Friday, January 15, 2016

Weekly Scoreboard*

Indices
  • S&P 500 1,880.29 -2.17%
  • DJIA 15,988.0 -2.19%
  • NASDAQ 4,488.41 -3.34%
  • Russell 2000 1,007.72 -3.68%
  • S&P 500 High Beta 24.74 -6.46%
  • Goldman 50 Most Shorted 86.59 -8.0% 
  • Wilshire 5000 19,269.20 -2.52%
  • Russell 1000 Growth 916.26 -2.49%
  • Russell 1000 Value 885.57 -2.31%
  • S&P 500 Consumer Staples 495.72 -1.49%
  • Solactive US Cyclical 109.84 -3.84%
  • Morgan Stanley Technology 976.47 -2.56%
  • Transports 6,689.06 -3.70%
  • Utilities 582.79 +.69%
  • Bloomberg European Bank/Financial Services 86.11 -4.81%
  • MSCI Emerging Markets 28.96 -4.04%
  • HFRX Equity Hedge 1,111.64 -1.95%
  • HFRX Equity Market Neutral 1,044.69 +.71%
Sentiment/Internals
  • NYSE Cumulative A/D Line 223,052 -1.56%
  • Bloomberg New Highs-Lows Index -1,470 +23
  • Bloomberg Crude Oil % Bulls 19.44 +16.62%
  • CFTC Oil Net Speculative Position 163,504 -11.22%
  • CFTC Oil Total Open Interest 1,756,232 +3.11%
  • Total Put/Call 1.55 +16.42%
  • OEX Put/Call 2.03 +369.77%
  • ISE Sentiment 65.0 +28.0%
  • NYSE Arms 1.79 -16.0%
  • Volatility(VIX) 27.02 +2.52%
  • S&P 500 Implied Correlation 62.73 -2.39%
  • G7 Currency Volatility (VXY) 10.25 +3.64%
  • Emerging Markets Currency Volatility (EM-VXY) 12.08 +1.26%
  • Smart Money Flow Index 17,218.90 -2.21%
  • ICI Money Mkt Mutual Fund Assets $2.743 Trillion +.29%
  • ICI US Equity Weekly Net New Cash Flow -$3.959 Billion
  • AAII % Bulls 17.9 -19.3%
  • AAII % Bears 45.5 +19.0%
Futures Spot Prices
  • CRB Index 159.93 -5.1%
  • Crude Oil 29.65 -9.85%
  • Reformulated Gasoline 102.72 -8.56%
  • Natural Gas 2.10 -15.14%
  • Heating Oil 93.93 -10.15%
  • Gold 1,088.20 -1.3%
  • Bloomberg Base Metals Index 128.57 -2.37%
  • Copper 194.30 -3.57%
  • US No. 1 Heavy Melt Scrap Steel 145.66 USD/Ton +2.34%
  • China Iron Ore Spot 41.12 USD/Ton -2.4%
  • Lumber 245.80 -.53%
  • UBS-Bloomberg Agriculture 1,033.0 +.56%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.5% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.4261 +5.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.22 -.48%
  • Citi US Economic Surprise Index -33.80 -12.5 points
  • Citi Eurozone Economic Surprise Index 19.60 -5.9 points
  • Citi Emerging Markets Economic Surprise Index -4.10 -5.0 points
  • Fed Fund Futures imply 92.0% chance of no change, 0.0% chance of 25 basis point hike on 1/27
  • US Dollar Index 98.93 +.55%
  • MSCI Emerging Markets Currency Index 1,425.02 -.44%
  • Euro/Yen Carry Return Index 133.36 -.39%
  • Yield Curve 119.0 +1.0 basis point
  • 10-Year US Treasury Yield 2.03% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.463 Trillion +.33%
  • U.S. Sovereign Debt Credit Default Swap 22.50 +10.2%
  • Illinois Municipal Debt Credit Default Swap 297.0 +1.71%
  • Western Europe Sovereign Debt Credit Default Swap Index 18.19 +5.94%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 81.57 +6.89%
  • Emerging Markets Sovereign Debt CDS Index 217.86 +11.16%
  • Israel Sovereign Debt Credit Default Swap 92.50 +5.71%
  • Iraq Sovereign Debt Credit Default Swap 967.39 +1.65%
  • Russia Sovereign Debt Credit Default Swap 384.74 +14.8%
  • iBoxx Offshore RMB China Corporates High Yield Index 122.90 -.57%
  • 10-Year TIPS Spread 1.39% -11.0 basis points
  • TED Spread 37.75 -4.5 basis points
  • 2-Year Swap Spread 6.75 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.25 -4.25 basis points
  • N. America Investment Grade Credit Default Swap Index 109.28 +13.41%
  • America Energy Sector High-Yield Credit Default Swap Index 1,830.0 +16.2%
  • European Financial Sector Credit Default Swap Index 85.69 +6.3%
  • Emerging Markets Credit Default Swap Index 397.30 +6.0%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 140.0 unch.
  • M1 Money Supply $3.216 Trillion +4.53%
  • Commercial Paper Outstanding 1,045.80 -3.3%
  • 4-Week Moving Average of Jobless Claims 278,750 +3,000
  • Continuing Claims Unemployment Rate 1.7% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.92% -5.0 basis points
  • Weekly Mortgage Applications 398.50 +21.3%
  • Bloomberg Consumer Comfort 44.4 +.2 point
  • Weekly Retail Sales +1.70% -50.0 basis points
  • Nationwide Gas $1.93/gallon -.06/gallon
  • Baltic Dry Index 383.0 -10.7%
  • China (Export) Containerized Freight Index 770.86 +4.89%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -22.7%
  • Rail Freight Carloads 258,939 +37.8%
Best Performing Style
  • Large-Cap Value -2.3%
Worst Performing Style
  • Small-Cap Value -3.7%
Leading Sectors
  • Restaurants +1.0%
  • Utilities +.7%
  • Computer Services -.1%
  • Computer Hardware -.1%
  • Tobacco -.5%
Lagging Sectors
  • Insurance -8.6% 
  • Alt Energy -9.4%
  • Gold & Silver -12.1%
  • Oil Tankers -16.6%
  • Coal -35.1%
Weekly High-Volume Stock Gainers (7)
  • AFFX, SMCI, FC, VCRA, MSCC, FLIR and PRGS
Weekly High-Volume Stock Losers (37)
  • EDR, THS, MSTR, AIMC, MG, AEO, MJN, SAH, LM, TOWR, AL, ESRX, WOOF, UA, WMB, VRTX, TMH, OMF, MCK, BWA, BMRN, QRVO, INCY, AXL, LBY, MFLX, AMBA, SHLM, TREE, KTWO, GKOS, COLL, RGLD, ECPG, HALO, HTWR and CUDA
Weekly Charts
ETFs
Stocks
*5-Day Change

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