Friday, April 22, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,091.58 +.52%
  • DJIA 18,003.75 +.59%
  • NASDAQ 4,906.23 -.65%
  • Russell 2000 1,146.69 +1.39%
  • S&P 500 High Beta 31.16 +4.56%
  • Goldman 50 Most Shorted 107.57 +2.90
  • Wilshire 5000 21,551.65 +.64%
  • Russell 1000 Growth 1,010.59 -.36%
  • Russell 1000 Value 1,000.16 +1.61%
  • S&P 500 Consumer Staples 531.71 -2.13%
  • Solactive US Cyclical 134.74 +1.66%
  • Morgan Stanley Technology 1,059.30 +.21%
  • Transports 8,085.98 +1.35%
  • Utilities 639.52 -3.47%
  • Bloomberg European Bank/Financial Services 84.14 +4.8%
  • MSCI Emerging Markets 34.63 +.07%
  • HFRX Equity Hedge 1,127.39 +.35%
  • HFRX Equity Market Neutral 989.39 -1.58%
Sentiment/Internals
  • NYSE Cumulative A/D Line 248,407 +1.43%
  • Bloomberg New Highs-Lows Index 98.0 +3
  • Bloomberg Crude Oil % Bulls 42.11 +127.38%
  • CFTC Oil Net Speculative Position 334,175 +15.57%
  • CFTC Oil Total Open Interest 1,714,186 -4.95%
  • Total Put/Call .99 +25.32%
  • OEX Put/Call 2.0 +20.48%
  • ISE Sentiment 101.0 +24.69%
  • NYSE Arms 1.10 -5.98%
  • Volatility(VIX) 13.22 -2.94%
  • S&P 500 Implied Correlation 54.98 -1.13%
  • G7 Currency Volatility (VXY) 11.22 -3.61%
  • Emerging Markets Currency Volatility (EM-VXY) 10.66 -6.49%
  • Smart Money Flow Index 19,210.43 -.03%
  • ICI Money Mkt Mutual Fund Assets $2.698 Trillion -.28%
  • ICI US Equity Weekly Net New Cash Flow -$4.325 Billion
  • AAII % Bulls 33.4 +20.0%
  • AAII % Bears 23.9 -3.9%
Futures Spot Prices
  • CRB Index 179.65 +3.46%
  • Crude Oil 43.73 +8.24%
  • Reformulated Gasoline 153.09 +4.43%
  • Natural Gas 2.14 +12.04%
  • Heating Oil 130.89 +5.92%
  • Gold 1,230.0 -.47%
  • Bloomberg Base Metals Index 149.06 +4.29%
  • Copper 226.45 +5.13%
  • US No. 1 Heavy Melt Scrap Steel 218.33 USD/Ton +19.05%
  • China Iron Ore Spot 66.33 USD/Ton +13.8%
  • Lumber 281.40 +.5%
  • UBS-Bloomberg Agriculture 1,099.66 +1.66%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +3.5% +100.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3651 +7.55%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.33 +.01%
  • Citi US Economic Surprise Index -25.10 -12.1 points
  • Citi Eurozone Economic Surprise Index -17.20 +8.1 points
  • Citi Emerging Markets Economic Surprise Index 16.0 -2.9 points
  • Fed Fund Futures imply 98.0% chance of no change, 0.0% chance of 25 basis point hike on 4/27
  • US Dollar Index 95.12 +.43%
  • MSCI Emerging Markets Currency Index 1,514.46 +.10%
  • Euro/Yen Carry Return Index 131.11 +2.23%
  • Yield Curve 107.0  +5.21%
  • 10-Year US Treasury Yield 1.89% +14.0 basis points
  • Federal Reserve's Balance Sheet $4.451 Trillion -.22%
  • U.S. Sovereign Debt Credit Default Swap 20.70 +.49%
  • Illinois Municipal Debt Credit Default Swap 337.0 +1.19%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.43 -1.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 56.12 -1.35%
  • Emerging Markets Sovereign Debt CDS Index 130.81 -4.16%
  • Israel Sovereign Debt Credit Default Swap 70.50 -2.27%
  • Iraq Sovereign Debt Credit Default Swap 999.48 -.01
  • Russia Sovereign Debt Credit Default Swap 248.09 -9.29%
  • iBoxx Offshore RMB China Corporate High Yield Index 127.12 -.19%
  • 10-Year TIPS Spread 1.65% +9.0 basis points
  • TED Spread 41.0 unch.
  • 2-Year Swap Spread 13.5 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.0 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 73.83 -8.15%
  • America Energy Sector High-Yield Credit Default Swap Index 1,038.0 -17.40%
  • European Financial Sector Credit Default Swap Index 82.10 -8.8%
  • Emerging Markets Credit Default Swap Index 283.60 -2.49%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 162.50 +2.5 basis points
  • M1 Money Supply $3.177 Trillion -.16%
  • Commercial Paper Outstanding 1,110.7 +1.60%
  • 4-Week Moving Average of Jobless Claims 260,500 -4,500
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.59% +1.0 basis point
  • Weekly Mortgage Applications 526.80 +1.27%
  • Bloomberg Consumer Comfort 42.9 -.7 point
  • Weekly Retail Sales +.80% -20.0 basis points
  • Nationwide Gas $2.12/gallon +.01/gallon
  • Baltic Dry Index 688.0 +8.35%
  • China (Export) Containerized Freight Index 652.69 +2.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 259,317 +4.0%
Best Performing Style
  • Large-Cap Value +1.6%
Worst Performing Style
  • Large-Cap Growth -.4%
Leading Sectors
  • Oil Service +9.8%
  • Road & Rail +7.9%
  • I-Banks +5.6%
  • Banks +5.1%
  • Agriculture +4.5%
Lagging Sectors
  • REITs -1.8% 
  • Software -2.3%
  • Restaurants -2.7%
  • Airlines -3.0%
  • Gaming -5.1%
Weekly High-Volume Stock Gainers (14)
  • CVT, PTC, TTS, XBIT, VMW, BRSS, GDEN, LXK, CPXX, VIAB, MESG, BMI, VIA and IRM
Weekly High-Volume Stock Losers (11)
  • WERN, CAMP, RMBS, ALR, NFLX, ILMN, XXIA, SMCI, TBI, NGVC and SRPT
Weekly Charts
ETFs
Stocks
*5-Day Change

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