Friday, June 19, 2015

Weekly Scoreboard*

Indices
  • S&P 500 2,109.99 +.76%
  • DJIA 18,015.95 +.65%
  • NASDAQ 5,117.0 +1.31%
  • Russell 2000 1,284.66 +1.55%
  • S&P 500 High Beta 34.57 -.15%
  • Goldman 50 Most Shorted 149.79 +3.32% 
  • Wilshire 5000 22,138.49 +.82%
  • Russell 1000 Growth 1,014.28 +.99%
  • Russell 1000 Value 1,033.69 +.52%
  • S&P 500 Consumer Staples 500.68 +1.92%
  • Solactive US Cyclical 136.68 -.08%
  • Morgan Stanley Technology 1,044.61 +.27%
  • Transports 8,411.88 -.06%
  • Utilities 569.68 +1.63%
  • Bloomberg European Bank/Financial Services 116.31 -1.63%
  • MSCI Emerging Markets 40.25 +.51%
  • HFRX Equity Hedge 1,220.52 -.04%
  • HFRX Equity Market Neutral 992.21 +.34%
Sentiment/Internals
  • NYSE Cumulative A/D Line 237,043 +.25%
  • Bloomberg New Highs-Lows Index 170 +173
  • Bloomberg Crude Oil % Bulls 39.13 +69.54%
  • CFTC Oil Net Speculative Position 325,855 -4.02%
  • CFTC Oil Total Open Interest 1,641,774 -.59%
  • Total Put/Call .91 -13.33%
  • OEX Put/Call 1.08 +18.68%
  • ISE Sentiment 84.0 -26.96%
  • NYSE Arms 1.80 -3.23%
  • Volatility(VIX) 13.96 +1.31%
  • S&P 500 Implied Correlation 63.40 +3.71%
  • G7 Currency Volatility (VXY) 9.86 -4.73%
  • Emerging Markets Currency Volatility (EM-VXY) 8.99 -3.95%
  • Smart Money Flow Index 17,498.44 +.71%
  • ICI Money Mkt Mutual Fund Assets $2.599 Trillion -.42%
  • ICI US Equity Weekly Net New Cash Flow -$3.879 Billion
  • AAII % Bulls 25.4 +26.8%
  • AAII % Bears 34.3 +5.3%
Futures Spot Prices
  • CRB Index 222.13 -.63%
  • Crude Oil 59.61 -.55%
  • Reformulated Gasoline 205.86 -2.78%
  • Natural Gas 2.82 +1.88%
  • Heating Oil 186.69 -.98%
  • Gold 1,201.90 +1.79%
  • Bloomberg Base Metals Index 161.54 -3.17%
  • Copper 256.90 -4.0%
  • US No. 1 Heavy Melt Scrap Steel 249.33 USD/Ton +7.6%
  • China Iron Ore Spot 61.36 USD/Ton -5.79%
  • Lumber 298.60 +1.39%
  • UBS-Bloomberg Agriculture 1,062.0 -.28%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.0% +10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0432 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.30 +.15%
  • Citi US Economic Surprise Index -36.0 -3.0 points
  • Citi Eurozone Economic Surprise Index -2.8 -6.1 points
  • Citi Emerging Markets Economic Surprise Index -16.90 -1.1 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 7/29
  • US Dollar Index 94.09 -.87%
  • Euro/Yen Carry Return Index 145.39 +.12%
  • Yield Curve 164.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.26% -12.0 basis points
  • Federal Reserve's Balance Sheet $4.450 Trillion +.45%
  • U.S. Sovereign Debt Credit Default Swap 16.78 +1.65%
  • Illinois Municipal Debt Credit Default Swap 216.0 -3.12%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.87 +12.42%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 61.22 -2.10%
  • Emerging Markets Sovereign Debt CDS Index 319.27 -.35%
  • Israel Sovereign Debt Credit Default Swap 64.92 -.12%
  • Iraq Sovereign Debt Credit Default Swap 671.54 -.55%
  • Russia Sovereign Debt Credit Default Swap 354.16 +1.48%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.59 +.28%
  • 10-Year TIPS Spread 1.88% +2.0 basis points
  • TED Spread 28.0 unch.
  • 2-Year Swap Spread 25.25 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 67.81 +1.0%
  • America Energy Sector High-Yield Credit Default Swap Index 1,555.0 -2.62%
  • European Financial Sector Credit Default Swap Index 89.87 +14.44%
  • Emerging Markets Credit Default Swap Index 310.55 -.63%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 87.50 unch.
  • M1 Money Supply $2.963 Trillion -.04%
  • Commercial Paper Outstanding 974.50 +1.0%
  • 4-Week Moving Average of Jobless Claims 276,750 -2,000
  • Continuing Claims Unemployment Rate 1.7% unch.
  • Average 30-Year Mortgage Rate 4.0% -4 basis points
  • Weekly Mortgage Applications 378.50 -5.49%
  • Bloomberg Consumer Comfort 40.9 +.8 point
  • Weekly Retail Sales +1.20% unch.
  • Nationwide Gas $2.80/gallon +.01/gallon
  • Baltic Dry Index 773.0 +20.4%
  • China (Export) Containerized Freight Index 825.97 -2.99%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +14.3%
  • Rail Freight Carloads 283,363 +.73%
Best Performing Style
  • Small-Cap Growth +2.0%
Worst Performing Style
  • Large-Cap Value +.8%
Leading Sectors
  • HMOs +6.3%
  • Biotech +4.0%
  • Homebuilders +3.2%
  • Hospitals +3.2%
  • Utilities +2.3%
Lagging Sectors
  • I-Banks -.7% 
  • Computer Hardware -.9%
  • Steel -2.8%
  • Oil Service -2.9%
  • Coal -6.2%
Weekly High-Volume Stock Gainers (25)
  • TRAK, AERI, ADMS, KYTH, POZN, RDUS, COTY, TRIP, LTRPA, NYRT, CI, LPG, NCR, NHTC, IL, BCC, KFY, RYL, WRE, MASI, BOBE, HRC, BEE, ZAYO and OPB
Weekly High-Volume Stock Losers (12)
  • HCHC, SSTK, GRUB, JBL, AVHI, REI, ONDK, RATE, EGN, CNSI, AGIO and AAVL
Weekly Charts
ETFs
Stocks
*5-Day Change

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