Friday, February 26, 2016

Weekly Scoreboard*

Indices
  • S&P 500 1,946.43 +1.60%
  • DJIA 16,654.70 +1.47%
  • NASDAQ 4,595.02 +1.82%
  • Russell 2000 1,034.73 +2.49%
  • S&P 500 High Beta 25.89 +3.65%
  • Goldman 50 Most Shorted 89.97 +4.49% 
  • Wilshire 5000 19,990.10 +1.74%
  • Russell 1000 Growth 948.23 +1.78%
  • Russell 1000 Value 918.16 +1.72%
  • S&P 500 Consumer Staples 523.58 +.3%
  • Solactive US Cyclical 119.70 +3.01%
  • Morgan Stanley Technology 987.85 +3.36%
  • Transports 7,415.75 +1.70%
  • Utilities 620.13 +.11%
  • Bloomberg European Bank/Financial Services 79.36 +3.60%
  • MSCI Emerging Markets 30.18 -.52%
  • HFRX Equity Hedge 1,080.84 +.05%
  • HFRX Equity Market Neutral 1,022.88 +.65%
Sentiment/Internals
  • NYSE Cumulative A/D Line 226,516 +1.28%
  • Bloomberg New Highs-Lows Index -122 -17
  • Bloomberg Crude Oil % Bulls 22.50 -42.34%
  • CFTC Oil Net Speculative Position 158,987 -15.38%
  • CFTC Oil Total Open Interest 1,840,051 -.77%
  • Total Put/Call 1.02 -2.91%
  • OEX Put/Call 2.56 +509.52%
  • ISE Sentiment 116.0 +5.45%
  • NYSE Arms .84 -55.19%
  • Volatility(VIX) 20.01 -2.82%
  • S&P 500 Implied Correlation 60.17 -3.20%
  • G7 Currency Volatility (VXY) 11.36 -2.74%
  • Emerging Markets Currency Volatility (EM-VXY) 12.21 -2.48%
  • Smart Money Flow Index 18,259.75 +2.57%
  • ICI Money Mkt Mutual Fund Assets $2.778 Trillion +.54%
  • ICI US Equity Weekly Net New Cash Flow -$2.271 Billion
  • AAII % Bulls 31.2 +13.2%
  • AAII % Bears 31.4 -16.9%
Futures Spot Prices
  • CRB Index 161.67 +1.28%
  • Crude Oil 32.84 +10.3%
  • Reformulated Gasoline 101.40 +5.15%
  • Natural Gas 1.79 -.88%
  • Heating Oil 105.16 +2.16%
  • Gold 1,225.80 -.02%
  • Bloomberg Base Metals Index 140.52 +1.55%
  • Copper 210.90 +1.39%
  • US No. 1 Heavy Melt Scrap Steel 167.33 USD/Ton unch.
  • China Iron Ore Spot 48.29 USD/Ton -.47%
  • Lumber 254.60 -2.53%
  • UBS-Bloomberg Agriculture 1,005.59 +.24%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.4% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2192 -7.63%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.01 -.15%
  • Citi US Economic Surprise Index -21.40 +15.6 points
  • Citi Eurozone Economic Surprise Index -60.40 -28.1 points
  • Citi Emerging Markets Economic Surprise Index -7.90 -.9 point
  • Fed Fund Futures imply 88.0% chance of no change, 12.0% chance of 25 basis point hike on 3/16
  • US Dollar Index 98.16 +1.63%
  • MSCI Emerging Markets Currency Index 1,439.23 +.11%
  • Euro/Yen Carry Return Index 130.06 -.74%
  • Yield Curve 97.0 -4.0 basis points
  • 10-Year US Treasury Yield 1.77% +2.0 basis points
  • Federal Reserve's Balance Sheet $4.450 Trillion +.13%
  • U.S. Sovereign Debt Credit Default Swap 20.0 -5.4%
  • Illinois Municipal Debt Credit Default Swap 373.0 +6.7%
  • Western Europe Sovereign Debt Credit Default Swap Index 32.65 -.03%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 75.50 -3.85%
  • Emerging Markets Sovereign Debt CDS Index 188.35 -1.40%
  • Israel Sovereign Debt Credit Default Swap 85.91 +2.54%
  • Iraq Sovereign Debt Credit Default Swap 1,210.83 +.58%
  • Russia Sovereign Debt Credit Default Swap 332.62 -2.27%
  • iBoxx Offshore RMB China Corporates High Yield Index 123.89 +.49%
  • 10-Year TIPS Spread 1.42% +15.0 basis points
  • TED Spread 31.5 -1.5 basis points
  • 2-Year Swap Spread 3.75 -2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.0 -3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 1109.40 -8.2%
  • America Energy Sector High-Yield Credit Default Swap Index 2,266.0 -.51%
  • European Financial Sector Credit Default Swap Index 115.49 -4.59%
  • Emerging Markets Credit Default Swap Index 369.47 -2.47%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 170.0 unch.
  • M1 Money Supply $3.108 Trillion -.32%
  • Commercial Paper Outstanding 1,076.40 -.70%
  • 4-Week Moving Average of Jobless Claims 272,000 -1,250
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 3.62% -3.0 basis points
  • Weekly Mortgage Applications 521.50 -4.29%
  • Bloomberg Consumer Comfort 44.2 -.1 point
  • Weekly Retail Sales +.90% +20.0 basis points
  • Nationwide Gas $1.73/gallon +.01/gallon
  • Baltic Dry Index 325.0 +3.17%
  • China (Export) Containerized Freight Index 751.54 -1.4%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -14.29%
  • Rail Freight Carloads 252,463 -3.2%
Best Performing Style
  • Small-Cap Growth +2.9%
Worst Performing Style
  • Large-Cap Growth +1.9%
Leading Sectors
  • Homebuilders +6.1%
  • Hospitals +5.5%
  • Alt Energy +5.0%
  • Gaming +4.5%
  • Retail +4.4%
Lagging Sectors
  • Biotech +.2% 
  • Tobacco -1.5%
  • Coal -2.4%
  • Education -2.5%
  • Airlines -2.5%
Weekly High-Volume Stock Gainers (22)
  • POWR, NEWP, DRII, TREX, WTW, RDUS, RUBI, DWA, DPZ, CHS, TXRH, MSI, DIN, GTLS, UTX, SNC, USM, CRI, HCKT, RSE, TFX and CPS
Weekly High-Volume Stock Losers (13)
  • CXO, LADR, HAWK, VECO, ARII, VRX, CNL, VSI, CAR, FIT, TRN, ABCO and PTCT
Weekly Charts
ETFs
Stocks
*5-Day Change

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