Weekly Scoreboard*

Indices

• S&P 500 2,267.38 -.15%

• DJIA 19,811.30 -.52%

• NASDAQ 5,554.42 unch.

• Russell 2000 1,351.33 -.71%

• S&P 500 High Beta 37.19 -.56%

• Goldman 50 Most Shorted 120.76 -.43%

• Wilshire 5000 23,602.50 -.17%

• Russell 1000 Growth 1,079.81 +.05%

• Russell 1000 Value 1,105.94 -.31%

• S&P 500 Consumer Staples 538.51 +1.67%

• Vanda Cyclicals-Defensives 1.2940 -.12%
  

• Morgan Stanley Technology 1,270.85 +.66%

• Transports 9,195.39 +.46%

• Utilities 657.51 -.03%

• Bloomberg European Bank/Financial Services 94.0 -.73%

• MSCI Emerging Markets 36.47 -.40%

• HFRX Equity Hedge 1,165.01 -.30%

• HFRX Equity Market Neutral 988.26 -.38%

Sentiment/Internals

• NYSE Cumulative A/D Line 276,087 -.29%

• Bloomberg New Highs-Lows Index 234 -52

• Bloomberg Crude Oil % Bulls 38.2 -25.8%

• CFTC Oil Net Speculative Position 433,562 -1.48%

• CFTC Oil Total Open Interest 2,114,656 +1.21%

• Total Put/Call 1.01 +10.99%

• OEX Put/Call .74 +94.74%

• ISE Sentiment 74.0 -24.47%

• NYSE Arms .84 -22.32%

• Volatility(VIX) 12.33 +6.67%

• S&P 500 Implied Correlation 47.17 +.49%

• G7 Currency Volatility (VXY) 10.42 -2.25%

• Emerging Markets Currency Volatility (EM-VXY) 11.02 -1.78%

• Smart Money Flow Index 19,255.29 -.45%

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

• ICI US Equity Weekly Net New Cash Flow -$.174 Billion

• AAII % Bulls 37.0 -15.2%

• AAII % Bears 32.7 +21.2%

Futures Spot Prices

• CRB Index 194.02 -.49%

• Crude Oil 52.42 -1.15%

• Reformulated Gasoline 156.70 -3.23%

• Natural Gas 3.20 -5.32%

• Heating Oil 164.49 -1.92%

• Gold 1,213.90 +1.57%

• Bloomberg Base Metals Index 174.91 -.15%

• Copper 261.95 -1.78%

• US No. 1 Heavy Melt Scrap Steel 277.66 USD/Ton +11.8%

• China Iron Ore Spot 80.41 USD/Ton -.16%

• Lumber 325.90 -.09%

• UBS-Bloomberg Agriculture 1,194.45 +1.40%

Economy

• Atlanta Fed GDPNow Forecast +2.8% unch.
• ECRI Weekly Leading Economic Index Growth Rate +12.0% -20.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index .2591 -2.11%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 132.28 +.81%

• Citi US Economic Surprise Index 44.60 +6.6 points

• Citi Eurozone Economic Surprise Index 63.5 -11.3 points

• Citi Emerging Markets Economic Surprise Index 38.50 +.9 point

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

• US Dollar Index 101.04 -.21%
• MSCI Emerging Markets Currency Index 1,523.11 -.02%

• Euro/Yen Carry Return Index 127.96 +.69%

• Yield Curve 128.0 +8.0 basis points

• 10-Year US Treasury Yield 2.47% +7.0 basis points

• Federal Reserve's Balance Sheet $4.422 Trillion +.18%

• U.S. Sovereign Debt Credit Default Swap 28.24 +3.9%

• Illinois Municipal Debt Credit Default Swap 405.0 +13.39%

• Western Europe Sovereign Debt Credit Default Swap Index 20.54 +1.76%

• Asia Pacific Sovereign Debt Credit Default Swap Index 34.49 +2.79%
  

• Emerging Markets Sovereign Debt CDS Index 78.72 -3.47%
  

• Israel Sovereign Debt Credit Default Swap 70.08 -.60%

• Iraq Sovereign Debt Credit Default Swap 703.42 unch.

• Russia Sovereign Debt Credit Default Swap 185.64 +2.28%

• iBoxx Offshore RMB China Corporate High Yield Index 133.07 +.17%

• 10-Year TIPS Spread 2.04% +4.0 basis points
  

• TED Spread 55.0 +4.0 basis points

• 2-Year Swap Spread 32.5 +3.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -40.75 +.5 basis point

• N. America Investment Grade Credit Default Swap Index 65.85 +.35%

• America Energy Sector High-Yield Credit Default Swap Index 428.0 -.11%

• European Financial Sector Credit Default Swap Index 85.73 -1.58%
  

• Emerging Markets Credit Default Swap Index 238.64 +1.37%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 133.0 -.5 basis point
  

• M1 Money Supply $3.373 Trillion 1.67%

• Commercial Paper Outstanding 967.20 +.8%

• 4-Week Moving Average of Jobless Claims 246,750 -9,750

• Continuing Claims Unemployment Rate 1.5% unch.

