Friday, April 28, 2017

Weekly Scoreboard*

Indices
  • S&P 500 2,384.71 +1.54%
  • DJIA 20,940.0 +1.94%
  • NASDAQ 6,046.23 +2.37%
  • Russell 2000 1,403.24 +1.74%
  • S&P 500 High Beta 37.13 +.92%
  • Goldman 50 Most Shorted 126.23 +2.68%
  • Wilshire 5000 24,740.90 +1.51%
  • Russell 1000 Growth 1,168.35 +2.0%
  • Russell 1000 Value 1,128.47 +.99%
  • S&P 500 Consumer Staples 566.15 +.16%
  • Vanda Cyclicals-Defensives 1.3220 +3.6%
  • Morgan Stanley Technology 1,423.84 +2.88%
  • Transports 9,096.16 -.43%
  • Utilities 704.37 -.14%
  • Bloomberg European Bank/Financial Services 99.69 +4.97%
  • MSCI Emerging Markets 40.04 +1.74%
  • HFRX Equity Hedge 1,196.22 +1.02%
  • HFRX Equity Market Neutral 1,002.29 +.51%
Sentiment/Internals
  • NYSE Cumulative A/D Line 288,491 +.84%
  • Bloomberg New Highs-Lows Index 632 +349
  • Bloomberg Crude Oil % Bulls 48.48 -8.42%
  • CFTC Oil Net Speculative Position 443,883 +1.57%
  • CFTC Oil Total Open Interest 2,161,434 -1.46%
  • Total Put/Call .91 -16.5%
  • OEX Put/Call 10.0 +1,471.0%
  • ISE Sentiment 81.0 +8.0%
  • NYSE Arms .87 -53.67%
  • Volatility(VIX) 11.0 -25.08%
  • S&P 500 Implied Correlation 43.05 -3.41%
  • G7 Currency Volatility (VXY) 8.13 -12.3%
  • Emerging Markets Currency Volatility (EM-VXY) 8.65 -4.1%
  • Smart Money Flow Index 19,208.78 -.22%
  • ICI Money Mkt Mutual Fund Assets $2.642 Trillion +.59%
  • ICI US Equity Weekly Net New Cash Flow -$.373 Billion
  • AAII % Bulls 38.1 +48.0%
  • AAII % Bears 31.7 -18.1%
Futures Spot Prices
  • CRB Index 181.27 -.21%
  • Crude Oil 49.03 -.86%
  • Reformulated Gasoline 154.80 -6.03%
  • Natural Gas 3.28 +6.17%
  • Heating Oil 150.40 -3.73%
  • Gold 1,268.70 -1.42%
  • Bloomberg Base Metals Index 175.44 +1.42%
  • Copper 259.50 +1.90%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton -9.47%
  • China Iron Ore Spot 68.80 USD/Ton +.85%
  • Lumber 379.80 -5.01%
  • UBS-Bloomberg Agriculture 1,083.36 -.11%
Economy
  • Atlanta Fed GDPNow Forecast +.2% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.9% -60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0190 -30.1
  • US Economic Policy Uncertainty Index 85.63 -47.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 135.24 +.42%
  • Citi US Economic Surprise Index -4.80 -6.0 points
  • Citi Eurozone Economic Surprise Index 70.40 +21.1 points
  • Citi Emerging Markets Economic Surprise Index 39.50 -.3 point
  • Fed Fund Futures imply 86.7% chance of no change 13.3% chance of 25 basis point hike on 5/3
  • US Dollar Index 98.98 -.74%
  • MSCI Emerging Markets Currency Index 1,583.78 +.03%
  • Euro/Yen Carry Return Index 126.74 +3.8%
  • Yield Curve 103.0 -3.0 basis points
  • 10-Year US Treasury Yield 2.3+7.0 basis points
  • Federal Reserve's Balance Sheet $4.431 Trillion -.20%
  • U.S. Sovereign Debt Credit Default Swap 24.83 -5.09%
  • Illinois Municipal Debt Credit Default Swap 394.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 9.17 -21.95%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 22.26 -7.3%
  • Emerging Markets Sovereign Debt CDS Index 44.48 -9.46%
  • Israel Sovereign Debt Credit Default Swap 67.21 -2.47%
  • South Korea Sovereign Debt Credit Default Swap 57.19 +2.0%
  • Russia Sovereign Debt Credit Default Swap 153.50 -6.28%
  • iBoxx Offshore RMB China Corporate High Yield Index 137.16 +.10%
  • 10-Year TIPS Spread 1.93% +6.0 basis points
  • TED Spread 37.25 -.5 basis point
  • 2-Year Swap Spread 31.25 -3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -33.75 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 64.20 -4.87%
  • America Energy Sector High-Yield Credit Default Swap Index 367.0 +.02%
  • European Financial Sector Credit Default Swap Index 74.36 -17.58%
  • Emerging Markets Credit Default Swap Index 196.36 -5.5%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 144.0 unch.
  • M1 Money Supply $3.431 Trillion +.27%
  • Commercial Paper Outstanding 980.20 +.5%
  • 4-Week Moving Average of Jobless Claims 242,250 -750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.03% +6.0 basis points
  • Weekly Mortgage Applications 406.20 +2.68%
  • Bloomberg Consumer Comfort 50.80 +.9 point
  • Weekly Retail Sales +1.90% -10.0 basis points
  • Nationwide Gas $2.40/gallon -.02/gallon
  • Baltic Dry Index 1,134.0 -5.1%
  • China (Export) Containerized Freight Index 818.99 +1.54%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -17.65%
  • Rail Freight Carloads 257,848 -2.27%
Best Performing Style
  •  Small-Cap Growth +2.2%
Worst Performing Style
  •  Mid-Cap Value +.5%
Leading Sectors
  • Gaming +5.8%
  • Internet +4.3%
  • Robotics +3.5%
  • Medical Equipment +3.3%
  • Biotech +3.2%
Lagging Sectors
  • Coal -.8% 
  • Steel -1.1%
  • Oil Service -1.2%
  • REITs -2.2%
  • Gold & Silver -4.2%
Weekly High-Volume Stock Gainers (34)
  • AKBA, CAI, CYTK, EXAS, GRUB, UCTT, HSTM, BCR, UPLD, BGG, IRBT, WNC, MSA, APFH, FFIC, CZR, TREE, TWTR, HF, PBF, EW, TUP, PPC, POL, MHO, CACQ, RNG, PYPL, TSS, JNPR, OSIS, CPLA, WYN and IRTC
Weekly High-Volume Stock Losers (27)
  • WMK, RLJ, DPS, MORN, PVAC, SPSC, MANH, HZO, TDC, EFII, ESRX, KW, R, MAT, ACRS, CREE, NTGR, STX, ISLE, CLW, DDR, BABY, FCN, HSII, FLXN, XBIT and SNCR
Weekly Charts
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*5-Day Change

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