Friday, September 30, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,172.91 +.38%
  • DJIA 18,346.80 +.47%
  • NASDAQ 5,323.61 +.32%
  • Russell 2000 1,254.79 -.13%
  • S&P 500 High Beta 32.96 +2.39%
  • Goldman 50 Most Shorted 120.30 unch. 
  • Wilshire 5000 22,525.30 +.35%
  • Russell 1000 Growth 1,049.56 +.15%
  • Russell 1000 Value 1,042.74 +.59%
  • S&P 500 Consumer Staples 547.80 unch.
  • Solactive US Cyclical 136.30 n/a
  • Morgan Stanley Technology 1,206.05 +1.41%
  • Transports 8,096.52 +2.04%
  • Utilities 669.88 -3.83%
  • Bloomberg European Bank/Financial Services 75.54 -.97%
  • MSCI Emerging Markets 37.26 -1.21%
  • HFRX Equity Hedge 1,147.34 +.64%
  • HFRX Equity Market Neutral 1,000.51 -.18%
Sentiment/Internals
  • NYSE Cumulative A/D Line 270,896 -.80%
  • Bloomberg New Highs-Lows Index 124 -316
  • Bloomberg Crude Oil % Bulls 32.26 unch.
  • CFTC Oil Net Speculative Position 278,173 -10.99%
  • CFTC Oil Total Open Interest 1,811,705 -.98%
  • Total Put/Call .98 -7.69%
  • OEX Put/Call 1.74 +167.0%
  • ISE Sentiment 88.0 +2.3%
  • NYSE Arms .74 -36.94%
  • Volatility(VIX) 12.65 +3.58%
  • S&P 500 Implied Correlation 42.41 -3.84%
  • G7 Currency Volatility (VXY) 9.98 +1.73%
  • Emerging Markets Currency Volatility (EM-VXY) 10.46 +.58%
  • Smart Money Flow Index 19,219.47 -.81%
  • ICI Money Mkt Mutual Fund Assets $2.680 Trillion +.39%
  • ICI US Equity Weekly Net New Cash Flow -$2.128 Billion
  • AAII % Bulls 24.0 -3.34%
  • AAII % Bears 37.1 -3.1%
Futures Spot Prices
  • CRB Index 186.32 +1.76%
  • Crude Oil 48.10 +7.85%
  • Reformulated Gasoline 148.74 +8.18%
  • Natural Gas 2.92 -2.05%
  • Heating Oil 152.79 +8.29%
  • Gold 1,316.20 -1.59%
  • Bloomberg Base Metals Index 155.71 +1.76%
  • Copper 221.40 +.64%
  • US No. 1 Heavy Melt Scrap Steel 192.67 USD/Ton unch.
  • China Iron Ore Spot 55.86 USD/Ton -1.64%
  • Lumber 336.90 +3.43%
  • UBS-Bloomberg Agriculture 1,155.73 -.06%
Economy
  • Atlanta Fed GDPNow Forecast +2.4% -50.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +8.8% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1745 +6.43%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.05 +.11%
  • Citi US Economic Surprise Index -5.10 -.7 point
  • Citi Eurozone Economic Surprise Index 2.6 +21.90 points
  • Citi Emerging Markets Economic Surprise Index -11.0 +3.7 points
  • Fed Fund Futures imply 80.7% chance of no change, 19.3% chance of 25 basis point hike on 11/02
  • US Dollar Index 95.50 -.13%
  • MSCI Emerging Markets Currency Index 1,551.46 +.07%
  • Euro/Yen Carry Return Index 118.92 +.30%
  • Yield Curve 83.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.60% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.411 Trillion -.48%
  • U.S. Sovereign Debt Credit Default Swap 26.50 +2.98%
  • Illinois Municipal Debt Credit Default Swap 360.0 -.03%
  • Western Europe Sovereign Debt Credit Default Swap Index 24.83 +5.16%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 32.76 +5.76%
  • Emerging Markets Sovereign Debt CDS Index 92.11 +7.29%
  • Israel Sovereign Debt Credit Default Swap 71.50 +3.62%
  • Iraq Sovereign Debt Credit Default Swap 745.2 -1.36%
  • Russia Sovereign Debt Credit Default Swap 217.02 +2.67%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.20 +.16%
  • 10-Year TIPS Spread 1.60% +2.0 basis points
  • TED Spread 58.50 -11.0 basis points
  • 2-Year Swap Spread 24.75 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -55.5 -22.5 basis points
  • N. America Investment Grade Credit Default Swap Index 75.03 -2.34%
  • America Energy Sector High-Yield Credit Default Swap Index 645.0 -4.77%
  • European Financial Sector Credit Default Swap Index 101.0 +4.44%
  • Emerging Markets Credit Default Swap Index 233.44 +.3%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
  • M1 Money Supply $3.307 Trillion -.8%
  • Commercial Paper Outstanding 946.50 +.4%
  • 4-Week Moving Average of Jobless Claims 256,000 -2,500
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 3.42% -6.0 basis points
  • Weekly Mortgage Applications 527.10 -.7%
  • Bloomberg Consumer Comfort 41.60 +.3 point
  • Weekly Retail Sales +.4% -10.0 basis points
  • Nationwide Gas $2.22/gallon +.01/gallon
  • Baltic Dry Index 888.0 -5.63%
  • China (Export) Containerized Freight Index 741.81 +.78%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 271,085 +1.31%
Best Performing Style
  • Large-Cap Value +.4%
Worst Performing Style
  • Small-Cap Growth -.7%
Leading Sectors
  • Oil Service +9.4%
  • Energy +4.4%
  • Semis +4.1%
  • Road & Rail +3.0%
  • Disk Drives +2.5%
Lagging Sectors
  • Restaurants -1.1% 
  • REITs -1.5%
  • Drugs -2.4%
  • Biotech -2.8%
  • Utilities -3.6%
Weekly High-Volume Stock Gainers (13)
  • TWTR, NLNK, IMPV, ACTA, CHMT, HY, MB, BATS, LYTS, CTRL, BCPC, YELP and VIA
Weekly High-Volume Stock Losers (17)
  • RRD, CBOE, CALM, VSAR, DXCM, HOMB, RICE, FDS, MYOK, HMHC, BABY, LGND, FIZZ, HTZ, ACOR, TPX and ITCI
Weekly Charts
ETFs
Stocks
*5-Day Change

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