Friday, September 13, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,687.99 +1.98%
  • DJIA 15,376.0 +3.04%
  • NASDAQ 3,722.18 +1.70%
  • Russell 2000 1,053.98 +2.37%
  • S&P 500 High Beta 27.19 +2.72%
  • Value Line Geometric(broad market) n/a
  • Russell 1000 Growth 781.57 +2.23%
  • Russell 1000 Value 855.16 +1.86%
  • Morgan Stanley Consumer 1,030.52 +2.70%
  • Morgan Stanley Cyclical 1,306.94 +3.69%
  • Morgan Stanley Technology 817.86 +2.50%
  • Transports 6,523.42 +2.39%
  • Utilities 476.89 +.74%
  • Bloomberg European Bank/Financial Services 102.51 +2.28%
  • MSCI Emerging Markets 40.90 +3.22%
  • HFRX Equity Hedge 1,117.12 +.35%
  • HFRX Equity Market Neutral 933.27 -.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line 188,854 +1.37%
  • Bloomberg New Highs-Lows Index 294 +219
  • Bloomberg Crude Oil % Bulls 44.0 -.99%
  • CFTC Oil Net Speculative Position 334,825 -1.33%
  • CFTC Oil Total Open Interest 1,901,643 +2.42%
  • Total Put/Call .75 -14.77%
  • OEX Put/Call 1.05 -3.67%
  • ISE Sentiment 106.0 +9.28%
  • NYSE Arms .95 +7.95%
  • Volatility(VIX) 14.16 -10.66%
  • S&P 500 Implied Correlation 46.12 -8.63%
  • G7 Currency Volatility (VXY) 9.18 -4.57%
  • Emerging Markets Currency Volatility (EM-VXY) 10.38 -8.87%
  • Smart Money Flow Index 11,369.80 +2.01%
  • Money Mkt Mutual Fund Assets $2.659 Trillion +.76%
  • AAII % Bulls 45.5 +28.1%
  • AAII % Bears 24.6 -21.3%
Futures Spot Prices
  • CRB Index 291.02 -.79%
  • Crude Oil 108.21 -1.83%
  • Reformulated Gasoline 276.96 -2.53%
  • Natural Gas 3.68 +4.08%
  • Heating Oil 311.37 -1.48%
  • Gold 1,308.40 -5.80%
  • Bloomberg Base Metals Index 186.79 -1.99%
  • Copper 320.35 -1.72%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 134.50 USD/Ton +.30%
  • Lumber 344.0 +2.99%
  • UBS-Bloomberg Agriculture 1,439.57 +.31%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.1% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1069 +12.64%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.49 +.30%
  • Citi US Economic Surprise Index 49.70 -6.8 points
  • Citi Emerging Markets Economic Surprise Index 3.60 +18.6 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.45 -.85%
  • Euro/Yen Carry Return Index 137.79 +1.17%
  • Yield Curve 245.0 -3 basis points
  • 10-Year US Treasury Yield 2.88% -5 basis points
  • Federal Reserve's Balance Sheet $3.619 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 22.11 +.50%
  • Illinois Municipal Debt Credit Default Swap 177.0 -2.68%
  • Western Europe Sovereign Debt Credit Default Swap Index 90.0 -1.10%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 115.29 -5.88%
  • Emerging Markets Sovereign Debt CDS Index 221.50 -11.40%
  • Israel Sovereign Debt Credit Default Swap 128.0 -12.52%
  • Egypt Sovereign Debt Credit Default Swap 652.70 -8.56%
  • China Blended Corporate Spread Index 372.0 +3 basis points
  • 10-Year TIPS Spread 2.11% +3 basis points
  • TED Spread 24.25 +.25 basis point
  • 2-Year Swap Spread 15.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.50 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 77.59 -5.22%
  • European Financial Sector Credit Default Swap Index 138.45 -5.20%
  • Emerging Markets Credit Default Swap Index 305.88 -7.35%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 +5 basis points
  • M1 Money Supply $2.577 Trillion +.46%
  • Commercial Paper Outstanding 1,035.0 +2.0%
  • 4-Week Moving Average of Jobless Claims 321,250 -7,250
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.57% unch.
  • Weekly Mortgage Applications 385.0 -13.48%
  • Bloomberg Consumer Comfort -32.10 +.2 point
  • Weekly Retail Sales +4.60% +70 basis points
  • Nationwide Gas $3.54/gallon -.04/gallon
  • Baltic Dry Index 1,636 +21.0%
  • China (Export) Containerized Freight Index 1,112.19 -1.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 228,899 -11.85%
Best Performing Style
  • Small-Cap Growth +2.7%
Worst Performing Style
  • Large-Cap Value +1.9%
Leading Sectors
  • Airlines +7.2%
  • Homebuilders +5.9%
  • Gaming +5.3%
  • Disk Drives +4.5%
  • Computer Services +4.3%
Lagging Sectors
  • Utilities +.7% 
  • Computer Hardware +.6%
  • Oil Tankers +.2%
  • Coal +.1%
  • Gold & Silver -7.1%
Weekly High-Volume Stock Gainers (28)
  • MOLX, FIO, LCI, GOGO, SNX, YUME, RCPT, KYTH, LQDT, FIVE, CMRX, ADES, LVLT, DAL, XOOM, BLOX, THRX, CZR, FRGI, AN, STSA, PBY, NFX, PANW, JBT, JNY, AWI and VRA 
Weekly High-Volume Stock Losers (14)
  • HOLX, CAG, MFRM, ESC, RH, MGAM, AMBC, UMBF, UTIW, VRTS, MW, XONE, SSNI and NBIX
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

