Weekly Scoreboard*

Indices

• S&P 500 2,274.56 -.21%

• DJIA 19,873.34 -.48%

• NASDAQ 5,572.91 +.89%

• Russell 2000 1,370.53 +.21%

• S&P 500 High Beta 37.44 -.60%

• Goldman 50 Most Shorted 122.27 +.20%

• Wilshire 5000 23,658.30 -.08%

• Russell 1000 Growth 1,081.82 +.26%

• Russell 1000 Value 1,109.82 -.55%

• S&P 500 Consumer Staples 528.78 -1.19%

• Vanda Cyclicals-Defensives 1.2955 +1.88%
  

• Morgan Stanley Technology 1,269.02 +.54%

• Transports 9,182.51 +.80%

• Utilities 655.45 -.98%

• Bloomberg European Bank/Financial Services 94.69 -.77%

• MSCI Emerging Markets 36.58 +1.88%

• HFRX Equity Hedge 1,168.11 +.43%

• HFRX Equity Market Neutral 992.18 +.88%

Sentiment/Internals

• NYSE Cumulative A/D Line 276,878 +.10%

• Bloomberg New Highs-Lows Index 286 -87

• Bloomberg Crude Oil % Bulls 28.21 -45.24%

• CFTC Oil Net Speculative Position 440,074 -1.09%

• CFTC Oil Total Open Interest 2,089,324 +2.53%

• Total Put/Call .91 -5.21%

• OEX Put/Call .40 -66.67%

• ISE Sentiment 110.0 +63.08%

• NYSE Arms 1.17 +42.34%

• Volatility(VIX) 11.46 +1.67%

• S&P 500 Implied Correlation 47.76 -4.84%

• G7 Currency Volatility (VXY) 10.66 +.85%

• Emerging Markets Currency Volatility (EM-VXY) 11.24 +1.44%

• Smart Money Flow Index 19,341.36 +.68%

• ICI Money Mkt Mutual Fund Assets $2.691 Trillion -.83%

• ICI US Equity Weekly Net New Cash Flow -$10.919 Billion

• AAII % Bulls 43.6 -5.5%

• AAII % Bears 27.0 +6.9%

Futures Spot Prices

• CRB Index 195.54 +.51%

• Crude Oil 52.40 -2.46%

• Reformulated Gasoline 160.89 -.95%

• Natural Gas 3.42 +4.78%

• Heating Oil 165.11 -2.79%

• Gold 1,198.10 +2.14%

• Bloomberg Base Metals Index 175.18 +4.17%

• Copper 268.95 +5.68%

• US No. 1 Heavy Melt Scrap Steel 248.33 USD/Ton unch.

• China Iron Ore Spot 80.54 USD/Ton +5.63%

• Lumber 332.70 +1.56%

• UBS-Bloomberg Agriculture 1,180.05 +2.18%

Economy

• Atlanta Fed GDPNow Forecast +2.8% -10.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +12.2% +20.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index -.1014 +3.24%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 131.91 +.3%

• Citi US Economic Surprise Index 38.0 +11.0 points

• Citi Eurozone Economic Surprise Index 74.8 +3.7 points

• Citi Emerging Markets Economic Surprise Index 37.60 +11.6 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 101.29 -.92%
• MSCI Emerging Markets Currency Index 1,522.73 +.51%

• Euro/Yen Carry Return Index 127.34 -1.04%

• Yield Curve 120.0 unch.

• 10-Year US Treasury Yield 2.40% -2.0 basis points

• Federal Reserve's Balance Sheet $4.414 Trillion -.01%

• U.S. Sovereign Debt Credit Default Swap 27.18 +2.05%

• Illinois Municipal Debt Credit Default Swap 357.0 -.05%

• Western Europe Sovereign Debt Credit Default Swap Index 20.15 -3.05%

• Asia Pacific Sovereign Debt Credit Default Swap Index 33.69 -.12%
  

• Emerging Markets Sovereign Debt CDS Index 81.55 +8.83%
  

• Israel Sovereign Debt Credit Default Swap 69.25 +.57%

• Iraq Sovereign Debt Credit Default Swap 703.42 unch.

• Russia Sovereign Debt Credit Default Swap 180.81 +6.57%

• iBoxx Offshore RMB China Corporate High Yield Index 132.84 -.05%

• 10-Year TIPS Spread 2.0% +1.0 basis point
  

• TED Spread 51.0 +1.25 basis point

• 2-Year Swap Spread 29.25 +2.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -41.25 +5.25 basis points

• N. America Investment Grade Credit Default Swap Index 65.62 +1.97%

• America Energy Sector High-Yield Credit Default Swap Index 427.0 +1.32%

• European Financial Sector Credit Default Swap Index 86.90 -.20%
  

• Emerging Markets Credit Default Swap Index 235.74 +2.38%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 133.50 -.5 basis point
  

• M1 Money Supply $3.318 Trillion -.26%

• Commercial Paper Outstanding 959.30 +1.0%

• 4-Week Moving Average of Jobless Claims 256,500 -250

• Continuing Claims Unemployment Rate 1.5% unch.

