Friday, August 09, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,691.42 -1.07%
  • DJIA 15,425.50 -1.49%
  • NASDAQ 3,660.10 -.80%
  • Russell 2000 1,048.40 -1.08%
  • S&P 500 High Beta 26.66 -.71%
  • Value Line Geometric(broad market) 446.54 -1.10%
  • Russell 1000 Growth 773.75 -.91%
  • Russell 1000 Value 864.22 -1.17%
  • Morgan Stanley Consumer 1,041.97 -.88%
  • Morgan Stanley Cyclical 1,279.28 -1.11%
  • Morgan Stanley Technology 798.33 +.10%
  • Transports 6,479.63 -2.59%
  • Utilities 503.04 -1.07%
  • Bloomberg European Bank/Financial Services 101.08 +1.39%
  • MSCI Emerging Markets 39.28 -.56%
  • HFRX Equity Hedge 1,129.41 -.06%
  • HFRX Equity Market Neutral 944.02 -.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 190,048 -1.25%
  • Bloomberg New Highs-Lows Index 283 -612
  • Bloomberg Crude Oil % Bulls 25.6 -43.59%
  • CFTC Oil Net Speculative Position 357,526 -1.49%
  • CFTC Oil Total Open Interest 1,879,218 +2.25%
  • Total Put/Call .90 +2.27%
  • OEX Put/Call 2.23 -9.35%
  • ISE Sentiment 87.0 -35.07%
  • NYSE Arms .89 -10.1%
  • Volatility(VIX) 13.41 +11.93%
  • S&P 500 Implied Correlation 50.98 +8.95%
  • G7 Currency Volatility (VXY) 9.12 -5.3%
  • Emerging Markets Currency Volatility (EM-VXY) 8.99 -6.16%
  • Smart Money Flow Index 11,560.43 +.21%
  • Money Mkt Mutual Fund Assets $2.620 Trillion +.29%
  • AAII % Bulls 39.5 +10.9%
  • AAII % Bears 26.7 +6.6%
Futures Spot Prices
  • CRB Index 285.38 +.57%
  • Crude Oil 105.97 -.82%
  • Reformulated Gasoline 290.82 -2.72%
  • Natural Gas 3.23 -3.15%
  • Heating Oil 299.35 -2.49%
  • Gold 1,312.30 -.02%
  • Bloomberg Base Metals Index 192.37 +2.96%
  • Copper 330.65 +4.42%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton unch.
  • China Iron Ore Spot 133.10 USD/Ton +2.46%
  • Lumber 308.50 +.49%
  • UBS-Bloomberg Agriculture 1,382.72 -.11%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.3% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0556 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.29 +.09%
  • Citi US Economic Surprise Index 36.90 +26.0 points
  • Citi Emerging Markets Economic Surprise Index -29.80 +1.0 point
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.13 -.98%
  • Euro/Yen Carry Return Index 133.86 -2.31%
  • Yield Curve 227.0 -3 basis points
  • 10-Year US Treasury Yield 2.58% -2 basis points
  • Federal Reserve's Balance Sheet $3.542 Trillion +.38%
  • U.S. Sovereign Debt Credit Default Swap 21.62 -.95%
  • Illinois Municipal Debt Credit Default Swap 169.0 +.37%
  • Western Europe Sovereign Debt Credit Default Swap Index 83.24 -.41%
  • Emerging Markets Sovereign Debt CDS Index 231.0 +1.0%
  • Israel Sovereign Debt Credit Default Swap 115.0 +2.68%
  • Egypt Sovereign Debt Credit Default Swap 765.0 -3.77%
  • China Blended Corporate Spread Index 384.0 -1 basis point
  • 10-Year TIPS Spread 2.26% +6 basis points
  • TED Spread 21.50 -2.0 basis points
  • 2-Year Swap Spread 17.5 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.5 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 76.05 +3.48%
  • European Financial Sector Credit Default Swap Index 136.65 +1.23%
  • Emerging Markets Credit Default Swap Index 296.69 +.26%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -5 basis points
  • M1 Money Supply $2.574 Trillion +.15%
  • Commercial Paper Outstanding 988.2 +.3%
  • 4-Week Moving Average of Jobless Claims 335,500 -5,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.40% +1 basis point
  • Weekly Mortgage Applications 495.40 +.2%
  • Bloomberg Consumer Comfort -23.50 +3.5 points
  • Weekly Retail Sales +3.20% +20 basis points
  • Nationwide Gas $3.58/gallon -.05/gallon
  • Baltic Dry Index 1,001 -6.0%
  • China (Export) Containerized Freight Index 1,102.31 +9.7%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 255,024 -.53%
Best Performing Style
  • Mid-Cap Growth -.9%
Worst Performing Style
  • Large-Cap Value -1.2%
Leading Sectors
  • Steel +7.9%
  • Coal +6.3%
  • Gold & Silver +3.7%
  • Computer Hardware +2.9%
  • HMOs +1.9%
Lagging Sectors
  • Semis -2.4% 
  • Retail -2.4%
  • Biotech -2.8%
  • Airlines -3.7%
  • Homebuilders -5.3%
Weekly High-Volume Stock Gainers (16)
  • DGIT, OWW, GRPN, SAPE, VCRA, SMCI, FSYS, LYV, TSN, POWR, ELLI, Z, ININ, QLYS, FOSL and CSC
Weekly High-Volume Stock Losers (31)
  • RHP, MOVE, ALSN, AMCX, EBIX, ADVS, PRA, EXPR, GEOS, HTWR, BLT, SREV, YELP, WMGI, SBGI, TG, JCP, XPO, EXH, ARO, SSP, TUMI, TREX, ACM, AEO, IMPV, BIOS, RDEN, WD, FIO and SGI
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

