Friday, October 10, 2014

Weekly Scoreboard*

Indices
  • S&P 500 1,906.13 -3.14%
  • DJIA 16,544.10 -2.74%
  • NASDAQ 4,276.24 -4.45%
  • Russell 2000 1,053.42 -4.65%
  • S&P 500 High Beta 31.04 -6.05%
  • Wilshire 5000 19,711.99 -3.46%
  • Russell 1000 Growth 886.80 -3.46%
  • Russell 1000 Value 951.19 -3.28%
  • S&P 500 Consumer Staples 470.65 +.54%
  • Solactive US Cyclical 125.90 -5.52%
  • Morgan Stanley Technology 914.20 -5.06%
  • Transports 7,893.26 -6.94%
  • Utilities 561.67 +1.11%
  • Bloomberg European Bank/Financial Services 103.94 -4.0%
  • MSCI Emerging Markets 41.09 -.91%
  • HFRX Equity Hedge 1,159.0 -.84%
  • HFRX Equity Market Neutral 980.08 +.15%
Sentiment/Internals
  • NYSE Cumulative A/D Line 217,616 -2.59%
  • Bloomberg New Highs-Lows Index -1010 +50
  • Bloomberg Crude Oil % Bulls n/a
  • CFTC Oil Net Speculative Position 293,683 -.76%
  • CFTC Oil Total Open Interest 1,503,764 +1.21%
  • Total Put/Call 1.21 +32.97%
  • OEX Put/Call 1.42 +153.57%
  • ISE Sentiment 69.0 -12.66%
  • NYSE Arms 1.38 +91.66%
  • Volatility(VIX) 21.24 +45.97%
  • S&P 500 Implied Correlation 63.98 +24.11%
  • G7 Currency Volatility (VXY) 7.44 -1.72%
  • Emerging Markets Currency Volatility (EM-VXY) 8.26 +5.76%
  • Smart Money Flow Index 11,292.25 -1.18%
  • ICI Money Mkt Mutual Fund Assets $2.631 Trillion +.65%
  • ICI US Equity Weekly Net New Cash Flow -$4.069 Billion
  • AAII % Bulls 39.9 +12.6%
  • AAII % Bears 31.0 +.3%
Futures Spot Prices
  • CRB Index 275.60 -.27%
  • Crude Oil 85.82 -4.34%
  • Reformulated Gasoline 225.75 -5.1%
  • Natural Gas 3.86 -4.03%
  • Heating Oil 256.02 -2.1%
  • Gold 1,221.70 +2.57%
  • Bloomberg Base Metals Index 191.08 +.44%
  • Copper 303.50 +1.17%
  • US No. 1 Heavy Melt Scrap Steel 359.0 USD/Ton unch.
  • China Iron Ore Spot 80.24 USD/Ton+.8%
  • Lumber 342.70 -1.64%
  • UBS-Bloomberg Agriculture 1,186.21 +1.74%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.8% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0954 -3.64%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.77 -.05%
  • Citi US Economic Surprise Index 19.10 +.8 point
  • Citi Eurozone Economic Surprise Index -56.10 -9.3 points
  • Citi Emerging Markets Economic Surprise Index -27.0 -8.4 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 85.91 -.84%
  • Euro/Yen Carry Return Index 141.88 -1.09%
  • Yield Curve 186.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.28% -15.0 basis points
  • Federal Reserve's Balance Sheet $4.414 Trillion +.11%
  • U.S. Sovereign Debt Credit Default Swap 16.83 -3.02%
  • Illinois Municipal Debt Credit Default Swap 173.0 +4.13%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.07 -1.51%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.19 +1.85%
  • Emerging Markets Sovereign Debt CDS Index 237.41 +1.13%
  • Israel Sovereign Debt Credit Default Swap 82.0 +.38%
  • Iraq Sovereign Debt Credit Default Swap 353.82 -1.02%
  • Russia Sovereign Debt Credit Default Swap 257.34 +2.39%
  • China Blended Corporate Spread Index 328.69 +2.92%
  • 10-Year TIPS Spread 1.96% +2.0 basis points
  • TED Spread 22.50 unch.
  • 2-Year Swap Spread 26.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.50 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 70.86 +18.13%
  • European Financial Sector Credit Default Swap Index 69.40 +18.55%
  • Emerging Markets Credit Default Swap Index 265.56 -4.74%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.50 unch.
  • M1 Money Supply $2.846 Trillion +.09%
  • Commercial Paper Outstanding 1,083.10 +2.90%
  • 4-Week Moving Average of Jobless Claims 287,750 -7,000
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 4.12% -7 basis points
  • Weekly Mortgage Applications 350.70 +3.82%
  • Bloomberg Consumer Comfort 36.8 +2.0 points
  • Weekly Retail Sales +4.40% +30 basis points
  • Nationwide Gas $3.24/gallon -.08/gallon
  • Baltic Dry Index 974 -6.07%
  • China (Export) Containerized Freight Index 1,058.76 -2.66%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 +12.50%
  • Rail Freight Carloads 276,682 +.59%
Best Performing Style
  • Mid-Cap Value -3.2%
Worst Performing Style
  • Small-Cap Growth -5.8%
Leading Sectors
  • REITs +1.3%
  • Utilities +1.1%
  • Foods -1.0%
  • Gold & Silver -1.5%
  • Tobacco -1.7%
Lagging Sectors
  • Airlines -8.4% 
  • Semis -9.9%
  • Networking -10.3%
  • Alt Energy -12.3%
  • Oil Tankers -13.8%
Weekly High-Volume Stock Gainers (10)
  • DRTX, CFN, RENT, GTIV, APAGF, BDX, EROS, CAMP, CMRX and CUDA
Weekly High-Volume Stock Losers (16)
  • REMY, LOPE, ADM, LNDC, AGCO, LRN, RCL, HUB/B, SEMG, GPS, LNCO, TILE, UIS, VTL, XOOM and TCS
Weekly Charts
ETFs
Stocks
*5-Day Change

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