• Average 30-Year Mortgage Rate 4.09% -3.0 basis points

• Weekly Mortgage Applications 382.20 +.79%

• Bloomberg Consumer Comfort 45.2 +.1 point

• Weekly Retail Sales +.6% -30.0 basis points

• Nationwide Gas $2.33/gallon -.02/gallon

• Baltic Dry Index 942.0 +3.52%

• China (Export) Containerized Freight Index 864.90 +2.92%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 -4.76%

• Rail Freight Carloads 263,006 +19.4%

Best Performing Style

• Large-Cap Growth unch.

Worst Performing Style

• Small-Cap Growth -.9%

Leading Sectors

• Oil Tankers +4.2%

• Tobacco +4.2%

• Road & Rail +3.2%

• Gold & Silver +2.4%

• Semis +1.3%

Lagging Sectors

• Homebuilders -1.2% 

• Retail -1.7%

• Drugs -1.7%

• Biotech -2.1%

• Banks -2.1%

Weekly High-Volume Stock Gainers (15)

• SN, CWEI, ASMB, CLCD, CENX, DXCM, SNOW, CSX, UVV, ARRY, NBL, OB, MJN,. FAST and RAI

Weekly High-Volume Stock Losers (11)

• GME, VSTO, MNK, PNFP, STRP, AEPI, ANET, PRGS, WRMT, GIMO and AXIM

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, Oil Gain, Technical Buying, Metals & Mining/Tech Sector Strength

Broad Equity Market Tone:

• Advance/Decline Line: Higher
  

• Sector Performance: Most Sectors Rising
  

• Volume: Slightly Below Average

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 12.26 -4.27%

• Euro/Yen Carry Return Index 127.89 -.02%

• Emerging Markets Currency Volatility(VXY) 11.02 +.46%

• S&P 500 Implied Correlation 47.02 -2.7%

• ISE Sentiment Index 74.0 +10.29%
  

• Total Put/Call 1.03 +10.8%

• NYSE Arms .79 -1.59%

Credit Investor Angst:

• North American Investment Grade CDS Index 66.0 +.06%
  

• America Energy Sector High-Yield CDS Index 428.0 -1.45%

• European Financial Sector CDS Index 85.66 -.71%

• Western Europe Sovereign Debt CDS Index 20.55 -1.58%

• Asia Pacific Sovereign Debt CDS Index 34.48 -.5%

• Emerging Market CDS Index 238.75 -.02%
  

• iBoxx Offshore RMB China Corporate High Yield Index 133.06 +.04%

• 2-Year Swap Spread 32.50 +1.5 basis points

• TED Spread 55.0 +2.75 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -40.5 +1.75 basis points
  

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 70.26 +.48%
• 3-Month T-Bill Yield .49% -2.0 basis points

• Yield Curve 128.0 +4.0 basis points
  

• China Import Iron Ore Spot $80.41/Metric Tonne -.72%

• Citi US Economic Surprise Index 44.60 -.6 point

• Citi Eurozone Economic Surprise Index 63.50 -2.6 basis points

• Citi Emerging Markets Economic Surprise Index 38.50 +.2 point

• 10-Year TIPS Spread 2.04 -2.0 basis points
• 31.3% chance of Fed rate hike at March 15 meeting, 48.0% chance at May 3 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -22 open in Japan 
• China A50 Futures: Indicating +57 open in China

• DAX Futures: Indicating -29 open in Germany

Portfolio: 

• Slightly Higher: On gains in my in my tech sector longs 

• Disclosed Trades: None

• Market Exposure: 50% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Growth +.1%

Sector Underperformers:

• 1) Road & Rail -.9% 2) Utilities -.4% 3) Defense -.4%

Stocks Falling on Unusual Volume: 

• TDG, STML, BMY, FRED, CSX, SXCP, WU, AZN, EFX, ENDP, ALLE and PKY

Stocks With Unusual Put Option Activity:

• 1) RAD 2) CSX 3) MPC 4) IBM 5) YUM

Stocks With Most Negative News Mentions:

• 1) ICPT 2) ENDP 3) IAC 4) EFX 5) MTCH

Charts:

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

Bull Radar

Style Outperformer:

• Small-Cap Value +.7%

Sector Outperformers:

• 1) Oil Service +1.9% 2) Semis +1.8% 3) Agriculture +1.3%

Stocks Rising on Unusual Volume:

• SWKS, BAS, KRNT, VCRA, TCX, COL, KSU, MPET, EMES, QRVO, MRK, SYT, NGL, AVGO, CRUS, SYNA, WLK, EMN, FMC, PG, RXN and GIMO

Stocks With Unusual Call Option Activity:

• 1) HAIN 2) BAX 3) MAR 4) BMY 5) HOG

Stocks With Most Positive News Mentions:

• 1) SWKS 2) EMES 3) MRK 4) MA 5) IP

Charts:

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