Friday, October 23, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,075.15 +2.1%
  • DJIA 17,646.70 +2.5%
  • NASDAQ 5,031.86 +3.0%
  • Russell 2000 1,166.06 +.3%
  • S&P 500 High Beta 31.39 +1.3%
  • Goldman 50 Most Shorted 112.16 -2.29% 
  • Wilshire 5000 21,462.39 +1.7%
  • Russell 1000 Growth 1,007.79 +2.3%
  • Russell 1000 Value 989.9 +1.3%
  • S&P 500 Consumer Staples 520.80 +2.1%
  • Solactive US Cyclical 128.75 +3.9%
  • Morgan Stanley Technology 1,097.52 +3.4%
  • Transports 8,295.98 +2.7%
  • Utilities 594.41 -.43%
  • Bloomberg European Bank/Financial Services 106.99 +1.54%
  • MSCI Emerging Markets 35.89 +.1%
  • HFRX Equity Hedge 1,149.92 -.18%
  • HFRX Equity Market Neutral 1,037.05 +1.42%
Sentiment/Internals
  • NYSE Cumulative A/D Line 233,917 +.57%
  • Bloomberg New Highs-Lows Index 141.0 +246
  • Bloomberg Crude Oil % Bulls 55.0 +168.16%
  • CFTC Oil Net Speculative Position 264,992 n/a
  • CFTC Oil Total Open Interest 1,645,951 n/a
  • Total Put/Call .78 -8.24%
  • OEX Put/Call .68 +70.0%
  • ISE Sentiment 108.0 +20.0%
  • NYSE Arms .98 -22.83%
  • Volatility(VIX) 14.41 -3.99%
  • S&P 500 Implied Correlation 57.63 -6.26%
  • G7 Currency Volatility (VXY) 9.81 +6.51%
  • Emerging Markets Currency Volatility (EM-VXY) 10.87 -1.18%
  • Smart Money Flow Index 17,742.83 +1.09%
  • ICI Money Mkt Mutual Fund Assets $2.699 Trillion +.03%
  • ICI US Equity Weekly Net New Cash Flow -$1.445 Billion
  • AAII % Bulls 34.8 +2.0%
  • AAII % Bears 24.0 -11.5%
Futures Spot Prices
  • CRB Index 193.71 -2.87%
  • Crude Oil 44.68 -5.42%
  • Reformulated Gasoline 130.10 -1.88%
  • Natural Gas 2.29 -5.65%
  • Heating Oil 145.44 -2.91%
  • Gold 1,164.70 -1.01%
  • Bloomberg Base Metals Index 148.63 -.99%
  • Copper 235.10 -2.10%
  • US No. 1 Heavy Melt Scrap Steel 152.33 USD/Ton -19.69%
  • China Iron Ore Spot 51.62 USD/Ton -3.98%
  • Lumber 261.0 +1.63%
  • UBS-Bloomberg Agriculture 1,058.40 -.86%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.7% -50.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1942 +6.37%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.28 -.22%
  • Citi US Economic Surprise Index -.1 +14.7 points
  • Citi Eurozone Economic Surprise Index 22.2 +16.1 points
  • Citi Emerging Markets Economic Surprise Index -13.4 +3.3 points
  • Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 10/28
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 6.68 -3.05%
  • US Dollar Index 97.16 +2.53%
  • Euro/Yen Carry Return Index 139.56 -1.42%
  • Yield Curve 145.0 +3.0 basis points
  • 10-Year US Treasury Yield 2.08% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.463 Trillion -.07%
  • U.S. Sovereign Debt Credit Default Swap 24.0 +37.14%
  • Illinois Municipal Debt Credit Default Swap 267.0 +3.50%
  • Western Europe Sovereign Debt Credit Default Swap Index 18.82 -11.39%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.92 -4.20%
  • Emerging Markets Sovereign Debt CDS Index 166.57 +1.1%
  • Israel Sovereign Debt Credit Default Swap 72.0 +5.69%
  • Iraq Sovereign Debt Credit Default Swap 825.23 +5.31%
  • Russia Sovereign Debt Credit Default Swap 293.53 +1.36%
  • iBoxx Offshore RMB China Corporates High Yield Index 121.99 +.40%
  • 10-Year TIPS Spread 1.52% +3.0 basis points
  • TED Spread 32.25 unch.
  • 2-Year Swap Spread 12.50 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -29.25 -5.5 basis points
  • N. America Investment Grade Credit Default Swap Index 79.22 -3.24%
  • America Energy Sector High-Yield Credit Default Swap Index 1,071.0 +2.10%
  • European Financial Sector Credit Default Swap Index 68.83 -12.39%
  • Emerging Markets Credit Default Swap Index 324.01 -1.32%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 126.50 +1.5 basis points
  • M1 Money Supply $3.015 Trillion -2.11%
  • Commercial Paper Outstanding 1,062.90 +1.40%
  • 4-Week Moving Average of Jobless Claims 263,250 -1,750
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.79% -3.0 basis points
  • Weekly Mortgage Applications 432.70 +11.81%
  • Bloomberg Consumer Comfort 43.70 -1.7 points
  • Weekly Retail Sales +1.20% +10.0 basis points
  • Nationwide Gas $2.22/gallon -.06/gallon
  • Baltic Dry Index 786.0 +4.24%
  • China (Export) Containerized Freight Index 752.21 -1.65%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -21.0%
  • Rail Freight Carloads 275,160 unch.
Best Performing Style
  • Large-Cap Growth +2.4%
Worst Performing Style
  • Small-Cap Growth -.1%
Leading Sectors
  • Software +5.6%
  • Semis +4.7%
  • Internet +4.0%
  • Networking +3.4%
  • Defense +3.4%
Lagging Sectors
  • Oil Tankers -3.9% 
  • HMOs -4.5%
  • Education -6.1%
  • Hospitals -14.1%
  • Coal -14.5%
Weekly High-Volume Stock Gainers (10)
  • WTW, KLAC, SWI, BABY, TBI, SNDK, TTS, DBD, LRCX and MPAA
Weekly High-Volume Stock Losers (23)
  • KRC, MYCC, NTRI, SLGN, EAT, ABG, PII, CMG, WWW, KSU, HOG, SAVE, GNC, CAB, PTCT, PWR, EVHC, EROS, VRX, CYH, RLYP, CEMP and ENTA
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

Anonymous said...

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A great source and sanity check!