Friday, December 12, 2014

Weekly Scoreboard*

Indices
  • S&P 500 2,002.33 -3.52%
  • DJIA 17,280.83 -3.78%
  • NASDAQ 4,653.59 -2.66%
  • Russell 2000 1,152.45 -2.54%
  • S&P 500 High Beta 33.01 -4.65%
  • Wilshire 5000 20,791.33 -3.44%
  • Russell 1000 Growth 937.76 -3.35%
  • Russell 1000 Value 995.02 -3.68%
  • S&P 500 Consumer Staples 491.40 -2.0%
  • Solactive US Cyclical 136.49 -4.88%
  • Morgan Stanley Technology 982.38 -3.49%
  • Transports 8,836.88 -3.44%
  • Utilities 597.56 +.14%
  • Bloomberg European Bank/Financial Services 101.93 -6.98%
  • MSCI Emerging Markets 39.03 -4.53%
  • HFRX Equity Hedge 1,172.38 -.91%
  • HFRX Equity Market Neutral 989.24 +.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 226,491 -1.80%
  • Bloomberg New Highs-Lows Index -837 -595
  • Bloomberg Crude Oil % Bulls 25.64 +53.8%
  • CFTC Oil Net Speculative Position 261,776 -1.22%
  • CFTC Oil Total Open Interest 1,445,093 +.38%
  • Total Put/Call 1.09 +5.83%
  • OEX Put/Call .92 -57.21%
  • ISE Sentiment 67.0 -29.47%
  • NYSE Arms 1.46 +32.73%
  • Volatility(VIX) 21.08 +78.34%
  • S&P 500 Implied Correlation 71.09 +9.60%
  • G7 Currency Volatility (VXY) 9.62 +4.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.75 +11.94%
  • Smart Money Flow Index 17,433.55 -1.36%
  • ICI Money Mkt Mutual Fund Assets $2.706 Trillion +.69%
  • ICI US Equity Weekly Net New Cash Flow -$2.953 Billion
  • AAII % Bulls 45.0 +5.5%
  • AAII % Bears 22.3 -13.9%
Futures Spot Prices
  • CRB Index 243.75 -3.40%
  • Crude Oil 57.81 -11.92%
  • Reformulated Gasoline 159.73 -9.37%
  • Natural Gas 3.80 +.42%
  • Heating Oil 201.60 -3.86%
  • Gold 1,222.50 +2.51%
  • Bloomberg Base Metals Index 188.06 -1.73%
  • Copper 293.40 +.86%
  • US No. 1 Heavy Melt Scrap Steel 309.0 USD/Ton unch.
  • China Iron Ore Spot 68.99 USD/Ton -3.87%
  • Lumber 340.30 +.68%
  • UBS-Bloomberg Agriculture 1,251.66 +.80%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.3% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0496 n/a
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.67 -.28%
  • Citi US Economic Surprise Index 29.60 +14.7 points
  • Citi Eurozone Economic Surprise Index -20.30 +1.1 points
  • Citi Emerging Markets Economic Surprise Index -15.50 -10.9 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 12/17
  • US Dollar Index 88.36 -1.11%
  • Euro/Yen Carry Return Index 154.57 -.79%
  • Yield Curve 154.0 -12.0 basis points
  • 10-Year US Treasury Yield 2.08% -23.0 basis points
  • Federal Reserve's Balance Sheet $4.449 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 18.17unch.
  • Illinois Municipal Debt Credit Default Swap 225.0 +22.48%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.32 +23.98%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 74.74 +21.07%
  • Emerging Markets Sovereign Debt CDS Index 328.27 +20.12%
  • Israel Sovereign Debt Credit Default Swap 77.50 +7.07%
  • Iraq Sovereign Debt Credit Default Swap 378.17 +13.18%
  • Russia Sovereign Debt Credit Default Swap 484.75 +27.40%
  • China Blended Corporate Spread Index 333.47 +1.83%
  • 10-Year TIPS Spread 1.63% -13.0 basis points
  • TED Spread 22.50 unch.
  • 2-Year Swap Spread 24.0 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.0 +2.5 basis point
  • N. America Investment Grade Credit Default Swap Index 71.95 +16.02% 
  • America Energy Sector High-Yield Credit Default Swap Index 653.0 +21.91%
  • European Financial Sector Credit Default Swap Index 64.70 +15.60%
  • Emerging Markets Credit Default Swap Index 387.37 +27.05%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.50 +1.5 basis points
  • M1 Money Supply $2.857 Trillion +.72%
  • Commercial Paper Outstanding 1,095.50 -.80%
  • 4-Week Moving Average of Jobless Claims 299,250 +250
  • Continuing Claims Unemployment Rate 1.9% +10 basis points
  • Average 30-Year Mortgage Rate 3.93% +4 basis points
  • Weekly Mortgage Applications 372.30 +7.29%
  • Bloomberg Consumer Comfort 41.3 +1.5 points
  • Weekly Retail Sales +3.90% -30 basis points
  • Nationwide Gas $2.60/gallon -.11/gallon
  • Baltic Dry Index 887.0 -9.67%
  • China (Export) Containerized Freight Index 1,016.55 -1.31%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 268,153 +21.41%
Best Performing Style
  • Small-Cap Growth -2.2%
Worst Performing Style
  • Large-Cap Value -3.7%
Leading Sectors
  • Retail +1.0%
  • Utilities +.1%
  • REITs -.2%
  • Biotech -.8%
  • Hospitals -1.3%
Lagging Sectors
  • Gaming -7.3% 
  • Alt Energy -7.5%
  • Coal -8.3%
  • Energy -9.0%
  • Steel -11.3%
Weekly High-Volume Stock Gainers (19)
  • CALA, BLUE, ALDR, CEMP, CLDN, FRAN, CBST, KITE, ALOG, XOXO, RH, SPLS, PTRY, XLRN, CCRN, BDC, BGS, FRPT and BKW
Weekly High-Volume Stock Losers (22)
  • LE, AEO, GTT, SGEN, ANET, MW, MYCC, HDS, TRAK, TMUS, MEI, KKD, OXM, FIVE, BIG, SAVE, CMTL, LPG, KPTI, CTRE, DRIV and CONN
Weekly Charts
ETFs
Stocks
*5-Day Change

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