Friday, October 14, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,136.30 -.77%
  • DJIA 18,164.40 -.33%
  • NASDAQ 5,218.42 -1.33%
  • Russell 2000 1,213.93 -1.79%
  • S&P 500 High Beta 32.25 -2.45%
  • Goldman 50 Most Shorted 114.05 -2.87%
  • Wilshire 5000 22,083.70 -1.23%
  • Russell 1000 Growth 1,029.98 -.73%
  • Russell 1000 Value 1,025.16 -.86%
  • S&P 500 Consumer Staples 538.15 +.25%
  • Vanda Cyclicals-Defensives 1.2055 -2.44%
  • Morgan Stanley Technology 1,180.01 -1.99%
  • Transports 8,053.54 +.07%
  • Utilities 651.85 +1.52%
  • Bloomberg European Bank/Financial Services 76.91 +2.03%
  • MSCI Emerging Markets 36.90 -2.05%
  • HFRX Equity Hedge 1,142.74 -.64%
  • HFRX Equity Market Neutral 995.39 -.58%
Sentiment/Internals
  • NYSE Cumulative A/D Line 267,648 -1.11%
  • Bloomberg New Highs-Lows Index -194 -271
  • Bloomberg Crude Oil % Bulls 13.16 -47.36%
  • CFTC Oil Net Speculative Position 362,976 n/a
  • CFTC Oil Total Open Interest 1,871,665 n/a
  • Total Put/Call .88 -27.97%
  • OEX Put/Call 1.09 -41.08%
  • ISE Sentiment 83.0 +25.0%
  • NYSE Arms 1.14 +16.5%
  • Volatility(VIX) 16.02 +24.14%
  • S&P 500 Implied Correlation 48.24 +16.4%
  • G7 Currency Volatility (VXY) 9.77 -.71%
  • Emerging Markets Currency Volatility (EM-VXY) 10.18 -.2%
  • Smart Money Flow Index 19,158.53 -.62%
  • ICI Money Mkt Mutual Fund Assets $2.649 Trillion -.23%
  • ICI US Equity Weekly Net New Cash Flow -$7.549 Billion
  • AAII % Bulls 25.5 -11.5%
  • AAII % Bears 33.7 +20.9%
Futures Spot Prices
  • CRB Index 189.47 +.33%
  • Crude Oil 50.37 +1.39%
  • Reformulated Gasoline 149.69 +.93%
  • Natural Gas 3.28 +3.4%
  • Heating Oil 156.92 -.64%
  • Gold 1,254.30 -.25%
  • Bloomberg Base Metals Index 152.23 -1.31%
  • Copper 210.75 -2.72%
  • US No. 1 Heavy Melt Scrap Steel 191.67 USD/Ton -.52%
  • China Iron Ore Spot 57.28 USD/Ton +2.54%
  • Lumber 323.70 -5.11%
  • UBS-Bloomberg Agriculture 1,177.86 +1.74%
Economy
  • Atlanta Fed GDPNow Forecast +1.9% -20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +8.8% +10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0699 +9.22%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.39 +.14%
  • Citi US Economic Surprise Index -7.6 -5.6 points
  • Citi Eurozone Economic Surprise Index 22.5 +9.3 points
  • Citi Emerging Markets Economic Surprise Index -18.90 -7.3 points
  • Fed Fund Futures imply 82.9% chance of no change, 17.1% chance of 25 basis point hike on 11/02
  • US Dollar Index 97.93 +1.49%
  • MSCI Emerging Markets Currency Index 1,534.28 -.97%
  • Euro/Yen Carry Return Index 119.49 -.81%
  • Yield Curve 96.0 +7.0 basis points
  • 10-Year US Treasury Yield 1.79% +7.0 basis points
  • Federal Reserve's Balance Sheet $4.418 Trillion -.03%
  • U.S. Sovereign Debt Credit Default Swap 26.50 -.67%
  • Illinois Municipal Debt Credit Default Swap 360.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 20.67 -5.35%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 34.15 +3.86%
  • Emerging Markets Sovereign Debt CDS Index 93.26 +2.90%
  • Israel Sovereign Debt Credit Default Swap 71.50 +1.55%
  • Iraq Sovereign Debt Credit Default Swap 745.1 -.01%
  • Russia Sovereign Debt Credit Default Swap 234.43 +5.48%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.30 +.05%
  • 10-Year TIPS Spread 1.68% +4.0 basis points
  • TED Spread 59.75 +4.25 basis points
  • 2-Year Swap Spread 22.0 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -44.25 -4.25 basis points
  • N. America Investment Grade Credit Default Swap Index 75.27 +1.76%
  • America Energy Sector High-Yield Credit Default Swap Index 604.0 -1.59%
  • European Financial Sector Credit Default Swap Index 99.15 -.05%
  • Emerging Markets Credit Default Swap Index 235.65 -.10%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
  • M1 Money Supply $3.374 Trillion +2.1%
  • Commercial Paper Outstanding 902.90 -1.5%
  • 4-Week Moving Average of Jobless Claims 249,250 -4,250
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 3.47% +5.0 basis points
  • Weekly Mortgage Applications 509.60 -6.01%
  • Bloomberg Consumer Comfort 42.1 +.7 point
  • Weekly Retail Sales +.5% -10.0 basis points
  • Nationwide Gas $2.25/gallon -.01/gallon
  • Baltic Dry Index 885.0 -3.9%
  • China (Export) Containerized Freight Index 741.81 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +36.6%
  • Rail Freight Carloads 257,624 -5.29%
Best Performing Style
  • Large-Cap Growth -.7%
Worst Performing Style
  • Small-Cap Growth -2.4%
Leading Sectors
  • Hospitals +3.4%
  • Airlines +2.8%
  • REITs +1.6%
  • Utilities +1.5%
  • Telecom +1.4%
Lagging Sectors
  • Computer Hardware -3.9% 
  • Oil Tankers -4.7%
  • Coal -5.4%
  • Biotech -5.9%
  • Disk Drives -6.4%
Weekly High-Volume Stock Gainers (4)
  • LWAY, PRMW, HAWK and LNN
Weekly High-Volume Stock Losers (15)
  • HON, CIR, BMY, PPG, FAST, HVT, FTNT, EFII, MG, CUB, VAC, HEES, AA, CVTI and ILMN
Weekly Charts
ETFs
Stocks
*5-Day Change

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