Friday, May 12, 2017

Weekly Scoreboard*

Indices
  • S&P 500 2,390.14 -.39%
  • DJIA 20,884.1 -.57%
  • NASDAQ 6,118.74 +.33%
  • Russell 2000 1,385.22 -.93%
  • S&P 500 High Beta 36.91 -.97%
  • Goldman 50 Most Shorted 128.29 +.76%
  • Wilshire 5000 24,736.10 -.60%
  • Russell 1000 Growth 1,178.22 -.08%
  • Russell 1000 Value 1,121.23 -.91%
  • S&P 500 Consumer Staples 563.94 -.52%
  • Vanda Cyclicals-Defensives 1.3447 +.75%
  • Morgan Stanley Technology 1,455.25 +.30%
  • Transports 8,997.93 -2.12%
  • Utilities 700.0 -.19%
  • Bloomberg European Bank/Financial Services 101.60 -1.51%
  • MSCI Emerging Markets 41.07 +2.44%
  • HFRX Equity Hedge 1,197.86 -.14%
  • HFRX Equity Market Neutral 1,006.16 -.06%
Sentiment/Internals
  • NYSE Cumulative A/D Line 287,629 +.28%
  • Bloomberg New Highs-Lows Index 229 -105
  • Bloomberg Crude Oil % Bulls 56.7 +26.05%
  • CFTC Oil Net Speculative Position 373,144 -9.39%
  • CFTC Oil Total Open Interest 2,215,531 +1.25%
  • Total Put/Call .80 -23.23%
  • OEX Put/Call 2.85 +222.37%
  • ISE Sentiment 94.0 -9.28%
  • NYSE Arms 1.14 +58.21%
  • Volatility(VIX) 10.70 +.76%
  • S&P 500 Implied Correlation 42.05 -1.12%
  • G7 Currency Volatility (VXY) 7.35 -5.17%
  • Emerging Markets Currency Volatility (EM-VXY) 7.99 -3.77%
  • Smart Money Flow Index 19,435.81 +.90%
  • ICI Money Mkt Mutual Fund Assets $2.650 Trillion +.06%
  • ICI US Equity Weekly Net New Cash Flow -$5.404 Billion
  • AAII % Bulls 32.7 -14.0%
  • AAII % Bears 30.2 +.9%
Futures Spot Prices
  • CRB Index 181.58 +1.83%
  • Crude Oil 47.70 +2.09%
  • Reformulated Gasoline 157.37 +3.82%
  • Natural Gas 3.42 +4.02%
  • Heating Oil 149.14 +2.74%
  • Gold 1,228.0 +.07%
  • Bloomberg Base Metals Index 170.77 -.29%
  • Copper 252.35 -.79%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton unch.
  • China Iron Ore Spot 61.38 USD/Ton -.57%
  • Lumber 365.80 -4.8%
  • UBS-Bloomberg Agriculture 1,081.88 -.11%
Economy
  • Atlanta Fed GDPNow Forecast +3.6% -60.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.1% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1477 -3.7% 
  • US Economic Policy Uncertainty Index 184.72 +9.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 136.07 +.27%
  • Citi US Economic Surprise Index -29.50 -11.3 points
  • Citi Eurozone Economic Surprise Index 69.50 +1.3 points
  • Citi Emerging Markets Economic Surprise Index 33.10 -.8 point
  • Fed Fund Futures imply 2.5% chance of no change 97.5% chance of 25 basis point hike on 6/14
  • US Dollar Index 98.65 -.40%
  • MSCI Emerging Markets Currency Index 1,581.54 +.06%
  • Euro/Yen Carry Return Index 129.44 +2.02%
  • Yield Curve 104.0 +1.0 basis point
  • 10-Year US Treasury Yield 2.35+5.0 basis points
  • Federal Reserve's Balance Sheet $4.435 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 23.49 +1.5%
  • Illinois Municipal Debt Credit Default Swap 393.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 7.87 +6.33%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 20.54 -2.1%
  • Emerging Markets Sovereign Debt CDS Index 45.47 -.32%
  • Israel Sovereign Debt Credit Default Swap 67.0 unch.
  • South Korea Sovereign Debt Credit Default Swap 55.41 -5.27%
  • Russia Sovereign Debt Credit Default Swap 154.34 -.32%
  • iBoxx Offshore RMB China Corporate High Yield Index 137.66 +.23%
  • 10-Year TIPS Spread 1.86% -1.0 basis point
  • TED Spread 31.75 +2.25 basis points
  • 2-Year Swap Spread 25.0 -4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -32.0 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 62.93 -1.3%
  • America Energy Sector High-Yield Credit Default Swap Index 372.0 -4.04%
  • European Financial Sector Credit Default Swap Index 68.11 -.38%
  • Emerging Markets Credit Default Swap Index 195.78 +1.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.50 +1.0 basis point
  • M1 Money Supply $3.420 Trillion -.08%
  • Commercial Paper Outstanding 981.60 -1.1%
  • 4-Week Moving Average of Jobless Claims 243,500 +500
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.05% +3.0 basis points
  • Weekly Mortgage Applications 415.70 +2.44%
  • Bloomberg Consumer Comfort 49.70 -1.2 points
  • Weekly Retail Sales +1.3% -70.0 basis points
  • Nationwide Gas $2.34/gallon -.02/gallon
  • Baltic Dry Index 1,012.0 +1.81%
  • China (Export) Containerized Freight Index 837.74 +2.34%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 264,123 -1.94%
Best Performing Style
  •  Large-Cap Growth -.1%
Worst Performing Style
  •  Small-Cap Value -1.5%
Leading Sectors
  • Gold & Silver +5.8%
  • 3D Printing +4.1%
  • Semis +3.0%
  • Coal +3.0%
  • Homebuilding +1.8%
Lagging Sectors
  • Banks -2.2% 
  • Oil Service -2.2%
  • Retail -2.5%
  • Paper -2.6%
  • Construction -3.4%
Weekly High-Volume Stock Gainers (49)
  • WRLD, VRX, PETS, W, DDD, OLED, HDP, NVDA, TDOC, ANF, WIFI, TTEC, REGI, HLF, COHR, BW, DIOD, EA, DPLO, TCMD, NTRA, PEGA, MTSC, LOCO, XON, ZGNX, PRXL, VRNS, SHAK, CTLT, VSTO, RPD, KATE, CHEF, QTNA, MXL, MPMQ, ENTL, APTI, WING, ACLS, PCTY, COTY, LYV, TRCO, RGR, SEAS, CSII and WWW
Weekly High-Volume Stock Losers (35)
  • HTGC, IFF, STOR, UEIC, AL, AHH, BKFS, AXDX, EBIX, TGNA, SBRA, MB, SP, SSP, KITE, ATKR, ACET, TREX, DDS, M, PBYI, IESC, YELP, REV, NVRO, DERM, NXTM, DGII, SNAP, FOSL, HCKT, HTZ, VSI, ARCB and HZNP
Weekly Charts
ETFs
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*5-Day Change

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