Friday, January 31, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,782.59 -.43%
  • DJIA 15,698.80 -1.13%
  • NASDAQ 4,103.87 -.59%
  • Russell 2000 1,130.88 -1.16%
  • S&P 500 High Beta 29.48 +.79%
  • Wilshire 5000 18,787.80 -.40%
  • Russell 1000 Growth 838.59 -.32%
  • Russell 1000 Value 893.55 -.37%
  • S&P 500 Consumer Staples 419.15 -1.66%
  • Morgan Stanley Cyclical 1,416.05 +.31%
  • Morgan Stanley Technology 890.81 -.95%
  • Transports 7,289.18 +.42%
  • Utilities 506.26 +2.91%
  • Bloomberg European Bank/Financial Services 108.32 -.50%
  • MSCI Emerging Markets 38.56 -1.47%
  • HFRX Equity Hedge 1,154.20 -1.47%
  • HFRX Equity Market Neutral 957.26 +.25%
Sentiment/Internals
  • NYSE Cumulative A/D Line 198,396 -.41%
  • Bloomberg New Highs-Lows Index 17 -134
  • Bloomberg Crude Oil % Bulls 25.81 -44.86%
  • CFTC Oil Net Speculative Position 351,146 +3.26%
  • CFTC Oil Total Open Interest 1,591,971 -1.32%
  • Total Put/Call .87 -3.33%
  • OEX Put/Call .75 +10.29%
  • ISE Sentiment 98.0 +24.05%
  • NYSE Arms 1.52 -13.14%
  • Volatility(VIX) 18.41 +1.49%
  • S&P 500 Implied Correlation 59.35 +3.45%
  • G7 Currency Volatility (VXY) 8.44 +1.81%
  • Emerging Markets Currency Volatility (EM-VXY) 10.21 +4.29%
  • Smart Money Flow Index 11,559.36 -2.64%
  • ICI Money Mkt Mutual Fund Assets $2.706 Trillion -.07%
  • ICI US Equity Weekly Net New Cash Flow $2.45 Billion
  • AAII % Bulls 32.2 -15.6%
  • AAII % Bears 32.8 +37.9%
Futures Spot Prices
  • CRB Index 283.31 +.27%
  • Crude Oil 97.49 +.61%
  • Reformulated Gasoline 263.14 -1.57%
  • Natural Gas 4.94 -4.13%
  • Heating Oil 299.71 -5.30%
  • Gold 1,239.80 -2.29%
  • Bloomberg Base Metals Index 186.59 -2.71%
  • Copper 319.70 -2.07%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton +4.18%
  • China Iron Ore Spot 122.60 USD/Ton -1.05%
  • Lumber 353.80 -1.17%
  • UBS-Bloomberg Agriculture 1,334.07 +.79%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.3% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1246 -5.82%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.28 -.11%
  • Citi US Economic Surprise Index 49.0 -13.6 points
  • Citi Emerging Markets Economic Surprise Index 12.50 +5.8 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 81.31 +1.03%
  • Euro/Yen Carry Return Index 143.58 -1.66%
  • Yield Curve 231.0 -7 basis points
  • 10-Year US Treasury Yield 2.64% -8 basis points
  • Federal Reserve's Balance Sheet $4.059 Trillion +.11%
  • U.S. Sovereign Debt Credit Default Swap 30.50 +9.55%
  • Illinois Municipal Debt Credit Default Swap 160.0 +3.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 55.0 +3.13%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 116.12 -2.39%
  • Emerging Markets Sovereign Debt CDS Index 260.0 +5.05%
  • Israel Sovereign Debt Credit Default Swap 94.50 +2.72%
  • South Korea Sovereign Debt Credit Default Swap 71.24 -3.07%
  • China Blended Corporate Spread Index 361.75 +9.0 basis points
  • 10-Year TIPS Spread 2.13% unch.
  • TED Spread 21.50 +2.5 basis points
  • 2-Year Swap Spread 13.0 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.75 -3.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.75 -.38%
  • European Financial Sector Credit Default Swap Index 101.03 -2.88%
  • Emerging Markets Credit Default Swap Index 338.87 +.43%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.50 +.5 basis point
  • M1 Money Supply $2.678 Trillion +.65%
  • Commercial Paper Outstanding 1,014.0 -.40%
  • 4-Week Moving Average of Jobless Claims 333,000 +1,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.32% -7 basis points
  • Weekly Mortgage Applications 403.40 -.17%
  • Bloomberg Consumer Comfort -31.8 -.8 point
  • Weekly Retail Sales +3.10% +10 basis points
  • Nationwide Gas $3.28/gallon -.01/gallon
  • Baltic Dry Index 1,127 -9.55%
  • China (Export) Containerized Freight Index 1,158.16 +2.61%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -20.0%
  • Rail Freight Carloads 245,883 -8.06%
Best Performing Style
  • Mid-Cap Growth +.4%
Worst Performing Style
  • Small-Cap Value -1.5%
Leading Sectors
  • Homebuilders +6.4%
  • Gaming +4.9%
  • Utilities +2.9%
  • Road & Rail +1.9%
  • Steel +1.5%
Lagging Sectors
  • I-Banks -2.1% 
  • Gold & Silver -2.1%
  • Airlines -3.3%
  • Tobacco -4.5%
  • Education -5.9%
Weekly High-Volume Stock Gainers (19)
  • UA, ACCL, FSL, PETX, KRA, CNQR, CSFL, EZPW, FLDM, TXI, DSCI, HBCI, YDKN, JLL, MTOR, SANM, WLH, CLDT and CAT
Weekly High-Volume Stock Losers (36)
  • NSTG, SGM PAH, CVLT, MKC, BKU, RXN, ISSI, EOPN, RES, LION, TUP, ENR, KSU, IIVI, TTS, KMT, YHOO, PLOW, WCC, MOG/A, RGS, TGI, CRUS, WHR, CHEF, MBII, FBFS, BDE, NGVC, WETF, ADT, RCII, NSR, OSTK and ESI
Weekly Charts
ETFs
Stocks
*5-Day Change

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