Friday, March 10, 2017

Weekly Scoreboard*

Indices
  • S&P 500 2,369.27 -.72%
  • DJIA 20,894.10 -.74%
  • NASDAQ 5,852.78 -.52%
  • Russell 2000 1,362.89 -2.54%
  • S&P 500 High Beta 37.30 -2.39%
  • Goldman 50 Most Shorted 119.22 -2.8%
  • Wilshire 5000 24,518.64 -1.0%
  • Russell 1000 Growth 1,137.94 -.37%
  • Russell 1000 Value 1,141.0 -1.31%
  • S&P 500 Consumer Staples 563.79 -.39%
  • Vanda Cyclicals-Defensives 1.296 -.29%
  • Morgan Stanley Technology 1,354.37 +.14%
  • Transports 9,270.19 -2.66%
  • Utilities 687.80 -1.71%
  • Bloomberg European Bank/Financial Services 96.78 +1.16%
  • MSCI Emerging Markets 37.88 -.70%
  • HFRX Equity Hedge 1,183.64 -.36%
  • HFRX Equity Market Neutral 1,000.14 -.33%
Sentiment/Internals
  • NYSE Cumulative A/D Line 278,206 -1.73%
  • Bloomberg New Highs-Lows Index 25 -279
  • Bloomberg Crude Oil % Bulls 32.4 +40.2%
  • CFTC Oil Net Speculative Position 525,254 -5.6%
  • CFTC Oil Total Open Interest 2,120,334 +.81%
  • Total Put/Call .86 -8.42%
  • OEX Put/Call .37 -87.02%
  • ISE Sentiment 97.0 +24.14%
  • NYSE Arms .89 +45.57%
  • Volatility(VIX) 11.72 +9.58%
  • S&P 500 Implied Correlation 46.37 +3.0%
  • G7 Currency Volatility (VXY) 9.46 -1.87%
  • Emerging Markets Currency Volatility (EM-VXY) 9.42 -3.38%
  • Smart Money Flow Index 19,767.41 -.33%
  • ICI Money Mkt Mutual Fund Assets $2.688 Trillion +.38%
  • ICI US Equity Weekly Net New Cash Flow -$3.702 Billion
  • AAII % Bulls 30.0 -20.9%
  • AAII % Bears 46.5 +30.5%
Futures Spot Prices
  • CRB Index 182.58 -3.74%
  • Crude Oil 48.48 -8.7%
  • Reformulated Gasoline 159.89 -3.1%
  • Natural Gas 3.0 +6.09%
  • Heating Oil 150.59 -5.31%
  • Gold 1,201.90 -2.70%
  • Bloomberg Base Metals Index 175.33 -2.65%
  • Copper 259.35 -4.15%
  • US No. 1 Heavy Melt Scrap Steel 250.0 USD/Ton unch.
  • China Iron Ore Spot 86.72 USD/Ton -5.04%
  • Lumber 362.90 -2.32%
  • UBS-Bloomberg Agriculture 1,141.96 -3.31%
Economy
  • Atlanta Fed GDPNow Forecast +1.2% -60.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +9.5% -70.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0018 -126.47%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 133.05 +.05%
  • Citi US Economic Surprise Index 48.0 +9.2 points
  • Citi Eurozone Economic Surprise Index 57.90 -12.1 points
  • Citi Emerging Markets Economic Surprise Index 51.50 -4.4 points
  • Fed Fund Futures imply 0.0% chance of no change 100.0% chance of 25 basis point hike on 3/15
  • US Dollar Index 101.36 +.03%
  • MSCI Emerging Markets Currency Index 1,549.01 -.36%
  • Euro/Yen Carry Return Index 128.02 +1.17%
  • Yield Curve 122.0 +3.0 basis points
  • 10-Year US Treasury Yield 2.58% +8.0 basis points
  • Federal Reserve's Balance Sheet $4.421 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 25.87 +1.79%
  • Illinois Municipal Debt Credit Default Swap 389.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 17.44 -17.66%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 28.0 +5.92%
  • Emerging Markets Sovereign Debt CDS Index 64.10 -2.60%
  • Israel Sovereign Debt Credit Default Swap 64.94 +4.78%
  • Iraq Sovereign Debt Credit Default Swap 525.32 unch.
  • Russia Sovereign Debt Credit Default Swap 173.24 +4.72%
  • iBoxx Offshore RMB China Corporate High Yield Index 135.65 +.22%
  • 10-Year TIPS Spread 2.0% -4.0 basis points
  • TED Spread 37.75 -6.25 basis points
  • 2-Year Swap Spread 33.5 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 63.40 +5.0%
  • America Energy Sector High-Yield Credit Default Swap Index 383.0 +8.4%
  • European Financial Sector Credit Default Swap Index 86.50 +.54%
  • Emerging Markets Credit Default Swap Index 217.18 +4.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 141.50 -1.0 basis point
  • M1 Money Supply $3.397 Trillion -.01%
  • Commercial Paper Outstanding 963.90 -.80%
  • 4-Week Moving Average of Jobless Claims 236,500 +2,250
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 4.21% +11.0 basis points
  • Weekly Mortgage Applications 405.70 +3.26%
  • Bloomberg Consumer Comfort 50.60 +.8 point
  • Weekly Retail Sales +1.0% unch.
  • Nationwide Gas $2.30/gallon -.02/gallon
  • Baltic Dry Index 1,064.0 +13.31%
  • China (Export) Containerized Freight Index 791.09 -.49%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 258,864 -2.20%
Best Performing Style
  • Large-Cap Growth unch.
Worst Performing Style
  • Small-Cap Value -2.4%
Leading Sectors
  • Disk Drives +5.4%
  • Homebuilders +2.9%
  • Semis +1.9%
  • Software +.8%
  • Internet +.6%
Lagging Sectors
  • REITs -3.7% 
  • Gold & Silver -4.5%
  • Coal -4.5%
  • Oil Service -5.2%
  • Steel -6.0%
Weekly High-Volume Stock Gainers (11)
  • TGTX, CNCE, NMBL, FMI, CMTL, AF, PLCE, LGIH, TERP, MGPI and BRSS
Weekly High-Volume Stock Losers (30)
  • DKS, CWH, DDR, COTV, HASI, CASY, LOCO, NAV, URBN, GEO, PATK, FOXF, BOJA, CIEN, HIIQ, KLXI, ALOG, THO, IGT, GTT, SFS, REV, AFI, TISI, BBSI, REN, HZN, NTNX, TLRD and IDT
Weekly Charts
ETFs
Stocks
*5-Day Change

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