Friday, June 03, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,100.80 +.33%
  • DJIA 17,822.0 -.16%
  • NASDAQ 4,950.39 +.78%
  • Russell 2000 1,165.27 +2.0%
  • S&P 500 High Beta 30.51 +.17%
  • Goldman 50 Most Shorted 103.99 +2.13
  • Wilshire 5000 21,687.0 +.62%
  • Russell 1000 Growth 1,013.30 +.59%
  • Russell 1000 Value 1,006.03 +.25%
  • S&P 500 Consumer Staples 547.55 +1.09%
  • Solactive US Cyclical 133.89 +.26%
  • Morgan Stanley Technology 1,083.76 +.4%
  • Transports 7,732.41 -.19%
  • Utilities 674.83 +3.0%
  • Bloomberg European Bank/Financial Services 79.14 -4.97%
  • MSCI Emerging Markets 33.67 +2.09%
  • HFRX Equity Hedge 1,125.60 +.41%
  • HFRX Equity Market Neutral 1,001.40 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 253,867 +1.24%
  • Bloomberg New Highs-Lows Index 83 +41
  • Bloomberg Crude Oil % Bulls 6.7 -82.2%
  • CFTC Oil Net Speculative Position 348,142 -5.6%
  • CFTC Oil Total Open Interest 1,657,419 -2.45%
  • Total Put/Call .86 -3.33%
  • OEX Put/Call .78 -1.12%
  • ISE Sentiment 83.0 -4.4%
  • NYSE Arms 1.14 -10.07%
  • Volatility(VIX) 13.71 +2.01%
  • S&P 500 Implied Correlation 52.76 -.19%
  • G7 Currency Volatility (VXY) 10.30 +5.1%
  • Emerging Markets Currency Volatility (EM-VXY) 10.11 -1.84%
  • Smart Money Flow Index 19,295.94 +.92%
  • ICI Money Mkt Mutual Fund Assets $2.733 Trillion n/a
  • ICI US Equity Weekly Net New Cash Flow -$5.241 Billion
  • AAII % Bulls 30.2 +70.0%
  • AAII % Bears 29.0 -1.2%
Futures Spot Prices
  • CRB Index 188.43 +1.53%
  • Crude Oil 48.48 -1.94%
  • Reformulated Gasoline 160.53 -1.44%
  • Natural Gas 2.40 +24.83%
  • Heating Oil 148.45 -.93%
  • Gold 1,243.70 +1.94%
  • Bloomberg Base Metals Index 141.91 +.35%
  • Copper 211.20 +.52%
  • US No. 1 Heavy Melt Scrap Steel 246.67 USD/Ton unch.
  • China Iron Ore Spot 50.08 USD/Ton -2.09%
  • Lumber 301.90 -2.90%
  • UBS-Bloomberg Agriculture 1,212.48 +3.3%
Economy
  • Atlanta Fed GDPNow Forecast +2.5% -40.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.9% -20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2411 +3.29%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.76 +.22%
  • Citi US Economic Surprise Index -25.40 -2.6 points
  • Citi Eurozone Economic Surprise Index 1.80 -3.5 points
  • Citi Emerging Markets Economic Surprise Index 7.40 +7.4 points
  • Fed Fund Futures imply 96.0% chance of no change, 4.0% chance of 25 basis point hike on 6/15
  • US Dollar Index 94.03 -1.65%
  • MSCI Emerging Markets Currency Index 1,482.98 -.26%
  • Euro/Yen Carry Return Index 126.32 -1.39%
  • Yield Curve 93.0 -1.0 basis point
  • 10-Year US Treasury Yield 1.70% -15.0 basis points
  • Federal Reserve's Balance Sheet $4.422 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 20.67 -6.5%
  • Illinois Municipal Debt Credit Default Swap 349.0 -.92%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.10 +1.99%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 52.77 +.76%
  • Emerging Markets Sovereign Debt CDS Index 134.61 -2.8%
  • Israel Sovereign Debt Credit Default Swap 74.50 unch.
  • Iraq Sovereign Debt Credit Default Swap 909.89 -.04% 
  • Russia Sovereign Debt Credit Default Swap 250.31 -4.3%
  • iBoxx Offshore RMB China Corporate High Yield Index 128.72 +.05%
  • 10-Year TIPS Spread 1.55% -7.0 basis points
  • TED Spread 40.75 +3.25 basis points
  • 2-Year Swap Spread 15.0 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -27.75 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 77.70 +1.66%
  • America Energy Sector High-Yield Credit Default Swap Index 881.0 -1.20%
  • European Financial Sector Credit Default Swap Index 95.96 +8.43%
  • Emerging Markets Credit Default Swap Index 291.93 -2.15%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 142.50 unch.
  • M1 Money Supply $3.257 Trillion +.40%
  • Commercial Paper Outstanding 1,066.30 -1.2%
  • 4-Week Moving Average of Jobless Claims 276,750 -1,750
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.66% +2.0 basis points
  • Weekly Mortgage Applications 476.10 -4.11%
  • Bloomberg Consumer Comfort 43.2 +1.2 point
  • Weekly Retail Sales +.7% unch.
  • Nationwide Gas $2.34/gallon +.02/gallon
  • Baltic Dry Index 606.0 +.83%
  • China (Export) Containerized Freight Index 658.43 -1.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +16.7%
  • Rail Freight Carloads 267,036 +1.65%
Best Performing Style
  • Small-Cap Value +1.1%
Worst Performing Style
  • Large-Cap Value +.2%
Leading Sectors
  • Gold & Silver +6.4%
  • Gaming +3.6%
  • Steel +3.6%
  • Biotech +3.1%
  • HMOs +2.8%
Lagging Sectors
  • Restaurants -.8% 
  • Education -1.0%
  • Energy -1.3%
  • Banks -1.5%
  • Oil Service -1.7%
Weekly High-Volume Stock Gainers (28)
  • CPXX, DWRE, SQI, RLYP, ELRC, XBIT, ICPT, MKTO, NERV, MCFT, CST, BIG, VEEV, CAL, TISI, FEIC, CBRL, IONS, BRS, SPTN, LGF, VIA, HELE, WR, CSRA, GWRE, BBSI, and RP
Weekly High-Volume Stock Losers (12)
  • PANW, FGL, MED, MOV, PSTG, BOX, SAFM, ANF, GXP, TEX, AMWD and PDVW
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: