Friday, April 29, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,059.83 -1.52%
  • DJIA 17,770.3 -1.34%
  • NASDAQ 4,772.86 -2.77%
  • Russell 2000 1,129.11 -1.53%
  • S&P 500 High Beta 30.57 -1.89%
  • Goldman 50 Most Shorted 105.21 -2.24
  • Wilshire 5000 21,266.90 -1.33%
  • Russell 1000 Growth 990.83 -1.95%
  • Russell 1000 Value 989.87 -1.02%
  • S&P 500 Consumer Staples 534.64 +.57%
  • Solactive US Cyclical 132.33 -1.86%
  • Morgan Stanley Technology 1,035.78 -2.28%
  • Transports 7,864.38 -2.75%
  • Utilities 651.54 +1.97%
  • Bloomberg European Bank/Financial Services 81.94 -2.62%
  • MSCI Emerging Markets 34.39 -.68%
  • HFRX Equity Hedge 1,127.19 -.03%
  • HFRX Equity Market Neutral 990.40 -.33%
Sentiment/Internals
  • NYSE Cumulative A/D Line 249,302 +.87%
  • Bloomberg New Highs-Lows Index 161.0 +63
  • Bloomberg Crude Oil % Bulls 28.57 -32.15%
  • CFTC Oil Net Speculative Position 334,175 +15.57%
  • CFTC Oil Total Open Interest 1,714,186 -4.95%
  • Total Put/Call 1.17 +18.19%
  • OEX Put/Call .73 -63.5%
  • ISE Sentiment 59.0 -43.56%
  • NYSE Arms 1.0 +11.82%
  • Volatility(VIX) 16.57 +28.29%
  • S&P 500 Implied Correlation 57.36 +6.62%
  • G7 Currency Volatility (VXY) 10.98 -2.14%
  • Emerging Markets Currency Volatility (EM-VXY) 10.37 -2.72%
  • Smart Money Flow Index 19,134.63 -.39%
  • ICI Money Mkt Mutual Fund Assets $2.709 Trillion +.38%
  • ICI US Equity Weekly Net New Cash Flow -$3.245 Billion
  • AAII % Bulls 27.4 -18.1%
  • AAII % Bears 28.6 +19.6%
Futures Spot Prices
  • CRB Index 184.61 +2.76%
  • Crude Oil 46.06 +5.1%
  • Reformulated Gasoline 158.48 +3.24%
  • Natural Gas 2.16 +1.17%
  • Heating Oil 137.79 +5.09%
  • Gold 1,294.40 +4.79%
  • Bloomberg Base Metals Index 151.16 +1.41%
  • Copper 227.50 +.44%
  • US No. 1 Heavy Melt Scrap Steel 218.33 USD/Ton unch.
  • China Iron Ore Spot 66.24 USD/Ton -.14%
  • Lumber 294.70 +4.76%
  • UBS-Bloomberg Agriculture 1,132.94 +3.03%
Economy
  • Atlanta Fed GDPNow Forecast +1.8% +140.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +4.5% +100.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3653 +5.46%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.10 -.19%
  • Citi US Economic Surprise Index -31.20 -6.1 points
  • Citi Eurozone Economic Surprise Index -13.0 +4.2 points
  • Citi Emerging Markets Economic Surprise Index 16.7 +.7 point
  • Fed Fund Futures imply 88.0% chance of no change, 12.0% chance of 25 basis point hike on 6/15
  • US Dollar Index 93.09 -2.13%
  • MSCI Emerging Markets Currency Index 1,524.87 +.69%
  • Euro/Yen Carry Return Index 127.69 -2.58%
  • Yield Curve 105.0-2.0 basis points
  • 10-Year US Treasury Yield 1.82% -7.0 basis points
  • Federal Reserve's Balance Sheet $4.435 Trillion -.35%
  • U.S. Sovereign Debt Credit Default Swap 21.51 +3.91%
  • Illinois Municipal Debt Credit Default Swap 330.0 -2.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 24.97 -5.50%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 54.31 -3.22%
  • Emerging Markets Sovereign Debt CDS Index 127.19 -2.77%
  • Israel Sovereign Debt Credit Default Swap 68.50 -2.83%
  • Iraq Sovereign Debt Credit Default Swap 983.32 -1.62
  • Russia Sovereign Debt Credit Default Swap 246.22 -.76%
  • iBoxx Offshore RMB China Corporate High Yield Index 126.96 -.12%
  • 10-Year TIPS Spread 1.71% +6.0 basis points
  • TED Spread 42.5 +1.5 basis points
  • 2-Year Swap Spread 14.0 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.50 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 78.19 +5.9%
  • America Energy Sector High-Yield Credit Default Swap Index 1,050.0 +1.17%
  • European Financial Sector Credit Default Swap Index 89.76 +9.68%
  • Emerging Markets Credit Default Swap Index 283.60 +.08%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 -7.5 basis points
  • M1 Money Supply $3.145 Trillion -1.02%
  • Commercial Paper Outstanding 1,109.50 -.1%
  • 4-Week Moving Average of Jobless Claims 256,000 -4,500
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.66% +7.0 basis points
  • Weekly Mortgage Applications 505.40 -4.06%
  • Bloomberg Consumer Comfort 43.4 +.5 point
  • Weekly Retail Sales +.80% unch.
  • Nationwide Gas $2.20/gallon +.08/gallon
  • Baltic Dry Index 710.0 +3.2%
  • China (Export) Containerized Freight Index 632.36 -3.11%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -13.3%
  • Rail Freight Carloads 261,347 +.78%
Best Performing Style
  • Mid-Cap Value -.4%
Worst Performing Style
  • Small-Cap Growth -2.5%
Leading Sectors
  • Gold & Silver +12.8%
  • Tobacco +4.0%
  • Steel +2.6%
  • Defense +1.3%
  • Utilities +1.0%
Lagging Sectors
  • Homebuilders -46% 
  • Gaming -4.8%
  • Computer Hardware -4.9%
  • I-Banks -5.7%
  • Biotech -7.0%
Weekly High-Volume Stock Gainers (25)
  • TPUB, DWA, TXTR, BEAT, STJ, SRPT, OSK, CUDA, NANO, NTGR, FCN, BSX, HLS, TRU, ETH, EXAM, CXP, CYNO, CASH, NYLD/A, TEN, SANM, CRUS, OPB and CHTR
Weekly High-Volume Stock Losers (19)
  • AME, XLNX, FLIR, BWLD, BGG, JBT, HAWK, ABT, BYD, VAC, GLW, SAM, IPGP, DPZ, OSIS, HSII, INFN, PRLB, GNC,
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