Friday, April 14, 2017

Weekly Scoreboard*

Indices
  • S&P 500 2,328.95 -1.21%
  • DJIA 20,453.25 -1.02%
  • NASDAQ 5,805.15 -1.26%
  • Russell 2000 1,345.24 -1.41%
  • S&P 500 High Beta 36.57 -2.51%
  • Goldman 50 Most Shorted 119.83 -.37%
  • Wilshire 5000 24,125.20 -1.21%
  • Russell 1000 Growth 1,129.38 -.89%
  • Russell 1000 Value 1,112.79 -1.50%
  • S&P 500 Consumer Staples 563.79 +.49%
  • Vanda Cyclicals-Defensives 1.3022 -.05%
  • Morgan Stanley Technology 1,360.43 -1.28%
  • Transports 8,874.56 -2.84%
  • Utilities 703.15 +.02%
  • Bloomberg European Bank/Financial Services 93.0 -2.78%
  • MSCI Emerging Markets 39.30 -.01%
  • HFRX Equity Hedge 1,182.48 -.15%
  • HFRX Equity Market Neutral 998.0 -.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 283,713 -.28%
  • Bloomberg New Highs-Lows Index 7121 +43
  • Bloomberg Crude Oil % Bulls 36.84 +8.07%
  • CFTC Oil Net Speculative Position 437,043 +7.02%
  • CFTC Oil Total Open Interest 2,193,567 -.88%
  • Total Put/Call .97 +6.59%
  • OEX Put/Call 1.44 +206.4%
  • ISE Sentiment 87.0 +31.82%
  • NYSE Arms 2.27 +86.06%
  • Volatility(VIX) 15.96 +28.81%
  • S&P 500 Implied Correlation 47.71 +5.81%
  • G7 Currency Volatility (VXY) 9.30 +1.09%
  • Emerging Markets Currency Volatility (EM-VXY) 9.28 -1.59%
  • Smart Money Flow Index 19,197.27 -.76%
  • ICI Money Mkt Mutual Fund Assets $2.644 Trillion -.16%
  • ICI US Equity Weekly Net New Cash Flow -$4.710 Billion
  • AAII % Bulls 29.0 +2.4%
  • AAII % Bears 37.4 -5.7%
Futures Spot Prices
  • CRB Index 187.77 +.53%
  • Crude Oil 53.18 +1.7%
  • Reformulated Gasoline 173.49 -.45%
  • Natural Gas 3.23 -.68%
  • Heating Oil 164.95 +1.36%
  • Gold 1,288.50 +2.58%
  • Bloomberg Base Metals Index 173.58 -4.1%
  • Copper 257.05 -2.80%
  • US No. 1 Heavy Melt Scrap Steel 285.34 USD/Ton -.46%
  • China Iron Ore Spot 68.68 USD/Ton -8.97%
  • Lumber 385.0 -3.65%
  • UBS-Bloomberg Agriculture 1,100.05 +1.13%
Economy
  • Atlanta Fed GDPNow Forecast +.5% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +7.1% -40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0879 +9.38% 
  • US Economic Policy Uncertainty Index 171.52 +80.36%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 134.25 +.14%
  • Citi US Economic Surprise Index 38.80 -.6 point
  • Citi Eurozone Economic Surprise Index 38.90 -2.2 points
  • Citi Emerging Markets Economic Surprise Index 27.70 -2.5 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 100.51 -.63%
  • MSCI Emerging Markets Currency Index 1,583.64 +.64%
  • Euro/Yen Carry Return Index 120.37 -2.0%
  • Yield Curve 103.0 -7.0 basis points
  • 10-Year US Treasury Yield 2.24% -14.0 basis points
  • Federal Reserve's Balance Sheet $4.445 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 24.95 +7.17%
  • Illinois Municipal Debt Credit Default Swap 394.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 13.34 +9.97%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 23.52 +11.1%
  • Emerging Markets Sovereign Debt CDS Index 51.94 -.57%
  • Israel Sovereign Debt Credit Default Swap 68.98 -1.44%
  • South Korea Sovereign Debt Credit Default Swap 59.96 +16.5%
  • Russia Sovereign Debt Credit Default Swap 169.34 -.86%
  • iBoxx Offshore RMB China Corporate High Yield Index 136.64 -.02%
  • 10-Year TIPS Spread 1.93% -2.0 basis points
  • TED Spread 35.5 +1.25 basis points
  • 2-Year Swap Spread 32.75 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -31.0 -5.25 basis points
  • N. America Investment Grade Credit Default Swap Index 67.21 +2.61%
  • America Energy Sector High-Yield Credit Default Swap Index 357.0 +2.51%
  • European Financial Sector Credit Default Swap Index 93.53 +5.11%
  • Emerging Markets Credit Default Swap Index 211.80 +.72%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 144.0 unch.
  • M1 Money Supply $3.504 Trillion +2.38%
  • Commercial Paper Outstanding 984.90 -.80%
  • 4-Week Moving Average of Jobless Claims 247,250 -2,750
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 4.08% -2.0 basis points
  • Weekly Mortgage Applications 402.90 +1.46%
  • Bloomberg Consumer Comfort 51.0 +.8 point
  • Weekly Retail Sales +1.60% +50.0 basis points
  • Nationwide Gas $2.41/gallon +.03/gallon
  • Baltic Dry Index 1,296.0 +6.67%
  • China (Export) Containerized Freight Index 803.0 +1.85%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +36.36%
  • Rail Freight Carloads 260,966 -2.6%
Best Performing Style
  •  Large-Cap Growth -.9%
Worst Performing Style
  •  Small-Cap Value -1.8%
Leading Sectors
  • Gold & Silver +3.6%
  • REITs +1.0%
  • Homebuilders +1.0%
  • Biotech +.9%
  • Telecom +.8%
Lagging Sectors
  • Semis -3.5% 
  • Banks -3.6%
  • Oil Service -3.7%
  • Steel -5.8%
  • Coal -6.4%
Weekly High-Volume Stock Gainers (12)
  • STRP, SALE, NBIX, AKRX, ZYNE, COUP, AMRI, PICO, GOOD, CPAA, WFM and SWFT
Weekly High-Volume Stock Losers (14)
  • CFNL, UBSI, SNOW, PSMT, CJ, ANGO, FAST, WVE, APOG, NFG, MTSC, MYCC, UIS and HUBG
Weekly Charts
ETFs
Stocks
*5-Day Change

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