Friday, February 24, 2017

Weekly Scoreboard*


Indices
  • S&P 500 2,358.82 +.51%
  • DJIA 20,751.50 +.69%
  • NASDAQ 5,827.64 +.22%
  • Russell 2000 1,392.64 -.52%
  • S&P 500 High Beta 37.67 -1.42%
  • Goldman 50 Most Shorted 120.41 -1.10%
  • Wilshire 5000 24,497.20 +.39%
  • Russell 1000 Growth 1,130.88 +.61%
  • Russell 1000 Value 1,142.09 +.30%
  • S&P 500 Consumer Staples 566.03 +1.92%
  • Vanda Cyclicals-Defensives 1.3077 +.59%
  • Morgan Stanley Technology 1,352.95 +.94%
  • Transports 9,385.33 -.96%
  • Utilities 697.82 +4.07%
  • Bloomberg European Bank/Financial Services 91.79 -3.22%
  • MSCI Emerging Markets 38.55 -.03%
  • HFRX Equity Hedge 1,183.13 +.11%
  • HFRX Equity Market Neutral 999.08 +.43%
Sentiment/Internals
  • NYSE Cumulative A/D Line 283,689 +.35%
  • Bloomberg New Highs-Lows Index 764 -79
  • Bloomberg Crude Oil % Bulls 42.11 +104.52%
  • CFTC Oil Net Speculative Position 508,456 +6.6%
  • CFTC Oil Total Open Interest 2,183,943 -.33%
  • Total Put/Call .78 -18.95%
  • OEX Put/Call 3.81 +888.24%
  • ISE Sentiment 92.0 +5.75%
  • NYSE Arms 1.58 +21.7%
  • Volatility(VIX) 11.55 -.43%
  • S&P 500 Implied Correlation 46.37 +2.1%
  • G7 Currency Volatility (VXY) 10.41 +.58%
  • Emerging Markets Currency Volatility (EM-VXY) 9.58 -2.04%
  • Smart Money Flow Index 19,836.74 +.70%
  • ICI Money Mkt Mutual Fund Assets $2.680 Trillion +.19%
  • ICI US Equity Weekly Net New Cash Flow -$2.101 Billion
  • AAII % Bulls 38.5 +16.2%
  • AAII % Bears 32.3 -.2%
Futures Spot Prices
  • CRB Index 191.08 -.96%
  • Crude Oil 53.99 +.99%
  • Reformulated Gasoline 151.33 -.56%
  • Natural Gas 2.67 -7.84%
  • Heating Oil 164.03 +.73%
  • Gold 1,257.90 +1.44%
  • Bloomberg Base Metals Index 178.76 -.71%
  • Copper 267.20 -1.42%
  • US No. 1 Heavy Melt Scrap Steel 250.0 USD/Ton -3.85%
  • China Iron Ore Spot 90.50 USD/Ton +.14%
  • Lumber 368.70 +1.60%
  • UBS-Bloomberg Agriculture 1,171.83 -2.21%
Economy
  • Atlanta Fed GDPNow Forecast +2.4% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +10.5% -60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0798 +5.23%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.86 +.13%
  • Citi US Economic Surprise Index 44.90 -8.2 points
  • Citi Eurozone Economic Surprise Index 70.20 +28.7 points
  • Citi Emerging Markets Economic Surprise Index 46.30 +4.2 points
  • Fed Fund Futures imply 60.0% chance of no change 40.0% chance of 25 basis point hike on 3/15
  • US Dollar Index 101.08 +.18%
  • MSCI Emerging Markets Currency Index 1,568.15 +.68%
  • Euro/Yen Carry Return Index 123.64 -1.08%
  • Yield Curve 118.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.32% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.430 Trillion +.31%
  • U.S. Sovereign Debt Credit Default Swap 24.59 -9.69%
  • Illinois Municipal Debt Credit Default Swap 390.0 -3.50%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.67 +3.0%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 25.18 -7.1%
  • Emerging Markets Sovereign Debt CDS Index 66.18 -1.88%
  • Israel Sovereign Debt Credit Default Swap 64.97 -4.13%
  • Iraq Sovereign Debt Credit Default Swap 601.39 unch.
  • Russia Sovereign Debt Credit Default Swap 169.57 -6.79%
  • iBoxx Offshore RMB China Corporate High Yield Index 134.91 +.23%
  • 10-Year TIPS Spread 2.02% unch.
  • TED Spread 55.0 +1.0 basis point
  • 2-Year Swap Spread 36.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 62.79 -2.07%
  • America Energy Sector High-Yield Credit Default Swap Index 356.0 -5.8%
  • European Financial Sector Credit Default Swap Index 94.59 +2.45%
  • Emerging Markets Credit Default Swap Index 220.28 -3.21%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 +1.0 basis point
  • M1 Money Supply $3.364 Trillion +.87%
  • Commercial Paper Outstanding 967.20 +.2%
  • 4-Week Moving Average of Jobless Claims 241,000 -4,250
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 4.16% +1.0 basis point
  • Weekly Mortgage Applications 371.50 -1.98%
  • Bloomberg Consumer Comfort 48.0 -.1 point
  • Weekly Retail Sales +.9% +10.0 basis points
  • Nationwide Gas $2.29/gallon unch.
  • Baltic Dry Index 856.0 +15.5%
  • China (Export) Containerized Freight Index 815.46 -3.54%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -18.75%
  • Rail Freight Carloads 267,503 +1.04%
Best Performing Style
  • Large-Cap Growth +.6%
Worst Performing Style
  • Small-Cap Value -.7%
Leading Sectors
  • Hospitals +8.6%
  • Utilities +4.0%
  • Alt Energy +2.4%
  • Medical Equipment +2.2%
  • Homebuilders +2.0%
Lagging Sectors
  • Papers -2.3% 
  • Airlines -2.6%
  • Construction -2.7%
  • Steel -4.1%
  • Gold & Silver -4.9%
Weekly High-Volume Stock Gainers (28)
  • TELL, VSAR, LNTH, TROX, SQ, COHU, PLKI, ANET, LMOS, DGI, UCTT, LL, HAWK, VMI, RAVN, TTD, FSLR, WIRE, CGNX, NRCIA, HSNI, EXAS, ROG, KHC, TRUE, AMN, CCN and GBT
Weekly High-Volume Stock Losers (27)
  • SSNI, LMAT, CPB, TREX, CAR, DENN, CVG, TRIP, MATX, OUT, NLS, AAN, PZZA, DIN, WAB, JACK, ARRS, EME, PI, TXRH, NUS, GTLS, LB, CIR, AMPH, ORC and AMRI
Weekly Charts
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*5-Day Change

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