Friday, July 18, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,978.22 +.54%
  • DJIA 17,100.10 +.92%
  • NASDAQ 4,432.14 +.38%
  • Russell 2000 1,151.61 -.72%
  • S&P 500 High Beta 33.23 -.15%
  • Wilshire 5000 20,635.8 +.39%
  • Russell 1000 Growth 915.43 +.20%
  • Russell 1000 Value 1,000.65 +.79%
  • S&P 500 Consumer Staples 464.44 -.23%
  • Solactive US Cyclical 137.26 +.46%
  • Morgan Stanley Technology 972.64 +.94%
  • Transports 8,385.40 +1.60%
  • Utilities 559.13 -.05%
  • Bloomberg European Bank/Financial Services 104.80 +1.2%
  • MSCI Emerging Markets 44.05 +.61%
  • HFRX Equity Hedge 1,176.43 +.10%
  • HFRX Equity Market Neutral 968.17 +.08%
Sentiment/Internals
  • NYSE Cumulative A/D Line 226,645 -.63%
  • Bloomberg New Highs-Lows Index -49 +21
  • Bloomberg Crude Oil % Bulls 48.7 +13.7%
  • CFTC Oil Net Speculative Position 399,603 -5.95%
  • CFTC Oil Total Open Interest 1,721,704 -1.2%
  • Total Put/Call .90 +2.27%
  • OEX Put/Call .93 -70.10%
  • ISE Sentiment 94.0 -13.76%
  • NYSE Arms .98 -6.67%
  • Volatility(VIX) 12.06 +.5%
  • S&P 500 Implied Correlation 49.90 -.95%
  • G7 Currency Volatility (VXY) 5.34 +.19%
  • Emerging Markets Currency Volatility (EM-VXY) 5.96 +2.41%
  • Smart Money Flow Index 11,550.27 -1.02%
  • ICI Money Mkt Mutual Fund Assets $2.565 Trillion -.4%
  • ICI US Equity Weekly Net New Cash Flow -$1.072 Billion
  • AAII % Bulls 32.4 -14.0%
  • AAII % Bears 28.5 -.6%
Futures Spot Prices
  • CRB Index 297.42 +.11%
  • Crude Oil 103.01 +2.5%
  • Reformulated Gasoline 286.68 -1.79%
  • Natural Gas 3.95 -4.56%
  • Heating Oil 285.05 -.71%
  • Gold 1,311.40 -2.2%
  • Bloomberg Base Metals Index 200.83 -.5%
  • Copper 318.85 -2.58%
  • US No. 1 Heavy Melt Scrap Steel 356.83 USD/Ton -.05%
  • China Iron Ore Spot 96.60 USD/Ton -.31%
  • Lumber 325.90 -2.42%
  • UBS-Bloomberg Agriculture 1,324.43 -.38%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.4% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1732 -4.42%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.31 +.51%
  • Citi US Economic Surprise Index -18.0 -4.9 points
  • Citi Emerging Markets Economic Surprise Index -4.80 -.4 point
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.54 +.44%
  • Euro/Yen Carry Return Index 143.08 -.51%
  • Yield Curve 200.0 -7.0 basis points
  • 10-Year US Treasury Yield 2.48% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.355 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 16.17 -1.46%
  • Illinois Municipal Debt Credit Default Swap 162.0 -4.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 35.20 -4.58%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.64 +.60%
  • Emerging Markets Sovereign Debt CDS Index 199.50 +7.2%
  • Israel Sovereign Debt Credit Default Swap 87.0 +1.2%
  • Iraq Sovereign Debt Credit Default Swap 351.74 +.5%
  • Russia Sovereign Debt Credit Default Swap 206.60 +19.5%
  • China Blended Corporate Spread Index 307.60 +1.4%
  • 10-Year TIPS Spread 2.22% -4.0 basis points
  • TED Spread 22.25 +.5 basis point
  • 2-Year Swap Spread 19.25 +2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.0 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 58.82 +1.48%
  • European Financial Sector Credit Default Swap Index 69.11 -3.33%
  • Emerging Markets Credit Default Swap Index 237.44 +5.3%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 +1 basis point
  • M1 Money Supply $2.809 Trillion -1.33%
  • Commercial Paper Outstanding 1,028.30 -1.3%
  • 4-Week Moving Average of Jobless Claims 309,000 -2,500
  • Continuing Claims Unemployment Rate 1.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.13% -2 basis points
  • Weekly Mortgage Applications 341.10 -3.62%
  • Bloomberg Consumer Comfort 37.5 -.1 point
  • Weekly Retail Sales +4.10% +30 basis points
  • Nationwide Gas $3.59/gallon -.04/gallon
  • Baltic Dry Index 738.0 -9.34%
  • China (Export) Containerized Freight Index 1,088.14 -.36%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 256,256 +12.84%
Best Performing Style
  • Large-Cap Value +.8%
Worst Performing Style
  • Small-Cap Growth -1.1%
Leading Sectors
  • Hospitals +7.1%
  • HMOs +2.9%
  • Software +2.8%
  • Construction +2.3%
  • Steel +1.9%
Lagging Sectors
  • Restaurants -1.9% 
  • Gold & Silver -2.0%
  • Coal -2.5%
  • Biotech -2.6%
  • 3D Printing -2.8%
Weekly High-Volume Stock Gainers (10)
  • TWX, PHX, URS, DRC, ROC, ACM, IGT, WLL, JOY and KOG
Weekly High-Volume Stock Losers (15)
  • BNFT, EAT, FOX, FAST, WWW, MAT, RAI, FOXA, SNDK, LBY, FRC, RCII, CHUY, AAN and ININ
Weekly Charts
ETFs
Stocks
*5-Day Change

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