7 Currency Volatility (VXY) 11.18 +9.07%
  • Emerging Markets Currency Volatility (EM-VXY) 11.74 +1.65%
  • Smart Money Flow Index 18,984.48 +.92%
  • ICI Money Mkt Mutual Fund Assets $2.752 Trillion -.53%
  • ICI US Equity Weekly Net New Cash Flow -$1.528 Billion
  • AAII % Bulls 33.8 +12.8%
  • AAII % Bears 23.7 -11.7%
Futures Spot Prices
  • CRB Index 172.18 -3.08%
  • Crude Oil 39.61 -1.81%
  • Reformulated Gasoline 146.85 +2.15%
  • Natural Gas 1.81 -6.56%
  • Heating Oil 119.90 -4.01%
  • Gold 1,219.10 -3.0%
  • Bloomberg Base Metals Index 142.50 -1.6%
  • Copper 223.70 -2.34%
  • US No. 1 Heavy Melt Scrap Steel 170.67 USD/Ton unch.
  • China Iron Ore Spot 56.37 USD/Ton -1.97%
  • Lumber 299.0 -1.10%
  • UBS-Bloomberg Agriculture 1,072.04 +.4%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.7% +160.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1753 +5.45%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.02 -.12%
  • Citi US Economic Surprise Index -10.70 -10.5 points
  • Citi Eurozone Economic Surprise Index -32.90 +13.0 points
  • Citi Emerging Markets Economic Surprise Index -16.40 +2.3 points
  • Fed Fund Futures imply 92.0% chance of no change, 8.0% chance of 25 basis point hike on 4/27
  • US Dollar Index 96.14 +1.45%
  • MSCI Emerging Markets Currency Index 1,491.25 unch.
  • Euro/Yen Carry Return Index 131.75 +.02%
  • Yield Curve 103.0 -1.0 basis point
  • 10-Year US Treasury Yield 1.90% +3.0 basis points
  • Federal Reserve's Balance Sheet $4.448 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 20.62 +8.48%
  • Illinois Municipal Debt Credit Default Swap 345.0 -.03%
  • Western Europe Sovereign Debt Credit Default Swap Index 27.15 -1.80%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 58.14 -6.03%
  • Emerging Markets Sovereign Debt CDS Index 151.05 -6.20%
  • Israel Sovereign Debt Credit Default Swap 75.50 -5.78%
  • Iraq Sovereign Debt Credit Default Swap 963.41 -9.39% 
  • Russia Sovereign Debt Credit Default Swap 295.56 +6.38%
  • iBoxx Offshore RMB China Corporates High Yield Index 126.41 +.39%
  • 10-Year TIPS Spread 1.58% -4.0 basis points
  • TED Spread 33.50 -2.5 basis points
  • 2-Year Swap Spread 11.0 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.0 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 83.12 -1.20%
  • America Energy Sector High-Yield Credit Default Swap Index 1,447.0 -23.69%
  • European Financial Sector Credit Default Swap Index 93.85 +15.27%
  • Emerging Markets Credit Default Swap Index 297.50 -2.36%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 170.0 unch.
  • M1 Money Supply $3.083 Trillion n/a
  • Commercial Paper Outstanding 1,089.80 -.70%
  • 4-Week Moving Average of Jobless Claims 259,750 -8,250
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.71% -2.0 basis points
  • Weekly Mortgage Applications 465.20 -3.28%
  • Bloomberg Consumer Comfort 43.6 -.6 point
  • Weekly Retail Sales +.70% +10.0 basis points
  • Nationwide Gas $2.01/gallon +.04/gallon
  • Baltic Dry Index 401.0 +2.30%
  • China (Export) Containerized Freight Index 670.11 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -30.0%
  • Rail Freight Carloads 248,073 +.88%
Best Performing Style
  • Large-Cap Growth -.1%
Worst Performing Style
  • Small-Cap Value -1.8%
Leading Sectors
  • Hospitals 4.5%
  • Biotech +2.7%
  • HMOs +2.5%
  • Drugs +.5%
  • Computer Services +.5%
Lagging Sectors
  • Energy -3.1% 
  • Alt Energy -4.1%
  • Oil Service -5.2%
  • Gold & Silver -5.3%
  • Oil Tankers -7.7%
Weekly High-Volume Stock Gainers (19)
  • RSTI, SRPT, VAL, AKRX, LOXO, VA, STCK, CLC, TGH, IHS, SCVL, CPGX, HOT, MIK, CNC, AFFX, GEF, BXLT and KBAL
Weekly High-Volume Stock Losers (9)
  • HMTV, GMED, KKD, CAMP, NHC, SAGE, GES, JBL and GIII
Weekly Charts
ETFs
Stocks
*5-Day Change

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