Friday, January 24, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,790.29 -3.01%
  • DJIA 15,879.10 -3.28%
  • NASDAQ 4,128.17 -2.15%
  • Russell 2000 1,144.13 -2.47%
  • S&P 500 High Beta 29.25 -4.32%
  • Wilshire 5000 18,863.93 -2.94%
  • Russell 1000 Growth 841.31 -2.67%
  • Russell 1000 Value 896.93 -3.30%
  • S&P 500 Consumer Staples 426.24 -2.40%
  • Morgan Stanley Cyclical 1,411.60 -4.54%
  • Morgan Stanley Technology 899.39 -2.20%
  • Transports 7,258.72 -2.65%
  • Utilities 491.96 -.15%
  • Bloomberg European Bank/Financial Services 108.87 -4.51%
  • MSCI Emerging Markets 39.14 -2.64%
  • HFRX Equity Hedge 1,171.40 -.22%
  • HFRX Equity Market Neutral 954.91 -.08%
Sentiment/Internals
  • NYSE Cumulative A/D Line 199,214 -.72%
  • Bloomberg New Highs-Lows Index 151 -403
  • Bloomberg Crude Oil % Bulls 46.81 +22.41%
  • CFTC Oil Net Speculative Position 340,049 +3.88%
  • CFTC Oil Total Open Interest 1,613,293 -.60%
  • Total Put/Call .90 +28.57%
  • OEX Put/Call .68 -27.66%
  • ISE Sentiment 79.0 -40.15%
  • NYSE Arms 1.75 +12.90%
  • Volatility(VIX) 18.14 +44.77%
  • S&P 500 Implied Correlation 57.37 +10.14%
  • G7 Currency Volatility (VXY) 8.34 +7.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.78 +13.99%
  • Smart Money Flow Index 11,872.55 -.45%
  • ICI Money Mkt Mutual Fund Assets $2.707 Trillion +.24%
  • ICI US Equity Weekly Net New Cash Flow $4.237 Billion
  • AAII % Bulls 38.1 -2.2%
  • AAII % Bears 23.8 +10.6%
Futures Spot Prices
  • CRB Index 282.54 +1.48%
  • Crude Oil 96.64 +2.64%
  • Reformulated Gasoline 266.32 +2.67%
  • Natural Gas 5.18 +18.61%
  • Heating Oil 313.74 +4.84%
  • Gold 1,264.30 +1.78%
  • Bloomberg Base Metals Index 191.79 -1.80%
  • Copper 327.15 -1.98%
  • US No. 1 Heavy Melt Scrap Steel 383.0 USD/Ton unch.
  • China Iron Ore Spot 124.30 USD/Ton -2.36%
  • Lumber 357.40 -3.07%
  • UBS-Bloomberg Agriculture 1,323.65 -.46%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.2% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1295 -4.63%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.41 +.07%
  • Citi US Economic Surprise Index 62.60 -4.0 points
  • Citi Emerging Markets Economic Surprise Index 6.70 +1.9 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.46 -.89%
  • Euro/Yen Carry Return Index 145.96 -.94%
  • Yield Curve 238.0 -7 basis points
  • 10-Year US Treasury Yield 2.72% -10 basis points
  • Federal Reserve's Balance Sheet $4.055 Trillion +.64%
  • U.S. Sovereign Debt Credit Default Swap 27.85 +1.25%
  • Illinois Municipal Debt Credit Default Swap 154.0 +2.42%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.33 +7.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 118.97 +11.1%
  • Emerging Markets Sovereign Debt CDS Index 247.50 +13.01%
  • Israel Sovereign Debt Credit Default Swap 92.0 -1.08%
  • South Korea Sovereign Debt Credit Default Swap 73.50 +7.30%
  • China Blended Corporate Spread Index 352.75 +19.25 basis points
  • 10-Year TIPS Spread 2.13% -12.0 basis points
  • TED Spread 19.0 -1.5 basis points
  • 2-Year Swap Spread 15.0 +1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.0 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.98 +11.31%
  • European Financial Sector Credit Default Swap Index 104.02 +21.66%
  • Emerging Markets Credit Default Swap Index 337.41 +15.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 +2.0 basis points
  • M1 Money Supply $2.660 Trillion +.87%
  • Commercial Paper Outstanding 1,018.50 -1.70%
  • 4-Week Moving Average of Jobless Claims 331,500 -3,500
  • Continuing Claims Unemployment Rate 2.3%unch.
  • Average 30-Year Mortgage Rate 4.39% -2 basis points
  • Weekly Mortgage Applications 404.10 +4.7%
  • Bloomberg Consumer Comfort -31.0 unch.
  • Weekly Retail Sales +3.0% +10 basis points
  • Nationwide Gas $3.29/gallon -.01/gallon
  • Baltic Dry Index 1,271 -9.08%
  • China (Export) Containerized Freight Index 1,128.73 +1.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +2.5%
  • Rail Freight Carloads 267,428 +13.32%
Best Performing Style
  • Small-Cap Value -2.0%
Worst Performing Style
  • Large-Cap Value -3.3%
Leading Sectors
  • Gold & Silver +3.2%
  • Computer Hardware +1.1%
  • Utilities -.2%
  • Tobacco -.6%
  • HMOs -.7%
Lagging Sectors
  • Agriculture -4.6% 
  • Insurance -5.8%
  • Alt Energy -6.3%
  • Steel -8.0%
  • Gaming -8.6%
Weekly High-Volume Stock Gainers (25)
  • STML, SMCI, FIO, RENT, NTCT, SBNY, ILMN, RCAP, GMT, NLNK, TTWO, VGR, HURN, SWKS, AA, KERX, GPRE, TSRA, XLRN, STWD, NSC, EWBC, PODD, GD and NKTR
Weekly High-Volume Stock Losers (21)
  • OCN, COH, IPHI, FUEL, SKX, AOL, PH, AEO, ATI, LKQ, SGNT, EBS, AAWW, ACAT, SLM, PETS, BBSI, HRC, RDEN, SSNI and CANN
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: