Friday, April 15, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,080.88 +1.63%
  • DJIA 17,892.60 +1.79%
  • NASDAQ 4,938.34 +1.80%
  • Russell 2000 1,131.89 +3.16%
  • S&P 500 High Beta 29.83 +5.02%
  • Goldman 50 Most Shorted 104.50 +5.64
  • Wilshire 5000 21,404.3 +1.72%
  • Russell 1000 Growth 1,014.28 +1.40%
  • Russell 1000 Value 984.24 +2.05%
  • S&P 500 Consumer Staples 542.72 -.89%
  • Solactive US Cyclical 132.56 +3.05%
  • Morgan Stanley Technology 1,057.12 +1.0%
  • Transports 7,974.17 +3.04%
  • Utilities 662.12 +.26%
  • Bloomberg European Bank/Financial Services 80.26 +8.1%
  • MSCI Emerging Markets 34.69 +3.73%
  • HFRX Equity Hedge 1,123.87 +.49%
  • HFRX Equity Market Neutral 1,006.96 -1.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 244,692 +3.56%
  • Bloomberg New Highs-Lows Index 95.0 +174
  • Bloomberg Crude Oil % Bulls 18.52 -35.18%
  • CFTC Oil Net Speculative Position 290,130 -5.0%
  • CFTC Oil Total Open Interest 1,773,774 +2.26%
  • Total Put/Call .78 -21.65%
  • OEX Put/Call 1.78 +225.45%
  • ISE Sentiment 89.0 +4.94%
  • NYSE Arms 1.44 +33.66%
  • Volatility(VIX) 13.83 -9.64%
  • S&P 500 Implied Correlation 56.26 -2.10%
  • G7 Currency Volatility (VXY) 11.64 -2.10%
  • Emerging Markets Currency Volatility (EM-VXY) 11.81 +1.55%
  • Smart Money Flow Index 19,215.73 -.33%
  • ICI Money Mkt Mutual Fund Assets $2.731 Trillion -.28%
  • ICI US Equity Weekly Net New Cash Flow -$5.286 Billion
  • AAII % Bulls 27.9 -13.5%
  • AAII % Bears 24.9 +16.0%
Futures Spot Prices
  • CRB Index 173.63 +1.52%
  • Crude Oil 39.54 +7.99%
  • Reformulated Gasoline 146.90 +.29%
  • Natural Gas 1.90 -4.27%
  • Heating Oil 123.70 +3.25%
  • Gold 1,235.20 -.45%
  • Bloomberg Base Metals Index 142.93 +3.51%
  • Copper 215.10 +3.14%
  • US No. 1 Heavy Melt Scrap Steel 183.40 USD/Ton +7.5%
  • China Iron Ore Spot 58.28 USD/Ton +7.87%
  • Lumber 280.50 -2.95%
  • UBS-Bloomberg Agriculture 1,054.44 +2.59%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +2.5% +90.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.4596 +7.99%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.32 +.08%
  • Citi US Economic Surprise Index -12.20 -6.2 points
  • Citi Eurozone Economic Surprise Index -25.30 +4.2 points
  • Citi Emerging Markets Economic Surprise Index 18.90 +12.9 points
  • Fed Fund Futures imply 96.0% chance of no change, 0.0% chance of 25 basis point hike on 4/27
  • US Dollar Index 94.68 +.53%
  • MSCI Emerging Markets Currency Index 1,512.60 +.60%
  • Euro/Yen Carry Return Index 128.22 -.35%
  • Yield Curve 102.0 unch.
  • 10-Year US Treasury Yield 1.75% +3.0 basis points
  • Federal Reserve's Balance Sheet $4.460 Trillion +.36%
  • U.S. Sovereign Debt Credit Default Swap 20.59 -1.81%
  • Illinois Municipal Debt Credit Default Swap 333.0 -3.47%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.94 -1.94%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 56.82 -4.36%
  • Emerging Markets Sovereign Debt CDS Index 136.49 -9.64%
  • Israel Sovereign Debt Credit Default Swap 71.55 -5.14%
  • Iraq Sovereign Debt Credit Default Swap 999.58 -.01
  • Russia Sovereign Debt Credit Default Swap 277.60 -5.6%
  • iBoxx Offshore RMB China Corporate High Yield Index 127.35 +.21%
  • 10-Year TIPS Spread 1.56% -4.0 basis points
  • TED Spread 41.0 +.75 basis point
  • 2-Year Swap Spread 12.25 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 80.25 -2.13%
  • America Energy Sector High-Yield Credit Default Swap Index 1,192.0 -22.18%
  • European Financial Sector Credit Default Swap Index 89.60 -11.28%
  • Emerging Markets Credit Default Swap Index 290.82 -5.21%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 160.0 -5.0 basis points
  • M1 Money Supply $3.182 Trillion +.32%
  • Commercial Paper Outstanding 1,093.20 -.8%
  • 4-Week Moving Average of Jobless Claims 265,000 -1,750
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.58% -1.0 basis point
  • Weekly Mortgage Applications 520.20 +10.03%
  • Bloomberg Consumer Comfort 43.6 +1.0 point
  • Weekly Retail Sales +1.1% +30.0 basis points
  • Nationwide Gas $2.11/gallon +.07/gallon
  • Baltic Dry Index 597.0 +10.76%
  • China (Export) Containerized Freight Index 636.14 -.65%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
  • Rail Freight Carloads 249,355 -1.77%
Best Performing Style
  • Small-Cap Value +3.4%
Worst Performing Style
  • Large-Cap Growth +1.2%
Leading Sectors
  • Steel +10.2%
  • Coal +8.7%
  • Oil Tankers +8.6%
  • Banks +6.6%
  • I-Banks +5.6%
Lagging Sectors
  • Restaurants -.2% 
  • Foods -.6%
  • Networking -1.6%
  • Disk Drives -4.5%
  • Computer Hardware -4.6%
Weekly High-Volume Stock Gainers (13)
  • VYGR, TRUP, AFOP, CTRN, HTS, INCR, EPIQ, GWB, PNK, MRCY, CTLT, ULTA and FDC
Weekly High-Volume Stock Losers (7)
  • BOFI, SPWH, PAHC, INSY, STX, HZNP and CLVS
Weekly Charts
ETFs
Stocks
*5-Day Change

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