Friday, March 24, 2017

Weekly Scoreboard*


Indices
  • S&P 500 2,337.99 -1.13%
  • DJIA 20,549.30 -1.30%
  • NASDAQ 5,817.91 -.99%
  • Russell 2000 1,349.17 -2.32%
  • S&P 500 High Beta 36.30 -2.09%
  • Goldman 50 Most Shorted 117.22 -1.38%
  • Wilshire 5000 24,231.50 -1.38%
  • Russell 1000 Growth 1,130.69 -.77%
  • Russell 1000 Value 1,119.75 -1.63%
  • S&P 500 Consumer Staples 561.45 -.61%
  • Vanda Cyclicals-Defensives 1.2859 -1.46%
  • Morgan Stanley Technology 1,360.72 -.46%
  • Transports 8,905.66 -2.19%
  • Utilities 704.91 +1.41%
  • Bloomberg European Bank/Financial Services 95.88 -.88%
  • MSCI Emerging Markets 39.66 +.47%
  • HFRX Equity Hedge 1,181.20 -.69%
  • HFRX Equity Market Neutral 1,000.86 +.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line 280,808 -.18%
  • Bloomberg New Highs-Lows Index 125 -587
  • Bloomberg Crude Oil % Bulls 25.0 -57.6%
  • CFTC Oil Net Speculative Position 433,800 -14.69%
  • CFTC Oil Total Open Interest 2,240.261 +4.81%
  • Total Put/Call 1.24 +32.99%
  • OEX Put/Call 1.35 -65.29%
  • ISE Sentiment 101.0 +46.38%
  • NYSE Arms 1.43 -31.25%
  • Volatility(VIX) 13.28 +14.6%
  • S&P 500 Implied Correlation 48.29 +5.48%
  • G7 Currency Volatility (VXY) 9.11 +5.82%
  • Emerging Markets Currency Volatility (EM-VXY) 9.11 +3.85%
  • Smart Money Flow Index 19,514.02 -1.19%
  • ICI Money Mkt Mutual Fund Assets $2.654 Trillion -.87%
  • ICI US Equity Weekly Net New Cash Flow -$2.866 Billion
  • AAII % Bulls 35.3 +13.2%
  • AAII % Bears 30.5 -21.2%
Futures Spot Prices
  • CRB Index 183.43 -.67%
  • Crude Oil 47.97 -1.97%
  • Reformulated Gasoline 160.48 +.10%
  • Natural Gas 3.07 +3.68%
  • Heating Oil 149.90 -1.25%
  • Gold 1,248.40 +1.58%
  • Bloomberg Base Metals Index 178.67 -.69%
  • Copper 263.50 -2.30%
  • US No. 1 Heavy Melt Scrap Steel 277.0 USD/Ton unch.
  • China Iron Ore Spot 85.06 USD/Ton -7.88%
  • Lumber 376.60 +3.97%
  • UBS-Bloomberg Agriculture 1,114.60 -2.32%
Economy
  • Atlanta Fed GDPNow Forecast +1.0% +10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +9.0% -60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1395 +2.04%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 133.35 +.23%
  • Citi US Economic Surprise Index 54.10 -2.0 points
  • Citi Eurozone Economic Surprise Index 69.80 +21.7 points
  • Citi Emerging Markets Economic Surprise Index 45.0 -8.3 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 99.64 -.71%
  • MSCI Emerging Markets Currency Index 1,581.65 +.42%
  • Euro/Yen Carry Return Index 125.15 -.99%
  • Yield Curve 115.0 -3.0 basis points
  • 10-Year US Treasury Yield 2.40% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.439 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 24.60 -3.69%
  • Illinois Municipal Debt Credit Default Swap 395.0 +1.47%
  • Western Europe Sovereign Debt Credit Default Swap Index 12.30 -17.14% (new series)
  • Asia Pacific Sovereign Debt Credit Default Swap Index 21.04 -17.0%
  • Emerging Markets Sovereign Debt CDS Index 48.16 -21.78%
  • Israel Sovereign Debt Credit Default Swap 71.09 +16.82%
  • Iraq Sovereign Debt Credit Default Swap 525.32 +.02%
  • Russia Sovereign Debt Credit Default Swap 175.84 +8.26%
  • iBoxx Offshore RMB China Corporate High Yield Index 136.22 +.23%
  • 10-Year TIPS Spread 1.99% -3.0 basis points
  • TED Spread 39.0 -3.25 basis points
  • 2-Year Swap Spread 37.0 +3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.5 -4.75 basis points
  • N. America Investment Grade Credit Default Swap Index 67.24 +9.39%
  • America Energy Sector High-Yield Credit Default Swap Index 408.0 +6.66%
  • European Financial Sector Credit Default Swap Index 89.24 +4.74%
  • Emerging Markets Credit Default Swap Index 213.53 +4.34%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 142.50 +1.0 basis point
  • M1 Money Supply $3.453 Trillion +2.17%
  • Commercial Paper Outstanding 965.70 +.40%
  • 4-Week Moving Average of Jobless Claims 240,000 +2,750
  • Continuing Claims Unemployment Rate 1.4% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.23% -7.0 basis points
  • Weekly Mortgage Applications 406.80 -2.7%
  • Bloomberg Consumer Comfort 51.3 +.3 point
  • Weekly Retail Sales +1.20% +10.0 basis points
  • Nationwide Gas $2.29/gallon unch.
  • Baltic Dry Index 1,172.0 unch.
  • China (Export) Containerized Freight Index 778.15 -1.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 248,816 -3.17%
Best Performing Style
  •  Large-Cap Growth -.8%
Worst Performing Style
  •  Small-Cap Value -2.8%
Leading Sectors
  • Gold & Silver +2.0%
  • Utilities +1.4%
  • Coal +1.3%
  • Disk Drives +1.2%
  • Restaurants +1.1%
Lagging Sectors
  • Gaming -3.1% 
  • Retail -3.2%
  • I-Banks -4.0%
  • Banks -4.7%
  • Steel -7.3%
Weekly High-Volume Stock Gainers (11)
  • NKTR, ESPR, FLXN, DLTH, XBIT, CTMX, FEYE, PENN, OSUR, FIVE and CTAS
Weekly High-Volume Stock Losers (35)
  • TOWN, ATH, COLB, CHCO, CPF, HBAN, ALLY, MMSI, CBU, ATU, CHFC, PTC, MOFG, PPBI, APTI, AMGN, UCBI, UBSI, MG, WAL, FIBK, INTL, GBCI, SIVB, PJT, PERY, CACC, TCB, PFBC, SFBS, VRTV, FSLR, CAL, AFSI and EDIT
Weekly Charts
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*5-Day Change

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