Friday, October 21, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,141.24 +.30%
  • DJIA 18,161.65 +.03%
  • NASDAQ 5,256.68 +.73%
  • Russell 2000 1,217.81 +.35%
  • S&P 500 High Beta 32.70 +1.41%
  • Goldman 50 Most Shorted 113.63 -.25%
  • Wilshire 5000 22,143.20 +.33%
  • Russell 1000 Growth 1,035.19 +.63%
  • Russell 1000 Value 1,024.48 unch.
  • S&P 500 Consumer Staples 535.49 -.41%
  • Vanda Cyclicals-Defensives 1.2075 -.72%
  • Morgan Stanley Technology 1,190.71 +.92%
  • Transports 8,009.75 -.34%
  • Utilities 654.86 +.41%
  • Bloomberg European Bank/Financial Services 80.90 +5.18%
  • MSCI Emerging Markets 37.49 +1.67%
  • HFRX Equity Hedge 1,144.45 +.15%
  • HFRX Equity Market Neutral 1,000.68 +.53%
Sentiment/Internals
  • NYSE Cumulative A/D Line 269,455 +.68%
  • Bloomberg New Highs-Lows Index 38 +232
  • Bloomberg Crude Oil % Bulls 25.53 +94.0%
  • CFTC Oil Net Speculative Position 413,650 +13.96%
  • CFTC Oil Total Open Interest 1,8880,412 +.47%
  • Total Put/Call .97 +4.3%
  • OEX Put/Call .72 +2.82%
  • ISE Sentiment 100.0 +31.58%
  • NYSE Arms 1.18 +1.68%
  • Volatility(VIX) 13.45 -16.38%
  • S&P 500 Implied Correlation 41.29 -15.22%
  • G7 Currency Volatility (VXY) 9.34 -4.4%
  • Emerging Markets Currency Volatility (EM-VXY) 9.37 -7.78%
  • Smart Money Flow Index 19,021.74 -.71%
  • ICI Money Mkt Mutual Fund Assets $2.635 Trillion -.51%
  • ICI US Equity Weekly Net New Cash Flow -$4.255 Billion
  • AAII % Bulls 23.7 -6.8%
  • AAII % Bears 37.8 +12.1%
Futures Spot Prices
  • CRB Index 189.40 -.08%
  • Crude Oil 50.83 +.93%
  • Reformulated Gasoline 152.88 +2.33%
  • Natural Gas 2.99 -8.25%
  • Heating Oil 157.24 +.38%
  • Gold 1,267.50 -1.28%
  • Bloomberg Base Metals Index 150.33 -1.25%
  • Copper 209.0 -.78%
  • US No. 1 Heavy Melt Scrap Steel 176.33 USD/Ton -8.0%
  • China Iron Ore Spot 58.72 USD/Ton +2.51%
  • Lumber 308.0 -4.70%
  • UBS-Bloomberg Agriculture 1,182.19 +.37%
Economy
  • Atlanta Fed GDPNow Forecast +2.0% +10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +8.5% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2212 +4.04%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.95 +.44%
  • Citi US Economic Surprise Index -23.0 -15.4 points
  • Citi Eurozone Economic Surprise Index 16.6 -5.9 points
  • Citi Emerging Markets Economic Surprise Index -18.40 +.5 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 98.76 +.68%
  • MSCI Emerging Markets Currency Index 1,545.85 +.44%
  • Euro/Yen Carry Return Index 117.83 -1.28%
  • Yield Curve 91.0 -5.0 basis points
  • 10-Year US Treasury Yield 1.74% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.428 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 26.39 -.53%
  • Illinois Municipal Debt Credit Default Swap 360.0 -.04%
  • Western Europe Sovereign Debt Credit Default Swap Index 18.12 -12.33%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 34.07 -.22%
  • Emerging Markets Sovereign Debt CDS Index 93.70 +.48%
  • Israel Sovereign Debt Credit Default Swap 68.0 -3.18%
  • Iraq Sovereign Debt Credit Default Swap 745.06 -.01%
  • Russia Sovereign Debt Credit Default Swap 226.99 -3.17%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.47 +.13%
  • 10-Year TIPS Spread 1.69% +1.0 basis point
  • TED Spread 55.75 -4.0 basis points
  • 2-Year Swap Spread 23.75 +1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -43.25 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 73.77 -2.02%
  • America Energy Sector High-Yield Credit Default Swap Index 522.0 -13.56%
  • European Financial Sector Credit Default Swap Index 93.50 -5.17%
  • Emerging Markets Credit Default Swap Index 231.93 -4.4%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
  • M1 Money Supply $3.371 Trillion -.14%
  • Commercial Paper Outstanding 905.30 +.3%
  • 4-Week Moving Average of Jobless Claims 251,750 +2,500
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 3.52% +5.0 basis points
  • Weekly Mortgage Applications 512.90 +.65%
  • Bloomberg Consumer Comfort 43.2 +1.1 points
  • Weekly Retail Sales +.7% +20.0 basis points
  • Nationwide Gas $2.23/gallon -.02/gallon
  • Baltic Dry Index 849.0 -4.8%
  • China (Export) Containerized Freight Index 729.64 +.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 269,234 +4.51%
Best Performing Style
  • Small-Cap Value +.7%
Worst Performing Style
  • Large-Cap Value unch.
Leading Sectors
  • Steel +7.7%
  • Airlines +3.8%
  • HMOs +3.7%
  • Banks +3.3%
  • Alt Energy +1.7%
Lagging Sectors
  • Computer Hardware -1.3% 
  • Insurance -2.2%
  • Road & Rail -3.8%
  • Coal -6.9%
  • %
Weekly High-Volume Stock Gainers (13)
  • NFLX, TACO, AFAM, CIR, EXPO, HOG, DPZ, HAS, GNC, PEGA, QSII, ADTN and LSTR
Weekly High-Volume Stock Losers (18)
  • WWW, LII, EBAY, MANH, SCSS, CREE, CORR, ACHC, VIVO, HAFC, NHTC, RLI, TBI, DST, NKTR, BANC, VDSI and OPB
Weekly Charts
ETFs
Stocks
*5-Day Change

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