Friday, November 11, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,159.03 +3.67%
  • DJIA 18,814.24 +5.10%
  • NASDAQ 5,223.03 +3.37%
  • Russell 2000 1,276.64 +9.82%
  • S&P 500 High Beta 34.12 +7.59%
  • Goldman 50 Most Shorted 114.89 +9.56%
  • Wilshire 5000 22,399.10 +4.04%
  • Russell 1000 Growth 1,027.70 +2.83%
  • Russell 1000 Value 1,049.01 +4.62%
  • S&P 500 Consumer Staples 517.03 -2.24%
  • Vanda Cyclicals-Defensives 1.2858 +6.55%
  • Morgan Stanley Technology 1,188.73 +1.33%
  • Transports 8,554.37 +6.02%
  • Utilities 626.91 -3.77%
  • Bloomberg European Bank/Financial Services 84.79 +7.70%
  • MSCI Emerging Markets 35.06 -3.41%
  • HFRX Equity Hedge 1,138.96 +1.05%
  • HFRX Equity Market Neutral 999.71 +.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 265,580 +.96%
  • Bloomberg New Highs-Lows Index 529 +914
  • Bloomberg Crude Oil % Bulls 36.8 +47.4%
  • CFTC Oil Net Speculative Position 354,399 -12.19%
  • CFTC Oil Total Open Interest 1,854,612 +1.8%
  • Total Put/Call 1.11 -19.12%
  • OEX Put/Call 1.61 +19.7%
  • ISE Sentiment 77.0 -7.41%
  • NYSE Arms 1.24 +9.61%
  • Volatility(VIX) 15.03 -33.67%
  • S&P 500 Implied Correlation 40.50 -44.8%
  • G7 Currency Volatility (VXY) 10.38 +1.07%
  • Emerging Markets Currency Volatility (EM-VXY) 10.38 +5.42%
  • Smart Money Flow Index 18,905.87 +2.62%
  • ICI Money Mkt Mutual Fund Assets $2.683 Trillion +.22%
  • ICI US Equity Weekly Net New Cash Flow -$5.779 Billion
  • AAII % Bulls 38.9 +64.5%
  • AAII % Bears 29.3 -14.5%
Futures Spot Prices
  • CRB Index 180.74 -.84%
  • Crude Oil 43.21 -1.79%
  • Reformulated Gasoline 129.81 -5.98%
  • Natural Gas 2.62 -5.65%
  • Heating Oil 139.60 -2.46%
  • Gold 1,222.70 -6.41%
  • Bloomberg Base Metals Index 176.32 +10.5%
  • Copper 251.30 +11.1%
  • US No. 1 Heavy Melt Scrap Steel 176.33 USD/Ton unch.
  • China Iron Ore Spot 79.81 USD/Ton +22.78%
  • Lumber 319.80 +2.66%
  • UBS-Bloomberg Agriculture 1,159.03 -1.31%
Economy
  • Atlanta Fed GDPNow Forecast +3.1% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +6.7% -60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0742 +15.39%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 129.34 +.16%
  • Citi US Economic Surprise Index -7.90 +5.0 points
  • Citi Eurozone Economic Surprise Index 34.6 -1.6 points
  • Citi Emerging Markets Economic Surprise Index -4.6 -1.6 points
  • Fed Fund Futures imply 26.0% chance of no change, 84.0% chance of 25 basis point hike on 12/14
  • US Dollar Index 97.07 +2.25%
  • MSCI Emerging Markets Currency Index 1,519.81 -1.25%
  • Euro/Yen Carry Return Index 120.90 +.76%
  • Yield Curve 124.0 +25.0 basis points
  • 10-Year US Treasury Yield 2.15% +37.0 basis points
  • Federal Reserve's Balance Sheet $4.415 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 28.99 +22.84%
  • Illinois Municipal Debt Credit Default Swap 359.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 20.82 +7.62%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 41.82 +14.98%
  • Emerging Markets Sovereign Debt CDS Index 97.41 +2.66%
  • Israel Sovereign Debt Credit Default Swap 72.64 +3.4%
  • Iraq Sovereign Debt Credit Default Swap 749.93 unch.
  • Russia Sovereign Debt Credit Default Swap 233.93 -1.46%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.75 +.12%
  • 10-Year TIPS Spread 1.91% +22.0 basis points
  • TED Spread 43.5 -8.0 basis points
  • 2-Year Swap Spread 24.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -40.25 +5.75 basis points
  • N. America Investment Grade Credit Default Swap Index 77.28 -3.75%
  • America Energy Sector High-Yield Credit Default Swap Index 643.0 -1.55%
  • European Financial Sector Credit Default Swap Index 98.52 -1.64%
  • Emerging Markets Credit Default Swap Index 267.04 +6.58%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 139.0 -1.0 basis point
  • M1 Money Supply $3.333 Trillion -.43%
  • Commercial Paper Outstanding 907.70 unch.
  • 4-Week Moving Average of Jobless Claims 259,750 +2,000
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 3.57% +3.0 basis points
  • Weekly Mortgage Applications 480.50 -1.17%
  • Bloomberg Consumer Comfort 45.1 +.5 point
  • Weekly Retail Sales +.7% +10.0 basis points
  • Nationwide Gas $2.19/gallon -.03/gallon
  • Baltic Dry Index 974.0 +13.9%
  • China (Export) Containerized Freight Index 763.78 +1.44%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 272,115 -.48%
Best Performing Style
  • Small-Cap Value +10.3%
Worst Performing Style
  • Large-Cap Growth +2.8%
Leading Sectors
  • Steel +14.7%
  • Education +14.7%
  • I-Banks +14.1%
  • Defense +13.1%
  • Banks +12.3%
Lagging Sectors
  • Gaming -1.0% 
  • Foods -1.8%
  • Utilities -3.7%
  • Hospitals -5.8%
  • Gold & Silver -12.0%
Weekly High-Volume Stock Gainers (96)
  • TUBE, EXEL, ESTE, IONS, AIMT, XLRN, INSY, CXW, RVNC, KRO, FGEN, SNHY, ECPG, ADUS, WLB, FEYE, GEO, PRI, SNCR, CMC, SUM, OSTK, REGN, ARCB, DERM, CC, AMBC, ATSG, MWA, TASR, TRUE, SEAS, ZLTQ, DTLK, PRIM, PI, LPLA, CRVS, WRLD, NNI, NILE, MFS, MTZ, PODD, DV, BOJA, OSK, HUM, WTW, VSAT, CSRA, SHAK, ACXM, INVA, HI, PLKI, SC, WIFI, CACQ, MPAA, AAOI, ESL, KEYW, LOPE, PFE, SYY, W, HFWA, APEI, JEC, MXL, OSIS, SPXC, BW, ACRS, SLCA, MGM, EGOV, PCLN, MITT, LQ, CECE, KOP, UVSP, FTD, VRTU, ILG, KBAL, NCMI, EPC, NEWR, SJI, FMC, CSWI, EDGE and FMNB
Weekly High-Volume Stock Losers (35)
  • CVS, DEPO, HR, BRSS, ATRO, KSU, KAR, IFF, CNC, QRVO, PEGI, MNST, ANDE, CPSI, MATX, SSTK, AMN, IPXL, REV, FCE/A, MDRX, CSOD, HTZ, RPD, BNFT, THC, TRIP, ALR, SWHC, PCTY, LTRPA, RGR, HMSY, NPTN and OMF
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*5-Day Change

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