Friday, February 26, 2010

Weekly Scoreboard*

Indices
  • S&P 500 1,104.49 -.42%
  • DJIA 10,325.26 -.74%
  • NASDAQ 2,238.26 -.25%
  • Russell 2000 628.56 -.48%
  • Wilshire 5000 11,343.17 -.42%
  • Russell 1000 Growth 493.60 -.60%
  • Russell 1000 Value 565.42 -.32%
  • Morgan Stanley Consumer 671.24 -.43%
  • Morgan Stanley Cyclical 826.44 -.41%
  • Morgan Stanley Technology 559.68 -1.02%
  • Transports 4,134.57 +1.82%
  • Utilities 367.39 -2.57%
  • MSCI Emerging Markets 38.95 -.86%
  • Lyxor L/S Equity Long Bias Index 969.53 +.39%
  • Lyxor L/S Equity Variable Bias Index 849.59 +.03%
  • Lyxor L/S Equity Short Bias Index 925.82 -.53%
Sentiment/Internals
  • NYSE Cumulative A/D Line +75,513 +.81%
  • Bloomberg New Highs-Lows Index +229 +42
  • Bloomberg Crude Oil % Bulls 18.0 -41.94%
  • CFTC Oil Net Speculative Position +85,352 +24.72%
  • CFTC Oil Total Open Interest 1,280,235 -1.64%
  • Total Put/Call .87 +6.1%
  • OEX Put/Call 1.62 +97.56%
  • ISE Sentiment 91.0 -1.09
  • NYSE Arms 1.01 -1.94%
  • Volatility(VIX) 19.50 -2.60%
  • G7 Currency Volatility (VXY) 12.06 -2.22%
  • Smart Money Flow Index 9,390.64 +.46%
  • Money Mkt Mutual Fund Assets $3.166 Trillion -.10%
  • AAII % Bulls 34.90 -2.65%
  • AAII % Bears 29.53 -16.16%
Futures Spot Prices
  • CRB Index 274.77 -1.09%
  • Crude Oil 79.66 -.82%
  • Reformulated Gasoline 218.79 -.88%
  • Natural Gas 4.81 -4.93%
  • Heating Oil 203.53 -2.48%
  • Gold 1,118.90 unch.
  • Bloomberg Base Metals 201.64 -1.79%
  • Copper 328.40 -2.41%
  • US No. 1 Heavy Melt Scrap Steel 298.0 USD/Ton -1.22%
  • China Hot Rolled Domestic Steel Sheet 3,896 Yuan/Ton +2.12%
  • S&P GSCI Agriculture332.38 +.09%
Economy
  • ECRI Weekly Leading Economic Index 128.40 unch.
  • Citi US Economic Surprise Index +23.70 -36.97%
  • Fed Fund Futures imply 64.0% chance of no change, 36.0% chance of 25 basis point cut on 3/16
  • US Dollar Index 80.36 -.35%
  • Yield Curve 280.0 -5.0 basis points
  • 10-Year US Treasury Yield 3.61% -16 basis points
  • Federal Reserve's Balance Sheet $2.269 Trillion +.43%
  • U.S. Sovereign Debt Credit Default Swap 42.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 90.67 +2.26%
  • 10-Year TIPS Spread 2.16% -12 basis points
  • TED Spread 14.0 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 92.21 -.14%
  • Euro Financial Sector Credit Default Swap Index 90.32 +4.58%
  • Emerging Markets Credit Default Swap Index 268.47 -1.99%
  • CMBS Super Senior AAA 10-Year Treasury Spread 334.0 -26.0 basis points
  • M1 Money Supply $1.716 Trillion +1.05%
  • Business Loans 649.0 -.22%
  • 4-Week Moving Average of Jobless Claims 473,800 +1.3%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 5.05% +12 basis points
  • Weekly Mortgage Applications 549.50 -8.49%
  • ABC Consumer Confidence -50 -1 point
  • Weekly Retail Sales +1.90% unch.
  • Nationwide Gas $2.70/gallon +.08/gallon
  • U.S. Heating Demand Next 7 Days 10.0% above normal
  • Baltic Dry Index 2,738 +.88%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 +10.0%
  • Rail Freight Carloads 200,204 +4.08%
  • Iraqi 2028 Government Bonds 78.35 +.13%
Best Performing Style
  • Mid-Cap Growth -.12%
Worst Performing Style
  • Large-Cap Growth -.60%
Leading Sectors
  • Education +4.79%
  • HMOs +2.19%
  • Airlines +2.13%
  • Retail +1.92%
  • Road & Rail +1.72%
Lagging Sectors
  • Hospitals -3.17%
  • Construction -3.23%
  • Alternative Energy -3.23%
  • Disk Drives -5.41%
  • Computer Hardware -6.02%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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