Friday, March 27, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,061.02 -2.23%
  • DJIA 17,712.66 -2.29%
  • NASDAQ 4,891.22 -2.70%
  • Russell 2000 1,240.41 -2.05%
  • S&P 500 High Beta 34.13 -2.51% 
  • Goldman 50 Most Shorted 133.66 -3.36% 
  • Wilshire 5000 21,613.67 -2.19%
  • Russell 1000 Growth 992.04 -2.18%
  • Russell 1000 Value 1,009.21 -2.21%
  • S&P 500 Consumer Staples 501.02 -.44%
  • Solactive US Cyclical 137.07 -2.39%
  • Morgan Stanley Technology 1,002.85 -3.43%
  • Transports 8,700.34 -4.89%
  • Utilities 580.51 -2.49%
  • Bloomberg European Bank/Financial Services 116.06 -.58%
  • MSCI Emerging Markets 39.38 -1.27%
  • HFRX Equity Hedge 1,293.43 -.65%
  • HFRX Equity Market Neutral 999.42 -.30%
Sentiment/Internals
  • NYSE Cumulative A/D Line 236,283 -.07%
  • Bloomberg New Highs-Lows Index -212 -328
  • Bloomberg Crude Oil % Bulls 25.0% unch.
  • CFTC Oil Net Speculative Position 206,887 -15.03%
  • CFTC Oil Total Open Interest 1,748,067 -.72%
  • Total Put/Call 1.06 +32.5%
  • OEX Put/Call 1.96 +122.73%
  • ISE Sentiment 91.0 -8.08%
  • NYSE Arms 1.65 +120.0%
  • Volatility(VIX) 15.07 +15.75%
  • S&P 500 Implied Correlation 65.45 +8.65%
  • G7 Currency Volatility (VXY) 10.69 +2.20%
  • Emerging Markets Currency Volatility (EM-VXY) 10.62 +2.21%
  • Smart Money Flow Index 17,654.50 -1.61%
  • ICI Money Mkt Mutual Fund Assets $2.689 Trillion +.64%
  • ICI US Equity Weekly Net New Cash Flow -$1.759 Billion
  • AAII % Bulls 38.4 +41.5%
  • AAII % Bears 24.4 -22.6%
Futures Spot Prices
  • CRB Index 215.16 +.49%
  • Crude Oil 48.87 +6.89%
  • Reformulated Gasoline 179.80 +.41%
  • Natural Gas 2.64 -5.21%
  • Heating Oil 172.75 -.06%
  • Gold 1,199.80 +1.53%
  • Bloomberg Base Metals Index 173.06 +2.08%
  • Copper 276.75 +.60%
  • US No. 1 Heavy Melt Scrap Steel 226.67 USD/Ton unch.
  • China Iron Ore Spot 53.14 USD/Ton -2.78%
  • Lumber 282.60 +.97%
  • UBS-Bloomberg Agriculture 1,116.86 -1.33%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.2% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0693 n/a
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.9 +.47%
  • Citi US Economic Surprise Index -62.90 +9.2 points
  • Citi Eurozone Economic Surprise Index 52.10 +12.8 points
  • Citi Emerging Markets Economic Surprise Index -1.4 -.8 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 4/29
  • US Dollar Index 97.39 -.52%
  • Euro/Yen Carry Return Index 135.53 -.10%
  • Yield Curve 137.0 +2.0 basis points
  • 10-Year US Treasury Yield 1.96% +3.0 basis points
  • Federal Reserve's Balance Sheet $4.442 Trillion -.35%
  • U.S. Sovereign Debt Credit Default Swap 16.51 -7.36%
  • Illinois Municipal Debt Credit Default Swap 179.0 +.07%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.22 +1.97%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 62.10 +2.40%
  • Emerging Markets Sovereign Debt CDS Index 346.87 -1.24%
  • Israel Sovereign Debt Credit Default Swap 76.0 +1.32%
  • Iraq Sovereign Debt Credit Default Swap 355.0 +3.01%
  • Russia Sovereign Debt Credit Default Swap 401.64 -13.43%
  • iBoxx Offshore RMB China Corporates High Yield Index 114.22 +.02%
  • 10-Year TIPS Spread 1.78% +1.0 basis point
  • TED Spread 24.25 -2.25 basis points
  • 2-Year Swap Spread 24.25 -2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 64.64 +2.83%
  • America Energy Sector High-Yield Credit Default Swap Index 1,006.0 -1.97%
  • European Financial Sector Credit Default Swap Index 66.08 +2.77%
  • Emerging Markets Credit Default Swap Index 316.64 -1.67%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 +2.0 basis points
  • M1 Money Supply $2.974 Trillion -.19%
  • Commercial Paper Outstanding 1,032.0 +.70%
  • 4-Week Moving Average of Jobless Claims 297,000 -7,750
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.69% -9.0 basis points
  • Weekly Mortgage Applications 437.10 +9.47%
  • Bloomberg Consumer Comfort 45.5 +1.3 points
  • Weekly Retail Sales +2.70% +10 basis points
  • Nationwide Gas $2.43/gallon unch.
  • Baltic Dry Index 598.0 +1.18%
  • China (Export) Containerized Freight Index 1,010.39 -2.31%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 277,854 +1.34%
Best Performing Style
  • Small-Cap Value -1.8%
Worst Performing Style
  • Small-Cap Growth -2.3%
Leading Sectors
  • Foods +3.0%
  • Tobacco +1.3%
  • Oil Service +.9%
  • Homebuilders +.5%
  • Construction -.7%
Lagging Sectors
  • Semis -5.0% 
  • Biotech -5.2%
  • Disk Drives -6.8%
  • Road & Rail -6.9%
  • Education -10.2%
Weekly High-Volume Stock Gainers (18)
  • KFX, KRFT, RALY, DPLO, HCHC, FIVE, ABMD, CALA, FRSH, RHT, MGRC, OVAS, KBH, MFRM, REX, MKC, AMSWA and DRI
Weekly High-Volume Stock Losers (20)
  • VRTV, SONC, SAAS, IHS, AAL, SXC, GTN, WGO, KSU, SJW, HGR, NSM, SGNT, FPRX, ENVA, WRLD, ZFGN, ZSPH, SNDK and APOL
Weekly Charts
ETFs
Stocks
*5-Day Change

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