Saturday, June 10, 2017

Weekly Scoreboard*


Indices
  • S&P 500 2,431.77 -.30%
  • DJIA 21,271.97 +.31%
  • NASDAQ 6,207.92 -1.55%
  • Russell 2000 1,421.71 +1.16%
  • S&P 500 High Beta 37.24 +1.39%
  • Goldman 50 Most Shorted 130.87 +1.20%
  • Wilshire 5000 25,197.43 -.24%
  • Russell 1000 Growth 1,198.60 -1.30%
  • Russell 1000 Value 1,141.20 +.69%
  • S&P 500 Consumer Staples 581.46 -1.08%
  • Vanda Cyclicals-Defensives 1.32 -.41%
  • Morgan Stanley Technology 1,476.47 -2.0%
  • Transports 9,259.32 -.04%
  • Utilities 724.85 -1.06%
  • Bloomberg European Bank/Financial Services 99.93 +2.12%
  • MSCI Emerging Markets 41.72 +.05%
  • HFRX Equity Hedge 1,194.17 -.21%
  • HFRX Equity Market Neutral 992.98 +.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 292,152 +.03%
  • Bloomberg New Highs-Lows Index 336 -508
  • Bloomberg Crude Oil % Bulls 48.72 +21.8%
  • CFTC Oil Net Speculative Position 373,755 +.21%
  • CFTC Oil Total Open Interest 2,198,081 -.59%
  • Total Put/Call 1.06 +32.5%
  • OEX Put/Call .53 -84.81%
  • ISE Sentiment 83.0 -13.54%
  • NYSE Arms .83 -49.7%
  • Volatility(VIX) 10.70 +9.74%
  • S&P 500 Implied Correlation 38.19 +4.15%
  • G7 Currency Volatility (VXY) 7.21 -3.99%
  • Emerging Markets Currency Volatility (EM-VXY) 7.83 -4.40%
  • Smart Money Flow Index 19,671.65 -.15%
  • ICI Money Mkt Mutual Fund Assets $2.659 Trillion +.21%
  • ICI US Equity Weekly Net New Cash Flow -$3.168 Billion
  • AAII % Bulls 35.4 +31.6%
  • AAII % Bears 29.5 -6.4%
Futures Spot Prices
  • CRB Index 176.76 -.67%
  • Crude Oil 45.83 -4.0%
  • Reformulated Gasoline 150.17 -4.54%
  • Natural Gas 3.04 +1.19%
  • Heating Oil 143.12 -3.51%
  • Gold 1,271.40 +.79%
  • Bloomberg Base Metals Index 171.95 +.80%
  • Copper 264.95 +2.83%
  • US No. 1 Heavy Melt Scrap Steel 266.67 USD/Ton unch.
  • China Iron Ore Spot 54.41 USD/Ton -5.85%
  • Lumber 364.40 +3.03%
  • UBS-Bloomberg Agriculture 1,064.07  +2.51%
Economy
  • Atlanta Fed GDPNow Forecast +3.4 unch.
  • ECRI Weekly Leading Economic Index Growth Rate +4.2% -40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0819 +1.74% 
  • US Economic Policy Uncertainty Index 67.25 -47.58%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 137.32 +.20%
  • Citi US Economic Surprise Index -43.40 -2.5 points
  • Citi Eurozone Economic Surprise Index 39.10 -4.5 points
  • Citi Emerging Markets Economic Surprise Index 6.90 -3.8 points
  • Fed Fund Futures imply 0.0% chance of no change 100.0% chance of 25 basis point hike on 6/14
  • US Dollar Index 97.25 +.63%
  • MSCI Emerging Markets Currency Index 1,604.18 +.08%
  • Euro/Yen Carry Return Index 129.0 -.72%
  • Yield Curve 87.0 -1.0 basis point
  • 10-Year US Treasury Yield 2.21% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.423 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 22.53 +3.49%
  • Illinois Municipal Debt Credit Default Swap 392.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 7.54 -3.4%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 17.78 -6.86%
  • Emerging Markets Sovereign Debt CDS Index 49.69 +14.33%
  • Israel Sovereign Debt Credit Default Swap 69.58 +5.2%
  • South Korea Sovereign Debt Credit Default Swap 52.23 -4.95%
  • Russia Sovereign Debt Credit Default Swap 157.56 +4.22%
  • iBoxx Offshore RMB China Corporate High Yield Index 138.86 -.14%
  • 10-Year TIPS Spread 1.81% -1.0 basis point
  • TED Spread 22.75 -2.0 basis points
  • 2-Year Swap Spread 20.75 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -33.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 60.03 unch.
  • America Energy Sector High-Yield Credit Default Swap Index 421.0 +11.0%
  • European Financial Sector Credit Default Swap Index 70.35 -7.37%
  • Emerging Markets Credit Default Swap Index 194.42 +1.29%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 145.0 unch.
  • M1 Money Supply $3.521 Trillion -.51%
  • Commercial Paper Outstanding 996.90 +.3%
  • 4-Week Moving Average of Jobless Claims 242,000 +4,000
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.89% -5.0 basis points
  • Weekly Mortgage Applications 430.60 +7.06%
  • Bloomberg Consumer Comfort 49.90 -1.3 points
  • Weekly Retail Sales +2.5% +60.0 basis points
  • Nationwide Gas $2.35/gallon -.03/gallon
  • Baltic Dry Index 850.0 -7.41%
  • China (Export) Containerized Freight Index 841.59 +.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 247,339 -12.15%
Best Performing Style
  •  Small-Cap Value +2.6%
Worst Performing Style
  •  Large-Cap Growth -.8%
Leading Sectors
  • Banks +5.0%
  • I-Banks +3.8%
  • Steel +2.8%
  • Airlines +2.2%
  • Alt Energy +2.1%
Lagging Sectors
  • Utilities -1.6% 
  • Road & Rail -1.7%
  • Restaurants -2.2%
  • Oil Tankers -2.4%
  • Software -2.4%
Weekly High-Volume Stock Gainers (23)
  • WINS, LOXO, CVNA, BLUE, GIII, HOME, CMTL, HQY, FOR, NAV, MYE, IXYS, THO, CACQ, SCLN, TGTX, YHOO, AMRI, CONN, OKTA, OXM, IRTC and PLAY
Weekly High-Volume Stock Losers (20)
  • CASY, CDZI, RPD, BOX, VMW, AMBA, UPLD, MIK, TAP, LE, CKH, RH, FRAN, IVC, YEXT, DLTH, SEMG, IDT, FRED, HDS,
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