Friday, March 06, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,071.26 -1.58%
  • DJIA 17,856.78 -1.52%
  • NASDAQ 4,927.37 -.73%
  • Russell 2000 1,217.52 -1.29%
  • S&P 500 High Beta 34.49 -1.57% 
  • Goldman 50 Most Shorted 136.72 -.83% 
  • Wilshire 5000 21,643.89 -1.48%
  • Russell 1000 Growth 994.21 -1.30%
  • Russell 1000 Value 1,012.85 -1.74%
  • S&P 500 Consumer Staples 500.41 -2.61%
  • Solactive US Cyclical 139.76 -2.01%
  • Morgan Stanley Technology 1,036.06 -1.70%
  • Transports 8,907.41 -1.30%
  • Utilities 570.03 -4.06%
  • Bloomberg European Bank/Financial Services 113.74 +.91%
  • MSCI Emerging Markets 39.80 -2.22%
  • HFRX Equity Hedge 1,200.61 +.08%
  • HFRX Equity Market Neutral 991.73 +.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 237,538 -.11%
  • Bloomberg New Highs-Lows Index -16 -205
  • Bloomberg Crude Oil % Bulls 26.47 unch.
  • CFTC Oil Net Speculative Position 262,289 -2.80%
  • CFTC Oil Total Open Interest 1,687,908 -.44%
  • Total Put/Call 1.28 +29.29%
  • OEX Put/Call 1.82 +37.88%
  • ISE Sentiment 41.0 -64.04%
  • NYSE Arms .80 -35.25%
  • Volatility(VIX) 15.22 +15.44%
  • S&P 500 Implied Correlation 60.76 +.21%
  • G7 Currency Volatility (VXY) 9.69 +6.48%
  • Emerging Markets Currency Volatility (EM-VXY) 10.38 +4.74%
  • Smart Money Flow Index 17,900.62 +.28%
  • ICI Money Mkt Mutual Fund Assets $2.672 Trillion -.69%
  • ICI US Equity Weekly Net New Cash Flow +$.072 Billion
  • AAII % Bulls 39.8 -12.3%
  • AAII % Bears 23.4 +15.1%
Futures Spot Prices
  • CRB Index 220.14 -1.76%
  • Crude Oil 49.71 +.28%
  • Reformulated Gasoline 188.02 -4.85%
  • Natural Gas 2.85 +4.83%
  • Heating Oil 186.84 -14.42%
  • Gold 1,165.50 -3.97%
  • Bloomberg Base Metals Index 169.69 -.49%
  • Copper 260.95 -3.69%
  • US No. 1 Heavy Melt Scrap Steel 226.67 USD/Ton unch.
  • China Iron Ore Spot 59.49 USD/Ton -4.91%
  • Lumber 281.80 -4.93%
  • UBS-Bloomberg Agriculture 1,135.88 -3.20%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -4.6% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1379 -5.75%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.21 +.11%
  • Citi US Economic Surprise Index -47.5 -.8 point
  • Citi Eurozone Economic Surprise Index 49.30 -1.7 points
  • Citi Emerging Markets Economic Surprise Index -5.90 +1.4 points
  • Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 3/18
  • US Dollar Index 97.70 +2.53%
  • Euro/Yen Carry Return Index 136.77 -2.18%
  • Yield Curve 152.0 +15.0 basis points
  • 10-Year US Treasury Yield 2.24% +25.0 basis points
  • Federal Reserve's Balance Sheet $4.449 Trillion +.03%
  • U.S. Sovereign Debt Credit Default Swap 16.54 +.24%
  • Illinois Municipal Debt Credit Default Swap 179.0 +.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.50 -4.51%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 61.99 +3.87%
  • Emerging Markets Sovereign Debt CDS Index 350.10 -.09%
  • Israel Sovereign Debt Credit Default Swap 72.50 +.35%
  • Iraq Sovereign Debt Credit Default Swap 336.56 +.29%
  • Russia Sovereign Debt Credit Default Swap 453.84 -5.35%
  • iBoxx Offshore RMB China Corporates High Yield Index 114.17 -.22%
  • 10-Year TIPS Spread 1.83% unch.
  • TED Spread 25.75 +.5 basis point
  • 2-Year Swap Spread 25.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.25 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 61.50 unch.
  • America Energy Sector High-Yield Credit Default Swap Index 691.0 +6.0%
  • European Financial Sector Credit Default Swap Index 54.45 +.28%
  • Emerging Markets Credit Default Swap Index 390.28 +3.96%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 unch.
  • M1 Money Supply $2.990 Trillion +.13%
  • Commercial Paper Outstanding 998.60 -2.70%
  • 4-Week Moving Average of Jobless Claims 304,750 +10,250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.75% -5 basis points
  • Weekly Mortgage Applications 420.70 +.10%
  • Bloomberg Consumer Comfort 43.5 +.8 point
  • Weekly Retail Sales +2.70% unch.
  • Nationwide Gas $2.46/gallon +.09/gallon
  • Baltic Dry Index 561.0 +3.90%
  • China (Export) Containerized Freight Index 1,064.23 -1.11%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 241,598 +13.1%
Best Performing Style
  • Small-Cap Growth -.7%
Worst Performing Style
  • Small-Cap Value -1.9%
Leading Sectors
  • Hospitals +2.7%
  • Alt Energy +1.6%
  • Biotech +1.5%
  • Banks +1.0%
  • I-Banks +.8%
Lagging Sectors
  • Computer Hardware -4.5% 
  • Energy -4.5%
  • Steel -7.4%
  • Coal -10.9%
  • Gold & Silver -12.1%
Weekly High-Volume Stock Gainers (37)
  • EYES, OHRP, VSLR, PEIX, LEAF, OMER, DVAX, HRTX, DGI, CLDN, W, PCYC, AIRM, DTSI, KYTH, BIO, FIX, MVNR, MNST, INSM, AEO, FSL, AMBA, PMC, FCB, TNDM, NTRI, HZNP, MEI, IBP, ARUN, HPTX, XENT, HRTG, TSE, WMC and SWHC
Weekly High-Volume Stock Losers (37)
  • INSY, NRF, CALD, TRK, SCMP, HTGC, PRAA, SPLK, GSIG, SQBK, SMTC, AMED, EVDY, TNET, IM, JOY, CECE, GEF, AAC, WMAR, PEGA, TPC, NSR, PCRX, BOBE, ANF, CENX, CORE, PRIM, CALA, VEEV, CDI, EGL, TUBE, OPWR, LL and ENOC
Weekly Charts
ETFs
Stocks
*5-Day Change

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