Friday, January 23, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,0151.82 +2.97%
  • DJIA 17,672.60 +2.04%
  • NASDAQ 4,757.87 +4.09%
  • Russell 2000 1,188.93 +2.96%
  • S&P 500 High Beta 33.21 +4.37%
  • Wilshire 5000 21,352.31 +3.0%
  • Russell 1000 Growth 966.22 +3.50%
  • Russell 1000 Value 1,018.0 +2.50%
  • S&P 500 Consumer Staples 510.96 +1.45%
  • Solactive US Cyclical 138.07 +1.67%
  • Morgan Stanley Technology 1,010.08 +4.43%
  • Transports 8,981.94 +3.77%
  • Utilities 647.78 +2.1%
  • Bloomberg European Bank/Financial Services 106.05 +5.98%
  • MSCI Emerging Markets 40.69 +3.28%
  • HFRX Equity Hedge 1,175.10 +.04%
  • HFRX Equity Market Neutral 980.89 -.86%
Sentiment/Internals
  • NYSE Cumulative A/D Line 231,963 +.70%
  • Bloomberg New Highs-Lows Index -324 +116
  • Bloomberg Crude Oil % Bulls 28.13 +2.29%
  • CFTC Oil Net Speculative Position 281,269 +2.10%
  • CFTC Oil Total Open Interest 1,591,022 -2.24%
  • Total Put/Call 1.26 +38.46%
  • OEX Put/Call 1.28 +100.0%
  • ISE Sentiment 62.0 -52.31%
  • NYSE Arms 1.63 +21.64%
  • Volatility(VIX) 16.66 -25.59%
  • S&P 500 Implied Correlation 64.91 -2.49%
  • G7 Currency Volatility (VXY) 11.20 -3.86%
  • Emerging Markets Currency Volatility (EM-VXY) 10.69 -3.61%
  • Smart Money Flow Index 17,120.38 +3.99%
  • ICI Money Mkt Mutual Fund Assets $2.704 Trillion -.04%
  • ICI US Equity Weekly Net New Cash Flow -$.021 Billion
  • AAII % Bulls 37.1 -19.5%
  • AAII % Bears 30.8 +43.2%
Futures Spot Prices
  • CRB Index 216.61 -1.73%
  • Crude Oil 45.59 -1.34%
  • Reformulated Gasoline 134.79 +3.72%
  • Natural Gas 22.99 -6.22%
  • Heating Oil 164.67 +1.43%
  • Gold 1,292.60 +2.38%
  • Bloomberg Base Metals Index 169.69 +.4%
  • Copper 250.15 -3.0%
  • US No. 1 Heavy Melt Scrap Steel 324.0 USD/Ton +4.25%
  • China Iron Ore Spot 66.42 USD/Ton -3.19%
  • Lumber 311.50 -.80%
  • UBS-Bloomberg Agriculture 1,188.95 -1.28%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -5.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index n/a
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.57 -.65%
  • Citi US Economic Surprise Index -1.50 -8.7 points
  • Citi Eurozone Economic Surprise Index -.5 -4.3 points
  • Citi Emerging Markets Economic Surprise Index -10.30 +5.4 points
  • Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 1/28
  • US Dollar Index 94.99 +2.53%
  • Euro/Yen Carry Return Index 137.90 -2.86%
  • Yield Curve 131.0 -4.0 basis points
  • 10-Year US Treasury Yield 1.80% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.473 Trillion -.07%
  • U.S. Sovereign Debt Credit Default Swap 17.51 +3.93%
  • Illinois Municipal Debt Credit Default Swap 185.0 +2.95%
  • Western Europe Sovereign Debt Credit Default Swap Index 23.21 -11.17%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 68.70 -8.52%
  • Emerging Markets Sovereign Debt CDS Index 330.16 -.94%
  • Israel Sovereign Debt Credit Default Swap 74.50 unch.
  • Iraq Sovereign Debt Credit Default Swap 343.09 -9.84%
  • Russia Sovereign Debt Credit Default Swap 555.71 +3.54%
  • China Blended Corporate Spread Index n/a
  • 10-Year TIPS Spread 1.60% unch.
  • TED Spread 24.25 +2.5 basis points
  • 2-Year Swap Spread 25.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.75 +6.5 basis points
  • N. America Investment Grade Credit Default Swap Index 67.38 -7.69% 
  • America Energy Sector High-Yield Credit Default Swap Index 731.0 -2.42%
  • European Financial Sector Credit Default Swap Index 57.87 -12.45%
  • Emerging Markets Credit Default Swap Index 388.30 +.20%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 unch.
  • M1 Money Supply $2.917 Trillion +.51%
  • Commercial Paper Outstanding 1,009.90 -1.9%
  • 4-Week Moving Average of Jobless Claims 306,500 +8,500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.63% -3 basis points
  • Weekly Mortgage Applications 561.90 +14.21%
  • Bloomberg Consumer Comfort 44.7 -.7 point
  • Weekly Retail Sales +3.40% -40 basis points
  • Nationwide Gas $2.04/gallon -.04/gallon
  • Baltic Dry Index 751.0 +1.35%
  • China (Export) Containerized Freight Index 1,057.48 -.17%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 260,893 +8.28%
Best Performing Style
  • Mid-Cap Growth +3,7%
Worst Performing Style
  • Small-Cap Value +2.4%
Leading Sectors
  • Airlines +8.1%
  • Energy +6.1%
  • Internet +6.0%
  • Oil Service +5.4%
  • Road & Rail +4.9%
Lagging Sectors
  • I-Banks -.1% 
  • Steel -.6%
  • Coal -.7%
  • Gaming -1.3%
  • Hospitals -1.5%
Weekly High-Volume Stock Gainers (19)
  • NFLX, CREE, SWHC, CYN, CLDX, PETS, TR, PAYC, SMCI, MCRL, AGTC, EBAY, TERP, DEPO, DAN, IBKR, DLTR, HVB and LL
Weekly High-Volume Stock Losers (15)
  • ABCO, XLNX, ALNY, DLB, DECK, FFIV, EGLE, ADPT, IIIN, QADA, OUTR, EXPR, XON, IGTE and LE
Weekly Charts
ETFs
Stocks
*5-Day Change

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