Friday, April 08, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,042.39 -1.47%
  • DJIA 17,457.90 -1.33%
  • NASDAQ 4,842.86 -1.42%
  • Russell 2000 1,094.07 -2.10%
  • S&P 500 High Beta 28.37 -.91%
  • Goldman 50 Most Shorted 98.67 +.29
  • Wilshire 5000 21,004.30 -1.37%
  • Russell 1000 Growth 998.21 -1.35%
  • Russell 1000 Value 962.74 -1.55%
  • S&P 500 Consumer Staples 546.54 -.69%
  • Solactive US Cyclical 128.48 -1.73%
  • Morgan Stanley Technology 1,044.70 -2.02%
  • Transports 7,728.15 -2.07%
  • Utilities 659.45 -1.75%
  • Bloomberg European Bank/Financial Services 74.26 -3.48%
  • MSCI Emerging Markets 33.44 -1.39%
  • HFRX Equity Hedge 1,113.14 -.65%
  • HFRX Equity Market Neutral 1,016.83 +.36%
Sentiment/Internals
  • NYSE Cumulative A/D Line 236,272 -1.22%
  • Bloomberg New Highs-Lows Index -79 -134
  • Bloomberg Crude Oil % Bulls 28.57 +28.58%
  • CFTC Oil Net Speculative Position 305,511 n/a
  • CFTC Oil Total Open Interest 1,734,511 n/a
  • Total Put/Call .98 -1.06%
  • OEX Put/Call .48 -73.64%
  • ISE Sentiment 81.0 -19.0%
  • NYSE Arms .94 +19.75%
  • Volatility(VIX) 15.79 +19.46%
  • S&P 500 Implied Correlation 58.52 +9.95%
  • G7 Currency Volatility (VXY) 11.89 +9.28%
  • Emerging Markets Currency Volatility (EM-VXY) 11.81 +1.55%
  • Smart Money Flow Index 19,466.27 +1.73%
  • ICI Money Mkt Mutual Fund Assets $2.739 Trillion -.97%
  • ICI US Equity Weekly Net New Cash Flow -$3.731 Billion
  • AAII % Bulls 32.2 +18.4%
  • AAII % Bears 21.5 -16.7%
Futures Spot Prices
  • CRB Index 171.04 +1.79%
  • Crude Oil 39.54 +7.99%
  • Reformulated Gasoline 145.91 +3.76%
  • Natural Gas 1.99 +1.84%
  • Heating Oil 119.35 +5.2%
  • Gold 1,242.50 +1.5%
  • Bloomberg Base Metals Index 138.08 -3.28%
  • Copper 208.65 -3.83%
  • US No. 1 Heavy Melt Scrap Steel 170.67 USD/Ton unch.
  • China Iron Ore Spot 54.57 USD/Ton -.42%
  • Lumber 290.50 -4.06%
  • UBS-Bloomberg Agriculture 1,054.44 -.75%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +1.6% +90.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0460 +19.15%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.22 +.17%
  • Citi US Economic Surprise Index -6.0 -1.6 points
  • Citi Eurozone Economic Surprise Index -29.50 -7.5 points
  • Citi Emerging Markets Economic Surprise Index 6.0 +6.6 points
  • Fed Fund Futures imply 96.0% chance of no change, 0.0% chance of 25 basis point hike on 4/27
  • US Dollar Index 94.22 -.41%
  • MSCI Emerging Markets Currency Index 1,498.14 -.66%
  • Euro/Yen Carry Return Index 128.98 -2.97%
  • Yield Curve 102.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.72% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.444 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 20.95 -.17%
  • Illinois Municipal Debt Credit Default Swap 345.0 +.37%
  • Western Europe Sovereign Debt Credit Default Swap Index 27.48 +5.7%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 59.24 +.3%
  • Emerging Markets Sovereign Debt CDS Index 151.04 +1.79%
  • Israel Sovereign Debt Credit Default Swap 75.43 -.46%
  • Iraq Sovereign Debt Credit Default Swap 999.63 -.02
  • Russia Sovereign Debt Credit Default Swap 294.26 -1.89%
  • iBoxx Offshore RMB China Corporates High Yield Index 127.09 +.21%
  • 10-Year TIPS Spread 1.60% -4.0 basis points
  • TED Spread 40.25 -.25 basis point
  • 2-Year Swap Spread 14.0 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -21.50 +2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 81.0 +3.56%
  • America Energy Sector High-Yield Credit Default Swap Index 1,481.0 +5.75%
  • European Financial Sector Credit Default Swap Index 101.21 +11.5%
  • Emerging Markets Credit Default Swap Index 307.26 +6.26%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps unch.
  • M1 Money Supply $3.172 Trillion -.19%
  • Commercial Paper Outstanding 1,101.80 +.1%
  • 4-Week Moving Average of Jobless Claims 266,750 +3,500
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.59% -12.0 basis points
  • Weekly Mortgage Applications 472.80 +2.67%
  • Bloomberg Consumer Comfort 42.6 -.2 point
  • Weekly Retail Sales +.80% -10.0 basis points
  • Nationwide Gas $2.04/gallon -.02/gallon
  • Baltic Dry Index 517.0 +14.88%
  • China (Export) Containerized Freight Index 640.27 -.90%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -26.09%
  • Rail Freight Carloads 253,841 +6.69%
Best Performing Style
  • Large-Cap Growth -1.3%
Worst Performing Style
  • Small-Cap Value -2.5%
Leading Sectors
  • Coal +10.0%
  • Gold & Silver +6.1%
  • Biotech +3.0%
  • Drugs +2.0%
  • Energy +1.8%
Lagging Sectors
  • HMOs -3.1% 
  • Insurance -3.2%
  • Banks -3.7%
  • Retail -5.1%
  • I-Banks -6.3%
Weekly High-Volume Stock Gainers (11)
  • RLYP, VA, RKUS, CSII, EW, TLN, TSLA, SCLN, TTOO, PFE and NVTA
Weekly High-Volume Stock Losers (9)
  • PHM, AFSI, WWE, AGN, MYCC, CREE, MTSC, ROVI and BABY
Weekly Charts
ETFs
Stocks
*5-Day Change

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