Friday, March 12, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,149.99 +.99%
  • DJIA 10,624.69 +.55%
  • NASDAQ 2,367.66 +1.78%
  • Russell 2000 676.59 +1.59%
  • Wilshire 5000 11,856.53 +1.11%
  • Russell 1000 Growth 513.59 +.92%
  • Russell 1000 Value 591.14 +1.25%
  • Morgan Stanley Consumer 694.27 +.75%
  • Morgan Stanley Cyclical 877.41 +1.27%
  • Morgan Stanley Technology 592.64 +2.16%
  • Transports 4,325.35 +3.09%
  • Utilities 376.80 -.37%
  • MSCI Emerging Markets 41.38 +1.96%
  • Lyxor L/S Equity Long Bias Index 984.42 +.88%
  • Lyxor L/S Equity Variable Bias Index 852.88 +.55%
  • Lyxor L/S Equity Short Bias Index 894.22 -2.26%
Sentiment/Internals
  • NYSE Cumulative A/D Line +83,527 +5.37%
  • Bloomberg New Highs-Lows Index +541 -267
  • Bloomberg Crude Oil % Bulls 28.0 -26.3%
  • CFTC Oil Net Speculative Position +109,314 +19.6%
  • CFTC Oil Total Open Interest 1,348,241 +3.92%
  • Total Put/Call .86 +2.38%
  • OEX Put/Call .97 +36.62%
  • ISE Sentiment 124.0 -2.36%
  • NYSE Arms 1.59 +287.80%
  • Volatility(VIX) 17.58 +.92%
  • G7 Currency Volatility (VXY) 11.0 -7.33%
  • Smart Money Flow Index 9,518.73 +1.55%
  • Money Mkt Mutual Fund Assets $3.090 Trillion -1.2%
  • AAII % Bulls 45.29 +26.30%
  • AAII % Bears 25.29 -3.51%
Futures Spot Prices
  • CRB Index 273.31 -1.31%
  • Crude Oil 81.08 -.59%
  • Reformulated Gasoline 225.50 -1.0%
  • Natural Gas 4.38 -4.69%
  • Heating Oil 209.50 -.35%
  • Gold 1,101.50 -2.93%
  • Bloomberg Base Metals 214.65 +.36%
  • Copper 338.0 -.83%
  • US No. 1 Heavy Melt Scrap Steel 303.0 USD/Ton +1.0%
  • China Hot Rolled Domestic Steel Sheet 4,099 Yuan/Ton +3.38%
  • S&P GSCI Agriculture 309.54 -3.48%
Economy
  • ECRI Weekly Leading Economic Index 130.60 +.62%
  • Citi US Economic Surprise Index +36.10 +12.7 points
  • Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 3/16
  • US Dollar Index 79.83 -.77%
  • Yield Curve 275.0 -4.0 basis points
  • 10-Year US Treasury Yield 3.70% +2 basis points
  • Federal Reserve's Balance Sheet $2.265 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 30.0 -18.92%
  • Western Europe Sovereign Debt Credit Default Swap Index 65.63 -11.04%
  • 10-Year TIPS Spread 2.27% +5 basis points
  • TED Spread 12.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 82.79 -4.01%
  • Euro Financial Sector Credit Default Swap Index 69.73 -9.36%
  • Emerging Markets Credit Default Swap Index 217.0 -10.40%
  • CMBS Super Senior AAA 10-Year Treasury Spread 303.0 -21.0 basis points
  • M1 Money Supply $1.713 Trillion -.32%
  • Business Loans 642.70 unch.
  • 4-Week Moving Average of Jobless Claims 475,500 +1.1%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.95% -2 basis points
  • Weekly Mortgage Applications 633.10 +.51%
  • ABC Consumer Confidence -49 unch.
  • Weekly Retail Sales +3.10% +130 basis points
  • Nationwide Gas $2.78/gallon +.06/gallon
  • U.S. Heating Demand Next 7 Days 21.0% below normal
  • Baltic Dry Index 3,316 +6.25%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 57.50 +4.55%
  • Rail Freight Carloads 212,296 +3.15%
  • Iraqi 2028 Government Bonds 82.50 +1.75%
Best Performing Style
  • Small-Cap Growth +1.61%
Worst Performing Style
  • Large-Cap Growth +.92%
Leading Sectors
  • Oil Tankers +4.82%
  • Steel +4.63%
  • Airlines +4.34%
  • Road & Rail +4.15%
  • Restaurants +4.0%
Lagging Sectors
  • Coal -.50%
  • HMOs -.62%
  • Medical Equipment -1.19%
  • Tobacco -1.62%
  • Gold -3.64%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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