• Average 30-Year Mortgage Rate 4.12% -8.0 basis points

• Weekly Mortgage Applications 379.20 +5.77%

• Bloomberg Consumer Comfort 45.1 -.4 point

• Weekly Retail Sales +.9% -60.0 basis points

• Nationwide Gas $2.35/gallon -.02/gallon

• Baltic Dry Index 892.0 -7.37%

• China (Export) Containerized Freight Index 840.35 +4.23%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 -8.7%

• Rail Freight Carloads 220,271 +4.88%

Best Performing Style

• Small-Cap Growth +1.3%

Worst Performing Style

• Mid-Cap Value -.5%

Leading Sectors

• Hospitals +5.8%

• Medical Equipment +2.9%

• Social Media +2.38%

• Airlines +2.3%

• Road & Rail +1.6%

Lagging Sectors

• Drugs -1.0% 

• Gaming -1.0%

• Utilities -1.3%

• REITs -1.8%

• Oil Service -2.8%

Weekly High-Volume Stock Gainers (21)

• WRMT, AXIM, ARIA, AAOI, WOOF, EXAS, SRPT, PCBK, ILMN, SCAI, GBX, MYCC, STML, UCTT, STRP, AXGN, IT, DDD, ATW, CUDA and WGL

Weekly High-Volume Stock Losers (16)

• COLB, ABAX, VECO, ICUI, AZZ, CLNS, WMB, AYI, ESPR, CMC, ATRC, WDFC, NSTG, EGRX, VSTO and AMAG

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Slightly Higher into Afternoon on Earnings Optimism, Economic Data, Short-Covering, Hospital/Construction Sector Strength

Broad Equity Market Tone:

• Advance/Decline Line: Substantially Higher
  

• Sector Performance: Most Sectors Rising
  

• Volume: Below Average

• Market Leading Stocks: Outperforming
  

Equity Investor Angst:

• Volatility(VIX) 11.35 -1.65%

• Euro/Yen Carry Return Index 127.17 +.01%

• Emerging Markets Currency Volatility(VXY) 11.24 -.88%

• S&P 500 Implied Correlation 47.57 +1.65%

• ISE Sentiment Index 92.0 +46.03%
  

• Total Put/Call .87 -15.53%

• NYSE Arms 1.11 -.30%

Credit Investor Angst:

• North American Investment Grade CDS Index 65.62 -1.97%
  

• America Energy Sector High-Yield CDS Index 427.0 +.45%

• European Financial Sector CDS Index 86.90 -3.14%

• Western Europe Sovereign Debt CDS Index 20.15 +3.41%

• Asia Pacific Sovereign Debt CDS Index 33.49 -1.63%

• Emerging Market CDS Index 235.74 -.76%
  

• iBoxx Offshore RMB China Corporate High Yield Index 132.83 +.02%

• 2-Year Swap Spread 29.25 unch.

• TED Spread 51.0 -.5 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -41.0 +1.0 basis piont
  

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 70.1 +.02%
• 3-Month T-Bill Yield .52% +1.0 basis point

• Yield Curve 120.0 +1.0 basis point
  

• China Import Iron Ore Spot $80.54/Metric Tonne -.56%

• Citi US Economic Surprise Index 38.0 -3.5 points

• Citi Eurozone Economic Surprise Index 74.80 -.8 basis point

• Citi Emerging Markets Economic Surprise Index 37.60 -.2 point

• 10-Year TIPS Spread 2.0 unch.
• 31.3% chance of Fed rate hike at March 15 meeting, 45.0% chance at May 3 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -7 open in Japan 
• China A50 Futures: Indicating +43 open in China

• DAX Futures: Indicating -33 open in Germany

Portfolio: 

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

• Disclosed Trades: None

• Market Exposure: 50% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Value +.2%

Sector Underperformers:

• 1) Oil Service -.5% 2) Utilities -.5% 3) Restaurants -.5%

Stocks Falling on Unusual Volume: 

• GME, INFY, AAOI, GNRC, HMST, PVH, RYI and RBA

Stocks With Unusual Put Option Activity:

• 1) AIG 2) FEYE 3) YUM 4) EXEL 5) EA

Stocks With Most Negative News Mentions:

• 1) GNRC 2) SNAK 3) ABCO 4) GME 5) TNP

Charts:

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

Bull Radar

Style Outperformer:

• Small-Cap Growth +1.2%

Sector Outperformers:

• 1) Hospitals +1.7% 2) Alt Energy +1.4% 3) Disk Drives +1.3%

Stocks Rising on Unusual Volume:

• SN, DXCM, STRP, WATT, SSNI, P, WMS, CHKP, HTLD, EVH, CLVS, ARRY, ANGO, SSW, GRUB, PTLA, DERM, MNST and TIF

Stocks With Unusual Call Option Activity:

• 1) TMUS 2) ARNC 3) AIG 4) RF 5) SPLK

Stocks With Most Positive News Mentions:

• 1) GRUB 2) THRM 3) P 4) CFX 5) MBLY

Charts:

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

Morning Market Internals

NYSE Composite Index:

• Volume Running -2.3% Below 100-Day Average
• 5 Sectors Rising, 5 Sectors Declining
• 62.6% of Issues Advancing, 34.1% Declining
• 101 New 52-Week Highs, 6 New Lows
• 59.2% of Issues Above 200-day Moving Average
• Average 14-Day RSI 42.0%
• Vix 11.2 -2.9%
• Total Put/Call .72 -30.1%
• TRIN/Arms 1.17 +3.3%