Friday, August 28, 2015

Weekly Scoreboard*

Indices
  • S&P 500 1,988.77 +.91%
  • DJIA 16,643.01 +1.11%
  • NASDAQ 4,828.32 +2.60%
  • Russell 2000 1,162.91 +.53%
  • S&P 500 High Beta 30.46 +2.95%
  • Goldman 50 Most Shorted 125.36 +4.34% 
  • Wilshire 5000 20,766.01 +.88%
  • Russell 1000 Growth 971.92 +1.53%
  • Russell 1000 Value 954.80 +.27%
  • S&P 500 Consumer Staples 487.80 -.32%
  • Solactive US Cyclical 121.56 +. 70%
  • Morgan Stanley Technology 1,022.02 +2.49%
  • Transports 7,908.66 +.47%
  • Utilities 572.21 -4.26%
  • Bloomberg European Bank/Financial Services 108.50 +.74%
  • MSCI Emerging Markets 33.72 +5.66%
  • HFRX Equity Hedge 1,152.19 -3.46%
  • HFRX Equity Market Neutral 1,011.41 -.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line 227,557 -.55%
  • Bloomberg New Highs-Lows Index -317 +723
  • Bloomberg Crude Oil % Bulls 35.42 +45.22%
  • CFTC Oil Net Speculative Position 210,564 -6.8%
  • CFTC Oil Total Open Interest 1,688,731 +.75%
  • Total Put/Call 1.28 -23.81%
  • OEX Put/Call .74 -73.94%
  • ISE Sentiment 79.0 +12.86%
  • NYSE Arms 1.06 -63.32%
  • Volatility(VIX) 26.05 -7.06%
  • S&P 500 Implied Correlation 60.01 +3.57%
  • G7 Currency Volatility (VXY) 10.16 +5.94%
  • Emerging Markets Currency Volatility (EM-VXY) 11.62 +1.93%
  • Smart Money Flow Index 16.764.56 -1.80%
  • ICI Money Mkt Mutual Fund Assets $2.695 Trillion +.34%
  • ICI US Equity Weekly Net New Cash Flow -$5.204 Billion
  • AAII % Bulls 32.5 +21.2%
  • AAII % Bears 38.3 +14.8%
Futures Spot Prices
  • CRB Index 1917.10 +3.01%
  • Crude Oil 45.36 +12.7%
  • Reformulated Gasoline 1551.55 -1.57%
  • Natural Gas 2.72 +1.19%
  • Heating Oil 157.65 +7.95%
  • Gold 1,133.50 -2.24%
  • Bloomberg Base Metals Index 145.78 +.42%
  • Copper 233.80 +2.09%
  • US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.
  • China Iron Ore Spot 56.04 USD/Ton -.11%
  • Lumber 237.10 -3.34%
  • UBS-Bloomberg Agriculture 1,017.42 -.2%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.9% -50.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1913 -3.57%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.21 -.03%
  • Citi US Economic Surprise Index -7.5 +10.7 points
  • Citi Eurozone Economic Surprise Index 14.6 -2.3 points
  • Citi Emerging Markets Economic Surprise Index -9.6 -1.0 point
  • Fed Fund Futures imply 62.0% chance of no change, 38.0% chance of 25 basis point hike on 9/17
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.61 +39.55%
  • US Dollar Index 96.09 +1.37%
  • Euro/Yen Carry Return Index 141.84 -2.32%
  • Yield Curve 147.0 +5.0 basis points
  • 10-Year US Treasury Yield 2.18% +14.0 basis points
  • Federal Reserve's Balance Sheet $4.436 Trillion -.29%
  • U.S. Sovereign Debt Credit Default Swap 16.28 +1.72%
  • Illinois Municipal Debt Credit Default Swap 253.0 +1.75%
  • Western Europe Sovereign Debt Credit Default Swap Index 22.34 -5.58%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 80.11 -1.37%
  • Emerging Markets Sovereign Debt CDS Index 278.84 -15.39%
  • Israel Sovereign Debt Credit Default Swap 68.69 -2.22%
  • Iraq Sovereign Debt Credit Default Swap 736.50 -1.33%
  • Russia Sovereign Debt Credit Default Swap 372.80 -11.2%
  • iBoxx Offshore RMB China Corporates High Yield Index 116.79 -1.45%
  • 10-Year TIPS Spread 1.62% +8.0 basis points
  • TED Spread 27.25 -4.0 basis points
  • 2-Year Swap Spread 15.25 -7.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -21.25 -3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 79.21 -3.53%
  • America Energy Sector High-Yield Credit Default Swap Index 1,872.0 +.06%
  • European Financial Sector Credit Default Swap Index 81.20 -3.0%
  • Emerging Markets Credit Default Swap Index 344.58 -2.94%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 101.0 unch.
  • M1 Money Supply $3.039 Trillion -.31%
  • Commercial Paper Outstanding 1,049.70 -.70%
  • 4-Week Moving Average of Jobless Claims 272,500 +1,000
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.84% -9 basis points
  • Weekly Mortgage Applications 412.70 +.24%
  • Bloomberg Consumer Comfort 42.0 +.9 point
  • Weekly Retail Sales +1.70% unch.
  • Nationwide Gas $2.51/gallon -.12/gallon
  • Baltic Dry Index 905.0 -8.95%
  • China (Export) Containerized Freight Index 833.25 -1.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -20.0%
  • Rail Freight Carloads 278,972 +.91%
Best Performing Style
  • Large-Cap Growth +1.1%
Worst Performing Style
  • Small-Ca Value -.5%
Leading Sectors
  • Oil Service +9.6%
  • Semis +5.5%
  • Biotech +3.0%
  • Alt Energy +2.9%
  • Computer Hardware +2.8%
Lagging Sectors
  • Airlines -2.3% 
  • REITs -3.3%
  • Homebuilders -4.8%
  • Utilities -4.9%
  • Gold & Silver -6.3%
Weekly High-Volume Stock Gainers (14)
  • CAM, GAS, MOV, BBY, DY, BEAT, ANF, BRCD, GB, ACOR, GES, HRTX, NMBL and OSK
Weekly High-Volume Stock Losers (42)
  • MS, EWBC, WDR, NTK, MCK, PCL, PX, ADSK, AZZ, SYF, ARG, ABT, PLUS, EXC, HEI, TIF, ULTA, NTRS, VAL, BLOX, NDSN, GSBD, TYPE, SLB, SSS, COG, DG, FMC, PDCO, LEG, DE, JLL, TOL, ROST, CBG, OPK, DSW, WSM, CRMT, POM, INTU and TFM
Weekly Charts
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*5-Day Change

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