Friday, April 02, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,178.10 +1.06%
  • DJIA 10,927.07 +.79%
  • NASDAQ 2,402.58 +.22%
  • Russell 2000 683.98 +.72%
  • Wilshire 5000 12,124.40 +1.06%
  • Russell 1000 Growth 524.13 +.85%
  • Russell 1000 Value 607.34 +1.37%
  • Morgan Stanley Consumer 712.82 +1.27%
  • Morgan Stanley Cyclical 909.54 +1.18%
  • Morgan Stanley Technology 600.07 -.29%
  • Transports 4,392.48 +1.34%
  • Utilities 383.02 +2.08%
  • MSCI Emerging Markets 42.85 +4.15%
  • Lyxor L/S Equity Long Bias Index 996.03 +.26%
  • Lyxor L/S Equity Variable Bias Index 861.52 +1.0%
  • Lyxor L/S Equity Short Bias Index 852.19 -1.85%
Sentiment/Internals
  • NYSE Cumulative A/D Line +87,003 +2.35%
  • Bloomberg New Highs-Lows Index +678 +449
  • Bloomberg Crude Oil % Bulls 39.0 +44.4%
  • CFTC Oil Net Speculative Position n/a
  • CFTC Oil Total Open Interest n/a
  • Total Put/Call .88 +3.53%
  • OEX Put/Call 1.31 +11.97%
  • ISE Sentiment 132.0 +17.86%
  • NYSE Arms .49 -48.42%
  • Volatility(VIX) 17.47 -5.05%
  • G7 Currency Volatility (VXY) 11.12 -4.30%
  • Smart Money Flow Index 9,556.45 -.48%
  • Money Mkt Mutual Fund Assets $2.982 Trillion -1.0%
  • AAII % Bulls 41.30 +27.51%
  • AAII % Bears 31.16 -10.10%
Futures Spot Prices
  • CRB Index 276.43 +3.20%
  • Crude Oil 84.87 +5.88%
  • Reformulated Gasoline 232.37 +5.05%
  • Natural Gas 4.09 +1.39%
  • Heating Oil 221.67 +6.80%
  • Gold 1,126.10 +3.19%
  • Bloomberg Base Metals 227.06 +7.79%
  • Copper 358.40 +6.94%
  • US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton +12.71%
  • China Hot Rolled Domestic Steel Sheet 4,449 Yuan/Ton +1.48%
  • S&P GSCI Agriculture 295.30 -1.27%
Economy
  • ECRI Weekly Leading Economic Index n/a
  • Citi US Economic Surprise Index +40.10 +3.8 points
  • Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 4/28
  • US Dollar Index 81.26 -.56%
  • Yield Curve 285.0 +5.0 basis points
  • 10-Year US Treasury Yield 3.94% +9 basis points
  • Federal Reserve's Balance Sheet $2.290 Trillion -.26%
  • U.S. Sovereign Debt Credit Default Swap 38.50 +10.0%
  • Western Europe Sovereign Debt Credit Default Swap Index 78.67 -4.75%
  • 10-Year TIPS Spread 2.27% +3 basis points
  • TED Spread 13.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 86.74 +.24%
  • Euro Financial Sector Credit Default Swap Index 72.83 -.12%
  • Emerging Markets Credit Default Swap Index 221.94 -5.01%
  • CMBS Super Senior AAA 10-Year Treasury Spread 258.0 -8.0 basis points
  • M1 Money Supply $1.716 Trillion +.46%
  • Business Loans 630.60 -.47%
  • 4-Week Moving Average of Jobless Claims 447,300 -1.5%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 5.08% +9 basis points
  • Weekly Mortgage Applications 602.80 +1.31%
  • ABC Consumer Confidence -45 -1 point
  • Weekly Retail Sales +3.60% +20 basis points
  • Nationwide Gas $2.81/gallon unch.
  • U.S. Cooling Demand Next 7 Days 13.0% below normal
  • Baltic Dry Index 2,991 -5.86%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 unch.
  • Rail Freight Carloads 210,914 +4.78%
  • Iraqi 2028 Government Bonds 80.97 -.22%
Best Performing Style
  • Mid-Cap Value +1.73%
Worst Performing Style
  • Small-Cap Growth +.50%
Leading Sectors
  • Steel +7.77%
  • Gold +7.66%
  • Oil Service +6.98%
  • Energy +4.53%
  • Gaming +3.12%
Lagging Sectors
  • REITs -1.45%
  • Homebuilders -1.71%
  • Education -1.78%
  • Software -1.80%
  • Disk Drives -2.25%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change