Friday, September 11, 2015

Weekly Scoreboard*

Indices
  • S&P 500 1,961.05 +.51%
  • DJIA 16,433.09 +.36%
  • NASDAQ 4,822.34 +1.88%
  • Russell 2000 1,157.79 +1.1%
  • S&P 500 High Beta 30.11 +.30%
  • Goldman 50 Most Shorted 120.93 -2.10% 
  • Wilshire 5000 20,502.23 +.56%
  • Russell 1000 Growth 965.09 +1.21%
  • Russell 1000 Value 935.52 -.2%
  • S&P 500 Consumer Staples 480.52 -.63%
  • Solactive US Cyclical 120.47 +2.07%
  • Morgan Stanley Technology 1,009.97 +1.20%
  • Transports 8.051.62 +2.29%
  • Utilities 549.46 -.14%
  • Bloomberg European Bank/Financial Services 104.88 +1.01%
  • MSCI Emerging Markets 33.25 +2.28%
  • HFRX Equity Hedge 1,165.02 +.21%
  • HFRX Equity Market Neutral 1,020.75 +.63%
Sentiment/Internals
  • NYSE Cumulative A/D Line 227,051 -.51%
  • Bloomberg New Highs-Lows Index -328 -40
  • Bloomberg Crude Oil % Bulls 27.27 unch.
  • CFTC Oil Net Speculative Position 231,430 +5.03%
  • CFTC Oil Total Open Interest 1,704,251 +.91%
  • Total Put/Call 1.23 -14.0%
  • OEX Put/Call 1.89 -10.24%
  • ISE Sentiment 82.0 -13.98%
  • NYSE Arms 1.11 +49.33%
  • Volatility(VIX) 24.06 -6.25%
  • S&P 500 Implied Correlation 63.83 -.54%
  • G7 Currency Volatility (VXY) 10.66 -2.11%
  • Emerging Markets Currency Volatility (EM-VXY) 12.64 +1.36%
  • Smart Money Flow Index 16,505.20 -1.14%
  • ICI Money Mkt Mutual Fund Assets $2.663 Trillion -.58%
  • ICI US Equity Weekly Net New Cash Flow +$1.779 Billion
  • AAII % Bulls 34.7 +7.0%
  • AAII % Bears 35.0 +10.6%
Futures Spot Prices
  • CRB Index 196.72 -.9%
  • Crude Oil 44.79 -4.11%
  • Reformulated Gasoline 137.40 -4.0%
  • Natural Gas 2.70 -.52%
  • Heating Oil 155.15 -3.98%
  • Gold 1,106.50 -1.51%
  • Bloomberg Base Metals Index 151.94 +2.50%
  • Copper 245.40 +3.30%
  • US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.
  • China Iron Ore Spot 59.01 USD/Ton +4.44%
  • Lumber 248.20 +9.45%
  • UBS-Bloomberg Agriculture 1,022.22 +1.91%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.0% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0408 +7.09%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.42 -.05%
  • Citi US Economic Surprise Index -22.2 -6.6 points
  • Citi Eurozone Economic Surprise Index 24.6 -.8 point
  • Citi Emerging Markets Economic Surprise Index -22.8 +1.0 point
  • Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point hike on 9/17
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 3.95 -9.4%
  • US Dollar Index 95.19 -1.06%
  • Euro/Yen Carry Return Index 142.76 +3.13%
  • Yield Curve 148.0 +5.0 basis points
  • 10-Year US Treasury Yield 2.19% +6.0 basis points
  • Federal Reserve's Balance Sheet $4.440 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 15.83 -4.03%
  • Illinois Municipal Debt Credit Default Swap 245.0 +.13%
  • Western Europe Sovereign Debt Credit Default Swap Index 21.47 -1.85%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 86.33 +3.49%
  • Emerging Markets Sovereign Debt CDS Index 273.53 -.50%
  • Israel Sovereign Debt Credit Default Swap 68.38 -.48%
  • Iraq Sovereign Debt Credit Default Swap 805.39 +6.43%
  • Russia Sovereign Debt Credit Default Swap 369.51 -3.23%
  • iBoxx Offshore RMB China Corporates High Yield Index 117.86 +.85%
  • 10-Year TIPS Spread 1.59% +7.0 basis points
  • TED Spread 31.25 -.5 basis point
  • 2-Year Swap Spread 14.5 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.0 unch.
  • N. America Investment Grade Credit Default Swap Index 79.58 -4.82%
  • America Energy Sector High-Yield Credit Default Swap Index 1,905 +5.75%
  • European Financial Sector Credit Default Swap Index 82.21 -2.18%
  • Emerging Markets Credit Default Swap Index 354.37 -1.80%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 116.0 +1.5 basis points
  • M1 Money Supply $3.041 Trillion -.41%
  • Commercial Paper Outstanding 1,043.2 +1.10%
  • 4-Week Moving Average of Jobless Claims 275,750 +250
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.90% +1 basis point
  • Weekly Mortgage Applications 430.80 -6.25%
  • Bloomberg Consumer Comfort 41.4 unch.
  • Weekly Retail Sales +1.30% -30.0 basis points
  • Nationwide Gas $2.36/gallon -.06/gallon
  • Baltic Dry Index 830.0 -5.14%
  • China (Export) Containerized Freight Index 819.87 -.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.5 +22.2%
  • Rail Freight Carloads 279,867 -1.64%
Best Performing Style
  • Small-Cap Growth +1.6%
Worst Performing Style
  • Large-Cap Value -.5%
Leading Sectors
  • Biotech +4.4%
  • Airlines +3.5%
  • HMOs +2.2%
  • Internet +1.8%
  • Computer Hardware +1.8%
Lagging Sectors
  • Gaming -2.1% 
  • Telecom -2.2%
  • Energy -2.4%
  • Oil Service -5.4%
  • Coal -14.0%
Weekly High-Volume Stock Gainers (18)
  • VTAE, STRP, ZSPH, CNW, MRTX, TRR, TE, TITN, LJPC, FARM, PLAY, KOP, PGI, MDP, CFI, MSI, APLE and BGS
Weekly High-Volume Stock Losers (8)
  • JOY, BSFT, CONN, FLXN, MEG, KKD, MW and BKS
Weekly Charts
ETFs
Stocks
*5-Day Change

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