Friday, October 07, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,153.74 -.67%
  • DJIA 18,240.49 -.37%
  • NASDAQ 5,292.40 -.37%
  • Russell 2000 1,236.55 -1.20%
  • S&P 500 High Beta 33.08 +.64%
  • Goldman 50 Most Shorted 117.62 -1.94%
  • Wilshire 5000 22,292.10 -.79%
  • Russell 1000 Growth 1,049.56 -.93%
  • Russell 1000 Value 1,034.41 -.56%
  • S&P 500 Consumer Staples 537.03 -1.74%
  • Vanda Cyclicals-Defensives 1.2356 +4.44%
  • Morgan Stanley Technology 1,203.46 -.09%
  • Transports 8,056.86 -.27%
  • Utilities 643.46 -3.69%
  • Bloomberg European Bank/Financial Services 77.24 +2.25%
  • MSCI Emerging Markets 37.67 +.35%
  • HFRX Equity Hedge 1,149.30 +.55%
  • HFRX Equity Market Neutral 1,000.84 +.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 269,514 -.96%
  • Bloomberg New Highs-Lows Index 77 -47
  • Bloomberg Crude Oil % Bulls 25.0 -22.22%
  • CFTC Oil Net Speculative Position 362,976 +24.46%
  • CFTC Oil Total Open Interest 1,871,665 +2.22%
  • Total Put/Call 1.18 +20.41%
  • OEX Put/Call 1.85 -19.91%
  • ISE Sentiment 64.0 -32.63%
  • NYSE Arms .94 +13.25%
  • Volatility(VIX) 13.48 +1.43%
  • S&P 500 Implied Correlation 42.86 -3.92%
  • G7 Currency Volatility (VXY) 9.84 -1.40%
  • Emerging Markets Currency Volatility (EM-VXY) 10.20 -2.49%
  • Smart Money Flow Index 19,278.29 +.31%
  • ICI Money Mkt Mutual Fund Assets $2.655 Trillion -.93%
  • ICI US Equity Weekly Net New Cash Flow -$2.266 Billion
  • AAII % Bulls 28.8 +20.0%
  • AAII % Bears 27.9 -24.8%
Futures Spot Prices
  • CRB Index 188.32 +1.07%
  • Crude Oil 49.81 +3.66%
  • Reformulated Gasoline 148.18 +1.74%
  • Natural Gas 3.17 +9.15%
  • Heating Oil 157.93 +3.21%
  • Gold 1,251.90 -4.87%
  • Bloomberg Base Metals Index 154.25 -.94%
  • Copper 216.35 -2.25%
  • US No. 1 Heavy Melt Scrap Steel 192.67 USD/Ton unch.
  • China Iron Ore Spot 55.86 USD/Ton unch.
  • Lumber 343.10 +1.84%
  • UBS-Bloomberg Agriculture 1,157.69 +.17%
Economy
  • Atlanta Fed GDPNow Forecast +2.1% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +8.7% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1152 +9.72%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.39 +.27%
  • Citi US Economic Surprise Index -2.0 +3.1 points
  • Citi Eurozone Economic Surprise Index 13.2 +10.6 points
  • Citi Emerging Markets Economic Surprise Index -11.60 -.6 point
  • Fed Fund Futures imply 82.9% chance of no change, 17.1% chance of 25 basis point hike on 11/02
  • US Dollar Index 96.63 +1.27%
  • MSCI Emerging Markets Currency Index 1,549.35 -.14%
  • Euro/Yen Carry Return Index 120.41 +1.22%
  • Yield Curve 89.0 +6.0 basis points
  • 10-Year US Treasury Yield 1.72% +12.0 basis points
  • Federal Reserve's Balance Sheet $4.419 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 26.67 +.66%
  • Illinois Municipal Debt Credit Default Swap 360.0 -.08%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.84 -12.04%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 32.88 +.35%
  • Emerging Markets Sovereign Debt CDS Index 90.63 -1.61%
  • Israel Sovereign Debt Credit Default Swap 70.41 -3.89%
  • Iraq Sovereign Debt Credit Default Swap 745.2 -.01%
  • Russia Sovereign Debt Credit Default Swap 222.25 +1.17%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.23 +.03%
  • 10-Year TIPS Spread 1.64% +4.0 basis points
  • TED Spread 55.50 -3.0 basis points
  • 2-Year Swap Spread 23.0 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -40.0 -15.5 basis points
  • N. America Investment Grade Credit Default Swap Index 73.96 -1.78%
  • America Energy Sector High-Yield Credit Default Swap Index 614.0 -4.02%
  • European Financial Sector Credit Default Swap Index 99.20 -2.38%
  • Emerging Markets Credit Default Swap Index 235.89 -.5%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
  • M1 Money Supply $3.309 Trillion +.07%
  • Commercial Paper Outstanding 916.30 -3.2%
  • 4-Week Moving Average of Jobless Claims 253,500 -2,500
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 3.42% unch.
  • Weekly Mortgage Applications 542.20 +2.86%
  • Bloomberg Consumer Comfort 41.40 -.2 point
  • Weekly Retail Sales +.6% +20.0 basis points
  • Nationwide Gas $2.26/gallon +.04/gallon
  • Baltic Dry Index 921.0 +5.25%
  • China (Export) Containerized Freight Index 741.81 +.78%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +20.0%
  • Rail Freight Carloads 272,014 +.34%
Best Performing Style
  • Large-Cap Value -.6%
Worst Performing Style
  • Mid-Cap Value -1.4%
Leading Sectors
  • Banks +2.8%
  • I-Banks +1.7%
  • Oil Service +1.6%
  • Insurance +1.2%
  • Gaming +1.1%
Lagging Sectors
  • Telecom -3.0% 
  • Utilities -3.7%
  • Hospitals -4.0%
  • REITs -5.2%
  • Gold & Silver -13.5%
Weekly High-Volume Stock Gainers (9)
  • ZUMZ, ICUI, WGO, TMH, CAB, BEAT, KBR, CTSH and NSTG
Weekly High-Volume Stock Losers (12)
  • KNL, OPHT, MDCO, WMS, HRTG, AYI, UVE, RECN, AZZ, TASR, SYNT and ALNY
Weekly Charts
ETFs
Stocks
*5-Day Change

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