Friday, September 27, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,691.75 -1.06%
  • DJIA 15,258.20 -1.25%
  • NASDAQ 3,781.59 +.18%
  • Russell 2000 1,074.19 +.13%
  • S&P 500 High Beta 27.14 -.84%
  • Wilshire 5000 17,809 -.82%
  • Russell 1000 Growth 789.34 -.64%
  • Russell 1000 Value 853.61 -1.17%
  • Morgan Stanley Consumer 1,021.51 -1.77%
  • Morgan Stanley Cyclical 1,318.53 -.90%
  • Morgan Stanley Technology 826.03 -.43%
  • Transports 6,597.59 -1.42%
  • Utilities 482.19 -.65%
  • Bloomberg European Bank/Financial Services 101.57 -1.74%
  • MSCI Emerging Markets 41.44 -1.32%
  • HFRX Equity Hedge 1,120.94 -.25%
  • HFRX Equity Market Neutral 933.63 -.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 190,844 -.25%
  • Bloomberg New Highs-Lows Index 200 -755
  • Bloomberg Crude Oil % Bulls 24.14 -36.87%
  • CFTC Oil Net Speculative Position 320,758 -1.86%
  • CFTC Oil Total Open Interest 1,881,081 -2.35%
  • Total Put/Call .94 -10.48%
  • OEX Put/Call 10.89 +1,296.1%
  • ISE Sentiment 77.0 -9.41%
  • NYSE Arms 1.25 -21.38%
  • Volatility(VIX) 15.46 +17.83%
  • S&P 500 Implied Correlation 47.41 +.38%
  • G7 Currency Volatility (VXY) 8.65 -3.35%
  • Emerging Markets Currency Volatility (EM-VXY) 10.07 +2.44%
  • Smart Money Flow Index 11,327.80 -2.79%
  • Money Mkt Mutual Fund Assets $2.693 Trillion +1.35%
  • AAII % Bulls 36.0 -20.1%
  • AAII % Bears 30.6 +3.1%
Futures Spot Prices
  • CRB Index 286.98 -.16%
  • Crude Oil 102.87 -1.75%
  • Reformulated Gasoline 267.62 -.42%
  • Natural Gas 3.59 -2.66%
  • Heating Oil 299.01 -.56%
  • Gold 1,338.40 +.90%
  • Bloomberg Base Metals Index 191.94 -.04%
  • Copper 332.95 +.67%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton -2.04%
  • China Iron Ore Spot 131.90 USD/Ton +.08%
  • Lumber 341.80 -4.10%
  • UBS-Bloomberg Agriculture 1,428.38 +.76%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.9% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0888 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.64 -.07%
  • Citi US Economic Surprise Index 46.50 +2.1 points
  • Citi Emerging Markets Economic Surprise Index 4.20 +2.1 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.52 +.12%
  • Euro/Yen Carry Return Index 138.52 -1.12%
  • Yield Curve 229.0 -11 basis points
  • 10-Year US Treasury Yield 2.62% -11 basis points
  • Federal Reserve's Balance Sheet $3.691 Trillion +.32%
  • U.S. Sovereign Debt Credit Default Swap 31.0 +38.5%
  • Illinois Municipal Debt Credit Default Swap 173.0 +.39%
  • Western Europe Sovereign Debt Credit Default Swap Index 84.91 -2.30%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 119.19 +21.4%
  • Emerging Markets Sovereign Debt CDS Index 247.50 +20.6%
  • Israel Sovereign Debt Credit Default Swap 120.54 +3.03%
  • Egypt Sovereign Debt Credit Default Swap 650.0 unch.
  • China Blended Corporate Spread Index 378.0 +13 basis points
  • 10-Year TIPS Spread 2.18% -6 basis points
  • TED Spread 23.75 -.25 basis point
  • 2-Year Swap Spread 14.0 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.5 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 80.56 +2.04%
  • European Financial Sector Credit Default Swap Index 145.23 +3.47%
  • Emerging Markets Credit Default Swap Index 293.95 +12.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -1.5 basis points
  • M1 Money Supply $2.554 Trillion -.11%
  • Commercial Paper Outstanding 1,064.0 +1.70%
  • 4-Week Moving Average of Jobless Claims 308,000 -6,800
  • Continuing Claims Unemployment Rate 2.2% +10 basis points
  • Average 30-Year Mortgage Rate 4.32% -18 basis points
  • Weekly Mortgage Applications 451.90 +5.53%
  • Bloomberg Consumer Comfort -28.10 +1.3 points
  • Weekly Retail Sales +3.90% -10 basis points
  • Nationwide Gas $3.42/gallon -.07/gallon
  • Baltic Dry Index 2,046 +7.5%
  • China (Export) Containerized Freight Index 1,090.62 -1.30%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
  • Rail Freight Carloads 262,897 -1.12%
Best Performing Style
  • Small-Cap Growth +.33%
Worst Performing Style
  • Large-Cap Value -1.17%
Leading Sectors
  • Computer Hardware +1.1%
  • HMOs +1.0%
  • Telecom +.5%
  • Restaurants +.4%
  • Gaming +.2%
Lagging Sectors
  • Road & Rail -1.7% 
  • Networking -1.9%
  • Steel -2.1%
  • Medical Equipment -3.1%
  • Coal -3.9%
Weekly High-Volume Stock Gainers (27)
  • MAKO, CLDX, GWAY, PTCT, ASNA, GEVA, SHEN, PCRX, ECOM, RM, OMX, AMAT, CNC, EHTH, DRII, UCP, SRPT, BLUE, SRDX, FUL, CHEF, SAI, ZOLT, VIAS, ACXM, DRIV and TW
Weekly High-Volume Stock Losers (16)
  • WMC, GS, RPAI, LGND, BAX, JBL, LNDC, FUR, BRSS, CPRT, CLDT, CCL, ABMD, RHT, HTZ and AMAG
Weekly Charts
ETFs
Stocks
*5-Day Change

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