Friday, August 23, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,663.50 +.46%
  • DJIA 15,010.50 -.47%
  • NASDAQ 3,657.79 +1.53%
  • Russell 2000 1,038.24 +1.36%
  • S&P 500 High Beta 26.41 +.67%
  • Value Line Geometric(broad market) 440.72 +.82%
  • Russell 1000 Growth 764.98 +1.09%
  • Russell 1000 Value 846.77 +.12%
  • Morgan Stanley Consumer 1,011.99 -.18%
  • Morgan Stanley Cyclical 1,256.53 -.39%
  • Morgan Stanley Technology 786.79 -.11%
  • Transports 6,479.85 +1.66%
  • Utilities 482.94 +.26%
  • Bloomberg European Bank/Financial Services 100.32 -2.27%
  • MSCI Emerging Markets 38.66 -2.26%
  • HFRX Equity Hedge 1,112.62 -.93%
  • HFRX Equity Market Neutral 937.07 -.09%
Sentiment/Internals
  • NYSE Cumulative A/D Line 186,993 +.81%
  • Bloomberg New Highs-Lows Index 15 +280
  • Bloomberg Crude Oil % Bulls 21.21 -32.52%
  • CFTC Oil Net Speculative Position 345,377 -1.45%
  • CFTC Oil Total Open Interest 1,835,367 -5.12%
  • Total Put/Call .79 -13.19%
  • OEX Put/Call 4.37 +157.06%
  • ISE Sentiment 108.0 +38.46%
  • NYSE Arms .91 -17.27%
  • Volatility(VIX) 13.98 -2.71%
  • S&P 500 Implied Correlation 48.72 -3.41%
  • G7 Currency Volatility (VXY) 9.75 +5.29%
  • Emerging Markets Currency Volatility (EM-VXY) 10.72 +11.20%
  • Smart Money Flow Index 11,303.65 -1.31%
  • Money Mkt Mutual Fund Assets $2.638 Trillion +.59%
  • AAII % Bulls 29.0- 16.1%
  • AAII % Bears 42.9 +52.2%
Futures Spot Prices
  • CRB Index 290.79 -.58%
  • Crude Oil 106.42 -1.17%
  • Reformulated Gasoline 300.72 +1.38%
  • Natural Gas 3.49 +3.35%
  • Heating Oil 309.50 +.14%
  • Gold 1,395.60 +1.46%
  • Bloomberg Base Metals Index 194.49 -1.04%
  • Copper 334.85 -.36%
  • US No. 1 Heavy Melt Scrap Steel 338.53 USD/Ton unch.
  • China Iron Ore Spot 138.60 USD/Ton +.51%
  • Lumber 313.50 -1.63%
  • UBS-Bloomberg Agriculture 1,418.38 +.48%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1302 +1.14%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.72 +.17%
  • Citi US Economic Surprise Index 28.50 -8.1 points
  • Citi Emerging Markets Economic Surprise Index -24.60 +4.9 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.36 +.08%
  • Euro/Yen Carry Return Index 137.68 +1.58%
  • Yield Curve 244.0 -4 basis points
  • 10-Year US Treasury Yield 2.81% -2 basis points
  • Federal Reserve's Balance Sheet $3.603 Trillion -.02%
  • U.S. Sovereign Debt Credit Default Swap 22.27 +1.73%
  • Illinois Municipal Debt Credit Default Swap 179.0 +3.82%
  • Western Europe Sovereign Debt Credit Default Swap Index 85.50 +3.91%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 128.32 +12.86%
  • Emerging Markets Sovereign Debt CDS Index 245.50 +2.38%
  • Israel Sovereign Debt Credit Default Swap 132.0 +7.76%
  • Egypt Sovereign Debt Credit Default Swap 785.0 -3.1%
  • China Blended Corporate Spread Index 385.0 +2 basis points
  • 10-Year TIPS Spread 2.14% -3 basis points
  • TED Spread 23.75 +1 basis point
  • 2-Year Swap Spread 19.5 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.5 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 79.65 -.47%
  • European Financial Sector Credit Default Swap Index 140.57 +.81%
  • Emerging Markets Credit Default Swap Index 322.01 +1.10%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 105.0 unch.
  • M1 Money Supply $2.539 Trillion -1.31%
  • Commercial Paper Outstanding 1,020.40 +1.70%
  • 4-Week Moving Average of Jobless Claims 330,500 -1,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.58% +18 basis points
  • Weekly Mortgage Applications 450.40 -4.56%
  • Bloomberg Consumer Comfort -28.80 -2.2 points
  • Weekly Retail Sales +3.60% -10 basis points
  • Nationwide Gas $3.54/gallon unch.
  • Baltic Dry Index 1,165 +5.72%
  • China (Export) Containerized Freight Index 1,133.04 +.09%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 256,458 -.59%
Best Performing Style
  • Small-Cap Growth +1.6%
Worst Performing Style
  • Large-Cap Value +.1%
Leading Sectors
  • Software +3.3%
  • Biotech +2.8%
  • Gaming +2.4%
  • REITs +2.3%
  • Gold & Silver +1.9%
Lagging Sectors
  • Agriculture -.6% 
  • Construction -.9%
  • Networking -.9%
  • Computer Hardware -1.2%
  • Homebuilders -1.5%
Weekly High-Volume Stock Gainers (13)
  • NTSC, INCY, TUES, RNET, TASR, CTRN, BBY, AMWD, RRGB, P, DMND, AZPN and URBN
Weekly High-Volume Stock Losers (8)
  • Z, EPAY, CODE, DKS, SPLS, CIE, BKS and ANF
Weekly Charts
ETFs
Stocks
*5-Day Change

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