US Stocks And World Stocks Trade Lower .... While European Stocks, Eurozone Stocks, Small Cap Nation Investment, And Nation Investment Rally To New Market Highs

The interest rate on the US Ten Year Note, ^TNX, closed at 2.58%; Aggregate Credit, AGG, rose 0.3% for the week.


The chart of the S&P 500, $SPX, shows a 1.1% trade lower.


Sectors trading higher this week included:

Life Insurance, ING 8.4

Industrial Miners, PICK 5.6

Copper Miners, COPX 5.5

Steel Producers, SLX 5.4

Metal Manufacturing, XME 3.8

Coal Miners, KOL 3.6

The Eurozone. EZU 1.3

Europe, VGK 1.3

Shipping SEA, 1.2

Internet Retailing, FDN, 1.2


Mining sectors traded as follows: Silver Standard Resources Inc, SSRI, 12.0, Silver Miners, SIL 5.3, Junior Silver Miners, SILJ, 3.6, Junior Gold miners, DXJ 6.1, Gold Miners, GDX 3.4


Sectors trading lower this week included:

Homebuilding, ITB -5.2

US Infrastructure, PKB -3.0

Biotechnology, IBB -2.8

Small Cap Energy, PSCE -2.6

Inverse Volatility, XIV -2.6

Transportation, XTN, -2.5

Retail stocks, XRT, -2.2 as Market Watch reports Retailers’ July sales, warnings add to unease about consumers, back to school.

Too Big To Fail Banks, RWW -2.1

Regional Banks KRE -2.0

Semiconductors, SMH, -1.8

Investment Bankers, KCE -1.7

Stock Brokers, IAI -1.3

Pharmaceuticals, PJP -1.5

Global Producers, FXR -1.4

Media, PBS, -1.3

Small Cap Industrials, PSCI -1.2

Solar Energy, TAN, -1.2

Utilities, XLU, -1.1



Global sectors trading lower this week included

The Nikkei, NKY -2.8

US Stocks, VTI, -0.9,

Emerging Markets, EEM, -0.9

World Stocks, VT, -0.4

Small Cap Pure Value, RZV, -0.4


Global sectors trading higher this week included

European Stocks, VGK, 1.9

Eurozone Stocks, EZU, 1.2

Small Cap Nation Investment, IFSM, 1.2

The BRICS, EEB, 0.6

Asia Excluding Japan, EPP, 0.6

Nation Investment, EFA, 0.3


European Debt, EU, 4.4


Commodities traded as follows this week

Oil, USO -0.9 and Natural Gas, UNG -3.6

Gold, GLD 0.4 and Silver, SLV 3.3

Base Metals, DBB 4.0, and Copper, JJC, 4.7

Agriculture, RJA 0.2 and Agriculture, JJA -0.2

Commodities, DBC -0.7