Friday, January 10, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,842.37 +.60%
  • DJIA 16,437.0 -.20%
  • NASDAQ 4,174.66 +1.04%
  • Russell 2000 1,164.53 +.73%
  • S&P 500 High Beta 30.63 +1.2%
  • Wilshire 5000 19,384.90 +.72%
  • Russell 1000 Growth 861.28 +.75%
  • Russell 1000 Value 926.66 +.63%
  • S&P 500 Consumer Staples 436.99 unch.
  • Morgan Stanley Cyclical 1,471.91 +.05%
  • Morgan Stanley Technology 899.23 +.85%
  • Transports 7,466.03 +1.89%
  • Utilities 493.87 +2.59%
  • Bloomberg European Bank/Financial Services 111.39 +4.65%
  • MSCI Emerging Markets 40.0 -.87%
  • HFRX Equity Hedge 1,1668.23 +.24%
  • HFRX Equity Market Neutral 952.40 +.06%
Sentiment/Internals
  • NYSE Cumulative A/D Line 198,598 +.75%
  • Bloomberg New Highs-Lows Index 460 +317
  • Bloomberg Crude Oil % Bulls 45.95 +152.75%
  • CFTC Oil Net Speculative Position 331,011 -6.83%
  • CFTC Oil Total Open Interest 1,619,796 +.24%
  • Total Put/Call .75 -16.7%
  • OEX Put/Call 1.68 +75.0%
  • ISE Sentiment 106.0 -6.19%
  • NYSE Arms 1.19 -21.71%
  • Volatility(VIX) 12.14 -11.77%
  • S&P 500 Implied Correlation 48.82 -5.52%
  • G7 Currency Volatility (VXY) 7.73 -10.1%
  • Emerging Markets Currency Volatility (EM-VXY) 8.47 -9.70%
  • Smart Money Flow Index 11,956.74 -1.44%
  • ICI Money Mkt Mutual Fund Assets $2.715 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow $3.315 Billion
  • AAII % Bulls 43.6 +1.2%
  • AAII % Bears 25.0 -14.6%
Futures Spot Prices
  • CRB Index 275.42 -.40%
  • Crude Oil 92.72 -1.69%
  • Reformulated Gasoline 266.91 +.84%
  • Natural Gas 4.05 -6.31%
  • Heating Oil 294.07 -.33%
  • Gold 1,246.90 +.77%
  • Bloomberg Base Metals Index 190.75 -.99%
  • Copper 334.15 -.33%
  • US No. 1 Heavy Melt Scrap Steel 379.0 USD/Ton unch.
  • China Iron Ore Spot 130.70 USD/Ton -3.2%
  • Lumber 368.60 +1.77%
  • UBS-Bloomberg Agriculture 1,332.30 -.86%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.5% +70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3398 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.22 +.16%
  • Citi US Economic Surprise Index 65.50 +12.1 points
  • Citi Emerging Markets Economic Surprise Index -.9 -.5 point
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.62 -.28%
  • Euro/Yen Carry Return Index 148.48 -.07%
  • Yield Curve 249.0 -11 basis points
  • 10-Year US Treasury Yield 2.86% -13 basis points
  • Federal Reserve's Balance Sheet $3.986 Trillion +.13%
  • U.S. Sovereign Debt Credit Default Swap 27.84 -2.09%
  • Illinois Municipal Debt Credit Default Swap 155.0 -.78%
  • Western Europe Sovereign Debt Credit Default Swap Index 50.0 -7.41%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.0 -.37%
  • Emerging Markets Sovereign Debt CDS Index 216.0 -2.48%
  • Israel Sovereign Debt Credit Default Swap 99.0 -5.71%
  • South Korea Sovereign Debt Credit Default Swap 7.0 -1.47%
  • China Blended Corporate Spread Index 328.0 +4.75 basis points
  • 10-Year TIPS Spread 2.27% +2.0 basis points
  • TED Spread 20.5 +3.25 basis points
  • 2-Year Swap Spread 12.0 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.75 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 64.45 +2.12%
  • European Financial Sector Credit Default Swap Index 86.0 +3.06%
  • Emerging Markets Credit Default Swap Index 279.96 +2.18%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 +17.0 basis points
  • M1 Money Supply $2.65 Trillion -.07%
  • Commercial Paper Outstanding 1,059.30 +1.3%
  • 4-Week Moving Average of Jobless Claims 349,000 -8,300
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.51% -2 basis points
  • Weekly Mortgage Applications 345.10 +2.59%
  • Bloomberg Consumer Comfort -28.40 +.3 point
  • Weekly Retail Sales +3.60% +10 basis points
  • Nationwide Gas $3.31/gallon -.02/gallon
  • Baltic Dry Index 1,706 -19.3%
  • China (Export) Containerized Freight Index 1,098.37 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -14.3%
  • Rail Freight Carloads 186,878 +8.40%
Best Performing Style
  • Small-Cap Growth +1.5%
Worst Performing Style
  • Small-Cap Value -.1%
Leading Sectors
  • Biotech +5.5%
  • Gaming +3.8%
  • Medical Equipment +3.6%
  • Hospitals +2.9%
  • Airlines +2.8%
Lagging Sectors
  • I-Banks -.2% 
  • Telecom -.6%
  • Retail -1.2%
  • Steel -2.3%
  • Coal -4.4%
Weekly High-Volume Stock Gainers (29)
  • ICPT, NBIX, EPZM, MDBX, GALT, FEYE, SGMO, KEYW, ATRO, ARTC, RCPT, UAL, FRX, MG, TSC, AYI, APOL, CACQ, STZ, FLIR, ROVI, AGYS, MCK, RVBD, XPO, GT, JBT, TMH and RBCN
Weekly High-Volume Stock Losers (16)
  • IBKR, PBF, VRTU, EIG, PKY, RSE, GME, BBBY, TCS, TAL, AMAG, AZZ, BCOV, SCSS, HGG and GLPI
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

The lollipop hanging man candlestick in the daily chart of Biotechnology, IBB, as well as the same in Call Write Bonds, CWB, communicates the end of the age of investment choice. The weekly chart of Call Write Bonds, CWB, clearly shows the Ben Benanke Put at Jackson Hole, and the Mario Draghi Put of Do Whatever It Takes. The monthly chart of Call Write Bonds, CWB, shows the power of Inflationism working through liberalism's dynamos of creditism, corporatism, and globalism.


For the month, Gold, GLD, has risen 3.6%. In early January, 2014, of JC’s Buy and Sell Signals gave his buy signal to the gold ETF. http://stockcharts.com/public/1094070