Friday, October 11, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,703.20 +.75%
  • DJIA 15,237.10 +1.09%
  • NASDAQ 3,791.87 -.42%
  • Russell 2000 1,084.31 +.56%
  • S&P 500 High Beta 27.56 +.45%
  • Wilshire 5000 17,929.70 +.57%
  • Russell 1000 Growth 791.26 +.11%
  • Russell 1000 Value 826.60 +1.10%
  • Morgan Stanley Consumer 1,032.53 +1.58%
  • Morgan Stanley Cyclical 1,324.11 +.23%
  • Morgan Stanley Technology 825.74 -.48%
  • Transports 6,648.41 +.58%
  • Utilities 491.68 +2.43%
  • Bloomberg European Bank/Financial Services 105.30 +2.24%
  • MSCI Emerging Markets 42.46 +1.57%
  • HFRX Equity Hedge 1,122.47 -.08%
  • HFRX Equity Market Neutral 935.90 +.29%
Sentiment/Internals
  • NYSE Cumulative A/D Line 190,387 -.04%
  • Bloomberg New Highs-Lows Index 208 -47
  • Bloomberg Crude Oil % Bulls 42.42 +112.1%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .96 +10.34%
  • OEX Put/Call 1.31 +50.57%
  • ISE Sentiment 81.0 -11.96%
  • NYSE Arms 1.24 +67.57%
  • Volatility(VIX) 15.72 -6.09%
  • S&P 500 Implied Correlation 44.24 -11.04%
  • G7 Currency Volatility (VXY) 8.31 -3.49%
  • Emerging Markets Currency Volatility (EM-VXY) 9.14 -6.35%
  • Smart Money Flow Index 11,455.09 +.26%
  • Money Mkt Mutual Fund Assets $2.666 Trillion -.74%
  • AAII % Bulls 41.3 +9.2%
  • AAII % Bears 33.6 +11.7%
Futures Spot Prices
  • CRB Index 286.6 +.06%
  • Crude Oil 102.02 -1.59%
  • Reformulated Gasoline 266.81 +2.23%
  • Natural Gas 3.78 +7.55%
  • Heating Oil 303.49 +1.10%
  • Gold 1,268.20 -3.28%
  • Bloomberg Base Metals Index 190.88 +.86%
  • Copper 326.90 -1.06%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 133.10 USD/Ton +1.29%
  • Lumber 331.20 -1.87%
  • UBS-Bloomberg Agriculture 1,422.76 -.49%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 3.8% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3118 -5.94%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.84 +.12%
  • Citi US Economic Surprise Index 35.40 -9.3 points
  • Citi Emerging Markets Economic Surprise Index -4.60 -5.4 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 80.36 +.29%
  • Euro/Yen Carry Return Index 139.19 +1.02%
  • Yield Curve 233.0 +2 basis points
  • 10-Year US Treasury Yield 2.69% +5 basis points
  • Federal Reserve's Balance Sheet $3.715 Trillion +.31%
  • U.S. Sovereign Debt Credit Default Swap 33.74 -17.17%
  • Illinois Municipal Debt Credit Default Swap 191.0 +7.50%
  • Western Europe Sovereign Debt Credit Default Swap Index 72.31 -12.53%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 109.64 -5.10%
  • Emerging Markets Sovereign Debt CDS Index 220.99 -6.75%
  • Israel Sovereign Debt Credit Default Swap 114.0 -4.88%
  • Egypt Sovereign Debt Credit Default Swap 675.0 +1.02%
  • China Blended Corporate Spread Index 370.0 -9 basis points
  • 10-Year TIPS Spread 2.21% unch.
  • TED Spread 18.75 -3.5 basis points
  • 2-Year Swap Spread 13.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 77.29 -3.07%
  • European Financial Sector Credit Default Swap Index 128.01 -5.81%
  • Emerging Markets Credit Default Swap Index 275.81 -3.58%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 114.0 unch.
  • M1 Money Supply $2.600 Trillion +1.15%
  • Commercial Paper Outstanding 1,065.70 +1.0%
  • 4-Week Moving Average of Jobless Claims 325,000 +20,000
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.23% +1 basis point
  • Weekly Mortgage Applications 455.90 +1.27%
  • Bloomberg Consumer Comfort -29.7 -.3 point
  • Weekly Retail Sales +3.70% -20 basis points
  • Nationwide Gas $3.34/gallon -.03/gallon
  • Baltic Dry Index 1,985 -4.75%
  • China (Export) Containerized Freight Index 1,039.72 -4.67%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 266,580 -1.21%
Best Performing Style
  • Small-Cap Value +1.6%
Worst Performing Style
  • Mid-Cap Growth -.7%
Leading Sectors
  • Coal +3.3%
  • Tobacco +3.0%
  • REITs +2.9%
  • Utilities +2.4%
  • Medical Equipment +2.2%
Lagging Sectors
  • Internet -1.6% 
  • Retail -1.7%
  • Networking -1.9%
  • Gold & Silver -4.0%
  • Biotech -5.4%
Weekly High-Volume Stock Gainers (10)
  • MW, CALD, PICO, BDE, JOSB, LCI, DRI, MG, STEL and CMTL
Weekly High-Volume Stock Losers (16)
  • ALGN, YUM, ADTN, WWWW, VSTM, INSY, HUBG, BKE, CTB, APFC, EXAS, CTXS, LQDT, PBYI, ACAD and LRN
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

