Friday, March 20, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,108.10 +2.66%
  • DJIA 18,127.65 +2.13%
  • NASDAQ 5,026.42 +3.18%
  • Russell 2000 1,266.37 +2.78%
  • S&P 500 High Beta 35.01 +3.0% 
  • Goldman 50 Most Shorted 138.30 +1.27% 
  • Wilshire 5000 22,098.01 +2.72%
  • Russell 1000 Growth 1,014.10 +2.96%
  • Russell 1000 Value 1,032.05 +2.41%
  • S&P 500 Consumer Staples 503.22 +1.86%
  • Solactive US Cyclical 140.42 +1.58%
  • Morgan Stanley Technology 1,038.47 +2.67%
  • Transports 9,148.13 +2.27%
  • Utilities 595.33 +3.91%
  • Bloomberg European Bank/Financial Services 116.74 +2.38%
  • MSCI Emerging Markets 39.88 +3.39%
  • HFRX Equity Hedge 1,211.30 +1.54%
  • HFRX Equity Market Neutral 1,002.44 +.86%
Sentiment/Internals
  • NYSE Cumulative A/D Line 238,286 +1.56%
  • Bloomberg New Highs-Lows Index 116 +135
  • Bloomberg Crude Oil % Bulls 25.0% -11.13%
  • CFTC Oil Net Speculative Position 243,488 -6.59%
  • CFTC Oil Total Open Interest 1,760,721 +5.38%
  • Total Put/Call .80 -33.88%
  • OEX Put/Call .88 -5.38%
  • ISE Sentiment 99.0 +26.92%
  • NYSE Arms .75 -43.60%
  • Volatility(VIX) 13.02 -18.62%
  • S&P 500 Implied Correlation 60.24 -.03%
  • G7 Currency Volatility (VXY) 10.54 -3.39%
  • Emerging Markets Currency Volatility (EM-VXY) 10.37 -5.73%
  • Smart Money Flow Index 17,944.03 +1.77%
  • ICI Money Mkt Mutual Fund Assets $2.671 Trillion -.71%
  • ICI US Equity Weekly Net New Cash Flow +$.326 Billion
  • AAII % Bulls 27.2 -14.1%
  • AAII % Bears 31.5 +23.9%
Futures Spot Prices
  • CRB Index 214.11 +1.62%
  • Crude Oil 46.57 +3.49%
  • Reformulated Gasoline 179.78 +2.38%
  • Natural Gas 2.79 +2.39%
  • Heating Oil 173.43 +1.33%
  • Gold 1,184.60 +2.26%
  • Bloomberg Base Metals Index 169.54 +.59%
  • Copper 276.10 +3.23%
  • US No. 1 Heavy Melt Scrap Steel 226.67 USD/Ton unch.
  • China Iron Ore Spot 54.66 USD/Ton -5.20%
  • Lumber 280.80 +2.67%
  • UBS-Bloomberg Agriculture 1,130.8 +1.67%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.7% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0693 n/a
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.33 -.07%
  • Citi US Economic Surprise Index -72.10 -12.0 points
  • Citi Eurozone Economic Surprise Index 40.20 -3.9 points
  • Citi Emerging Markets Economic Surprise Index -.60 -6.2 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 4/29
  • US Dollar Index 97.91 -2.27%
  • Euro/Yen Carry Return Index 135.69 +1.97%
  • Yield Curve 135.0 -11.0 basis points
  • 10-Year US Treasury Yield 1.93% -18.0 basis points
  • Federal Reserve's Balance Sheet $4.458 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 17.82 +5.5%
  • Illinois Municipal Debt Credit Default Swap 179.0 -1.90%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.79 +3.24%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 60.64 -8.99%
  • Emerging Markets Sovereign Debt CDS Index 351.22 -2.23%
  • Israel Sovereign Debt Credit Default Swap 75.01 +2.56%
  • Iraq Sovereign Debt Credit Default Swap 344.61 -1.76%
  • Russia Sovereign Debt Credit Default Swap 463.96 -4.42%
  • iBoxx Offshore RMB China Corporates High Yield Index 114.19 +.31%
  • 10-Year TIPS Spread 1.77% +7.0 basis points
  • TED Spread 26.50 +1.5 basis points
  • 2-Year Swap Spread 26.5 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 62.86 -4.44%
  • America Energy Sector High-Yield Credit Default Swap Index 1,025.0 +38.58%
  • European Financial Sector Credit Default Swap Index 64.30 +15.14%
  • Emerging Markets Credit Default Swap Index 322.0 -23.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.0 +3.0 basis points
  • M1 Money Supply $2.980 Trillion -.63%
  • Commercial Paper Outstanding 1,025.30 +.20%
  • 4-Week Moving Average of Jobless Claims 304,750 +2,500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.78% -8.0 basis points
  • Weekly Mortgage Applications 399.30 -3.88%
  • Bloomberg Consumer Comfort 44.2 +.9 point
  • Weekly Retail Sales +2.60% unch.
  • Nationwide Gas $2.43/gallon -.01/gallon
  • Baltic Dry Index 584.0 +3.92%
  • China (Export) Containerized Freight Index 1,034.29 -3.15%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 274,175 +8.04%
Best Performing Style
  • Mid-Cap Value +3.1%
Worst Performing Style
  • Large-Cap Value +2.4%
Leading Sectors
  • Gaming +6.8%
  • Biotech +6.2%
  • Steel +5.9%
  • Gold & Silver +5.6%
  • REITs +5.4%
Lagging Sectors
  • I-Banks +1.4% 
  • Networking +1.1%
  • Tobacco +.7%
  • Agriculture +.6%
  • Banks +.6%
Weekly High-Volume Stock Gainers (25)
  • ESPR, RTRX, FOLD, BBX, RGEN, FRSH, EBIX, TA, TLYS, ITG, AKBA, PRSC, HPTX, NVRO, UAM, BGC, CKEC, GES, LOCO, JBL, IMDZ, GNCMA, CQH, REV and LTM
Weekly High-Volume Stock Losers (10)
  • TUES, CNCE, CBPX, PDVW, MTOR, RSPP, FTD, VNCE, EPZM and VEC
Weekly Charts
ETFs
Stocks
*5-Day Change

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