Friday, December 06, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,805.o9 -.04%
  • DJIA 16,o20.20 -.41%
  • NASDAQ 4,062.52 +.07%
  • Russell 2000 1,131.38 -1.0%
  • S&P 500 High Beta 29.27 -.44%
  • Wilshire 5000 18,930.84 -.09%
  • Russell 1000 Growth 840.34 -.07%
  • Russell 1000 Value 906.95 +.05%
  • S&P 500 Consumer Staples 441.96 +.09%
  • Morgan Stanley Cyclical 1,409.51 -1.61%
  • Morgan Stanley Technology 874.07 +.73%
  • Transports 7,200.41 -.49%
  • Utilities 490.29 +.65%
  • Bloomberg European Bank/Financial Services 102.83 -3.79%
  • MSCI Emerging Markets 41.62 -1.43%
  • HFRX Equity Hedge 1,141.52 -.64%
  • HFRX Equity Market Neutral 947.03 -.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 193,738 -1.21%
  • Bloomberg New Highs-Lows Index -169 -784
  • Bloomberg Crude Oil % Bulls 24.0 -8.01%
  • CFTC Oil Net Speculative Position 307,539-1.79%
  • CFTC Oil Total Open Interest 1,636,454 +.98%
  • Total Put/Call .86 +6.17%
  • OEX Put/Call 2.96 +294.67%
  • ISE Sentiment 148.0 -9.76%
  • NYSE Arms .87 -32.56%
  • Volatility(VIX) 13.79 +.66%
  • S&P 500 Implied Correlation 50.08 -7.74%
  • G7 Currency Volatility (VXY) 8.27 +.73%
  • Emerging Markets Currency Volatility (EM-VXY) 9.16 +3.74%
  • Smart Money Flow Index 11,922.53 -1.36%
  • ICI Money Mkt Mutual Fund Assets $2.702 Trillion +.90%
  • ICI US Equity Weekly Net New Cash Flow -$1.356 Billion -222.71%
  • AAII % Bulls 42.6 -9.9%
  • AAII % Bears 27.6 -2.5%
Futures Spot Prices
  • CRB Index 278.66 +1.37%
  • Crude Oil 97.65 +5.25%
  • Reformulated Gasoline 272.69 +2.34%
  • Natural Gas 4.11 +4.05%
  • Heating Oil 305.65 +.69%
  • Gold 1,229.0 -1.81%
  • Bloomberg Base Metals Index 188.22 +1.30%
  • Copper 324.85 +.56%
  • US No. 1 Heavy Melt Scrap Steel 360.67 USD/Ton unch.
  • China Iron Ore Spot 139.20 USD/Ton -.22%
  • Lumber 344.80 -5.48%
  • UBS-Bloomberg Agriculture 1,377.47 -.61%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.9% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1818 +1.56%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.19 +.35%
  • Citi US Economic Surprise Index 32.50 +25.6 points
  • Citi Emerging Markets Economic Surprise Index -13.70 +1.3 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.31 -.41%
  • Euro/Yen Carry Return Index 147.08 +1.30%
  • Yield Curve 255.0 +9 basis points
  • 10-Year US Treasury Yield 2.86% +12 basis points
  • Federal Reserve's Balance Sheet $3.889 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 30.03 -1.24%
  • Illinois Municipal Debt Credit Default Swap 169.0 -9.28%
  • Western Europe Sovereign Debt Credit Default Swap Index 64.0 +6.67%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 106.19 -.29%
  • Emerging Markets Sovereign Debt CDS Index 239.50 +2.12%
  • Israel Sovereign Debt Credit Default Swap 103.0 -5.07%
  • Egypt Sovereign Debt Credit Default Swap 622.41 -2.12%
  • China Blended Corporate Spread Index 337.75 -12.75 basis points
  • 10-Year TIPS Spread 2.12% -4.0 basis points
  • TED Spread 18.5 +.25 basis point
  • 2-Year Swap Spread 8.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap .5 +4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 69.97 +.60%
  • European Financial Sector Credit Default Swap Index 100.94 +3.97%
  • Emerging Markets Credit Default Swap Index 291.88 -.44%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 unch.
  • M1 Money Supply $2.619 Trillion +.31%
  • Commercial Paper Outstanding 1,049.80 -.90%
  • 4-Week Moving Average of Jobless Claims 322,300 -9,500
  • Continuing Claims Unemployment Rate 2.1% unch.
  • Average 30-Year Mortgage Rate 4.46% +17 basis points
  • Weekly Mortgage Applications 392.10 -12.8%
  • Bloomberg Consumer Comfort -31.30 +2.4 points
  • Weekly Retail Sales +3.90% +40 basis points
  • Nationwide Gas $3.26/gallon -.02/gallon
  • Baltic Dry Index 2,145 +24.78%
  • China (Export) Containerized Freight Index 1,055.34 -1.02%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 207,888 -22.36%
Best Performing Style
  • Mid-Cap Value +.2%
Worst Performing Style
  • Small-Cap Growth -1.0%
Leading Sectors
  • Gaming +4.7%
  • Networking +2.8%
  • Coal +2.7%
  • Computer Hardware +2.3%
  • Disk Drives +2.1%
Lagging Sectors
  • Retail -2.5% 
  • Alt Energy -3.1%
  • Education -3.1%
  • Airlines -4.3%
  • Gold & Silver -6.5%
Weekly High-Volume Stock Gainers (9)
  • OMED, PBYI, MEI, CONN, BRE, GIII, PGI, FRX and VRNT
Weekly High-Volume Stock Losers (16)
  • SP, DFRG, BOBE, TAHO, ECOL, IMKTA, TAXI, OSIR, MYGN, LDOS, BIG, TITN, EXPR, KKD, CIE and SHLD
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...


