Friday, July 08, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,121.89 +1.48%
  • DJIA 18,149.30 +1.23%
  • NASDAQ 4,956.37 +2.36%
  • Russell 2000 1,176.16 +2.11%
  • S&P 500 High Beta 29.63 +.92%
  • Goldman 50 Most Shorted 107.83 +2.93
  • Wilshire 5000 21,960.40 +1.57%
  • Russell 1000 Growth 1,026.77 +2.18%
  • Russell 1000 Value 1,020.30 +.87%
  • S&P 500 Consumer Staples 570.61 +1.0%
  • Solactive US Cyclical 134.46 +2.06%
  • Morgan Stanley Technology 1,082.06 +2.28%
  • Transports 7,695.19 +2.84%
  • Utilities 715.98 -.13%
  • Bloomberg European Bank/Financial Services 66.54 -2.13%
  • MSCI Emerging Markets 34.07 -.33%
  • HFRX Equity Hedge 1,107.06 +.09%
  • HFRX Equity Market Neutral 991.78 +.40%
Sentiment/Internals
  • NYSE Cumulative A/D Line 259,265 +.20%
  • Bloomberg New Highs-Lows Index 8 -315
  • Bloomberg Crude Oil % Bulls 22.22 -52.14%
  • CFTC Oil Net Speculative Position 304,239 -4.51%
  • CFTC Oil Total Open Interest 1,720.740 -.33%
  • Total Put/Call .82 -13.0%
  • OEX Put/Call 1.16 +53.09%
  • ISE Sentiment 91.0 -26.79%
  • NYSE Arms .48 -54.29%
  • Volatility(VIX) 13.37 -13.62%
  • S&P 500 Implied Correlation 49.33 -10.10%
  • G7 Currency Volatility (VXY) 10.93 +.28%
  • Emerging Markets Currency Volatility (EM-VXY) 10.11 unch.
  • Smart Money Flow Index 19,435.69 -.02%
  • ICI Money Mkt Mutual Fund Assets $2.701 Trillion -.64%
  • ICI US Equity Weekly Net New Cash Flow -$1.927 Billion
  • AAII % Bulls 31.1 +7.4%
  • AAII % Bears 26.7 -20.3%
Futures Spot Prices
  • CRB Index 187.07 -2.78%
  • Crude Oil 45.32 -5.91%
  • Reformulated Gasoline 137.73 -7.83%
  • Natural Gas 2.80 -4.5%
  • Heating Oil 141.46 -3.19%
  • Gold 1,360.60 +2.69%
  • Bloomberg Base Metals Index 147.97 -.44%
  • Copper 212.25 -3.59%
  • US No. 1 Heavy Melt Scrap Steel 218.0 USD/Ton unch.
  • China Iron Ore Spot 55.17 USD/Ton +1.555%
  • Lumber 319.20 +4.71%
  • UBS-Bloomberg Agriculture 1,171.91 -3.79%
Economy
  • Atlanta Fed GDPNow Forecast +2.4% -20.0
  • ECRI Weekly Leading Economic Index Growth Rate +6.8% -40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1304 +5.16%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.87 +.58%
  • Citi US Economic Surprise Index 5.30 +19.0 points
  • Citi Eurozone Economic Surprise Index 7.40 -1.8 points
  • Citi Emerging Markets Economic Surprise Index -14.60 -1.4 points
  • Fed Fund Futures imply 96.0% chance of no change, 4.0% chance of 25 basis point hike on 7/27
  • US Dollar Index 96.39 +.77%
  • MSCI Emerging Markets Currency Index 1,509.33 -.68%
  • Euro/Yen Carry Return Index 116.01 -2.72%
  • Yield Curve 76.0 -11.0 basis points
  • 10-Year US Treasury Yield 1.36% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.430 Trillion +.11%
  • U.S. Sovereign Debt Credit Default Swap 19.98 +1.91%
  • Illinois Municipal Debt Credit Default Swap 357.0 -.08%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.95 +4.38%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 52.91 -.12%
  • Emerging Markets Sovereign Debt CDS Index 123.92 -1.17%
  • Israel Sovereign Debt Credit Default Swap 77.0 +1.32%
  • Iraq Sovereign Debt Credit Default Swap 878.29 -.03% 
  • Russia Sovereign Debt Credit Default Swap 228.27 -.10%
  • iBoxx Offshore RMB China Corporate High Yield Index 130.24 -.01%
  • 10-Year TIPS Spread 1.47% unch.
  • TED Spread 38.25 +.5 basis point
  • 2-Year Swap Spread 15.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -43.25 -5.0 basis points
  • N. America Investment Grade Credit Default Swap Index 72.72 -3.44%
  • America Energy Sector High-Yield Credit Default Swap Index 766.0 -.69%
  • European Financial Sector Credit Default Swap Index 108.14 +1.05%
  • Emerging Markets Credit Default Swap Index 259.28 -2.95%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
  • M1 Money Supply $3.241 Trillion -.80%
  • Commercial Paper Outstanding 1,039.80 -1.1%
  • 4-Week Moving Average of Jobless Claims 264,750 -2,000
  • Continuing Claims Unemployment Rate 1.6% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.41% -7.0 basis points
  • Weekly Mortgage Applications 580.80 +14.2%
  • Bloomberg Consumer Comfort 43.5 -.4 point
  • Weekly Retail Sales +.7% unch.
  • Nationwide Gas $2.25/gallon -.03/gallon
  • Baltic Dry Index 699.0 +3.25%
  • China (Export) Containerized Freight Index 645.80 -.9%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 265,176 -1.13%
Best Performing Style
  • Small-Cap Growth +2.7%
Worst Performing Style
  • Large-Cap Value +.7%
Leading Sectors
  • Gold & Silver +9.0%
  • Homebuilders +6.1%
  • Biotech +5.1%
  • Steel +4.3%
  • Retail +3.4%
Lagging Sectors
  • HMOs -.7% 
  • Energy -1.1%
  • Oil Tankers -2.1%
  • 3D Printing -2.7%
  • Disk Drives -3.8%
Weekly High-Volume Stock Gainers (7)
  • NTK, WWAV, INSY, NSA, BSET, HOG and DHR
Weekly High-Volume Stock Losers (4)
  • LGF, FSLR, HUM and XBIT
Weekly Charts
ETFs
Stocks
*5-Day Change

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