Friday, March 17, 2017

Weekly Scoreboard*


Indices
  • S&P 500 2,382.85 +.49%
  • DJIA 20,946.70 +.28%
  • NASDAQ 5,907.14 +.83%
  • Russell 2000 1,389.86 +1.81%
  • S&P 500 High Beta 37.47 +.29%
  • Goldman 50 Most Shorted 121.19 +1.36%
  • Wilshire 5000 24,695.10 +.67%
  • Russell 1000 Growth 1,147.06 +.68%
  • Russell 1000 Value 1,147.02 +.46%
  • S&P 500 Consumer Staples 568.71 +.82%
  • Vanda Cyclicals-Defensives 1.3049 -.59%
  • Morgan Stanley Technology 1,379.21 +1.72%
  • Transports 9,148.0 -1.31%
  • Utilities 699.24 +1.21%
  • Bloomberg European Bank/Financial Services 96.60 -.03%
  • MSCI Emerging Markets 39.51 +4.25%
  • HFRX Equity Hedge 1,189.72 +.43%
  • HFRX Equity Market Neutral 1,000.67 +.48%
Sentiment/Internals
  • NYSE Cumulative A/D Line 281,326 +1.12%
  • Bloomberg New Highs-Lows Index 712 +687
  • Bloomberg Crude Oil % Bulls 58.97 +82.29%
  • CFTC Oil Net Speculative Position 508,525 -3.18%
  • CFTC Oil Total Open Interest 2,137,532 +.81%
  • Total Put/Call .94 +8.05%
  • OEX Put/Call 1.30 +225.0%
  • ISE Sentiment 75.0 -76.47%
  • NYSE Arms 1.43 +45.83%
  • Volatility(VIX) 11.01 -6.43%
  • S&P 500 Implied Correlation 44.13 -3.89%
  • G7 Currency Volatility (VXY) 8.77 -7.29%
  • Emerging Markets Currency Volatility (EM-VXY) 8.84 -6.16%
  • Smart Money Flow Index 19,748.25 -.10%
  • ICI Money Mkt Mutual Fund Assets $2.677 Trillion -.43%
  • ICI US Equity Weekly Net New Cash Flow -$5.578 Billion
  • AAII % Bulls 31.2 +3.9%
  • AAII % Bears 38.7 -16.8%
Futures Spot Prices
  • CRB Index 184.48 +1.02%
  • Crude Oil 48.78 +.85%
  • Reformulated Gasoline 159.89 -3.1%
  • Natural Gas 2.94 -3.39%
  • Heating Oil 150.90 +.23%
  • Gold 1,229.40 +2.08%
  • Bloomberg Base Metals Index 179.92 +2.62%
  • Copper 269.45 +3.62%
  • US No. 1 Heavy Melt Scrap Steel 277.0 USD/Ton +10.8%
  • China Iron Ore Spot 92.61 USD/Ton +6.79%
  • Lumber 362.40 +.25%
  • UBS-Bloomberg Agriculture 1,140.66 -.21%
Economy
  • Atlanta Fed GDPNow Forecast +.9% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +9.6% +10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0966 +9.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 133.35 +.23%
  • Citi US Economic Surprise Index 56.10 +8.1 points
  • Citi Eurozone Economic Surprise Index 48.10 -9.8 points
  • Citi Emerging Markets Economic Surprise Index 53.30 +1.8 points
  • Fed Fund Futures imply 86.7% chance of no change 13.3% chance of 25 basis point hike on 5/3
  • US Dollar Index 100.32 -1.03%
  • MSCI Emerging Markets Currency Index 1,573.60 +1.38%
  • Euro/Yen Carry Return Index 126.39 -1.24%
  • Yield Curve 118.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.50% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.431 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 25.55 -1.22%
  • Illinois Municipal Debt Credit Default Swap 389.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 15.50 -11.07%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 25.44 -8.67%
  • Emerging Markets Sovereign Debt CDS Index 61.57 -2.67%
  • Israel Sovereign Debt Credit Default Swap 60.89 -3.87%
  • Iraq Sovereign Debt Credit Default Swap 525.32 unch.
  • Russia Sovereign Debt Credit Default Swap 166.05 -2.8%
  • iBoxx Offshore RMB China Corporate High Yield Index 135.91 +.19%
  • 10-Year TIPS Spread 2.02% +2.0 basis points
  • TED Spread 42.25 +4.25 basis points
  • 2-Year Swap Spread 33.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 61.47 -1.96%
  • America Energy Sector High-Yield Credit Default Swap Index 380.0 -.42%
  • European Financial Sector Credit Default Swap Index 85.10 -1.31%
  • Emerging Markets Credit Default Swap Index 206.15 -4.89%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 141.50 unch.
  • M1 Money Supply $3.381 Trillion -.51%
  • Commercial Paper Outstanding 962.10 -.20%
  • 4-Week Moving Average of Jobless Claims 237,250 +750
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 4.30% +9.0 basis points
  • Weekly Mortgage Applications 418.10 +3.06%
  • Bloomberg Consumer Comfort 51.0 +.4 point
  • Weekly Retail Sales +1.10% +10.0 basis points
  • Nationwide Gas $2.29/gallon -.01/gallon
  • Baltic Dry Index 1,172.0 +7.91%
  • China (Export) Containerized Freight Index 785.66 -.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 256,974 -.73%
Best Performing Style
  •  Small-Cap Value +1.2%
Worst Performing Style
  •  Large-Cap Value +.2%
Leading Sectors
  • Steel +7.6%
  • Gold & Silver +3.8%
  • Oil Tankers +2.8%
  • 3D Printing +2.6%
  • Alt Energy +2.2%
Lagging Sectors
  • Construction -.6% 
  • Road & Rail -1.4%
  • Banks -1.4%
  • Hospitals -2.0%
  • Biotech -2.2%
Weekly High-Volume Stock Gainers (19)
  • PLSE, LCUT, MCRB, KCG, MGI, WLDN, KMG, ASMB, MYOK, FRPT, OFIX, SCWX, PGEM, COKE, VRTV, MYRG, CBF, IPAR and CTRE
Weekly High-Volume Stock Losers (11)
  • SGRY, SBGI, UAL, GES, NCR, TWI, TSRO, COUP, ZUMZ, FTD and FNSR
Weekly Charts
ETFs
Stocks
*5-Day Change

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