Friday, August 26, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,166.45 -.80%
  • DJIA 18,409.30 -.90%
  • NASDAQ 5,215.32 -.61%
  • Russell 2000 1,233.68 -.03%
  • S&P 500 High Beta 32.20 -.40%
  • Goldman 50 Most Shorted 118.24 -1.42
  • Wilshire 5000 22,417.45 -.67%
  • Russell 1000 Growth 1,044.91 -.84%
  • Russell 1000 Value 1,037.0 -.67%
  • S&P 500 Consumer Staples 555.91 -1.08%
  • Solactive US Cyclical 140.54 -.11%
  • Morgan Stanley Technology 1,179.83 -.07%
  • Transports 7,818.24 -1.17%
  • Utilities 668.18 -1.44%
  • Bloomberg European Bank/Financial Services 75.16 +5.02%
  • MSCI Emerging Markets 36.85 -1.20%
  • HFRX Equity Hedge 1,134.40 -.14%
  • HFRX Equity Market Neutral 999.01 -.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line 269,112 -.12%
  • Bloomberg New Highs-Lows Index 99 -184
  • Bloomberg Crude Oil % Bulls 9.38 -67.69%
  • CFTC Oil Net Speculative Position 307,500 +19.07%
  • CFTC Oil Total Open Interest 1,852,402 +1.23%
  • Total Put/Call 1.06 +21.69%
  • OEX Put/Call .87 -21.43%
  • ISE Sentiment 85.0 -4.04%
  • NYSE Arms 1.29 unch.
  • Volatility(VIX) 14.57 +24.42%
  • S&P 500 Implied Correlation 48.81 +9.77%
  • G7 Currency Volatility (VXY) 10.05 -.69%
  • Emerging Markets Currency Volatility (EM-VXY) 10.01 +.91%
  • Smart Money Flow Index 19,613.59 -.26%
  • ICI Money Mkt Mutual Fund Assets $2.735 Trillion +.91%
  • ICI US Equity Weekly Net New Cash Flow -$6.308 Billion
  • AAII % Bulls 29.4 -17.3%
  • AAII % Bears 29.6 +12.4%
Futures Spot Prices
  • CRB Index 186.11 -1.59%
  • Crude Oil 47.42 -2.41%
  • Reformulated Gasoline 150.75 -.06%
  • Natural Gas 2.87 +12.52%
  • Heating Oil 149.47 -1.68%
  • Gold 1,320.70 -1.33%
  • Bloomberg Base Metals Index 149.29 -1.56%
  • Copper 207.60 -4.29%
  • US No. 1 Heavy Melt Scrap Steel 209.33 USD/Ton unch.
  • China Iron Ore Spot 59.13 USD/Ton -2.99%
  • Lumber 316.80 -1.03%
  • UBS-Bloomberg Agriculture 1,130.35 -2.16%
Economy
  • Atlanta Fed GDPNow Forecast +3.4% -20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +8.1% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3485 -5.43%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.33 +.29%
  • Citi US Economic Surprise Index 11.1 +6.5 points
  • Citi Eurozone Economic Surprise Index 21.2 -6.4 points
  • Citi Emerging Markets Economic Surprise Index -3.60 -1.8 points
  • Fed Fund Futures imply 62.0% chance of no change, 38.0% chance of 25 basis point hike on 9/21
  • US Dollar Index 95.45 +.79%
  • MSCI Emerging Markets Currency Index 1,540.21 -.54%
  • Euro/Yen Carry Return Index 119.19 +.27%
  • Yield Curve 79.0 -5.0 basis points
  • 10-Year US Treasury Yield 1.63% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.433 Trillion +.16%
  • U.S. Sovereign Debt Credit Default Swap 26.55 -.19%
  • Illinois Municipal Debt Credit Default Swap 356.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 24.64 -.24%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 40.27 -6.57%
  • Emerging Markets Sovereign Debt CDS Index 109.47 -4.66%
  • Israel Sovereign Debt Credit Default Swap 72.50 +3.57%
  • Iraq Sovereign Debt Credit Default Swap 856.87 unch.
  • Russia Sovereign Debt Credit Default Swap 225.54 -1.93%
  • iBoxx Offshore RMB China Corporate High Yield Index 131.69 +.22%
  • 10-Year TIPS Spread 1.49% unch.
  • TED Spread 51.0 -.75 basis point
  • 2-Year Swap Spread 22.25 -3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -39.75 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.90 +.64%
  • America Energy Sector High-Yield Credit Default Swap Index 685.0 +.68%
  • European Financial Sector Credit Default Swap Index 89.25 -3.89%
  • Emerging Markets Credit Default Swap Index 242.67 +.49%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 137.50 -10.0 basis points
  • M1 Money Supply $3.328 Trillion +1.53%
  • Commercial Paper Outstanding 1,003.90 -.80%
  • 4-Week Moving Average of Jobless Claims 264,000 -1,250
  • Continuing Claims Unemployment Rate 1.6% unch.
  • Average 30-Year Mortgage Rate 3.43% unch.
  • Weekly Mortgage Applications 530.10 -2.11%
  • Bloomberg Consumer Comfort 45.3 +1.7 points
  • Weekly Retail Sales +.3% -10.0 basis points
  • Nationwide Gas $2.21/gallon +.07/gallon
  • Baltic Dry Index 718.0 +5.12%
  • China (Export) Containerized Freight Index 705.21 -.85%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 261,020 -2.22%
Best Performing Style
  • Small-Cap Value +.1%
Worst Performing Style
  • Large-Cap Growth -.8%
Leading Sectors
  • Restaurants +1.3%
  • Homebuilders +1.2%
  • Agriculture +.9%
  • I-Banks +.9%
  • Banks +.7%
Lagging Sectors
  • HMOs -3.4% 
  • Oil Service -3.5%
  • Gaming -4.1%
  • Oil Tankers -6.6%
  • Gold & Silver -10.3%
Weekly High-Volume Stock Gainers (25)
  • AEPI, BREW, CLVS, CRMT, ISIL, MDVN, BBY, GES, GEO, PMC, HZN, AMWD, VNDA, LCI, DE, NDSN, SCVL, TOL, RPD, MENT, DV, AMAT, WNC, SJW and WSM
Weekly High-Volume Stock Losers (11)
  • MOV, STJ, SJM, LZB, SIG, DLTR, PSTG, MYL, DG, ZOES and EXPR
Weekly Charts
ETFs
Stocks
*5-Day Change

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