Friday, June 24, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,051.42 -.94%
  • DJIA 17,493.30 -1.02%
  • NASDAQ 4,725.44 -1.53%
  • Russell 2000 1,130.20 -1.25%
  • S&P 500 High Beta 29.05 -1.92%
  • Goldman 50 Most Shorted 99.98 -1.49% 
  • Wilshire 5000 21,113.20 -1.10%
  • Russell 1000 Growth 983.57 -1.13%
  • Russell 1000 Value 988.27 -.8%
  • S&P 500 Consumer Staples 547.94 +.09%
  • Solactive US Cyclical 129.85 -2.18%
  • Morgan Stanley Technology 1,047.28 -2.3%
  • Transports 7,343.30 -2.97%
  • Utilities 688.50 +.48%
  • Bloomberg European Bank/Financial Services 69.82 -6.25%
  • MSCI Emerging Markets 33.03 -.35%
  • HFRX Equity Hedge 1,111.45 +.13%
  • HFRX Equity Market Neutral 993.30 -.26%
Sentiment/Internals
  • NYSE Cumulative A/D Line 256,750 +1.68%
  • Bloomberg New Highs-Lows Index 184 +336
  • Bloomberg Crude Oil % Bulls 46.0 +102.2%
  • CFTC Oil Net Speculative Position 312,585 -3.87%
  • CFTC Oil Total Open Interest 1,774,350 +1.49%
  • Total Put/Call 1.21 +13.1%
  • OEX Put/Call .70 -69.57%
  • ISE Sentiment 44.0 -63.56%
  • NYSE Arms 1.57 +76.28%
  • Volatility(VIX) 23.29 +23.75%
  • S&P 500 Implied Correlation 62.56 +10.28%
  • G7 Currency Volatility (VXY) 12.61 +9.65%
  • Emerging Markets Currency Volatility (EM-VXY) 11.21 +3.89%
  • Smart Money Flow Index 19,259.38 -.66%
  • ICI Money Mkt Mutual Fund Assets $2.703 Trillion -.13%
  • ICI US Equity Weekly Net New Cash Flow -$4.284 Billion
  • AAII % Bulls 22.0 -13.3%
  • AAII % Bears 35.2 -6.1%
Futures Spot Prices
  • CRB Index 188.96 -1.85%
  • Crude Oil 47.93 -.87%
  • Reformulated Gasoline 152.31 +.62%
  • Natural Gas 2.67 +.75%
  • Heating Oil 146.67 -1.53%
  • Gold 1,322.20 +1.39%
  • Bloomberg Base Metals Index 143.47 +1.15%
  • Copper 211.50 +2.78%
  • US No. 1 Heavy Melt Scrap Steel 218.0 USD/Ton -5.0%
  • China Iron Ore Spot 50.61 USD/Ton -2.47%
  • Lumber 295.40 -.77%
  • UBS-Bloomberg Agriculture 1,187.34 -5.88%
Economy
  • Atlanta Fed GDPNow Forecast +2.6% -20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +7.1% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.2767 +9.95%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.47 +.05%
  • Citi US Economic Surprise Index -23.80 -3.9 points
  • Citi Eurozone Economic Surprise Index 3.80 +9.6 points
  • Citi Emerging Markets Economic Surprise Index -5.90 -3.1 points
  • Fed Fund Futures imply 90.0% chance of no change, 0.0% chance of 25 basis point hike on 7/27
  • US Dollar Index 95.17 +1.13%
  • MSCI Emerging Markets Currency Index 1,519.19 +1.29%
  • Euro/Yen Carry Return Index 119.31 -2.92%
  • Yield Curve 94.0 +2.0 basis points
  • 10-Year US Treasury Yield 1.57% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.442 Trillion +.21%
  • U.S. Sovereign Debt Credit Default Swap 23.13 +9.72%
  • Illinois Municipal Debt Credit Default Swap 348.0 -.07%
  • Western Europe Sovereign Debt Credit Default Swap Index 36.69 +23.74%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 54.31 +1.08%
  • Emerging Markets Sovereign Debt CDS Index 135.60 +1.04%
  • Israel Sovereign Debt Credit Default Swap 75.50 -2.97%
  • Iraq Sovereign Debt Credit Default Swap 909.50 -.02% 
  • Russia Sovereign Debt Credit Default Swap 254.26 -3.6%
  • iBoxx Offshore RMB China Corporate High Yield Index 129.91 +.30%
  • 10-Year TIPS Spread 1.45% -1.0 basis point
  • TED Spread 37.75 -2.5 basis points
  • 2-Year Swap Spread 13.75 +.2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -43.25 -6.5 basis points
  • N. America Investment Grade Credit Default Swap Index 86.22 +4.5%
  • America Energy Sector High-Yield Credit Default Swap Index 744.0 -8.14%
  • European Financial Sector Credit Default Swap Index 125.70 +12.65%
  • Emerging Markets Credit Default Swap Index 301.67 +.12%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 142.50 unch.
  • M1 Money Supply $3.248 Trillion +1.43%
  • Commercial Paper Outstanding 1,039.0 -.4%
  • 4-Week Moving Average of Jobless Claims 267,000 -2,250
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.56% +2.0 basis points
  • Weekly Mortgage Applications 522.20 +2.86%
  • Bloomberg Consumer Comfort 44.2 +2.1 points
  • Weekly Retail Sales +.7% +10.0 basis points
  • Nationwide Gas $2.32/gallon -.03/gallon
  • Baltic Dry Index 596.0 +1.53%
  • China (Export) Containerized Freight Index 651.59 -1.07%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 265,348 -.03%
Best Performing Style
  • Mid-Cap Value -1.0%
Worst Performing Style
  • Small-Cap Growth -1.5%
Leading Sectors
  • Gold & Silver +4.0%
  • Hospitals +1.7%
  • Tobacco +1.2%
  • Telecom +.6%
  • Medical Equipment +.3%
Lagging Sectors
  • Road & Rail -2.7% 
  • Alt Energy -2.8%
  • Banks -2.9%
  • I-Banks -3.6%
  • Gaming -6.8%
Weekly High-Volume Stock Gainers (19)
  • RDEN, SITE, LL, ASEI, GIMO, MEI, ALRM, WGO, CSAL, TTS, PLOW, LZB, OSIS, OB, ATRA, CTT, CHDN, STRP and BXS
Weekly High-Volume Stock Losers (10)
  • IPXL, SYNA, WERN, SCS, TSLA, GBT, CMTL, PRTK, CVTI and EBS
Weekly Charts
ETFs
Stocks
*5-Day Change

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