Friday, June 06, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,949.44 +1.35%
  • DJIA 16,924.24 +1.24%
  • NASDAQ 4,321.39 +1.86%
  • Russell 2000 1,165.21 +2.71%
  • S&P 500 High Beta 32.82 +2.98%
  • Wilshire 5000 20,402.50 +1.54%
  • Russell 1000 Growth 906.03 +1.26%
  • Russell 1000 Value 985.10 +1.61%
  • S&P 500 Consumer Staples 463.23 +.31%
  • Morgan Stanley Cyclical 1,589.18 +2.39%
  • Morgan Stanley Technology 947.69 +1.08%
  • Transports 8,209.06 +1.30%
  • Utilities 550.01 +.93%
  • Bloomberg European Bank/Financial Services 113.54 +2.21%
  • MSCI Emerging Markets 43.29 +1.68%
  • HFRX Equity Hedge 1,162.59 +.16%
  • HFRX Equity Market Neutral 957.04 -.54%
Sentiment/Internals
  • NYSE Cumulative A/D Line 225,482 +1.10%
  • Bloomberg New Highs-Lows Index 696 +278
  • Bloomberg Crude Oil % Bulls 20.59 -38.22%
  • CFTC Oil Net Speculative Position 416,585 -1.55%
  • CFTC Oil Total Open Interest 1,664,043 +1.74%
  • Total Put/Call .92 +2.22%
  • OEX Put/Call 1.04 -44.09%
  • ISE Sentiment 132.0 +32.0%
  • NYSE Arms 1.12 +24.44%
  • Volatility(VIX) 10.73 -5.88%
  • S&P 500 Implied Correlation 48.25 -12.65%
  • G7 Currency Volatility (VXY) 5.60 -5.41%
  • Emerging Markets Currency Volatility (EM-VXY) 6.67 -4.51%
  • Smart Money Flow Index 11,235.06 +1.50%
  • ICI Money Mkt Mutual Fund Assets $2.580 Trillion -.28%
  • ICI US Equity Weekly Net New Cash Flow -$2.596 Billion
  • AAII % Bulls 39.5 +8.4%
  • AAII % Bears 22.2 -4.2%
Futures Spot Prices
  • CRB Index 305.25 -.08%
  • Crude Oil 102.66 -.26%
  • Reformulated Gasoline 293.90 -1.21%
  • Natural Gas 4.71 +3.40%
  • Heating Oil 287.12 -.60%
  • Gold 1,252.50 +.16%
  • Bloomberg Base Metals Index 190.78 -2.98%
  • Copper 305.10 -2.71%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton unch.
  • China Iron Ore Spot 94.50 USD/Ton +2.94%
  • Lumber 306.50 -1.45%
  • UBS-Bloomberg Agriculture 1,475.48 -.96%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.3% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0436 +1.13%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.17 +.17%
  • Citi US Economic Surprise Index -12.90 -8.1 points
  • Citi Emerging Markets Economic Surprise Index -16.50 +3.9 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.41 +.02%
  • Euro/Yen Carry Return Index 145.94 +.77%
  • Yield Curve 219.0 +9 basis points
  • 10-Year US Treasury Yield 2.59% +11 basis points
  • Federal Reserve's Balance Sheet $4.288 Trillion +.20%
  • U.S. Sovereign Debt Credit Default Swap 16.17 -3.51%
  • Illinois Municipal Debt Credit Default Swap 148.0 -1.36%
  • Western Europe Sovereign Debt Credit Default Swap Index 30.53 -12.38%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 75.02 -4.79%
  • Emerging Markets Sovereign Debt CDS Index 189.47 -9.14%
  • Israel Sovereign Debt Credit Default Swap 78.01 -2.49%
  • Russia Sovereign Debt Credit Default Swap 169.02 -12.58%
  • China Blended Corporate Spread Index 315.24 -4.18%
  • 10-Year TIPS Spread 2.19% -2.0 basis points
  • TED Spread 19.75 unch.
  • 2-Year Swap Spread 14.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.5 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 57.50 -7.65%
  • European Financial Sector Credit Default Swap Index 59.90 -17.71%
  • Emerging Markets Credit Default Swap Index 234.97 -4.87%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 86.0 unch.
  • M1 Money Supply $2.772 Trillion -.06%
  • Commercial Paper Outstanding 1,038.80 +1.10%
  • 4-Week Moving Average of Jobless Claims 310,250 -1,250
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.14% +2 basis points
  • Weekly Mortgage Applications 350.80 -3.15%
  • Bloomberg Consumer Comfort 35.1 +2.0 points
  • Weekly Retail Sales +3.70% -10 basis points
  • Nationwide Gas $3.66/gallon unch.
  • Baltic Dry Index 977.0 +4.6%
  • China (Export) Containerized Freight Index 1,109.03 +.50%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
  • Rail Freight Carloads 242,092 -10.15%
Best Performing Style
  • Small-Cap Value +2.7%
Worst Performing Style
  • Large-Cap Growth +1.3%
Leading Sectors
  • Hospitals +5.7%
  • Coal +5.2%
  • Airlines +4.0%
  • Defense +3.2%
  • Insurance +3.0%
Lagging Sectors
  • Drugs +.2% 
  • Alternative Energy -.3%
  • Tobacco -.5%
  • Telecom -1.0%
  • Gaming -2.9%
Weekly High-Volume Stock Gainers (20)
  • PL, NPSP, BRLI, IDCC, ENSG, BRCM, MNKD, BIG, GIII, LCI, CIEN, HCT, OVTI, NYLD, VRNT, TSLX, AMSG, MFRM, LNG and RLD
Weekly High-Volume Stock Losers (16)
  • CYBX, WMK, AEGN, RENT, PVH, TIBX, VRA, RTRX, KKD, MTZ, BNNY, EBIX, CLVS, PBYI, RCAP and BLOX
Weekly Charts
ETFs
Stocks
*5-Day Change

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