Friday, May 27, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,094.27 +2.04%
  • DJIA 17,839.39 +1.97%
  • NASDAQ 4,922.32 +3.24%
  • Russell 2000 1,148.15 +3.18%
  • S&P 500 High Beta 30.43 +3.22%
  • Goldman 50 Most Shorted 101.59 +3.23
  • Wilshire 5000 21,578.23 +2.16%
  • Russell 1000 Growth 1,009.58 +2.19%
  • Russell 1000 Value 1,004.30 +1.88%
  • S&P 500 Consumer Staples 540.53 +1.39%
  • Solactive US Cyclical 133.20 +2.66%
  • Morgan Stanley Technology 1,080.26 +2.70%
  • Transports 7,762.47 +1.22%
  • Utilities 654.23 +.79%
  • Bloomberg European Bank/Financial Services 83.28 +5.6%
  • MSCI Emerging Markets 33.15 +2.79%
  • HFRX Equity Hedge 1,120.96 +.95%
  • HFRX Equity Market Neutral 999.98 -.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 250,754 +1.87%
  • Bloomberg New Highs-Lows Index 42 +287
  • Bloomberg Crude Oil % Bulls 37.50 +181.32%
  • CFTC Oil Net Speculative Position 368,769 +26.31%
  • CFTC Oil Total Open Interest 1,698.980 -1.51%
  • Total Put/Call .88 -12.75%
  • OEX Put/Call 1.56 +89.02%
  • ISE Sentiment 87.0 +10.0%
  • NYSE Arms 1.25 -15.22%
  • Volatility(VIX) 13.50 -10.85%
  • S&P 500 Implied Correlation 52.81 -7.87%
  • G7 Currency Volatility (VXY) 9.80 -9.0%
  • Emerging Markets Currency Volatility (EM-VXY) 10.30 -4.45%
  • Smart Money Flow Index 19,120.56 -.10%
  • ICI Money Mkt Mutual Fund Assets $2.733 Trillion +.52%
  • ICI US Equity Weekly Net New Cash Flow -$2.013 Billion
  • AAII % Bulls 17.8 -8.2%
  • AAII % Bears 29.4 -13.8%
Futures Spot Prices
  • CRB Index 185.98 +1.03%
  • Crude Oil 49.30 +3.33%
  • Reformulated Gasoline 163.29 -.61%
  • Natural Gas 2.17 +6.35%
  • Heating Oil 149.16 +.48%
  • Gold 1,208.80 -3.26%
  • Bloomberg Base Metals Index 141.42 +.72%
  • Copper 211.0 +2.60%
  • US No. 1 Heavy Melt Scrap Steel 246.67 USD/Ton unch.
  • China Iron Ore Spot 51.15 USD/Ton -6.81%
  • Lumber 309.30 +1.60%
  • UBS-Bloomberg Agriculture 1,177.59 +1.66%
Economy
  • Atlanta Fed GDPNow Forecast +2.9% +40.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +6.1% +80.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0533 +8.77%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.49 +.25%
  • Citi US Economic Surprise Index -22.80 +8.0 points
  • Citi Eurozone Economic Surprise Index 5.3 +4.5 points
  • Citi Emerging Markets Economic Surprise Index 0.0 +1.8 points
  • Fed Fund Futures imply 72.0% chance of no change, 30.0% chance of 25 basis point hike on 6/15
  • US Dollar Index 95.65 +.40%
  • MSCI Emerging Markets Currency Index 1,487.75 +.27%
  • Euro/Yen Carry Return Index 128.07 -.88%
  • Yield Curve 94.0 -2.0 basis points
  • 10-Year US Treasury Yield 1.85% +1.0 basis point
  • Federal Reserve's Balance Sheet $4.422 Trillion -.28%
  • U.S. Sovereign Debt Credit Default Swap 22.28 +5.62%
  • Illinois Municipal Debt Credit Default Swap 352.0 -14.1%
  • Western Europe Sovereign Debt Credit Default Swap Index 25.63 -1.83%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 52.53 -2.0%
  • Emerging Markets Sovereign Debt CDS Index 138.77 -1.37%
  • Israel Sovereign Debt Credit Default Swap 75.0 +.68%
  • Iraq Sovereign Debt Credit Default Swap 910.20 -7.42% 
  • Russia Sovereign Debt Credit Default Swap 262.82 -1.80%
  • iBoxx Offshore RMB China Corporate High Yield Index 128.65 +.48%
  • 10-Year TIPS Spread 1.62% +2.0 basis points
  • TED Spread 37.50 +3.5 basis points
  • 2-Year Swap Spread 14.0 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -29.5 -3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 76.65 -8.62%
  • America Energy Sector High-Yield Credit Default Swap Index 886.0 -11.73%
  • European Financial Sector Credit Default Swap Index 88.50 -8.65%
  • Emerging Markets Credit Default Swap Index 298.47 -1.75%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 142.50 unch.
  • M1 Money Supply $3.245 Trillion +.01%
  • Commercial Paper Outstanding 1,079.40 -1.8%
  • 4-Week Moving Average of Jobless Claims 278,500 +2,750
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.64% +6.0 basis points
  • Weekly Mortgage Applications 496.50 +2.27%
  • Bloomberg Consumer Comfort 42.0 -.6 point
  • Weekly Retail Sales +.7% -10.0 basis points
  • Nationwide Gas $2.32/gallon +.05/gallon
  • Baltic Dry Index 601.0 -3.84%
  • China (Export) Containerized Freight Index 665.44 +.73%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -20.0%
  • Rail Freight Carloads 262,293 +1.03%
Best Performing Style
  • Small-Cap Growth +.%
Worst Performing Style
  • Large-Cap Growth -.%
Leading Sectors
  • Computer Hardware +5.7%
  • Gaming +4.7%
  • Semis +4.5%
  • Biotech +4.1%
  • I-Banks +4.1%
Lagging Sectors
  • HMOs unch. 
  • Education -.2%
  • Airlines -.4%
  • Tobacco -1.0%
  • Gold & Silver -5.2%
Weekly High-Volume Stock Gainers (18)
  • NERV, FLXN, CSC, BBSI, OLED, DY, MESG, NDSN, THR, MENT, HPE, LGF, BETR, PDCO, ALG, INTU, SNDX and MPW
Weekly High-Volume Stock Losers (6)
  • SIG, EXPR, ANF, PSTG, BRS and IONS
Weekly Charts
ETFs
Stocks
*5-Day Change

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