Friday, November 25, 2016

Weekly Scoreboard*

 Indices
  • S&P 500 2,213.35 +1.20%
  • DJIA 19,152.14 +1.31%
  • NASDAQ 5,398.92 +1.22%
  • Russell 2000 1,347.20 +2.88%
  • S&P 500 High Beta 36.03 +2.30%
  • Goldman 50 Most Shorted 122.01 +3.72%
  • Wilshire 5000 23,048.10 +1.40%
  • Russell 1000 Growth 1,054.0 +1.04%
  • Russell 1000 Value 1,080.23 +1.49%
  • S&P 500 Consumer Staples 524.48 +1.04%
  • Vanda Cyclicals-Defensives 1.3138 +1.95%
  • Morgan Stanley Technology 1,225.63 +.79%
  • Transports 9,044.21 +2.88%
  • Utilities 639.95 +1.62%
  • Bloomberg European Bank/Financial Services 85.26 +.14%
  • MSCI Emerging Markets 35.27 +1.29%
  • HFRX Equity Hedge 1,149.08 +.24%
  • HFRX Equity Market Neutral 999.68 +.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 271,114 +1.35%
  • Bloomberg New Highs-Lows Index 640 +215
  • Bloomberg Crude Oil % Bulls 44.4 -8.9%
  • CFTC Oil Net Speculative Position 276,326 -.44%
  • CFTC Oil Total Open Interest 2,027,539 +2.73%
  • Total Put/Call .79 -15.96%
  • OEX Put/Call 7.12 +1,773.6%
  • ISE Sentiment 115.0 +64.29%
  • NYSE Arms 1.03 +22.62%
  • Volatility(VIX) 12.34 -7.57%
  • S&P 500 Implied Correlation 53.53 +4.67%
  • G7 Currency Volatility (VXY) 10.51 -1.78%
  • Emerging Markets Currency Volatility (EM-VXY) 11.22 +.63%
  • Smart Money Flow Index 19,232.62 +.87%
  • ICI Money Mkt Mutual Fund Assets $2.705 Trillion +.70%
  • ICI US Equity Weekly Net New Cash Flow -$8.412 Billion
  • AAII % Bulls 49.9 +7.0%
  • AAII % Bears 22.1 -16.9%
Futures Spot Prices
  • CRB Index 185.73 +1.80%
  • Crude Oil 44.44 +2.52%
  • Reformulated Gasoline 137.27 +2.78%
  • Natural Gas 3.07 +7.86%
  • Heating Oil 147.0 +2.27%
  • Gold 1,178.40 -3.09%
  • Bloomberg Base Metals Index 176.95 +5.63%
  • Copper 266.80 +7.39%
  • US No. 1 Heavy Melt Scrap Steel 207.0 USD/Ton +3.92%
  • China Iron Ore Spot 79.61 USD/Ton +9.37%
  • Lumber 334.40 +3.88%
  • UBS-Bloomberg Agriculture 1,163.24 +1.46%
Economy
  • Atlanta Fed GDPNow Forecast +3.6% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +6.2% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1120 -.45%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 129.91 +.24%
  • Citi US Economic Surprise Index 9.30 +1.4 points
  • Citi Eurozone Economic Surprise Index 63.30 +22.6 points
  • Citi Emerging Markets Economic Surprise Index -5.6 +.2 point
  • Fed Fund Futures imply 0.0% chance of no change 100.0% chance of 25 basis point hike on 12/14
  • US Dollar Index 101.49 +.15%
  • MSCI Emerging Markets Currency Index 1,496.31 +.02%
  • Euro/Yen Carry Return Index 125.16 +2.06%
  • Yield Curve 124.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.36% +3.0 basis points
  • Federal Reserve's Balance Sheet $4.427 Trillion +.29%
  • U.S. Sovereign Debt Credit Default Swap 28.99 -.03%
  • Illinois Municipal Debt Credit Default Swap 358.0 -.08%
  • Western Europe Sovereign Debt Credit Default Swap Index 23.47 +6.95%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 44.30 -1.28%
  • Emerging Markets Sovereign Debt CDS Index 101.22 -2.33%
  • Israel Sovereign Debt Credit Default Swap 73.60 -1.41%
  • Iraq Sovereign Debt Credit Default Swap 749.69 -.01%
  • Russia Sovereign Debt Credit Default Swap 229.88 -1.4%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.87 +.07%
  • 10-Year TIPS Spread 1.93% -2.0 basis points
  • TED Spread 44.5 -4.0 basis points
  • 2-Year Swap Spread 19.75 -4.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -55.25 -4.25 basis points
  • N. America Investment Grade Credit Default Swap Index 73.25 -3.96%
  • America Energy Sector High-Yield Credit Default Swap Index 614.0 -.53%
  • European Financial Sector Credit Default Swap Index 108.77 +.05%
  • Emerging Markets Credit Default Swap Index 270.98 -3.35%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 137.50 -2.0 basis points
  • M1 Money Supply $3.382 Trillion +2.9%
  • Commercial Paper Outstanding 922.0 +1.10%
  • 4-Week Moving Average of Jobless Claims 251,000 -2,500
  • Continuing Claims Unemployment Rate 1.5% +10.0 basis points
  • Average 30-Year Mortgage Rate 4.03% +9.0 basis points
  • Weekly Mortgage Applications 460.30 +5.5%
  • Bloomberg Consumer Comfort 44.8 -.6 point
  • Weekly Retail Sales +.9% +10.0 basis points
  • Nationwide Gas $2.13/gallon -.02/gallon
  • Baltic Dry Index 1,181.0 -6.05%
  • China (Export) Containerized Freight Index 777.13 +.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
  • Rail Freight Carloads 276,384 +2.75%
Best Performing Style
  • Small-Cap Value +3.2%
Worst Performing Style
  • Large-Cap Growth +1.0%
Leading Sectors
  • Steel +11.3%
  • Gaming +5.4%
  • Telecom +3.2%
  • Defense +3.3%
  • Energy +3.0%
Lagging Sectors
  • Gold & Silver -.9% 
  • Biotech -1.2%
  • Medical Equipment -1.9%
  • Drugs -2.1%
  • Hospitals -3.0%
Weekly High-Volume Stock Gainers (12)
  • HW, LOCK, FOXF, VRTV, DLTR, FBNC, PLNT, PERY, ACRS, PFSI, HRG and JACK
Weekly High-Volume Stock Losers (11)
  • AMWD, WMK, CIVI, LLY, URBN, TSN, PANW, CVGW, PDCO, DY and JUNO
Weekly Charts
ETFs
Stocks
*5-Day Change

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