Friday, May 14, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,135.68 +2.23%
  • DJIA 10,620.16 +2.31%
  • NASDAQ 2,346.85 +3.58%
  • Russell 2000 693.98 +6.28%
  • Wilshire 5000 11,758.38 +2.75%
  • Russell 1000 Growth 505.55 +2.54%
  • Russell 1000 Value 587.05 +2.29%
  • Morgan Stanley Consumer 693.43 +1.79%
  • Morgan Stanley Cyclical 887.84 +4.38%
  • Morgan Stanley Technology 565.64 +2.14%
  • Transports 4,487.73 +4.41%
  • Utilities 379.82 +2.42%
  • MSCI Emerging Markets 39.77 +3.25%
  • Lyxor L/S Equity Long Bias Index 981.08 -1.43%
  • Lyxor L/S Equity Variable Bias Index 861.27 -.43%
  • Lyxor L/S Equity Short Bias Index 887.32 +1.62%
Sentiment/Internals
  • NYSE Cumulative A/D Line +89,951 +3.57%
  • Bloomberg New Highs-Lows Index +148 +432
  • Bloomberg Crude Oil % Bulls 52.0 +4.0%
  • CFTC Oil Net Speculative Position +92,895 -15.45%
  • CFTC Oil Total Open Interest 1,470,234 +1.72%
  • Total Put/Call 1.11 -7.50%
  • OEX Put/Call 1.22 -7.58%
  • ISE Sentiment 82.0 +1.69%
  • NYSE Arms 3.10 +31.91%
  • Volatility(VIX) 31.24 -23.44%
  • G7 Currency Volatility (VXY) 13.53 -9.38%
  • Smart Money Flow Index 9,140.65 -1.14%
  • Money Mkt Mutual Fund Assets $2.878 Trillion +.9%
  • AAII % Bulls 36.60 -6.47%
  • AAII % Bears 36.60 +28.11%
Futures Spot Prices
  • CRB Index 258.55 -1.06%
  • Crude Oil 71.89 -4.60%
  • Reformulated Gasoline 213.35 +.24%
  • Natural Gas 4.34 +8.36%
  • Heating Oil 206.79 -1.11%
  • Gold 1,232.40 +1.84%
  • Bloomberg Base Metals 201.07 +.69%
  • Copper 312.15 -.92%
  • US No. 1 Heavy Melt Scrap Steel 373.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,438 Yuan/Ton -4.50%
  • S&P GSCI Agriculture 294.90 -2.63%
Economy
  • ECRI Weekly Leading Economic Index 132.0 -2.0%
  • Citi US Economic Surprise Index +14.30 +2.8 points
  • Fed Fund Futures imply 92.0% chance of no change, 8.0% chance of 25 basis point cut on 6/23
  • US Dollar Index 86.23 +2.08%
  • Yield Curve 267.0 +6 basis points
  • 10-Year US Treasury Yield 3.46% +3 basis points
  • Federal Reserve's Balance Sheet $2.318 Trillion +.44%
  • U.S. Sovereign Debt Credit Default Swap 40.35 -5.31%
  • Western Europe Sovereign Debt Credit Default Swap Index 114.17 -29.81%
  • 10-Year TIPS Spread 2.23% +8 basis points
  • TED Spread 30.0 -1 basis points
  • N. America Investment Grade Credit Default Swap Index 108.35 -16.53%
  • Euro Financial Sector Credit Default Swap Index 129.23 -18.72%
  • Emerging Markets Credit Default Swap Index 251.09 -14.33%
  • CMBS Super Senior AAA 10-Year Treasury Spread 254.0 +13 basis points
  • M1 Money Supply $1.736 Trillion +2.45%
  • Business Loans 611.90 -.55%
  • 4-Week Moving Average of Jobless Claims 450,500 -2.0%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 4.93% -7 basis points
  • Weekly Mortgage Applications 578.10 +3.94%
  • ABC Consumer Confidence -47 unch.
  • Weekly Retail Sales +3.3% +90 basis points
  • Nationwide Gas $2.88/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 10.0% below normal
  • Baltic Dry Index 3,914 +12.86%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 -8.7%
  • Rail Freight Carloads 208,809 -1.97%
  • Iraqi 2028 Government Bonds 83.50 +4.05%
Best Performing Style
  • Small-Cap Value +6.35%
Worst Performing Style
  • Large-Cap Value +2.29%
Leading Sectors
  • Airlines +8.24%
  • Gold +7.41%
  • Computer Services +6.69%
  • Oil Tankers +6.65%
  • HMOs +6.11%
Lagging Sectors
  • I-Banks +1.51%
  • Oil Service +1.08%
  • Agriculture unch.
  • Drugs -.21%
  • Education -.45%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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