Friday, March 13, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,053.40 -.86%
  • DJIA 17,749.31 -.60%
  • NASDAQ 4,871.76 -1.13%
  • Russell 2000 1,232.14 +1.20%
  • S&P 500 High Beta 33.99 -1.45% 
  • Goldman 50 Most Shorted 136.57 -.11% 
  • Wilshire 5000 21,513.17 -.60%
  • Russell 1000 Growth 984.92 -.93%
  • Russell 1000 Value 1,007.74 -.50%
  • S&P 500 Consumer Staples 494.06 -1.27%
  • Solactive US Cyclical 138.23 -1.09%
  • Morgan Stanley Technology 1,011.49 -2.37%
  • Transports 8,945.13 +.42%
  • Utilities 572.92 +.51%
  • Bloomberg European Bank/Financial Services 114.03 +.26%
  • MSCI Emerging Markets 38.58 -3.06%
  • HFRX Equity Hedge 1,192.95 -.64%
  • HFRX Equity Market Neutral 993.91 +.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 234,464 -.28%
  • Bloomberg New Highs-Lows Index -19 -3
  • Bloomberg Crude Oil % Bulls 28.13% -35.08%
  • CFTC Oil Net Speculative Position 260,659 -.62%
  • CFTC Oil Total Open Interest 1,670,894 -1.01%
  • Total Put/Call 1.21 -5.47%
  • OEX Put/Call .93 -48.90%
  • ISE Sentiment 78.0 +90.24%
  • NYSE Arms 1.33 +66.25%
  • Volatility(VIX) 16.0 +5.26%
  • S&P 500 Implied Correlation 60.26 -.82%
  • G7 Currency Volatility (VXY) 11.02 +14.32%
  • Emerging Markets Currency Volatility (EM-VXY) 11.01 +6.27%
  • Smart Money Flow Index 17,631.28 -1.50%
  • ICI Money Mkt Mutual Fund Assets $2.691 Trillion +.68%
  • ICI US Equity Weekly Net New Cash Flow -$1.934 Billion
  • AAII % Bulls 31.60 -20.6%
  • AAII % Bears 25.41 +8.8%
Futures Spot Prices
  • CRB Index 210.70 -4.29%
  • Crude Oil 44.84 -9.92%
  • Reformulated Gasoline 176.23 -6.38%
  • Natural Gas 2.73 -4.28%
  • Heating Oil 171.30 -8.49%
  • Gold 1,152.40 -1.35%
  • Bloomberg Base Metals Index 168.54 -.68%
  • Copper 266.35 +1.93%
  • US No. 1 Heavy Melt Scrap Steel 226.67 USD/Ton unch.
  • China Iron Ore Spot 57.66 USD/Ton -3.08%
  • Lumber 274.0 -2.56%
  • UBS-Bloomberg Agriculture 1,113.54 -1.92%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -4.0% +60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0693 -3.21%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.41 +.16%
  • Citi US Economic Surprise Index -60.10 -12.6 points
  • Citi Eurozone Economic Surprise Index 44.10 -5.2 points
  • Citi Emerging Markets Economic Surprise Index 5.60 +11.5 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 3/18
  • US Dollar Index 100.33 +2.67%
  • Euro/Yen Carry Return Index 133.08 -2.74%
  • Yield Curve 146.0 -6.0 basis points
  • 10-Year US Treasury Yield 2.11% -13.0 basis points
  • Federal Reserve's Balance Sheet $4.451 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 16.90 +2.13%
  • Illinois Municipal Debt Credit Default Swap 183.0 +2.32%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.10 +3.51%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 66.64 +3.42%
  • Emerging Markets Sovereign Debt CDS Index 359.24 +3.56%
  • Israel Sovereign Debt Credit Default Swap 73.14 +.88%
  • Iraq Sovereign Debt Credit Default Swap 350.76 +4.22%
  • Russia Sovereign Debt Credit Default Swap 485.39 +6.88%
  • iBoxx Offshore RMB China Corporates High Yield Index 113.84 -.29%
  • 10-Year TIPS Spread 1.70%-13.0 basis points
  • TED Spread 25.0 -.75 basis point
  • 2-Year Swap Spread 27.75 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 +5.0 basis points
  • N. America Investment Grade Credit Default Swap Index 65.78 +6.95%
  • America Energy Sector High-Yield Credit Default Swap Index 733.0 +6.20%
  • European Financial Sector Credit Default Swap Index 55.84 +2.52%
  • Emerging Markets Credit Default Swap Index 419.52 +7.49%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 unch.
  • M1 Money Supply $2.998 Trillion +.30%
  • Commercial Paper Outstanding 1,023 +2.40%
  • 4-Week Moving Average of Jobless Claims 302,250 -2,500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.86% +11.0 basis points
  • Weekly Mortgage Applications 415.40 -1.26%
  • Bloomberg Consumer Comfort 43.3 -.2 point
  • Weekly Retail Sales +2.60% -10 basis points
  • Nationwide Gas $2.44/gallon -.02/gallon
  • Baltic Dry Index 560.0 -.89%
  • China (Export) Containerized Freight Index 1,067.94 +.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 253,762 +5.03%
Best Performing Style
  • Small-Cap Value +1.5%
Worst Performing Style
  • Large-Cap Growth -.9%
Leading Sectors
  • HMOs +2.6%
  • I-Banks +2.5%
  • REITs +1.9%
  • Education +1.8%
  • Retail +1.7%
Lagging Sectors
  • Energy -3.1% 
  • Computer Hardware -4.4%
  • Gaming -6.1%
  • Oil Service -6.6%
  • Coal -10.8%
Weekly High-Volume Stock Gainers (28)
  • CBMG, RTI, LBIO, PNK, CLDN, BBNK, TWOU, FSTR, CVTI, EXPR, LTM, SUPN, URBN, OME, ISSI, LJPC, CFI, GLPI, MYCC, DMND, XOXO, MYRG, BANC, JRN, LL, MW, EAGL and BIG
Weekly High-Volume Stock Losers (24)
  • TTPH, ITCI, PLOW, ESL, UNFI, MMI, RAVN, TPUB, INTC, ERA, ANAT, LMOS, SGMS, ACAD, KKD, TITN, PGEM, BLT, CKP, IDT, VRA, MRD, NNBR and CMTL
Weekly Charts
ETFs
Stocks
*5-Day Change

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