Friday, May 13, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,046.15 -.55%
  • DJIA 17,553.10 -1.08%
  • NASDAQ 4,719.53 -.41%
  • Russell 2000 1,100.65 -1.26%
  • S&P 500 High Beta 28.69 -1.81%
  • Goldman 50 Most Shorted 96.81 -3.72
  • Wilshire 5000 21,055.10 -.59%
  • Russell 1000 Growth 986.50 -.56%
  • Russell 1000 Value 977.18 -.63%
  • S&P 500 Consumer Staples 544.96 -.02%
  • Solactive US Cyclical 128.31 -1.20%
  • Morgan Stanley Technology 1,023.41 +.30%
  • Transports 7,494.45 -3.19%
  • Utilities 663.75 +.74%
  • Bloomberg European Bank/Financial Services 76.32 -.31%
  • MSCI Emerging Markets 32.61 -1.16%
  • HFRX Equity Hedge 1,113.40 +.24%
  • HFRX Equity Market Neutral 1,005.78 +.68%
Sentiment/Internals
  • NYSE Cumulative A/D Line 248,701 +.55%
  • Bloomberg New Highs-Lows Index -85 -57
  • Bloomberg Crude Oil % Bulls 29.63 +18.52%
  • CFTC Oil Net Speculative Position 318,544 -4.7%
  • CFTC Oil Total Open Interest 1,748,628 +1.98%
  • Total Put/Call 1.11 -6.72%
  • OEX Put/Call .73 -17.98%
  • ISE Sentiment 88.0 +6.02%
  • NYSE Arms 1.92 +114.73%
  • Volatility(VIX) 15.32 +4.34%
  • S&P 500 Implied Correlation 54.94 +.60%
  • G7 Currency Volatility (VXY) 11.29 +.44%
  • Emerging Markets Currency Volatility (EM-VXY) 10.84 -1.28%
  • Smart Money Flow Index 19,217.77 -.12%
  • ICI Money Mkt Mutual Fund Assets $2.715 Trillion +.21%
  • ICI US Equity Weekly Net New Cash Flow -$2.359 Billion
  • AAII % Bulls 20.4 -8.6%
  • AAII % Bears 31.3 +3.1%
Futures Spot Prices
  • CRB Index 182.55 +1.47%
  • Crude Oil 46.15 +3.99%
  • Reformulated Gasoline 158.50 +5.93%
  • Natural Gas 2.10 +.43%
  • Heating Oil 140.11 +5.45%
  • Gold 1,274.70 -1.15%
  • Bloomberg Base Metals Index 140.47 -3.03%
  • Copper 207.10 -3.74%
  • US No. 1 Heavy Melt Scrap Steel 218.33 USD/Ton unch.
  • China Iron Ore Spot 54.54 USD/Ton -6.43%
  • Lumber 321.0 +4.83%
  • UBS-Bloomberg Agriculture 1,153.15 +3.12%
Economy
  • Atlanta Fed GDPNow Forecast +2.8% +110.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.7% +30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3761 +3.74%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.78 +.26%
  • Citi US Economic Surprise Index -33.0 +3.7 points
  • Citi Eurozone Economic Surprise Index -7.4 +3.6 points
  • Citi Emerging Markets Economic Surprise Index .1 -9.7 points
  • Fed Fund Futures imply 96.0% chance of no change, 4.0% chance of 25 basis point hike on 6/15
  • US Dollar Index 94.62 +.87%
  • MSCI Emerging Markets Currency Index 1,505.07 -.08%
  • Euro/Yen Carry Return Index 128.32 +.53%
  • Yield Curve 96.0 -8.0 basis points
  • 10-Year US Treasury Yield 1.71% -7.0 basis points
  • Federal Reserve's Balance Sheet $4.439 Trillion +.03%
  • U.S. Sovereign Debt Credit Default Swap 21.14 -2.42%
  • Illinois Municipal Debt Credit Default Swap 342.0 +.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.0 -.71%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 53.37 -3.02%
  • Emerging Markets Sovereign Debt CDS Index 134.57 -.86%
  • Israel Sovereign Debt Credit Default Swap 72.06 +3.55%
  • Iraq Sovereign Debt Credit Default Swap 983.26 unch. 
  • Russia Sovereign Debt Credit Default Swap 255.70 -2.1%
  • iBoxx Offshore RMB China Corporate High Yield Index 127.93 +.58%
  • 10-Year TIPS Spread 1.61% -1.0 basis point
  • TED Spread 36.25 -8.25 basis points
  • 2-Year Swap Spread 13.25 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.75 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 81.18 -4.37%
  • America Energy Sector High-Yield Credit Default Swap Index 933.0 -4.74%
  • European Financial Sector Credit Default Swap Index 97.56 -2.2%
  • Emerging Markets Credit Default Swap Index 291.66 -.43%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.0 unch.
  • M1 Money Supply $3.227 Trillion +1.2%
  • Commercial Paper Outstanding 1,115.70 -.4%
  • 4-Week Moving Average of Jobless Claims 268,250 +10,250
  • Continuing Claims Unemployment Rate 1.6% +10 basis points
  • Average 30-Year Mortgage Rate 3.57% -4.0 basis points
  • Weekly Mortgage Applications 490.50 +.43%
  • Bloomberg Consumer Comfort 41.7 -.3 point
  • Weekly Retail Sales +1.10% +30.0 basis points
  • Nationwide Gas $2.21/gallon +.01/gallon
  • Baltic Dry Index 579.0 -8.24%
  • China (Export) Containerized Freight Index 652.80 +1.43%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 259,876 +.56%
Best Performing Style
  • Large-Cap Growth -.3%
Worst Performing Style
  • Small-Cap Value -1.2%
Leading Sectors
  • Internet +2.0%
  • Software +1.9%
  • Foods +1.6%
  • Utilities +.9%
  • Drugs +.9%
Lagging Sectors
  • Road & Rail -4.1% 
  • Retail -4.2%
  • Hospitals -5.8%
  • Oil Service -6.0%
  • Steel -8.0%
Weekly High-Volume Stock Gainers (23)
  • LXU, AVXS, MKTO, KKD, TRUP, EA, NTRA, YELP, DERM, DW, BUFF, CVCO, AKRX, USPH, CUBI, AMH, TDG, ATVI, JACK, POST, JEC, PETS and PLNT
Weekly High-Volume Stock Losers (29)
  • ALK, PINC, WEN, HMHC, TISI, JWN, BANC, FOGO, PVH, PBYI, SSNI, LGIH, TREX, RBC, GIII, IPXL, LL, CHRS, AMRI, GTN, KSS, PRAA, M, ZBRA, GPS, FRGI, IMPV, FOSL and XENT
Weekly Charts
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*5-Day Change

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