Friday, October 25, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,759.77 +.88%
  • DJIA 15,570.66 +1.1%
  • NASDAQ 3,943.36 +.74%
  • Russell 2000 1,118.34 +.32%
  • S&P 500 High Beta 28.64 +.31%
  • Wilshire 5000 18,522.14 +.77%
  • Russell 1000 Growth 821.09 +1.09%
  • Russell 1000 Value 887.03 +.53%
  • Morgan Stanley Consumer 1,055.68 n/a
  • Morgan Stanley Cyclical 1,379.53 +2.0%
  • Morgan Stanley Technology 846.07 -.12%
  • Transports 7,009.05 +2.61%
  • Utilities 506.57 +2.12%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 42.62 -1.25%
  • HFRX Equity Hedge 1,142.04 +.34%
  • HFRX Equity Market Neutral 943.35 +.08%
Sentiment/Internals
  • NYSE Cumulative A/D Line 195,890 +1.46%
  • Bloomberg New Highs-Lows Index 632 -356
  • Bloomberg Crude Oil % Bulls 16.13 +22.57%
  • CFTC Oil Net Speculative Position 315,438 -1.66%
  • CFTC Oil Total Open Interest 1,856,649 -1.30%
  • Total Put/Call .92 +35.29%
  • OEX Put/Call .24 -84.42%
  • ISE Sentiment 90.0 +11.11%
  • NYSE Arms .79 -36.29%
  • Volatility(VIX) 13.09 +.38%
  • S&P 500 Implied Correlation 37.21 +3.16%
  • G7 Currency Volatility (VXY) 7.58 -.66%
  • Emerging Markets Currency Volatility (EM-VXY) 8.02 -4.30%
  • Smart Money Flow Index 11,787.50 +.85%
  • Money Mkt Mutual Fund Assets $2.668 Trillion +2.09%
  • AAII % Bulls 49.2 +6.3%
  • AAII % Bears 17.6 -29.5%
Futures Spot Prices
  • CRB Index 282.56 -1.52%
  • Crude Oil 97.85 -2.98%
  • Reformulated Gasoline 258.71 -2.90%
  • Natural Gas 3.71 -1.54%
  • Heating Oil 290.97 -4.1%
  • Gold 1,352.50 +2.73%
  • Bloomberg Base Metals Index 191.42 -.76%
  • Copper 326.90 -.65%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton -.06%
  • China Iron Ore Spot 133.30 USD/Ton -.82%
  • Lumber 361.40 +2.2%
  • UBS-Bloomberg Agriculture 1,429.96 -1.15%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.0% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1482 +9.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.91 +.06%
  • Citi US Economic Surprise Index 17.0 -6.2 points
  • Citi Emerging Markets Economic Surprise Index -5.60 +4.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.19 -.52%
  • Euro/Yen Carry Return Index 140.20 +.51%
  • Yield Curve 221.0 -5 basis points
  • 10-Year US Treasury Yield 2.51% -7 basis points
  • Federal Reserve's Balance Sheet $3.796 Trillion +.68%
  • U.S. Sovereign Debt Credit Default Swap 37.47 +10.15%
  • Illinois Municipal Debt Credit Default Swap 180.0 -1.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 69.0 -3.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 100.21 -2.65%
  • Emerging Markets Sovereign Debt CDS Index 215.37 +3.79%
  • Israel Sovereign Debt Credit Default Swap 108.50 -.30%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +1.32%
  • China Blended Corporate Spread Index 372.0 +9 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 20.75 -1.25 basis points
  • 2-Year Swap Spread 12.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 72.08 +1.64%
  • European Financial Sector Credit Default Swap Index 125.37 +4.1%
  • Emerging Markets Credit Default Swap Index 261.66 +1.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 112.50 -.5 basis point
  • M1 Money Supply $2.652 Trillion +3.92%
  • Commercial Paper Outstanding 1,061.90 +2.70%
  • 4-Week Moving Average of Jobless Claims 348,300 +11,800
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.13% -15 basis points
  • Weekly Mortgage Applications 454.50 -.57%
  • Bloomberg Consumer Comfort -36.10 -2.0 points
  • Weekly Retail Sales +3.0% -20 basis points
  • Nationwide Gas $3.32/gallon -.04/gallon
  • Baltic Dry Index 1,708 -12.86%
  • China (Export) Containerized Freight Index 1,010.07 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,687 +1.48%
Best Performing Style
  • Large-Cap Growth +1.1%
Worst Performing Style
  • Small-Cap Growth +.1%
Leading Sectors
  • Gold & Silver +8.2%
  • Homebuilders +4.1%
  • Airlines +2.9%
  • Biotech +2.4%
  • Utilities +2.1%
Lagging Sectors
  • Oil Service -1.8% 
  • Semis -2.0%
  • Alt Energy -2.7%
  • Networking -5.6%
  • Disk Drives -8.9%
Weekly High-Volume Stock Gainers (26)
  • XTXI, BABY, APOL, CSII, FDML, CLGX, MDVN, WBCO, GLW, TPH, COLE, IVC, MANH, EHTH, GNTX, DV, BREW, TCBI, TIVO, HMTV, KRO, ATHN, CPLA, GNC, HXL and FBC
Weekly High-Volume Stock Losers (27)
  • UPL, GLF, FFIV, HSTM, CMRX, ANAC, HPTX, ASTE, COH, GIMO, ABAX, VNTV, LAD, ABG, STML, ALTR, USNA, PETS, AKAM, VCI, MCRI, FTI, CSH, CVA, ACAT, CAM and RPRX
Weekly Charts
ETFs
Stocks
*5-Day Change

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