Please consider that the “age of deflation” has commenced; “fiat wealth deflation” has commenced as deflationism is underway, The European Financials, EUFN, and the European Stocks, EZU, and Italy, EWI, and Spain, EWP, are leading the global stock market lower.


The bull market that began in June 2013, turned to a bear market on December 6, 2013, as the bond vigilantes called the Interest Rate on the US Ten Year Note, ^TNX, higher to 2.88%. Tyler Durden in article Stocks Tank ... http://tinyurl.com/q2ape52 ...presents Bloomberg chart showing that both stocks and credit have now failed, as bond vigilantes have called the Interest Rate on the US Ten Year Note, ^TNX, higher to 2.88%..


World Financials, IXG, closed 1.2% higher, on the day, 1.5%, lower on the week.

World Stocks, VT, closed 1.2% higher, on the day, 0.8%, lower on the week.

Nation Investment, EFA, close 1.2% higher, on the day, 1.3%, lower on the week.


Loss leaders for the week were the European Financials, EUFN, the Brazil Financials, BRAF, and Retail, XRT, with Apparel Retailers were down strongly this week.


European Financial, EUFN, closed 1.8% higher, on the day, 2.4%; lower on the week.

Eurozone Stocks, EZU, closed 1.4% higher, on the day; 2.1% lower on the week.

Italy, EWI, closed 1.5% higher, on the day; 3.5% lower on the week.

Spain, EWP, closed 0.8% higher, on the day; 3.2% lower on the week.


The failure of investment seigniorage in the European Financials, EUFN, is most striking given the rallying EUR/JPY, which is seen in the chart of the spread between ULE and YCL.


Brazil Financials, BRAF, closed unchanged on the day; 5.9% lower on the week.

Brazil, EWZ, closed 1.3% higher on the day; and 3.7% lower on the week.

Retail, XRT, closed 0.6% lower, on the day; 2.5%, lower on the week.


Please consider that the trade lower in fiat wealth, that is World Stocks, VT, on the week ending December 6, 2013, coming on the rise of the Benchmark Interest Rate, ^TNX, to 2.88%, marked an epic change, that being the destruction of both fiat money and fiat wealth, that has pivoted the world out of the age and paradigm of liberalism .... and into the age and paradigm of authoritarianism.