Weekly Scoreboard*

Indices

• S&P 500 2,261.75 +.14%

• DJIA 19,916.50 +.39%

• NASDAQ 5,456.16 +.31%

• Russell 2000 1,3668.58 +.31%

• S&P 500 High Beta 37.27 +.31%

• Goldman 50 Most Shorted 121.59 -.73%

• Wilshire 5000 23,506.20 +.17%

• Russell 1000 Growth 1,064.39 +.06%

• Russell 1000 Value 1,113.26 +.21%

• S&P 500 Consumer Staples 535.01 -.21%

• Vanda Cyclicals-Defensives 1.2853 -.15%
  

• Morgan Stanley Technology 1,230.02 +.11%

• Transports 9,189.59 +.28%

• Utilities 660.53 +.40%

• Bloomberg European Bank/Financial Services 92.66 -1.63%

• MSCI Emerging Markets 34.31 -2.70%

• HFRX Equity Hedge 1,159.15 +.03%

• HFRX Equity Market Neutral 991.17 +.39%

Sentiment/Internals

• NYSE Cumulative A/D Line 273,257 +.49%

• Bloomberg New Highs-Lows Index 92 -34

• Bloomberg Crude Oil % Bulls 12.5 -57.5%

• CFTC Oil Net Speculative Position 422,767 +11.95%

• CFTC Oil Total Open Interest 2,104,703 +.31%

• Total Put/Call .84 -7.69%

• OEX Put/Call 2.14 +328.0%

• ISE Sentiment 103.0 +58.48%

• NYSE Arms .96 -17.54%

• Volatility(VIX) 11.63 -4.67%

• S&P 500 Implied Correlation 48.87 -2.62%

• G7 Currency Volatility (VXY) 10.99 -2.22%

• Emerging Markets Currency Volatility (EM-VXY) 11.33 -.87%

• Smart Money Flow Index 19,390.67 -.41%

• ICI Money Mkt Mutual Fund Assets $2.712 Trillion -.76%

• ICI US Equity Weekly Net New Cash Flow -$3.815 Billion

• AAII % Bulls 44.6 -.1%

• AAII % Bears 29.2 -9.8%

Futures Spot Prices

• CRB Index 190.53 -.47%

• Crude Oil 52.97 +1.81%

• Reformulated Gasoline 162.20 +4.38%

• Natural Gas 3.67 +8.25%

• Heating Oil 166.20 -.74%

• Gold 1,133.90 -.29%

• Bloomberg Base Metals Index 168.45 -2.82%

• Copper 248.20 -2.63%

• US No. 1 Heavy Melt Scrap Steel 248.33 USD/Ton +15.4%

• China Iron Ore Spot 78.1 USD/Ton -4.1%

• Lumber 307.70 -.74%

• UBS-Bloomberg Agriculture 1,103.85 -2.75%

Economy

• Atlanta Fed GDPNow Forecast +2.5% -10 basis points
• ECRI Weekly Leading Economic Index Growth Rate +11.3% +30.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index -.4101 +3.91%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 131.03 +.15%

• Citi US Economic Surprise Index 21.0 -1.9 points

• Citi Eurozone Economic Surprise Index 56.3 -7.0 points

• Citi Emerging Markets Economic Surprise Index 7.9 +2.3 points

• Fed Fund Futures imply 87.6% chance of no change 12.4% chance of 25 basis point hike on 2/1

• US Dollar Index 103.04 +.21%
• MSCI Emerging Markets Currency Index 1,501.61 +.05%

• Euro/Yen Carry Return Index 127.91 -.65%

• Yield Curve 134.0 +1.0 basis point

• 10-Year US Treasury Yield 2.54% -4.0 basis points

• Federal Reserve's Balance Sheet $4.431 Trillion -.03%

• U.S. Sovereign Debt Credit Default Swap 27.26 +.68%

• Illinois Municipal Debt Credit Default Swap 358.0 -.05%

• Western Europe Sovereign Debt Credit Default Swap Index 20.39 -.39%

• Asia Pacific Sovereign Debt Credit Default Swap Index 37.23 -.05%
  

• Emerging Markets Sovereign Debt CDS Index 81.03 -4.04%
  

• Israel Sovereign Debt Credit Default Swap 68.92 +1.35%

• Iraq Sovereign Debt Credit Default Swap 759.90 -.01%

• Russia Sovereign Debt Credit Default Swap 177.50 -3.19%

• iBoxx Offshore RMB China Corporate High Yield Index 133.13 +.10%

• 10-Year TIPS Spread 2.0% +11.0 basis points
  

• TED Spread 49.0 -.5 basis point

• 2-Year Swap Spread 30.0 +4.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -62.25 -7.5 basis points

• N. America Investment Grade Credit Default Swap Index 66.80 -2.32%

• America Energy Sector High-Yield Credit Default Swap Index 454.0 +.59%

• European Financial Sector Credit Default Swap Index 92.32 -1.91%
  

• Emerging Markets Credit Default Swap Index 245.29 -1.39%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 134.0 unch.
  

• M1 Money Supply $3.340 Trillion +.26%

• Commercial Paper Outstanding 966.0 +1.7%

• 4-Week Moving Average of Jobless Claims 263,750 +6,000

• Continuing Claims Unemployment Rate 1.5% unch.

