Friday, December 16, 2016

Weekly Scoreboard*


Indices
  • S&P 500 2,256.17 -.04%
  • DJIA 19,849.0 +.46%
  • NASDAQ 5,435.09 -.10%
  • Russell 2000 1,367.18 -1.37%
  • S&P 500 High Beta 37.15 -2.44%
  • Goldman 50 Most Shorted 122.44 -1.88%
  • Wilshire 5000 23,459.10 -.30%
  • Russell 1000 Growth 1,062.75 -.01%
  • Russell 1000 Value 1,109.68 -.29%
  • S&P 500 Consumer Staples 535.0 +.76%
  • Vanda Cyclicals-Defensives 1.2992 -.41%
  • Morgan Stanley Technology 1,228.38 -.09%
  • Transports 9,173.64 -2.33%
  • Utilities 655.92 +1.74%
  • Bloomberg European Bank/Financial Services 94.24 +1.04%
  • MSCI Emerging Markets 35.25 -2.35%
  • HFRX Equity Hedge 1,158.83 -.13%
  • HFRX Equity Market Neutral 987.33 -.97%
Sentiment/Internals
  • NYSE Cumulative A/D Line 271,914 -.66%
  • Bloomberg New Highs-Lows Index 128 -1,231
  • Bloomberg Crude Oil % Bulls 29.41 +56.85%
  • CFTC Oil Net Speculative Position 377,626 +31.17%
  • CFTC Oil Total Open Interest 2,098,290 +3.87%
  • Total Put/Call .90 +11.11%
  • OEX Put/Call .49 -41.67%
  • ISE Sentiment 62.0 -8.05%
  • NYSE Arms 1.33 +63.64%
  • Volatility(VIX) 12.51 +6.55%
  • S&P 500 Implied Correlation 49.11 -4.55%
  • G7 Currency Volatility (VXY) 11.24 +6.74%
  • Emerging Markets Currency Volatility (EM-VXY) 11.23 +2.24%
  • Smart Money Flow Index 19,470.02 -.06%
  • ICI Money Mkt Mutual Fund Assets $2.733 Trillion -.14%
  • ICI US Equity Weekly Net New Cash Flow -$8.761 Billion
  • AAII % Bulls 44.7 +3.6%
  • AAII % Bears 32.3 +22.1%
Futures Spot Prices
  • CRB Index 191.43 -.29%
  • Crude Oil 51.97 +.93%
  • Reformulated Gasoline 155.81 +3.46%
  • Natural Gas 3.42 -8.24%
  • Heating Oil 167.41 +2.22%
  • Gold 1,136.20 -2.14%
  • Bloomberg Base Metals Index 173.34 -1.61%
  • Copper 255.50 -3.77%
  • US No. 1 Heavy Melt Scrap Steel 215.27 USD/Ton +4.0%
  • China Iron Ore Spot 81.49 USD/Ton -.21%
  • Lumber 310.0 -2.30%
  • UBS-Bloomberg Agriculture 1,135.0 -.86%
Economy
  • Atlanta Fed GDPNow Forecast +2.6% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +11.0% +130.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3446 +7.32%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 130.84 +.25%
  • Citi US Economic Surprise Index 22.90 -7.3 points
  • Citi Eurozone Economic Surprise Index 63.30 +.7 point
  • Citi Emerging Markets Economic Surprise Index 5.6 +2.7 points
  • Fed Fund Futures imply 87.6% chance of no change 12.4% chance of 25 basis point hike on 2/1
  • US Dollar Index 102.82 +1.27%
  • MSCI Emerging Markets Currency Index 1,5103.94 -.60%
  • Euro/Yen Carry Return Index 128.58 +1.07%
  • Yield Curve 133.0 -1.0 basis point
  • 10-Year US Treasury Yield 2.58% +12.0 basis points
  • Federal Reserve's Balance Sheet $4.432 Trillion +.51%
  • U.S. Sovereign Debt Credit Default Swap 27.07 -2.10%
  • Illinois Municipal Debt Credit Default Swap 358.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 20.47 -14.51%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 37.15 +3.37%
  • Emerging Markets Sovereign Debt CDS Index 84.44 -7.49%
  • Israel Sovereign Debt Credit Default Swap 69.32 -.96%
  • Iraq Sovereign Debt Credit Default Swap 759.97 unch.
  • Russia Sovereign Debt Credit Default Swap 183.81 -7.85%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.99 -.03%
  • 10-Year TIPS Spread 1.89% -11.0 basis points
  • TED Spread 49.50 +7.0 basis points
  • 2-Year Swap Spread 25.75 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -54.75 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 68.39 +.56%
  • America Energy Sector High-Yield Credit Default Swap Index 451.0 -2.51%
  • European Financial Sector Credit Default Swap Index 94.12 -3.79%
  • Emerging Markets Credit Default Swap Index 248.80 -.64%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 134.0 -1.0 basis point
  • M1 Money Supply $3.332 Trillion -.90%
  • Commercial Paper Outstanding 950.30 +1.60%
  • 4-Week Moving Average of Jobless Claims 257,750 +6,250
  • Continuing Claims Unemployment Rate 1.5% +10.0 basis points
  • Average 30-Year Mortgage Rate 4.16% +3.0 basis points
  • Weekly Mortgage Applications 397.50 -4.0%
  • Bloomberg Consumer Comfort 45.5 +.4 point
  • Weekly Retail Sales +.9% +20.0 basis points
  • Nationwide Gas $2.23/gallon +.03/gallon
  • Baltic Dry Index 966.0 -11.38%
  • China (Export) Containerized Freight Index 770.56 +.58%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 +23.53%
  • Rail Freight Carloads 279,874 +.38%
Best Performing Style
  • Large-Cap Growth -.1%
Worst Performing Style
  • Small-Cap Value -1.6%
Leading Sectors
  • Hospitals +4.4%
  • Tobacco +1.8%
  • Utilities +1.7%
  • Drugs +1.7%
  • Energy +1.2%
Lagging Sectors
  • Retail -3.9% 
  • Social Media -4.1%
  • Steel -4.2%
  • Gold & Silver -6.7%
  • Coal -10.0%
Weekly High-Volume Stock Gainers (18)
  • AKAO, SVNT, EBS, INVN, NSR, OKSB, CCN, FLO, SWC, EVBG, CWH, PAY, VBTX, HEOP, AFAM, KMG, FBK and RRGB
Weekly High-Volume Stock Losers (19)
  • SMSEY, CPE, AVXS, VLY, NSA, AJRD, ARI, WWE, HBHC, ALXN, ABM, VIA, GWR, VSTE, SCWX, RH, XTLY, DLTH and MGNX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: