Friday, December 27, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,841.40 +1.8%
  • DJIA 16,478.40 +1.9%
  • NASDAQ 4,156.59 +2.4%
  • Russell 2000 1,161.09 +3.2%
  • S&P 500 High Beta 30.42 +2.0%
  • Wilshire 5000 19,336.50 +1.9%
  • Russell 1000 Growth 859.23 +1.9%
  • Russell 1000 Value 924.97 +1.7%
  • S&P 500 Consumer Staples 441.54 +1.0%
  • Morgan Stanley Cyclical 1,472.12 +2.6%
  • Morgan Stanley Technology 898.31 +2.3%
  • Transports 7,352.08 +2.0%
  • Utilities 487.94 +.9%
  • Bloomberg European Bank/Financial Services 106.78 +4.8%
  • MSCI Emerging Markets 41.09 +.9%
  • HFRX Equity Hedge 1,158.23 +1.1%
  • HFRX Equity Market Neutral 956.49 -.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line 197,334 +1.3%
  • Bloomberg New Highs-Lows Index 789 +743
  • Bloomberg Crude Oil % Bulls 18.75 n/a
  • CFTC Oil Net Speculative Position 346,700 n/a
  • CFTC Oil Total Open Interest 1,629,694 n/a
  • Total Put/Call .72 -2.7%
  • OEX Put/Call 1.27 +27.0%
  • ISE Sentiment 92.0 -52.08%
  • NYSE Arms .65 -28.57%
  • Volatility(VIX) 12.46 -11.9%
  • S&P 500 Implied Correlation 49.24 -6.17%
  • G7 Currency Volatility (VXY) 8.6 +3.9%
  • Emerging Markets Currency Volatility (EM-VXY) 9.26 +1.4%
  • Smart Money Flow Index 12,029.52 +2.41%
  • ICI Money Mkt Mutual Fund Assets $2.697 Trillion +.83%
  • ICI US Equity Weekly Net New Cash Flow -$2.698 Billion
  • AAII % Bulls 55.1 +16.0%
  • AAII % Bears 18.5 -26.1%
Futures Spot Prices
  • CRB Index 284.16 +1.0%
  • Crude Oil 100.32 +1.71%
  • Reformulated Gasoline 281.61 +2.6%
  • Natural Gas 4.37 -2.15%
  • Heating Oil 312.41 +3.1%
  • Gold 1,214.0 +2.3%
  • Bloomberg Base Metals Index 195.73 +1.6%
  • Copper 338.50 +2.6%
  • US No. 1 Heavy Melt Scrap Steel 379.0 USD/Ton +.35%
  • China Iron Ore Spot 134.0 USD/Ton +.98%
  • Lumber 368.30 -1.6%
  • UBS-Bloomberg Agriculture 1,366.93 -.7%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.9% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3752 +.05%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.80 -.27%
  • Citi US Economic Surprise Index 49.40 +2.4 points
  • Citi Emerging Markets Economic Surprise Index -9.0 +3.0 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.39 -.3%
  • Euro/Yen Carry Return Index 150.79 +1.6%
  • Yield Curve 261.0 +10 basis points
  • 10-Year US Treasury Yield 3.0% +11 basis points
  • Federal Reserve's Balance Sheet $3.989 Trillion +.61%
  • U.S. Sovereign Debt Credit Default Swap 29.0 -.7%
  • Illinois Municipal Debt Credit Default Swap 164.0 +.4%
  • Western Europe Sovereign Debt Credit Default Swap Index 60.55 +.4%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 103.35 +1.7%
  • Emerging Markets Sovereign Debt CDS Index 227.64 +2.0%
  • Israel Sovereign Debt Credit Default Swap 102.74 +2.74%
  • South Korea Sovereign Debt Credit Default Swap 65.50 +6.6%
  • China Blended Corporate Spread Index 325.5 -6.0 basis points
  • 10-Year TIPS Spread 2.20% +4.0 basis points
  • TED Spread 18.5 -.75 basis point
  • 2-Year Swap Spread 9.25 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 62.88 -3.6%
  • European Financial Sector Credit Default Swap Index 85.52 -2.1%
  • Emerging Markets Credit Default Swap Index 273.50 +2.2%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 93.0 -20.0 basis points
  • M1 Money Supply $2.645 Trillion +.22%
  • Commercial Paper Outstanding 1,100.80 +1.40%
  • 4-Week Moving Average of Jobless Claims 348,000 +4,500
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.48% +1 basis point
  • Weekly Mortgage Applications 351.10 -6.3%
  • Bloomberg Consumer Comfort -27.40 +2.0 points
  • Weekly Retail Sales +3.10% +30 basis points
  • Nationwide Gas $3.28/gallon +.06/gallon
  • Baltic Dry Index 2,277 +5.6%
  • China (Export) Containerized Freight Index 1,084.44 +1.7%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 255,456 -4.74%
Best Performing Style
  • Small-Cap Growth +3.3%
Worst Performing Style
  • Large-Cap Value +1.7%
Leading Sectors
  • Homebuilders +6.6%
  • Disk Drive +5.9%
  • Gold & Silver +4.8%
  • Computer Hardware +4.2%
  • Networking +3.9%
Lagging Sectors
  • Retail +1.3% 
  • Utilities +.9%
  • REITs +.7%
  • Airlines +.6%
  • Coal +.2%
Weekly High-Volume Stock Gainers (28)
  • MKTG, UTHR, XLRN, QTS, LMNR, RHT, SCHL, TRAK, TXT, GRC, TNDM, BNCN, FEYE, RMAX, FRP, ICEL, CCIX, DOOR, PKY, GPRE, ATMI, DRI, TCS, OSTK, NBHC, HAIN, MLHR and JNY
Weekly High-Volume Stock Losers (5)
  • WMC, TIBX, KMX, TXTR and TSRO
Weekly Charts
ETFs
Stocks
*5-Day Change

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