• Average 30-Year Mortgage Rate 4.30% +14.0 basis points

• Weekly Mortgage Applications 407.30 +2.47%

• Bloomberg Consumer Comfort 46.7 +1.2 points

• Weekly Retail Sales +1.1% +20.0 basis points

• Nationwide Gas $2.27/gallon +.04/gallon

• Baltic Dry Index 928.0 -1.90%

• China (Export) Containerized Freight Index 781.43 +1.41%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 unch.

• Rail Freight Carloads 269,249 -3.8%

Best Performing Style

• Small-Cap Value +.4

Worst Performing Style

• Small-Cap Growth -.3%

Leading Sectors

• Semis +2.6%

• Disk Drives +1.9%

• Road & Rail +1.4%

• Banks +1.3%

• Hospitals +1.1%

Lagging Sectors

• Steel -1.8% 

• Social Media -1.9%

• 3-D Printing -2.3%

• Gaming -2.7%

• Retail -3.0%

Weekly High-Volume Stock Gainers (24)

• FRED, LOXO, AKBA, RARX, CLVS, STRP, INVN, CCN, BL, BEAT, JBL, ADSW, BELFB, NH, YELP, CTBI, GNCMA, ACAD, NX, SGRY, OFC, WAAS, MERT and AF

Weekly High-Volume Stock Losers (16)

• OFIX, MRCY, AVA, IPHS, NYCB, NPTN, CAMP, NTLA, BABY, AMBC, FINL, LNN, BBBY, RHT, SCMP and SELB

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Slightly Higher into Final Hour on Seasonal Strength, Oil Gain, Short-Covering, Biotech/Healthcare Sector Strength

Broad Equity Market Tone:

• Advance/Decline Line: Modestly Higher
  

• Sector Performance: Mixed
  

• Volume: Light

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 11.63 +1.75%

• Euro/Yen Carry Return Index 127.93 -.17%

• Emerging Markets Currency Volatility(VXY) 11.33 +.89%

• S&P 500 Implied Correlation 49.33 +1.46%

• ISE Sentiment Index 106.0 +120.83%
  

• Total Put/Call 831 -5.68%

• NYSE Arms .91 -29.72%

Credit Investor Angst:

• North American Investment Grade CDS Index 66.80 -.07%
  

• America Energy Sector High-Yield CDS Index 454.0 +.1%

• European Financial Sector CDS Index 92.32 -2.02%

• Western Europe Sovereign Debt CDS Index 20.39 -.61%

• Asia Pacific Sovereign Debt CDS Index 37.23 -.05%

• Emerging Market CDS Index 245.23 -1.39%
  

• iBoxx Offshore RMB China Corporate High Yield Index 133.13 +.10%

• 2-Year Swap Spread 30.0 -.5 basis points

• TED Spread 49.0 -1.0 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -62.25 -3.25 basis points
  

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 69.61 +.15%
• 3-Month T-Bill Yield .51% +1.0 basis point

• Yield Curve 134.0 -2.0 basis points
  

• China Import Iron Ore Spot $78.14/Metric Tonne +2.61%

• Citi US Economic Surprise Index 25.60 +4.6 points

• Citi Eurozone Economic Surprise Index 54.50 -1.8 basis points

• Citi Emerging Markets Economic Surprise Index 9.90 +2.0 points

• 10-Year TIPS Spread 2.0% +3.0 basis points
• 31.3% chance of Fed rate hike at March 15 meeting, 43.5% chance at May 3 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating +23 open in Japan 
• China A50 Futures: Indicating -61 open in China

• DAX Futures: Indicating -5 open in Germany

Portfolio: 

• Slightly Higher: On gains in my biotech/medical sector longs 

• Disclosed Trades: None

• Market Exposure: 50% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Value -.1%

Sector Underperformers:

• 1) Oil Service -.8% 2) Homebuilding -.5% 3) Retail -.4%

Stocks Falling on Unusual Volume: 

• CTAS, GNC, WSM, RMP, BBBY, LMT, MYGN, CHL, IFF and RL

Stocks With Unusual Put Option Activity:

• 1) MAR 2) REGN 3) XRT 4) LMT 5) CF

Stocks With Most Negative News Mentions:

• 1) GNC 2) MYGN 3) CTAS 4) ABM 5) CAH

Charts:

• ETFs Falling on Unusual Volume
• Stocks Falling on Unusual Volume

Bull Radar

Style Outperformer:

• Small-Cap Growth +.5%

Sector Outperformers:

• 1) Biotech +1.4% 2) Gold & Silver +1.4% 3) HMOs +.7%

Stocks Rising on Unusual Volume:

• WTW, CALM, FRED, FTK, CVRR, ACAD and FMSA

Stocks With Unusual Call Option Activity:

• 1) Z 2) WTW 3) RHT 4) FTNT 5) AGN

Stocks With Most Positive News Mentions:

• 1) CALM 2) JWN 3) TWI 4) SKX 5) NAV

Charts:

• ETFs Rising on Unusual Volume
• Stocks Rising on Unusual Volume