Friday, June 07, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,643.38 +.78%
  • DJIA 15,248.10 +.88%
  • NASDAQ 3,469.21 +.39%
  • Russell 2000 987.62 +.35%
  • S&P 500 High Beta 25.57 +.28%
  • Value Line Geometric(broad market) 426.04 +.25%
  • Russell 1000 Growth 748.66 +.54%
  • Russell 1000 Value 836.34 +.79%
  • Morgan Stanley Consumer 1,006.46 +1.39%
  • Morgan Stanley Cyclical 1,212.85 -.52%
  • Morgan Stanley Technology 764.04 +.36%
  • Transports 6,343.79 +.85%
  • Utilities 486.89 +.98%
  • Bloomberg European Bank/Financial Services 96.08 -2.25%
  • MSCI Emerging Markets 40.74 -2.68%
  • HFRX Equity Hedge 1,106.96 -1.32%
  • HFRX Equity Market Neutral 946.39 +.17%
Sentiment/Internals
  • NYSE Cumulative A/D Line 186,505 -1.81%
  • Bloomberg New Highs-Lows Index -111 -227
  • Bloomberg Crude Oil % Bulls 35.29 +48.2%
  • CFTC Oil Net Speculative Position 255,834 -.51%
  • CFTC Oil Total Open Interest 1,740,663 -.23%
  • Total Put/Call 1.12 -5.08%
  • OEX Put/Call .89 -56.59%
  • ISE Sentiment 77.0 -20.62%
  • NYSE Arms .78 -46.94%
  • Volatility(VIX) 15.14 -7.11%
  • S&P 500 Implied Correlation 52.67 -4.5%
  • G7 Currency Volatility (VXY) 10.39 +1.8%
  • Emerging Markets Currency Volatility (EM-VXY) 9.67 -.92%
  • Smart Money Flow Index 11,779.63 -2.63%
  • Money Mkt Mutual Fund Assets $2.613 Trillion unch.
  • AAII % Bulls 29.5 -18.1%
  • AAII % Bears 39.0 +31.4%
Futures Spot Prices
  • CRB Index 287.67 +2.1%
  • Crude Oil 96.03 +4.83%
  • Reformulated Gasoline 287.15 +4.64%
  • Natural Gas 3.83 -3.89%
  • Heating Oil 289.31 +4.15%
  • Gold 1,383.0 -.36%
  • Bloomberg Base Metals Index 196.50 +1.32%
  • Copper 326.85 -.11%
  • US No. 1 Heavy Melt Scrap Steel 327.0 USD/Ton -6.4%
  • China Iron Ore Spot 110.90 USD/Ton +.45%
  • Lumber 308.90 +.39%
  • UBS-Bloomberg Agriculture 1,509.32 +.23%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.3% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1595 +10.49%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.16 +.22%
  • Citi US Economic Surprise Index -32.30 -17.9 points
  • Citi Emerging Markets Economic Surprise Index -45.10 +2.0 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 81.69 -1.88%
  • Euro/Yen Carry Return Index 134.33 -1.34%
  • Yield Curve 187.0 +4 basis points
  • 10-Year US Treasury Yield 2.17% +4 basis points
  • Federal Reserve's Balance Sheet $3.357 Trillion +.46%
  • U.S. Sovereign Debt Credit Default Swap 28.0 +.90%
  • Illinois Municipal Debt Credit Default Swap 155.0 +26.01%
  • Western Europe Sovereign Debt Credit Default Swap Index 87.0 +5.46%
  • Emerging Markets Sovereign Debt CDS Index 220.03 +10.29%
  • Israel Sovereign Debt Credit Default Swap 120.75 +.62%
  • China Blended Corporate Spread Index 386.0 +20 basis points
  • 10-Year TIPS Spread 2.15% -4 basis points
  • TED Spread 23.50 -1.5 basis points
  • 2-Year Swap Spread 17.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.5 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 79.40 +2.52%
  • European Financial Sector Credit Default Swap Index 152.30 +3.82%
  • Emerging Markets Credit Default Swap Index 299.93 +7.45%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 102.50 +2.5 basis points
  • M1 Money Supply $2.533 Trillion +.34%
  • Commercial Paper Outstanding 1,030.60 -1.6%
  • 4-Week Moving Average of Jobless Claims 352,500 +5,200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.91% +10 basis points
  • Weekly Mortgage Applications 638.70 -11.46%
  • Bloomberg Consumer Comfort -29.7 unch.
  • Weekly Retail Sales +2.70% +10 basis points
  • Nationwide Gas $3.63/gallon +.02/gallon
  • Baltic Dry Index 806.0 -.62%
  • China (Export) Containerized Freight Index 1,035.04 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
  • Rail Freight Carloads 221,806 -10.64%
Best Performing Style
  • Large-Cap Value +.79%
Worst Performing Style
  • Mid-Cap Growth +.24%
Leading Sectors
  • Networking +4.6%
  • Restaurants +3.2%
  • Oil Tankers +2.6%
  • Education +2.5%
  • Tobacco +2.0%
Lagging Sectors
  • Steel -.7% 
  • Alt Energy -1.5%
  • Gold & Silver -1.6%
  • Homebuilders -1.9%
  • Coal -3.7%
Weekly High-Volume Stock Gainers (20)
  • CLVS, ET, NRCIB, HSII, CIEN, MKTG, TSRO, GIII, JMBA, TTS, MFRM, AGYS, DFRG, CBRL, LGND, QDEL, NCS, FIX, CLP and THR
Weekly High-Volume Stock Losers (10)
  • ADC, CYNO, RST, RHP, OLP, SHOS, VRA, UBNT, PAY and INFI
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: