Friday, July 26, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,691.65 -.03%
  • DJIA 15,558.83 +.10%
  • NASDAQ 3,613.16 +.71%
  • Russell 2000 1,048.51 -.19%
  • S&P 500 High Beta 26.11 -1.77%
  • Value Line Geometric(broad market) 445.20 -.30%
  • Russell 1000 Growth 768.55 +.30%
  • Russell 1000 Value 866.98 -.18%
  • Morgan Stanley Consumer 1,039.32 -.43%
  • Morgan Stanley Cyclical 1,256.29 -.65%
  • Morgan Stanley Technology 783.32 +.78%
  • Transports 6,472.92 -1.72%
  • Utilities 504.41 -.36%
  • Bloomberg European Bank/Financial Services 97.95 +2.20%
  • MSCI Emerging Markets 39.71 +1.23%
  • HFRX Equity Hedge 1,123.69 -.19%
  • HFRX Equity Market Neutral 944.97 +.17%
Sentiment/Internals
  • NYSE Cumulative A/D Line 192,698 -.24%
  • Bloomberg New Highs-Lows Index 278 -568
  • Bloomberg Crude Oil % Bulls 23.68 +11.65%
  • CFTC Oil Net Speculative Position 361,066 +9.60%
  • CFTC Oil Total Open Interest 1,865,700 -.79%
  • Total Put/Call 1.0 +26.58%
  • OEX Put/Call .98 -19.67%
  • ISE Sentiment 97.0 -27.1%
  • NYSE Arms .97 +19.75%
  • Volatility(VIX) 12.72 +1.43%
  • S&P 500 Implied Correlation 49.95 -2.75%
  • G7 Currency Volatility (VXY) 9.45 -3.87%
  • Emerging Markets Currency Volatility (EM-VXY) 9.11 -3.19%
  • Smart Money Flow Index 11,590.92 +.76%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.33%
  • AAII % Bulls 45.1 -5.5%
  • AAII % Bears 22.6 +6.2%
Futures Spot Prices
  • CRB Index 284.46 -2.22%
  • Crude Oil 104.70 -3.48%
  • Reformulated Gasoline 304.44 -2.77%
  • Natural Gas 3.55 -5.73%
  • Heating Oil 301.01 -2.63%
  • Gold 1,321.50 +2.0%
  • Bloomberg Base Metals Index 184.0 -.34%
  • Copper 310.55 -1.29%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton +.93%
  • China Iron Ore Spot 132.60 USD/Ton +.68%
  • Lumber 322.70 -1.59%
  • UBS-Bloomberg Agriculture 1,400.49 -2.45%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.5% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0556 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.66 +.88%
  • Citi US Economic Surprise Index -3.40 +6.1 points
  • Citi Emerging Markets Economic Surprise Index -30.0 +1.0 point
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 81.66 -1.17%
  • Euro/Yen Carry Return Index 136.09 -1.34%
  • Yield Curve 225.0 +7 basis points
  • 10-Year US Treasury Yield 2.56% +8 basis points
  • Federal Reserve's Balance Sheet $3.532 Trillion +1.05%
  • U.S. Sovereign Debt Credit Default Swap 23.0 -2.56%
  • Illinois Municipal Debt Credit Default Swap 172.0 +2.99%
  • Western Europe Sovereign Debt Credit Default Swap Index 89.0 -4.30%
  • Emerging Markets Sovereign Debt CDS Index 224.17 +4.43%
  • Israel Sovereign Debt Credit Default Swap 108.0 +.93%
  • Egypt Sovereign Debt Credit Default Swap 779.95 +4.2%
  • China Blended Corporate Spread Index 381.0 +3 basis points
  • 10-Year TIPS Spread 2.14% -6 basis points
  • TED Spread 25.0 +.5 basis point
  • 2-Year Swap Spread 16.25 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 77.34 +4.79%
  • European Financial Sector Credit Default Swap Index 147.17 -1.76%
  • Emerging Markets Credit Default Swap Index 301.74 +8.30%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 115.0 -5 basis points
  • M1 Money Supply $2.537 Trillion +1.3%
  • Commercial Paper Outstanding 996.10 -.30%
  • 4-Week Moving Average of Jobless Claims 345,300 -700
  • Continuing Claims Unemployment Rate 2.3% -10 basis points
  • Average 30-Year Mortgage Rate 4.31% -6 basis points
  • Weekly Mortgage Applications 513.30 -1.17%
  • Bloomberg Consumer Comfort -27.3 +1.1 points
  • Weekly Retail Sales +3.1% +10 basis points
  • Nationwide Gas $3.65/gallon -.02/gallon
  • Baltic Dry Index 1,082 -4.92%
  • China (Export) Containerized Freight Index 1,087.67 +1.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
  • Rail Freight Carloads 253,434 +2.1%
Best Performing Style
  • Large-Cap Growth +.3%
Worst Performing Style
  • Mid-Cap Value -.3%
Leading Sectors
  • Gold & Silver +6.4%
  • Coal +5.7%
  • Steel +3.8%
  • Airlines +3.3%
  • Defense +1.3%
Lagging Sectors
  • Disk Drives -2.1% 
  • Semis -2.7%
  • Road & Rail -3.0%
  • Oil Service -3.4%
  • Homebuilders -7.6%
Weekly High-Volume Stock Gainers (16)
  • FDML, FB, CSE, FIRE, OKE, MFB, FURX, GDP, XOOM, PETS, VMW, IM, HBI, LXK, PACW and USTR
Weekly High-Volume Stock Losers (20)
  • USNA, GNTX, CAKE, HZO, BCC, RGA, CAM, BHLB, MSI, CYH, SLRC, PENN, PNRA, TOWR, MSFT, SLAB, SRPT, BRCM, CROX and CTG
Weekly Charts
ETFs
Stocks
*5-Day Change

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