Friday, April 21, 2017

Weekly Scoreboard*

Indices
  • S&P 500 2,349.15 +.85%
  • DJIA 20,574.10 +.56%
  • NASDAQ 5,914.62 +1.82%
  • Russell 2000 1,81.264 +2.68%
  • S&P 500 High Beta 36.81 +.66%
  • Goldman 50 Most Shorted 123.05 +.06%
  • Wilshire 5000 24,414.40 +1.14%
  • Russell 1000 Growth 1,145.08 +1.36%
  • Russell 1000 Value 1,118.81 +.49%
  • S&P 500 Consumer Staples 565.37 +.25%
  • Vanda Cyclicals-Defensives 1.276 +.21%
  • Morgan Stanley Technology 1,382.52 +1.56%
  • Transports 9,143.80 +3.03%
  • Utilities 707.24 +.50%
  • Bloomberg European Bank/Financial Services 94.97 +2.12%
  • MSCI Emerging Markets 39.33 +.05%
  • HFRX Equity Hedge 1,180.67 +.05%
  • HFRX Equity Market Neutral 995.86 -.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 286,081 +.83%
  • Bloomberg New Highs-Lows Index 283 +162
  • Bloomberg Crude Oil % Bulls 52.94 +43.7%
  • CFTC Oil Net Speculative Position 437,043 +7.02%
  • CFTC Oil Total Open Interest 2,193,567 -.88%
  • Total Put/Call 1.0 +9.28%
  • OEX Put/Call 1.48 -23.6%
  • ISE Sentiment 67.0 -24.14%
  • NYSE Arms 1.67 -14.09%
  • Volatility(VIX) 14.87 -4.07%
  • S&P 500 Implied Correlation 45.0 -3.27%
  • G7 Currency Volatility (VXY) 9.27 -.32%
  • Emerging Markets Currency Volatility (EM-VXY) 9.02 -2.91%
  • Smart Money Flow Index 19,251.54 +.28%
  • ICI Money Mkt Mutual Fund Assets $2.627 Trillion -.64%
  • ICI US Equity Weekly Net New Cash Flow -$2.985 Billion
  • AAII % Bulls 25.7 -11.3%
  • AAII % Bears 38.7 +3.5%
Futures Spot Prices
  • CRB Index 181.87 -3.27%
  • Crude Oil 49.61 -6.61%
  • Reformulated Gasoline 164.41 -5.12%
  • Natural Gas 3.10 -4.01%
  • Heating Oil 155.48 -5.83%
  • Gold 1,287.20 -.2%
  • Bloomberg Base Metals Index 172.98 -.35%
  • Copper 254.15 -1.26%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton -9.47%
  • China Iron Ore Spot 68.22 USD/Ton -.67%
  • Lumber 398.80 +3.06%
  • UBS-Bloomberg Agriculture 1,083.25 -1.49%
Economy
  • Atlanta Fed GDPNow Forecast +.5% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +6.5% -60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0964 -8.8% 
  • US Economic Policy Uncertainty Index 98.90 -19.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 134.68 +.32%
  • Citi US Economic Surprise Index 2.80 -36.0 points
  • Citi Eurozone Economic Surprise Index 49.30 +10.4 points
  • Citi Emerging Markets Economic Surprise Index 39.80 +12.1 points
  • Fed Fund Futures imply 88.9% chance of no change 11.1% chance of 25 basis point hike on 5/3
  • US Dollar Index 99.94 -.66%
  • MSCI Emerging Markets Currency Index 1,582.31 -.08%
  • Euro/Yen Carry Return Index 121.86 +1.18%
  • Yield Curve 105.0 +2.0 basis points
  • 10-Year US Treasury Yield 2.23% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.440 Trillion -.12%
  • U.S. Sovereign Debt Credit Default Swap 26.15 +4.83%
  • Illinois Municipal Debt Credit Default Swap 394.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 11.75 -11.9%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 23.97 +2.04%
  • Emerging Markets Sovereign Debt CDS Index 49.1 -5.4%
  • Israel Sovereign Debt Credit Default Swap 68.91 -.11%
  • South Korea Sovereign Debt Credit Default Swap 55.28 -7.5%
  • Russia Sovereign Debt Credit Default Swap 163.79 -3.3%
  • iBoxx Offshore RMB China Corporate High Yield Index 137.03 +.28%
  • 10-Year TIPS Spread 1.86% -7.0 basis points
  • TED Spread 37.75 +2.25 basis points
  • 2-Year Swap Spread 34.75 +2.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -33.25 -2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 67.46 -.13%
  • America Energy Sector High-Yield Credit Default Swap Index 373.0 +4.68%
  • European Financial Sector Credit Default Swap Index 90.20 -3.55%
  • Emerging Markets Credit Default Swap Index 207.31 -1.90%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 144.0 unch.
  • M1 Money Supply $3.418 Trillion -2.33%
  • Commercial Paper Outstanding 974.90 -1.0%
  • 4-Week Moving Average of Jobless Claims 243,000 -4,250
  • Continuing Claims Unemployment Rate 1.4% -10.0 basis points
  • Average 30-Year Mortgage Rate 3.97% -11.0 basis points
  • Weekly Mortgage Applications 395.60 -1.81%
  • Bloomberg Consumer Comfort 49.90 -1.1 points
  • Weekly Retail Sales +2.0% +40.0 basis points
  • Nationwide Gas $2.42/gallon +.01/gallon
  • Baltic Dry Index 1,243.0 -3.04%
  • China (Export) Containerized Freight Index 806.53 +.44%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.5 +13.3%
  • Rail Freight Carloads 263,833 +1.1%
Best Performing Style
  •  Small-Cap Growth +2.5%
Worst Performing Style
  •  Large-Cap Value +.3%
Leading Sectors
  • Road & Rail +4.3%
  • Semis +3.2%
  • Retail +3.1%
  • Restaurants +3.0%
  • Defense +2.9%
Lagging Sectors
  • Computer Services -2.3% 
  • Coal -2.5%
  • Gold & Silver -2.9%
  • Oil Service -4.8%
  • Hospitals -6.8%
Weekly High-Volume Stock Gainers (15)
  • SCSS, SSYS, ALR, CAMP, KCG, DY, APFH, SABR, TTS, MDXG, UPLD, CAB, CFNL, VIRT and FRPT
Weekly High-Volume Stock Losers (11)
  • WR, HOG, NRZ, WSR, BOLD, MD, CAH, GWW, AGIO, CUDA and LNCE
Weekly Charts
ETFs
Stocks
*5-Day Change

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