Five years out from the financial crisis, liberalism has produced peak prosperity with World Stocks, VT, Nation Investment, EFA, and Global Industrial Producers, FXR, rising to all time highs.

Margin credit drove World Stocks, VT, Nation Investment, EFA, and Global Industrial Producers, FXR, to their all time highs. In the US, VTI, the Russell 2000, IWM, and the S&P 500, SPY, rose for all practical purposes to their all time highs. It has been margin credit coming from the leveraged speculative investment community, specifically Regional Banks, KRE, such as RF, the Too Big To Fail Banks, RWW, such as BAC, Asset Managers, such as BlackRock, Stock Brokers, IAI, such as ETFC, as well as a topping out of the Euro Yen currency carry trade, that is the EUR/JPY, that has given seigniorage, that is moneyness, to the Russell 2000, IWM, and the S&P 500, SPY, as is seen in the ongoing combined Yahoo Finance Chart of IWM, KRE, SPY, and RWW.

There is no sustainable economic boom as Jesus Christ operating at the helm of the Economy of God, Ephesians 1:10, enabled the bond vigilantes to rapidly call the Interest Rate on the US Ten Year Note, ^TNX, higher to 2.01% on May 21, 2013, which constituted a “termination event” in Emerging Market Investment, EEM, in Utility Stock Investment, XLU, and in Real Estate Investment, IYR, such as REM, REZ, ROOF, and FNIO. And the further fast rise of the interest rate on August 13 2013, to 2.71%, constituted an “apocalyptic event” which terminated fiat money, in particular Major World Currencies, DBV, and Emerging Market Currencies, CEW, both of which bounced higher in value, in response to the averting of war in Syria.

The crack up boom part of the Business Cycle is now complete as World Stocks, VT, relative to World Treasury Debt, BWX, that is VT:BWX, and Eurozone Stocks, EZU, relative to EU Debt, EU, EZU:EU, have peaked at their all time highs, on margin credit.

Jesus Christ acting in Dispensation, presented in Ephesians 1:10, that is in oversight of all things economic and political for the fulfillment of every age, era, epoch and time period, has completed the paradigm of liberalism and is the paradigm of authoritarianism, by the fast rise in the Interest Rate on the US Ten Year Note, ^TNX, to 2.9%, resulting in the destruction of Credit, AGG, Major World Currencies, DBV, and Emerging Market Currencies, CEW. Liberal policies of investment choice and schemes of credit that supported capitalism, European socialism, and Greek Socialism, are being replaced by authoritarian policies of diktat and schemes of debt servitude, where banks will be integrated with the government, and be known as the government banks, or gov banks for short, and nannycrats will rule in statist regional public partnerships over the factors of production for regional security, stability, and sustainability, establishing austerity over all of mankind.