Friday, May 06, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,056.44 -.42%
  • DJIA 17,709.80 -.30%
  • NASDAQ 4,725.29 -.99%
  • Russell 2000 1,112.01 -1.65%
  • S&P 500 High Beta 29.36 -4.27%
  • Goldman 50 Most Shorted 100.23 -4.71
  • Wilshire 5000 21,132.90 -.70%
  • Russell 1000 Growth 991.32 -.14%
  • Russell 1000 Value 982.82 -.92%
  • S&P 500 Consumer Staples 544.32 +1.61%
  • Solactive US Cyclical 129.81 -2.0%
  • Morgan Stanley Technology 1,018.85 -1.76%
  • Transports 7,726.96 -1.78%
  • Utilities 658.85 +.61%
  • Bloomberg European Bank/Financial Services 76.56 -6.66%
  • MSCI Emerging Markets 33.0 -4.07%
  • HFRX Equity Hedge 1,110.75 -1.46%
  • HFRX Equity Market Neutral 999.01 +.87%
Sentiment/Internals
  • NYSE Cumulative A/D Line 247,330 -.79%
  • Bloomberg New Highs-Lows Index -28 -189
  • Bloomberg Crude Oil % Bulls 25.0 -12.5%
  • CFTC Oil Net Speculative Position 334,265 +.03%
  • CFTC Oil Total Open Interest 1,714,689 +.03%
  • Total Put/Call 1.19 +2.59%
  • OEX Put/Call .89 -5.97%
  • ISE Sentiment 81.0 +23.3%
  • NYSE Arms .8 -24.32%
  • Volatility(VIX) 14.93 -4.39%
  • S&P 500 Implied Correlation 54.88 -2.94%
  • G7 Currency Volatility (VXY) 11.24 +2.37%
  • Emerging Markets Currency Volatility (EM-VXY) 11.01 +6.58%
  • Smart Money Flow Index 19,241.74 +.56%
  • ICI Money Mkt Mutual Fund Assets $2.711 Trillion +.06%
  • ICI US Equity Weekly Net New Cash Flow -$5.485 Billion
  • AAII % Bulls 22.3 -18.4%
  • AAII % Bears 30.3 +6.1%
Futures Spot Prices
  • CRB Index 179.91 -2.55%
  • Crude Oil 44.63 -3.13%
  • Reformulated Gasoline 149.99 -6.61%
  • Natural Gas 2.09 -2.10%
  • Heating Oil 133.82 -3.73%
  • Gold 1,290.30 -.38%
  • Bloomberg Base Metals Index 144.86 -4.17%
  • Copper 215.25 -5.45%
  • US No. 1 Heavy Melt Scrap Steel 218.33 USD/Ton unch.
  • China Iron Ore Spot 58.29 USD/Ton -12.0%
  • Lumber 306.20 +3.9%
  • UBS-Bloomberg Agriculture 1,117.94 -.51%
Economy
  • Atlanta Fed GDPNow Forecast +1.7% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.4% +90.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3237 +4.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.45 +.28%
  • Citi US Economic Surprise Index -36.70 -5.5 points
  • Citi Eurozone Economic Surprise Index -11.0 +2.0 points
  • Citi Emerging Markets Economic Surprise Index 9.8 -6.9 point
  • Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 6/15
  • US Dollar Index 93.84 +.94%
  • MSCI Emerging Markets Currency Index 1,506.72 -1.35%
  • Euro/Yen Carry Return Index 127.74 +.28%
  • Yield Curve 104.0 -1.0 basis point
  • 10-Year US Treasury Yield 1.78% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.438 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 21.68 +.79%
  • Illinois Municipal Debt Credit Default Swap 339.0 +2.92%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.19 +4.85%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 55.23 +1.69%
  • Emerging Markets Sovereign Debt CDS Index 135.74 +6.72%
  • Israel Sovereign Debt Credit Default Swap 70.5 +2.98%
  • Iraq Sovereign Debt Credit Default Swap 983.24 -.01
  • Russia Sovereign Debt Credit Default Swap 258.22 +5.02%
  • iBoxx Offshore RMB China Corporate High Yield Index 127.06 +.08%
  • 10-Year TIPS Spread 1.62% -9.0 basis points
  • TED Spread 44.5 +2.0 basis points
  • 2-Year Swap Spread 14.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.0 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 84.89 +8.57%
  • America Energy Sector High-Yield Credit Default Swap Index 997.0 -1.67%
  • European Financial Sector Credit Default Swap Index 99.82 +12.2%
  • Emerging Markets Credit Default Swap Index 290.60 +2.63%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.0 -10.0 basis points
  • M1 Money Supply $3.188 Trillion +1.35%
  • Commercial Paper Outstanding 1,120.30 +1.0%
  • 4-Week Moving Average of Jobless Claims 258,000 +2,000
  • Continuing Claims Unemployment Rate 1.5% -10 basis points
  • Average 30-Year Mortgage Rate 3.61% -5.0 basis points
  • Weekly Mortgage Applications 488.40 -3.36%
  • Bloomberg Consumer Comfort 42.0 -1.4 points
  • Weekly Retail Sales +.80% unch.
  • Nationwide Gas $2.20/gallon +.08/gallon
  • Baltic Dry Index 642.0 -9.58%
  • China (Export) Containerized Freight Index 643.60 +1.78%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +15.38%
  • Rail Freight Carloads 258,441 -1.11%
Best Performing Style
  • Large-Cap Growth -.2%
Worst Performing Style
  • Small-Cap Growth -2.3%
Leading Sectors
  • REITs +4.2%
  • Gaming +2.0%
  • Restaurants +1.5%
  • Foods +1.5%
  • Computer Services +1.1%
Lagging Sectors
  • Biotech -4.3% 
  • Alt Energy -5.6%
  • Disk Drives -4.7%
  • Oil Service -5.9%
  • Steel -6.7%
Weekly High-Volume Stock Gainers (32)
  • OPWR, RYAM, BGS, GKOS, NSP, QUAD, TPC, AAWW, NTRI, CENT, CEVA, NCBS, KRA, MTCH, CIR, HMSY, Z, CGNX, ZG, PKY, PLT, PGND, SRDX, ROG, ADC, FIS, POR, SAFT, PZZA, MB, IILG and ICE
Weekly High-Volume Stock Losers (46)
  • UNVR, ONB, ARW, OPB, PCLN, PRAH, HYH, GRUB, SERV, HSNI, SEAS, BNK, Q, NSR, GMED, SFM, MCRN, HRC, CTL, IMS, PODD, CHDN, HW, OZRK, ROVI, RLGY, PBI, ELLI, CPSI, HAE, NSIT, MBUU, HTWR, EPAY, NPO, TCAP, CFX, SRCL, CRAY, RUBI, MDCA, MTRX, AMAG, MOH, KTWO and PKOH
Weekly Charts
ETFs
Stocks
*5-Day Change

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