Friday, March 05, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,1138.70 +3.10%
  • DJIA 10,566.20 +2.33%
  • NASDAQ 2,326.35 +3.94%
  • Russell 2000 666.02 +5.96%
  • Wilshire 5000 11,726.82 +3.38%
  • Russell 1000 Growth 508.92 +3.10%
  • Russell 1000 Value 583.87 +3.26%
  • Morgan Stanley Consumer 689.08 +2.66%
  • Morgan Stanley Cyclical 866.39 +4.83%
  • Morgan Stanley Technology 580.10 +3.65%
  • Transports 4,195.84 +1.48%
  • Utilities 378.20 +2.94%
  • MSCI Emerging Markets 40.58 +4.18%
  • Lyxor L/S Equity Long Bias Index 976.71 +.76%
  • Lyxor L/S Equity Variable Bias Index 849.43 +.39%
  • Lyxor L/S Equity Short Bias Index 912.50 -2.65%
Sentiment/Internals
  • NYSE Cumulative A/D Line +81,371 +7.76%
  • Bloomberg New Highs-Lows Index +808 +579
  • Bloomberg Crude Oil % Bulls 38.0 +111.11%
  • CFTC Oil Net Speculative Position +91,417 +7.11%
  • CFTC Oil Total Open Interest 1,297,435 +1.34%
  • Total Put/Call .84 -3.45%
  • OEX Put/Call .71 -56.17%
  • ISE Sentiment 127.0 +39.56%
  • NYSE Arms .41 -59.41%
  • Volatility(VIX) 17.42 -10.67%
  • G7 Currency Volatility (VXY) 11.87 -2.99%
  • Smart Money Flow Index 9,373.18 -.19%
  • Money Mkt Mutual Fund Assets $3.126 Trillion -1.2%
  • AAII % Bulls 35.86 +2.75%
  • AAII % Bears 26.21 -11.24%
Futures Spot Prices
  • CRB Index 276.93 +.79%
  • Crude Oil 81.50 +2.37%
  • Reformulated Gasoline 227.10 +3.80%
  • Natural Gas 4.59 -3.87%
  • Heating Oil 209.74 +2.89%
  • Gold 1,135.20 +1.50%
  • Bloomberg Base Metals 213.88 +6.07%
  • Copper 341.75 +3.87%
  • US No. 1 Heavy Melt Scrap Steel 300.0 USD/Ton +.67%
  • China Hot Rolled Domestic Steel Sheet 3,965 Yuan/Ton +1.77%
  • S&P GSCI Agriculture332.38 +.09%
Economy
  • ECRI Weekly Leading Economic Index 129.80 +1.09%
  • Citi US Economic Surprise Index +23.40 -1.27%
  • Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 3/16
  • US Dollar Index 80.43 +.09%
  • Yield Curve 279.0 -1.0 basis point
  • 10-Year US Treasury Yield 3.68% +7 basis points
  • Federal Reserve's Balance Sheet $2.262 Trillion -.30%
  • U.S. Sovereign Debt Credit Default Swap 37.0 -11.90%
  • Western Europe Sovereign Debt Credit Default Swap Index 73.73 -18.68%
  • 10-Year TIPS Spread 2.22% +6 basis points
  • TED Spread 11.0 -3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 86.25 -6.46%
  • Euro Financial Sector Credit Default Swap Index 78.60 -12.97%
  • Emerging Markets Credit Default Swap Index 241.72 -9.96%
  • CMBS Super Senior AAA 10-Year Treasury Spread 324.0 -10.0 basis points
  • M1 Money Supply $1.719 Trillion +.17%
  • Business Loans 642.70 -.88%
  • 4-Week Moving Average of Jobless Claims 470,800 -.7%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.97% -8 basis points
  • Weekly Mortgage Applications 629.90 +14.63%
  • ABC Consumer Confidence -49 +1 point
  • Weekly Retail Sales +1.80% -10 basis points
  • Nationwide Gas $2.72/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 13.0% below normal
  • Baltic Dry Index 3,242 +18.41%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 unch.
  • Rail Freight Carloads 205,817 +2.80%
  • Iraqi 2028 Government Bonds 80.50 +2.74%
Best Performing Style
  • Small-Cap Growth +5.98%
Worst Performing Style
  • Large-Cap Growth +3.10%
Leading Sectors
  • Coal +8.85%
  • Hospitals +7.84%
  • Steel +7.48%
  • Disk Drives +7.13%
  • Networking +6.33%
Lagging Sectors
  • Drugs +1.26%
  • Telecom +1.09%
  • Computer Service +1.06%
  • Airlines +.77%
  • Oil Tankers +.15%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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