On Friday, October 11, 2013, Wall Street Ends Higher on Hopes of Weekend Resolution in Washington. U.S. stocks extended gains on Friday, a day after their biggest rally in more than nine months, as investors were hopeful for a solution to end the partial government shutdown that would stave off a possible U.S. default, Reuters reported.


The chart of the EUR/JPY shows a close for the week at 133.48. And the chart of AUD/JPY shows a close for the week at 93.27


Gold, GLD, plummeted 1.3%, and Silver, SLV, 1.5%, forcing Gold Miners, GDX, 2.1%, lower, and Silver Miners, SIL, 1.6%, lower, reflecting demand for Risk Assets, such as Solar Stocks, TAN, and Resorts and Casinos, BJK, as well as for Emerging Market Infrastructure, EMIF, and US Infrastructure, PKB, supported by a strong EURJPY and AUDJPY, as is seen in their ongoing Yahoo Finance Chart.



This week World Stocks, VT, rose, 0.9%, as Nation Investment, EFA, rose, 0.9%, and as the Eurozone, EZU, rose 1.6% and the Emerging Markets, EEM, rose 1.7%.


This week, US Stocks, VTI, and The Russell 2000, IWM, both rose 0.6%. And the S&P 500, SPY, rose 0.8%; with the chart of the S&P 500, $SPX, closing at $1,703, up 0.7%.


The S&P 500, SPY, closed at 170.25. Inasmuch as September 20, 2013, marked an Elliott Wave 5 High in the S&P 500; its current rise marks an Elliott Wave 2 High, from which the S&P 500 will fall into an Elliott Wave 3 Down; these are the most aggressive of all economic waves, creating the bulk of wealth on the way up, and destroying most of wealth on the way down.



Nations rising strongly this week included the following

Egypt, EGPT, 5.5,

Israel, EIS, 3.8

India, INP, 3.4, SCIN, 2.1,

Brazil, EWZ, 2.7, EWZS, 2.5,

Spain, EWP, 2.4

Italy, EWI, 3.1

Greece, GREK, 2.9

Thailand, THD, 2.8,

Philippines, EPHE, 2.7

South Korea, EWY, 2.1

Argentina, ARGT, 1.4


Sectors rising this week to new rally highs included the following:

Solar, TAN, 3.0%

Design Build, FLM, 2.2

Leveraged Buyouts, PSP, 1.6

Resorts and Casinos, BJK, 1.4

Small Cap Industrials, PSCI, 0.9


Sectors falling strongly this week included the following:

Biotechnology, IBB, -5.4

Nasdaq Internet, PNQI, -2.9%

Internet Retail, FDN, -2.4,

these are the first investment casualties of the Great Bear Market which commenced that September 20, 2013, as reflected in the Market Off ETN, OFF, rising in value.

Yield Bearing Sectors rising strongly this week included

Electric Utilities, XLU, 2.6%

Real Estate, IYR, 2.6, with REZ 3.6, FNIO, 3.0, ROOF 2.4, and DRW, 1.2.

Telecom, IST, 1.0

Shipping, SEA, 0.6


Small Cap Energy, PSCE, 1.9%, Energy Production, XOP, 1.7. both new rally highs on a lower price of Oil, USO, -1.0. Demand for Small Cap Industrials, PSCI, and Small Cap Energy, PSCE, have driven the Small Cap Growth Stocks, RZG, to a new rally high as investors have shunned Large Cap Value Stocks, JKF, as is seen in their combined ongoing Yahoo Finance Chart.


On Friday, Junk Bonds, JNK, rose 0.4%, and Ultra Junk Bonds, UJB, rose 0.1%, taking Aggregate Credit, AGG, 0.1% higher. The Interest Rate on the US Ten Year Note, ^TNX, closed at 2.68%.