Friday, June 10, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,092.81 -.37%
  • DJIA 17,831.60 +.13%
  • NASDAQ 4,886.25 -1.12%
  • Russell 2000 1,163.84 -.12%
  • S&P 500 High Beta 30.51 -1.64%
  • Goldman 50 Most Shorted 102.35 -1.30
  • Wilshire 5000 21,584.30 -.37%
  • Russell 1000 Growth 1,007.62 -.6%
  • Russell 1000 Value 1,004.24 -.23%
  • S&P 500 Consumer Staples 551.29 +.75%
  • Solactive US Cyclical 134.11 -.03%
  • Morgan Stanley Technology 1,076.19 -.83%
  • Transports 7,750.26 +.21%
  • Utilities 678.24 +1.0%
  • Bloomberg European Bank/Financial Services 75.55 -4.54%
  • MSCI Emerging Markets 33.86 +.51%
  • HFRX Equity Hedge 1,132.34 +.60%
  • HFRX Equity Market Neutral 997.85 -.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line 256,449 +1.0%
  • Bloomberg New Highs-Lows Index 282 +199
  • Bloomberg Crude Oil % Bulls 32.4 +386.2%
  • CFTC Oil Net Speculative Position 347,002 -.33%
  • CFTC Oil Total Open Interest 1,709,540 +3.14%
  • Total Put/Call 1.09 +22.7%
  • OEX Put/Call 3.45 +488.71%
  • ISE Sentiment 79.0 -3.70%
  • NYSE Arms 1.73 +38.46%
  • Volatility(VIX) 17.07 +26.28%
  • S&P 500 Implied Correlation 57.81 +9.7%
  • G7 Currency Volatility (VXY) 11.51 +11.75%
  • Emerging Markets Currency Volatility (EM-VXY) 10.53 +4.15%
  • Smart Money Flow Index 19,361.08 +.34%
  • ICI Money Mkt Mutual Fund Assets $2.725 Trillion -.29%
  • ICI US Equity Weekly Net New Cash Flow -$6.139 Billion
  • AAII % Bulls 27.8 -7.8%
  • AAII % Bears 27.8 -4.2%
Futures Spot Prices
  • CRB Index 192.86 +2.2%
  • Crude Oil 49.06 +.02%
  • Reformulated Gasoline 155.80 -3.79%
  • Natural Gas 2.56 +6.54%
  • Heating Oil 151.57 +1.45%
  • Gold 1,278.9 +2.51%
  • Bloomberg Base Metals Index 141.92 +.01%
  • Copper 202.75 -4.46%
  • US No. 1 Heavy Melt Scrap Steel 246.67 USD/Ton unch.
  • China Iron Ore Spot 52.56 USD/Ton +4.95%
  • Lumber 307.0 +1.22%
  • UBS-Bloomberg Agriculture 1,261.04 +4.0%
Economy
  • Atlanta Fed GDPNow Forecast +2.5% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +6.5% +60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1945 +7.86%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.19 +.34%
  • Citi US Economic Surprise Index -23.0 +2.4 points
  • Citi Eurozone Economic Surprise Index -2.50 -4.3 points
  • Citi Emerging Markets Economic Surprise Index 5.60 unch.
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of 25 basis point hike on 6/15
  • US Dollar Index 94.58 +.76%
  • MSCI Emerging Markets Currency Index 1,513.62 +1.66%
  • Euro/Yen Carry Return Index 125.42 -.87%
  • Yield Curve 90.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.64% -6.0 basis points
  • Federal Reserve's Balance Sheet $4.424 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 21.12 +1.98%
  • Illinois Municipal Debt Credit Default Swap 344.0 -1.26%
  • Western Europe Sovereign Debt Credit Default Swap Index 27.32 +4.71%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 52.67 -.12%
  • Emerging Markets Sovereign Debt CDS Index 126.87 -5.75%
  • Israel Sovereign Debt Credit Default Swap 73.14 -1.12%
  • Iraq Sovereign Debt Credit Default Swap 909.75 -.01% 
  • Russia Sovereign Debt Credit Default Swap 247.16 -.31%
  • iBoxx Offshore RMB China Corporate High Yield Index 129.37 +.50%
  • 10-Year TIPS Spread 1.56% +1.0 basis point
  • TED Spread 40.5 -.25 basis point
  • 2-Year Swap Spread 14.0 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.25 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 78.07 -.35%
  • America Energy Sector High-Yield Credit Default Swap Index 732.0 -17.5%
  • European Financial Sector Credit Default Swap Index 99.66 +4.2%
  • Emerging Markets Credit Default Swap Index 289.15 -.84%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 142.50 unch.
  • M1 Money Supply $3.219 Trillion -1.2%
  • Commercial Paper Outstanding 1,052.20 -1.3%
  • 4-Week Moving Average of Jobless Claims 269,000 -7,250
  • Continuing Claims Unemployment Rate 1.5% -10.0 basis points
  • Average 30-Year Mortgage Rate 3.60% -6.0 basis points
  • Weekly Mortgage Applications 520.40 +9.3%
  • Bloomberg Consumer Comfort 43.5 +.3 point
  • Weekly Retail Sales +.6% -10.0 basis points
  • Nationwide Gas $2.34/gallon +.02/gallon
  • Baltic Dry Index 611.0 +.16%
  • China (Export) Containerized Freight Index 658.43 -1.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 231,088 -13.46%
Best Performing Style
  • Small-Cap Value +.7%
Worst Performing Style
  • Mid-Cap Growth -.3%
Leading Sectors
  • Oil Service +7.2%
  • Airlines +4.3%
  • Hospitals +1.7%
  • Homebuilders +1.5%
  • Energy +1.5%
Lagging Sectors
  • Banks -2.3% 
  • Oil Tankers -3.0%
  • I-Banks -3.2%
  • Biotech -4.7%
  • Coal -12.4%
Weekly High-Volume Stock Gainers (13)
  • LDRH, AMBA, KMG, AGX, CVGW, PLAY, TLN, AHP, UNFI, EVHC, SJM, AVAV and FOXF
Weekly High-Volume Stock Losers (12)
  • TREC, TMH, MIK, SWHC, MTSC, RGR, CMTL, ADPT, BIIB, TLRD, RH and PAY
Weekly Charts
ETFs
Stocks
*5-Day Change

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