Friday, December 09, 2016

Weekly Scoreboard*

Indices
  • S&P 500 2,255.18 +2.88%
  • DJIA 19,734.90 +2.74%
  • NASDAQ 5,439.0 +3.36%
  • Russell 2000 1,385.57 +5.41%
  • S&P 500 High Beta 38.07 +4.35%
  • Goldman 50 Most Shorted 124.92 +4.16%
  • Wilshire 5000 23,514.15 +3.09%
  • Russell 1000 Growth 1,062.21 +2.80%
  • Russell 1000 Value 1,111.89 +3.06%
  • S&P 500 Consumer Staples 530.86 +2.61%
  • Vanda Cyclicals-Defensives 1.3046 -.69%
  • Morgan Stanley Technology 1,228.17 +3.67%
  • Transports 9,404.20 +3.85%
  • Utilities 643.77 +1.64%
  • Bloomberg European Bank/Financial Services 93.27 +9.51%
  • MSCI Emerging Markets 36.10 +2.53%
  • HFRX Equity Hedge 1,160.34 +.60%
  • HFRX Equity Market Neutral 997.01 -.10%
Sentiment/Internals
  • NYSE Cumulative A/D Line 273,714 +1.94%
  • Bloomberg New Highs-Lows Index 1,359 +1,119
  • Bloomberg Crude Oil % Bulls 18.75 -66.8%
  • CFTC Oil Net Speculative Position 287,881 +4.18%
  • CFTC Oil Total Open Interest 2,020,026 +1.23%
  • Total Put/Call .81 -11.96%
  • OEX Put/Call 1.11 -8.26%
  • ISE Sentiment 85.0 +13.41%
  • NYSE Arms .76 -20.0%
  • Volatility(VIX) 11.86 -16.15%
  • S&P 500 Implied Correlation 48.48 -8.66%
  • G7 Currency Volatility (VXY) 10.53 -1.31%
  • Emerging Markets Currency Volatility (EM-VXY) 11.18 +2.1%
  • Smart Money Flow Index 19,482.20 +1.80%
  • ICI Money Mkt Mutual Fund Assets $2.736 Trillion +.62%
  • ICI US Equity Weekly Net New Cash Flow +$1.207 Billion
  • AAII % Bulls 43.1 -1.5%
  • AAII % Bears 26.5 +5.5%
Futures Spot Prices
  • CRB Index 191.73 -.22%
  • Crude Oil 51.41 -.56%
  • Reformulated Gasoline 151.14 -3.19%
  • Natural Gas 3.73 +6.14%
  • Heating Oil 163.53 -1.45%
  • Gold 1,161.60 -1.42%
  • Bloomberg Base Metals Index 176.18 +1.47%
  • Copper 264.80 +.76%
  • US No. 1 Heavy Melt Scrap Steel 207.0 USD/Ton unch.
  • China Iron Ore Spot 81.66 USD/Ton +4.97%
  • Lumber 317.30 -5.79%
  • UBS-Bloomberg Agriculture 1,144.68 +.4%
Economy
  • Atlanta Fed GDPNow Forecast +2.6% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +9.7% +140.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0587 +16.74%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 130.52 +.18%
  • Citi US Economic Surprise Index 30.20 +5.5 points
  • Citi Eurozone Economic Surprise Index 62.60 +1.2 points
  • Citi Emerging Markets Economic Surprise Index 2.9 +1.4 points
  • Fed Fund Futures imply 0.0% chance of no change 100.0% chance of 25 basis point hike on 12/14
  • US Dollar Index 101.66 +.97%
  • MSCI Emerging Markets Currency Index 1,515.77 +.92%
  • Euro/Yen Carry Return Index 126.94 +.39%
  • Yield Curve 134.0 +6.0 basis points
  • 10-Year US Treasury Yield 2.46% +7.0 basis points
  • Federal Reserve's Balance Sheet $4.410 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 27.65 -7.8%
  • Illinois Municipal Debt Credit Default Swap 358.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 23.94 +3.26%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 35.93 -13.38%
  • Emerging Markets Sovereign Debt CDS Index 90.90 -8.59%
  • Israel Sovereign Debt Credit Default Swap 67.0 0-2.9%
  • Iraq Sovereign Debt Credit Default Swap 760.05 unch.
  • Russia Sovereign Debt Credit Default Swap 202.26 -7.6%
  • iBoxx Offshore RMB China Corporate High Yield Index 133.03 +.03%
  • 10-Year TIPS Spread 2.0% +5.0 basis points
  • TED Spread 42.50 -4.5 basis points
  • 2-Year Swap Spread 22.75 +2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -54.25 +7.0 basis points
  • N. America Investment Grade Credit Default Swap Index 68.02 -6.66%
  • America Energy Sector High-Yield Credit Default Swap Index 461.0 -15.94%
  • European Financial Sector Credit Default Swap Index 98.18 -6.86%
  • Emerging Markets Credit Default Swap Index 249.67 -8.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 135.0 unch.
  • M1 Money Supply $3.362 Trillion -1.22%
  • Commercial Paper Outstanding 935.70 +1.30%
  • 4-Week Moving Average of Jobless Claims 251,500 +500
  • Continuing Claims Unemployment Rate 1.4% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.13% +5.0 basis points
  • Weekly Mortgage Applications 414.10 -.74%
  • Bloomberg Consumer Comfort 45.1 +.2 point
  • Weekly Retail Sales +.7% -50.0 basis points
  • Nationwide Gas $2.20/gallon +.04/gallon
  • Baltic Dry Index 1,122.0 -6.34%
  • China (Export) Containerized Freight Index 766.15 -1.02%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 +6.25%
  • Rail Freight Carloads 278,801 +25.1%
Best Performing Style
  • Small-Cap Value +5.8%
Worst Performing Style
  • Large-Cap Growth +2.8%
Leading Sectors
  • Airlines +7.1%
  • Homebuilding +6.4%
  • Alt Energy +6.3%
  • Tobacco +6.0%
  • Semis +5.1%
Lagging Sectors
  • Coal +.6% 
  • Biotech -.3%
  • HMOs -1.5%
  • Gold & Silver -2.3%
  • Gaming -5.8%
Weekly High-Volume Stock Gainers (30)
  • FRAN, TLRD, PI, XXIA, BOBE, P, VBTX, GIII, CIEN, PLAY, IL, FCE/A, CONN, VYGR, FRP, ZG, PVTB, TER, KLXI, NBHC, CIA, GMED, MCRN, Z, BKFS, IBKC, PRSC, FET, UNVR and HMST
Weekly High-Volume Stock Losers (18)
  • COUP, VRNT, ALR, OMCL, VRA, UHS, AMBA, ALOG, POWL, REI, OXM, NH, WDAY, SM, FTK, SNCR, AGIO and HZNP
Weekly Charts
ETFs
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*5-Day Change

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