Friday, December 23, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,261.75 +.14%
  • DJIA 19,916.50 +.39%
  • NASDAQ 5,456.16 +.31%
  • Russell 2000 1,3668.58 +.31%
  • S&P 500 High Beta 37.27 +.31%
  • Goldman 50 Most Shorted 121.59 -.73%
  • Wilshire 5000 23,506.20 +.17%
  • Russell 1000 Growth 1,064.39 +.06%
  • Russell 1000 Value 1,113.26 +.21%
  • S&P 500 Consumer Staples 535.01 -.21%
  • Vanda Cyclicals-Defensives 1.2853 -.15%
  • Morgan Stanley Technology 1,230.02 +.11%
  • Transports 9,189.59 +.28%
  • Utilities 660.53 +.40%
  • Bloomberg European Bank/Financial Services 92.66 -1.63%
  • MSCI Emerging Markets 34.31 -2.70%
  • HFRX Equity Hedge 1,159.15 +.03%
  • HFRX Equity Market Neutral 991.17 +.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line 273,257 +.49%
  • Bloomberg New Highs-Lows Index 92 -34
  • Bloomberg Crude Oil % Bulls 12.5 -57.5%
  • CFTC Oil Net Speculative Position 422,767 +11.95%
  • CFTC Oil Total Open Interest 2,104,703 +.31%
  • Total Put/Call .84 -7.69%
  • OEX Put/Call 2.14 +328.0%
  • ISE Sentiment 103.0 +58.48%
  • NYSE Arms .96 -17.54%
  • Volatility(VIX) 11.63 -4.67%
  • S&P 500 Implied Correlation 48.87 -2.62%
  • G7 Currency Volatility (VXY) 10.99 -2.22%
  • Emerging Markets Currency Volatility (EM-VXY) 11.33 -.87%
  • Smart Money Flow Index 19,390.67 -.41%
  • ICI Money Mkt Mutual Fund Assets $2.712 Trillion -.76%
  • ICI US Equity Weekly Net New Cash Flow -$3.815 Billion
  • AAII % Bulls 44.6 -.1%
  • AAII % Bears 29.2 -9.8%
Futures Spot Prices
  • CRB Index 190.53 -.47%
  • Crude Oil 52.97 +1.81%
  • Reformulated Gasoline 162.20 +4.38%
  • Natural Gas 3.67 +8.25%
  • Heating Oil 166.20 -.74%
  • Gold 1,133.90 -.29%
  • Bloomberg Base Metals Index 168.45 -2.82%
  • Copper 248.20 -2.63%
  • US No. 1 Heavy Melt Scrap Steel 248.33 USD/Ton +15.4%
  • China Iron Ore Spot 78.1 USD/Ton -4.1%
  • Lumber 307.70 -.74%
  • UBS-Bloomberg Agriculture 1,103.85 -2.75%
Economy
  • Atlanta Fed GDPNow Forecast +2.5% -10 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +11.3% +30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.4101 +3.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 131.03 +.15%
  • Citi US Economic Surprise Index 21.0 -1.9 points
  • Citi Eurozone Economic Surprise Index 56.3 -7.0 points
  • Citi Emerging Markets Economic Surprise Index 7.9 +2.3 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 103.04 +.21%
  • MSCI Emerging Markets Currency Index 1,501.61 +.05%
  • Euro/Yen Carry Return Index 127.91 -.65%
  • Yield Curve 134.0 +1.0 basis point
  • 10-Year US Treasury Yield 2.54% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.431 Trillion -.03%
  • U.S. Sovereign Debt Credit Default Swap 27.26 +.68%
  • Illinois Municipal Debt Credit Default Swap 358.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 20.39 -.39%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 37.23 -.05%
  • Emerging Markets Sovereign Debt CDS Index 81.03 -4.04%
  • Israel Sovereign Debt Credit Default Swap 68.92 +1.35%
  • Iraq Sovereign Debt Credit Default Swap 759.90 -.01%
  • Russia Sovereign Debt Credit Default Swap 177.50 -3.19%
  • iBoxx Offshore RMB China Corporate High Yield Index 133.13 +.10%
  • 10-Year TIPS Spread 2.0% +11.0 basis points
  • TED Spread 49.0 -.5 basis point
  • 2-Year Swap Spread 30.0 +4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -62.25 -7.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.80 -2.32%
  • America Energy Sector High-Yield Credit Default Swap Index 454.0 +.59%
  • European Financial Sector Credit Default Swap Index 92.32 -1.91%
  • Emerging Markets Credit Default Swap Index 245.29 -1.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 134.0 unch.
  • M1 Money Supply $3.340 Trillion +.26%
  • Commercial Paper Outstanding 966.0 +1.7%
  • 4-Week Moving Average of Jobless Claims 263,750 +6,000
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 4.30% +14.0 basis points
  • Weekly Mortgage Applications 407.30 +2.47%
  • Bloomberg Consumer Comfort 46.7 +1.2 points
  • Weekly Retail Sales +1.1% +20.0 basis points
  • Nationwide Gas $2.27/gallon +.04/gallon
  • Baltic Dry Index 928.0 -1.90%
  • China (Export) Containerized Freight Index 781.43 +1.41%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 unch.
  • Rail Freight Carloads 269,249 -3.8%
Best Performing Style
  • Small-Cap Value +.4
Worst Performing Style
  • Small-Cap Growth -.3%
Leading Sectors
  • Semis +2.6%
  • Disk Drives +1.9%
  • Road & Rail +1.4%
  • Banks +1.3%
  • Hospitals +1.1%
Lagging Sectors
  • Steel -1.8% 
  • Social Media -1.9%
  • 3-D Printing -2.3%
  • Gaming -2.7%
  • Retail -3.0%
Weekly High-Volume Stock Gainers (24)
  • FRED, LOXO, AKBA, RARX, CLVS, STRP, INVN, CCN, BL, BEAT, JBL, ADSW, BELFB, NH, YELP, CTBI, GNCMA, ACAD, NX, SGRY, OFC, WAAS, MERT and AF
Weekly High-Volume Stock Losers (16)
  • OFIX, MRCY, AVA, IPHS, NYCB, NPTN, CAMP, NTLA, BABY, AMBC, FINL, LNN, BBBY, RHT, SCMP and SELB
Weekly Charts
ETFs
Stocks
*5-Day Change

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