Friday, May 17, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,667.47 +2.07%
  • DJIA 15,354.40 +1.56%
  • NASDAQ 3,498.96 +1.82%
  • Russell 2000 996.28 +2.17%
  • S&P 500 High Beta 25.99 +2.61%
  • Value Line Geometric(broad market) 430.82 +1.93%
  • Russell 1000 Growth 763.92 +1.66%
  • Russell 1000 Value 846.21 +2.31%
  • Morgan Stanley Consumer 1,032.47 +1.90%
  • Morgan Stanley Cyclical 1,236.52 +1.92%
  • Morgan Stanley Technology 773.72 +2.26%
  • Transports 6,549.16 +2.72%
  • Utilities 516.70 +.58%
  • Bloomberg European Bank/Financial Services 101.02 +2.45%
  • MSCI Emerging Markets 43.30 -.55%
  • HFRX Equity Hedge 1,127.74 +.66%
  • HFRX Equity Market Neutral 939.92 +.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 192,643 +.71%
  • Bloomberg New Highs-Lows Index 609 -202
  • Bloomberg Crude Oil % Bulls 20.0 -49.23%
  • CFTC Oil Net Speculative Position 232,590 +5.42%
  • CFTC Oil Total Open Interest 1,758,686 -.66%
  • Total Put/Call .80 +8.11%
  • OEX Put/Call 1.42 -8.39%
  • ISE Sentiment 90.0 -27.42%
  • NYSE Arms .62 -29.54%
  • Volatility(VIX) 12.45 -1.11%
  • S&P 500 Implied Correlation 56.74 +.05%
  • G7 Currency Volatility (VXY) 9.94 +3.76%
  • Emerging Markets Currency Volatility (EM-VXY) 7.97 +11.2%
  • Smart Money Flow Index 12,138.95 +1.28%
  • Money Mkt Mutual Fund Assets $2.582 Trillion unch.
  • AAII % Bulls 38.5 -5.6%
  • AAII % Bears 29.3 +6.9%
Futures Spot Prices
  • CRB Index 287.60 -.38%
  • Crude Oil 96.02 +.05%
  • Reformulated Gasoline 290.69 +1.74%
  • Natural Gas 4.05 +3.79%
  • Heating Oil 293.70 +1.13%
  • Gold 1,364.70 -5.70%
  • Bloomberg Base Metals Index 192.81 -.75%
  • Copper 332.30 -1.76%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 123.10 USD/Ton -5.01%
  • Lumber 315.80 -6.62%
  • UBS-Bloomberg Agriculture 1,470.69 -.73%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 7.0% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.4709 +2.61%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.56 +.17%
  • Citi US Economic Surprise Index -17.50 -10.2 points
  • Citi Emerging Mkts Economic Surprise Index -47.40 +2.8 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 84.25 +1.39%
  • Euro/Yen Carry Return Index 138.13 +.38%
  • Yield Curve 171.0 +5 basis points
  • 10-Year US Treasury Yield 1.95% +5 basis points
  • Federal Reserve's Balance Sheet $3.312 Trillion +.93%
  • U.S. Sovereign Debt Credit Default Swap 29.81 -5.35%
  • Illinois Municipal Debt Credit Default Swap 117.0 -4.1%
  • Western Europe Sovereign Debt Credit Default Swap Index 85.50 -2.84%
  • Emerging Markets Sovereign Debt CDS Index 176.76 +4.45%
  • Israel Sovereign Debt Credit Default Swap 122.0 +8.54%
  • China Blended Corporate Spread Index 400.0 -1 basis point
  • 10-Year TIPS Spread 2.26% -8 basis points
  • TED Spread 24.25 +.25 basis point
  • 2-Year Swap Spread 14.5 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -17.25 -3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 70.20 -2.70%
  • European Financial Sector Credit Default Swap Index 130.83 -2.83%
  • Emerging Markets Credit Default Swap Index 246.51 +5.61%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 98.0 +13 basis points
  • M1 Money Supply $2.517 Trillion -2.21%
  • Commercial Paper Outstanding 1,013.60 +2.1%
  • 4-Week Moving Average of Jobless Claims 339,300 +2,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.51% +9 basis points
  • Weekly Mortgage Applications 876.60 -7.3%
  • Bloomberg Consumer Comfort -30.2 -.7 point
  • Weekly Retail Sales +2.80% +60 basis points
  • Nationwide Gas $3.62/gallon +.06/gallon
  • Baltic Dry Index 841.0 -4.86%
  • China (Export) Containerized Freight Index 1,069.97 -1.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 248,266 +1.05%
Best Performing Style
  • Small-Cap Growth +2.6%
Worst Performing Style
  • Large-Cap Growth +1.7%
Leading Sectors
  • Education +11.9%
  • Alt Energy +6.7%
  • Networking +5.3%
  • Internet +4.6%
  • I-Banking +4.6%
Lagging Sectors
  • Hospitals -1.2% 
  • Agriculture -1.8%
  • Coal -3.1%
  • Steel -5.1%
  • Gold & Silver -10.2%
Weekly High-Volume Stock Gainers (24)
  • SCTY, MGMB, TEAR, MRIN, TSLA, OPTR, RH, OLP, ENV, SRI, PANL, FANG, ONE, HTH, NNI, WWAV, UBNT, CUB, BBOX, WAGE, CUBI, SSYS, ACET and EOPN
Weekly High-Volume Stock Losers (5)
  • PIKE, GEVA, WLH, CSC and INFI
Weekly Charts
ETFs
Stocks
*5-Day Change

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