Friday, May 19, 2017

Weekly Scoreboard*

Indices
  • S&P 500 2,381.73 -.38%
  • DJIA 20,804.84 -.44%
  • NASDAQ 6,083.70 -.61%
  • Russell 2000 1,367.33 -1.12%
  • S&P 500 High Beta 36.79 -.30%
  • Goldman 50 Most Shorted 127.57 -.52%
  • Wilshire 5000 24,648.95 -.40%
  • Russell 1000 Growth 1,173.55 -.39%
  • Russell 1000 Value 1,118.53 -.32%
  • S&P 500 Consumer Staples 567.65 +.64%
  • Vanda Cyclicals-Defensives 1.3442 +.43%
  • Morgan Stanley Technology 1,444.61 -.73%
  • Transports 8,879.19 -1.35%
  • Utilities 703.27 +.43%
  • Bloomberg European Bank/Financial Services 100.28 -1.44%
  • MSCI Emerging Markets 40.91 -1.17%
  • HFRX Equity Hedge 1,188.32 -.49%
  • HFRX Equity Market Neutral 994.49 -.79%
Sentiment/Internals
  • NYSE Cumulative A/D Line 288,177 +.33%
  • Bloomberg New Highs-Lows Index -79 -308
  • Bloomberg Crude Oil % Bulls 44.0 -38.4%
  • CFTC Oil Net Speculative Position 328,751 -11.9%
  • CFTC Oil Total Open Interest 2,276,413 +2.75%
  • Total Put/Call .98 +15.29%
  • OEX Put/Call 2.52 +6.78%
  • ISE Sentiment 83.0 -17.82%
  • NYSE Arms .54 +58.21%
  • Volatility(VIX) 10.70 +.76%
  • S&P 500 Implied Correlation 42.05 -1.12%
  • G7 Currency Volatility (VXY) 7.88 +7.21%
  • Emerging Markets Currency Volatility (EM-VXY) 8.61 +8.03%
  • Smart Money Flow Index 19,353.37 -.42%
  • ICI Money Mkt Mutual Fund Assets $2.645 Trillion -.19%
  • ICI US Equity Weekly Net New Cash Flow +$1.673 Billion
  • AAII % Bulls 23.9 -27.1%
  • AAII % Bears 34.3 +13.3%
Futures Spot Prices
  • CRB Index 185.08 +1.86%
  • Crude Oil 50.33 +5.25%
  • Reformulated Gasoline 165.0 +3.50%
  • Natural Gas 3.26 -4.96%
  • Heating Oil 158.27 +6.08%
  • Gold 1,253.60 +2.1%
  • Bloomberg Base Metals Index 172.73 +1.15%
  • Copper 258.15 +2.08%
  • US No. 1 Heavy Melt Scrap Steel 266.67 USD/Ton +3.23%
  • China Iron Ore Spot 62.69 USD/Ton +2.13%
  • Lumber 363.0 -.93%
  • UBS-Bloomberg Agriculture 1,088.71 +.64%
Economy
  • Atlanta Fed GDPNow Forecast +4.1% +50.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.0% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .5158 -5.25% 
  • US Economic Policy Uncertainty Index 163.64 +178.78%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 136.49 +.31%
  • Citi US Economic Surprise Index -33.40 -3.9 points
  • Citi Eurozone Economic Surprise Index 59.50 -10.0 points
  • Citi Emerging Markets Economic Surprise Index 27.80 -5.3 points
  • Fed Fund Futures imply 2.5% chance of no change 97.5% chance of 25 basis point hike on 6/14
  • US Dollar Index 97.15 -2.06%
  • MSCI Emerging Markets Currency Index 1,581.86 -.37%
  • Euro/Yen Carry Return Index 130.28 +.76%
  • Yield Curve 97.0 -7.0 basis points
  • 10-Year US Treasury Yield 2.24% -11.0 basis points
  • Federal Reserve's Balance Sheet $4.428 Trillion -.15%
  • U.S. Sovereign Debt Credit Default Swap 21.75 -10.38%
  • Illinois Municipal Debt Credit Default Swap 393.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 9.20 +16.75%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 20.28 -1.12%
  • Emerging Markets Sovereign Debt CDS Index 48.40 +6.46%
  • Israel Sovereign Debt Credit Default Swap 68.62.0 +2.42%
  • South Korea Sovereign Debt Credit Default Swap 56.93 +2.56%
  • Russia Sovereign Debt Credit Default Swap 152.83 -1.61%
  • iBoxx Offshore RMB China Corporate High Yield Index 138.35 +.51%
  • 10-Year TIPS Spread 1.85% -1.0 basis point
  • TED Spread 26.75 -5.0 basis points
  • 2-Year Swap Spread 24.25 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.75 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 63.36 +.68%
  • America Energy Sector High-Yield Credit Default Swap Index 369.0 -.46%
  • European Financial Sector Credit Default Swap Index 69.47 +1.94%
  • Emerging Markets Credit Default Swap Index 196.71 +.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.50 unch.
  • M1 Money Supply $3.466 Trillion +1.35%
  • Commercial Paper Outstanding 986.60 +.5%
  • 4-Week Moving Average of Jobless Claims 240,750 -2,750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.02% -3.0 basis points
  • Weekly Mortgage Applications 398.80 -4.07%
  • Bloomberg Consumer Comfort 50.20 +.5 point
  • Weekly Retail Sales +1.8% +50.0 basis points
  • Nationwide Gas $2.35/gallon +.01/gallon
  • Baltic Dry Index 957.0 -5.62%
  • China (Export) Containerized Freight Index 848.27 +1.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 271,609 +2.83%
Best Performing Style
  •  Mid-Cap Growth +.4%
Worst Performing Style
  •  Small-Cap Value -.9%
Leading Sectors
  • Social Media +4.0%
  • Oil Services +3.2%
  • Homebuilders +2.2%
  • Telecom +1.9%
  • Semis +1.7%
Lagging Sectors
  • Networking -1.5% 
  • Hospitals -1.9%
  • Road & Rail -2.1%
  • Disk Drives -2.2%
  • Retail -2.8%
Weekly High-Volume Stock Gainers (14)
  • GLYC, SNDX, TTD, LJPC, ALNY, RRGB, AXIM, WFBI, DXPE, SNAP, INCY, CHRS, ASH and PEGA
Weekly High-Volume Stock Losers (20)
  • EVH, SYMC, SSYS, TPIC, TJX, FOGO, CSCO, PBH, ACXM, BURL, AAWW, VRTU, JWN, EGRX, URBN, DKS, PSDO, AEO, HRI and FRTA
Weekly Charts
ETFs
Stocks
*5-Day Change

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