Friday, August 05, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,181.17 +.34%
  • DJIA 18,512.70 +.43%
  • NASDAQ 5,219.51 +1.09%
  • Russell 2000 1,231.68 +.97%
  • S&P 500 High Beta 31.57 +1.19%
  • Goldman 50 Most Shorted 118.12 +3.13
  • Wilshire 5000 22,522.50 +.27%
  • Russell 1000 Growth 1,056.26 +.43%
  • Russell 1000 Value 1,041.06 +.18%
  • S&P 500 Consumer Staples 558.31 -.34%
  • Solactive US Cyclical 140.66 +.11%
  • Morgan Stanley Technology 1,158.85 +1.32%
  • Transports 7,863.40 +.13%
  • Utilities 691.04 -2.90%
  • Bloomberg European Bank/Financial Services 71.56 -.27%
  • MSCI Emerging Markets 36.37 +1.24%
  • HFRX Equity Hedge 1,128.66 -.10%
  • HFRX Equity Market Neutral 1,001.39 +.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line 266,059 unch.
  • Bloomberg New Highs-Lows Index 146 -128
  • Bloomberg Crude Oil % Bulls 48.65 +143.25%
  • CFTC Oil Net Speculative Position 273,299 -5.62%
  • CFTC Oil Total Open Interest 1,718,306 +1.97%
  • Total Put/Call .96 -18.33%
  • OEX Put/Call .82 -82.99%
  • ISE Sentiment 155.0 +102.56%
  • NYSE Arms 1.13 +2.97%
  • Volatility(VIX) 11.36 -4.3%
  • S&P 500 Implied Correlation 43.43 -8.34%
  • G7 Currency Volatility (VXY) 9.46 -.73%
  • Emerging Markets Currency Volatility (EM-VXY) 9.48 +.53%
  • Smart Money Flow Index 19,594.59 +.14%
  • ICI Money Mkt Mutual Fund Assets $2.739 Trillion +.89%
  • ICI US Equity Weekly Net New Cash Flow -$8.225 Billion
  • AAII % Bulls 29.8 -4.7%
  • AAII % Bears 26.8 -5.8%
Futures Spot Prices
  • CRB Index 181.42 +.1%
  • Crude Oil 41.60 +.39%
  • Reformulated Gasoline 137.01 +4.46%
  • Natural Gas 2.78 -2.69%
  • Heating Oil 131.19 +2.59%
  • Gold 1,338.90 -.8%
  • Bloomberg Base Metals Index 151.06 -.03%
  • Copper 215.80 -3.39%
  • US No. 1 Heavy Melt Scrap Steel 206.0 USD/Ton unch.
  • China Iron Ore Spot 60.74 USD/Ton +2.31%
  • Lumber 322.40 +1.42%
  • UBS-Bloomberg Agriculture 1,145.30 -.08%
Economy
  • Atlanta Fed GDPNow Forecast +3.8% +200.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +8.2% +20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1088 -6.13%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.62 +.06%
  • Citi US Economic Surprise Index 20.9 +4.6 points
  • Citi Eurozone Economic Surprise Index 28.2 -.1 point
  • Citi Emerging Markets Economic Surprise Index .1 +6.5 points
  • Fed Fund Futures imply 74.0% chance of no change, 26.0% chance of 25 basis point hike on 9/21
  • US Dollar Index 96.15 +.8%
  • MSCI Emerging Markets Currency Index 1,538.34 +.34%
  • Euro/Yen Carry Return Index 117.94 -1.12%
  • Yield Curve 86.0 +6.0 basis points
  • 10-Year US Treasury Yield 1.57% +10.0 basis points
  • Federal Reserve's Balance Sheet $4.427 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 19.12 +3.25%
  • Illinois Municipal Debt Credit Default Swap 356.0 -.04%
  • Western Europe Sovereign Debt Credit Default Swap Index 24.61 -2.72%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 46.04 -2.09%
  • Emerging Markets Sovereign Debt CDS Index 119.35 -3.28%
  • Israel Sovereign Debt Credit Default Swap 77.62 +2.81%
  • Iraq Sovereign Debt Credit Default Swap 882.81 unch.
  • Russia Sovereign Debt Credit Default Swap 222.06 -7.29%
  • iBoxx Offshore RMB China Corporate High Yield Index 131.44 +.08%
  • 10-Year TIPS Spread 1.51% unch.
  • TED Spread 52.0 unch.
  • 2-Year Swap Spread 26.25 +4.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -43.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 71.39 -3.63%
  • America Energy Sector High-Yield Credit Default Swap Index 750.0 -6.37%
  • European Financial Sector Credit Default Swap Index 88.91 -4.88%
  • Emerging Markets Credit Default Swap Index 252.38 -3.02%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
  • M1 Money Supply $3.244 Trillion +.18%
  • Commercial Paper Outstanding 1,022.40 -.4%
  • 4-Week Moving Average of Jobless Claims 260,250 +3,750
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.43% -5.0 basis points
  • Weekly Mortgage Applications 526.80 -3.48%
  • Bloomberg Consumer Comfort 43.0 +.1 point
  • Weekly Retail Sales +.5% -10.0 basis points
  • Nationwide Gas $2.12/gallon -.02/gallon
  • Baltic Dry Index 636.0 -3.04%
  • China (Export) Containerized Freight Index 702.25 -.34%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50-10.0%
  • Rail Freight Carloads 262,561 -1.41%
Best Performing Style
  • Small-Cap Growth +.%
Worst Performing Style
  • Large-Cap Value -.%
Leading Sectors
  • Defense +3.2%
  • Biotech +3.1%
  • Banks +2.7%
  • Networking +2.2%
  • I-Banks +2.0%
Lagging Sectors
  • REITs -1.8% 
  • Utilities -2.4%
  • Oil Tankers -2.5%
  • Computer Hardware -2.8%
  • Hospitals -4.1%
Weekly High-Volume Stock Gainers (38)
  • ADXS, ETSY, ININ, IONS, YRCW, NSM, BGFV, TREX, CARB, MNK, HAE, IDXX, BCOV, XTLY, NLS, AVD, FIT, HRTX, PRAH, VECO, FICO, VCRA, RDUS, CSII, BEAT, CGNX, GPX, TDC, NPO, PAYC, HWAY, BIO, RCII, NYRT, TTMI, GDDY, FDP and HLS
Weekly High-Volume Stock Losers (43)
  • KAR, KR, BFAM, GPN, MCY, RSO, VSI, GNRC, MCRN, VNTV, SABR, TIS, FSLR, VMC, ANGO, HIG, TCBK, KFRC, LPNT, AMSF, COLM, TXRH, G, CALD, THC, OFIX, CNO, ENSG, CCRN, CCOI, ELGX, CSU, NSP, QRVO, IDTI, AAWW, SRCL, MGPI, KATE, MDCA, ITGR, CRAY and CHEF
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*5-Day Change

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