Friday, March 26, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,166.59 +.58%
  • DJIA 10,850.36 +1.0%
  • NASDAQ 2,395.13 +.87%
  • Russell 2000 678.97 +.75%
  • Wilshire 5000 12,003.93 +.59%
  • Russell 1000 Growth 519.95 +.47%
  • Russell 1000 Value 599.71 +.68%
  • Morgan Stanley Consumer 704.43 +.60%
  • Morgan Stanley Cyclical 902.12 +2.23%
  • Morgan Stanley Technology 601.65 +.86%
  • Transports 4,339.91 -.77%
  • Utilities 376.36 -1.43%
  • MSCI Emerging Markets 41.23 -.35%
  • Lyxor L/S Equity Long Bias Index 993.41 +.20%
  • Lyxor L/S Equity Variable Bias Index 853.02 +.14%
  • Lyxor L/S Equity Short Bias Index 868.23 -1.76%
Sentiment/Internals
  • NYSE Cumulative A/D Line +85,030 +1.0%
  • Bloomberg New Highs-Lows Index +229 -222
  • Bloomberg Crude Oil % Bulls 27.0 -15.6%
  • CFTC Oil Net Speculative Position +111,919 -9.85%
  • CFTC Oil Total Open Interest 1,298,539 -4.34%
  • Total Put/Call .92 -5.15%
  • OEX Put/Call 2.10 +195.77%
  • ISE Sentiment 114.0 +6.54%
  • NYSE Arms .69 -46.09%
  • Volatility(VIX) 17.77 +4.71%
  • G7 Currency Volatility (VXY) 11.62 +5.51%
  • Smart Money Flow Index 9,602.93 -.11%
  • Money Mkt Mutual Fund Assets $3.013 Trillion -.10%
  • AAII % Bulls 32.39 -8.43%
  • AAII % Bears 34.66 +16.0%
Futures Spot Prices
  • CRB Index 267.32 -1.95%
  • Crude Oil 80.0 -1.17%
  • Reformulated Gasoline 220.74 -2.20%
  • Natural Gas 3.87 -6.79%
  • Heating Oil 206.97 -.59%
  • Gold 1,105.40 -.24%
  • Bloomberg Base Metals 214.80 -.26%
  • Copper 340.30 +.59%
  • US No. 1 Heavy Melt Scrap Steel 312.0 USD/Ton +2.86%
  • China Hot Rolled Domestic Steel Sheet 4,384 Yuan/Ton +3.20%
  • S&P GSCI Agriculture 299.27 -3.81%
Economy
  • ECRI Weekly Leading Economic Index 131.50 +.46%
  • Citi US Economic Surprise Index +36.30 -2.1 points
  • Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point cut on 4/28
  • US Dollar Index 81.61 +1.10%
  • Yield Curve 280.0 +10.0 basis points
  • 10-Year US Treasury Yield 3.85% +16 basis points
  • Federal Reserve's Balance Sheet $2.296 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 35.0 +20.69%
  • Western Europe Sovereign Debt Credit Default Swap Index 75.10 -4.50%
  • 10-Year TIPS Spread 2.24% +3 basis points
  • TED Spread 15.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 86.53 +.58%
  • Euro Financial Sector Credit Default Swap Index 72.92 +2.14%
  • Emerging Markets Credit Default Swap Index 233.66 +7.32%
  • CMBS Super Senior AAA 10-Year Treasury Spread 266.0 -18.0 basis points
  • M1 Money Supply $1.708 Trillion +.46%
  • Business Loans 633.60 -.50%
  • 4-Week Moving Average of Jobless Claims 453,800 -2.4%
  • Continuing Claims Unemployment Rate 3.6% +10 basis points
  • Average 30-Year Mortgage Rate 4.99% +3 basis points
  • Weekly Mortgage Applications 595.0 -4.17%
  • ABC Consumer Confidence -44 -1 point
  • Weekly Retail Sales +3.40% +20 basis points
  • Nationwide Gas $2.81/gallon unch.
  • U.S. Heating Demand Next 7 Days 16.0% below normal
  • Baltic Dry Index 3,098 -8.3%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 -19.23%
  • Rail Freight Carloads 201,300 -1.14%
  • Iraqi 2028 Government Bonds 81.13 -1.51%
Best Performing Style
  • Small-Cap Growth +.78%
Worst Performing Style
  • Mid-Cap Value +.43%
Leading Sectors
  • Gaming +4.61%
  • Airlines +3.24%
  • Steel +3.24%
  • Semis +2.63%
  • Homebuilders +2.57%
Lagging Sectors
  • HMOs -2.02%
  • Coal -2.48%
  • Oil Service -3.02%
  • Gold -3.12%
  • Oil Tankers -3.23%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-day change

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