Friday, January 02, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,058.20 -1.14%
  • DJIA 17,832.99 -1.10%
  • NASDAQ 4,726.81 -.98%
  • Russell 2000 1,198.80 -.66%
  • S&P 500 High Beta 34.05 -1.16%
  • Wilshire 5000 21,411.70 -1.02%
  • Russell 1000 Growth 960.28 -1.08%
  • Russell 1000 Value 1,028.78 -1.03%
  • S&P 500 Consumer Staples 497.83 -2.14%
  • Solactive US Cyclical 140.80 -1.17%
  • Morgan Stanley Technology 1,014.75 -1.85%
  • Transports 9,098.98 -.87%
  • Utilities 621.61 -1.10%
  • Bloomberg European Bank/Financial Services 103.96 -.39%
  • MSCI Emerging Markets 39.10 +.24%
  • HFRX Equity Hedge 1,181.31 +.21%
  • HFRX Equity Market Neutral 987.26 -.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 231,214 -.34%
  • Bloomberg New Highs-Lows Index -208 -261
  • Bloomberg Crude Oil % Bulls 25.0 -20.46%
  • CFTC Oil Net Speculative Position 281,649 -.86%
  • CFTC Oil Total Open Interest 1,428,829 -3.19%
  • Total Put/Call 1.20 +66.67%
  • OEX Put/Call 2.33 +13.11%
  • ISE Sentiment 71.0 -26.04%
  • NYSE Arms 1.28 +8.48%
  • Volatility(VIX) 17.79 +23.80%
  • S&P 500 Implied Correlation 65.82 -2.01%
  • G7 Currency Volatility (VXY) 9.82 +.82%
  • Emerging Markets Currency Volatility (EM-VXY) 10.76 -.28%
  • Smart Money Flow Index 17,085.11 -1.60%
  • ICI Money Mkt Mutual Fund Assets $2.733 Trillion +.72%
  • ICI US Equity Weekly Net New Cash Flow -$1.063 Billion
  • AAII % Bulls 51.7 +1.6%
  • AAII % Bears 19.3 +2.3%
Futures Spot Prices
  • CRB Index 228.41 -2.94%
  • Crude Oil 52.69 -5.66%
  • Reformulated Gasoline 143.34 -6.42%
  • Natural Gas 3.0 -1.0%
  • Heating Oil 179.57 -6.69%
  • Gold 1,186.20 +.94%
  • Bloomberg Base Metals Index 180.15 -.46%
  • Copper 281.75 -1.07%
  • US No. 1 Heavy Melt Scrap Steel 308.33 USD/Ton -.2%
  • China Iron Ore Spot 71.26 USD/Ton +5.8%
  • Lumber 327.60 -3.45%
  • UBS-Bloomberg Agriculture 1,208.39 -3.85%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.9% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .6752 -5.02%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.74 +.10%
  • Citi US Economic Surprise Index 28.30 -10.3 points
  • Citi Eurozone Economic Surprise Index 9.0 +5.7 points
  • Citi Emerging Markets Economic Surprise Index -11.90 +2.0 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 1/28
  • US Dollar Index 91.08 +1.28%
  • Euro/Yen Carry Return Index 151.03 -1.35%
  • Yield Curve 145.0 -6.0 basis points
  • 10-Year US Treasury Yield 2.11% -14.0 basis points
  • Federal Reserve's Balance Sheet $4.470 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 16.77 +4.57%
  • Illinois Municipal Debt Credit Default Swap 171.0 -5.76%
  • Western Europe Sovereign Debt Credit Default Swap Index 24.97 -6.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 68.39 +6.13%
  • Emerging Markets Sovereign Debt CDS Index 319.76 +6.28%
  • Israel Sovereign Debt Credit Default Swap 77.24 +3.22%
  • Iraq Sovereign Debt Credit Default Swap 367.79 -2.50%
  • Russia Sovereign Debt Credit Default Swap 482.65 +9.97%
  • China Blended Corporate Spread Index 342.45 +1.17%
  • 10-Year TIPS Spread 1.71% +3.0 basis points
  • TED Spread 24.0 -1.5 basis points
  • 2-Year Swap Spread 22.75 +4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.75 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 66.62 +4.17% 
  • America Energy Sector High-Yield Credit Default Swap Index 648.0 +2.30%
  • European Financial Sector Credit Default Swap Index 63.07 +1.25%
  • Emerging Markets Credit Default Swap Index 345.25 +6.05%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 89.0 +1.0 basis point
  • M1 Money Supply $2.908 Trillion +.56%
  • Commercial Paper Outstanding 1,007.40 -4.20%
  • 4-Week Moving Average of Jobless Claims 290,750 +500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.87% +4 basis points
  • Weekly Mortgage Applications 363.10 n/a
  • Bloomberg Consumer Comfort 42.7 -.4 point
  • Weekly Retail Sales +4.70% +30 basis points
  • Nationwide Gas $2.23/gallon -.09/gallon
  • Baltic Dry Index 782.0 -3.93%
  • China (Export) Containerized Freight Index 1,064.42 +2.70%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 181,238 -33.60%
Best Performing Style
  • Small-Cap Value -.5%
Worst Performing Style
  • Large-Cap Growth -1.1%
Leading Sectors
  • Gold & Silver +5.9%
  • Airlines +2.9%
  • Biotech +2.2%
  • Homebuilders +1.5%
  • REITs +.2%
Lagging Sectors
  • Hospitals -2.5% 
  • Oil Tankers -2.6%
  • Software -2.9%
  • Computer Hardware -3.2%
  • Education -3.3%
Weekly High-Volume Stock Gainers (3)
  • IPHI, REMY and ADMS
Weekly High-Volume Stock Losers (0)
  • None
Weekly Charts
ETFs
Stocks
*5-Day Change

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