Friday, May 21, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,087.69 -4.23%
  • DJIA 10,193.39 -4.02%
  • NASDAQ 2,229.04 -5.02%
  • Russell 2000 649.29 -6.44%
  • Wilshire 5000 11,227.32 -4.52%
  • Russell 1000 Growth 484.44 -4.18%
  • Russell 1000 Value 560.89 -4.46%
  • Morgan Stanley Consumer 669.65 -3.43%
  • Morgan Stanley Cyclical 837.87 -5.63%
  • Morgan Stanley Technology 545.05 -3.64%
  • Transports 4,241.59 -5.48%
  • Utilities 361.79 -4.75%
  • MSCI Emerging Markets 37.13 -6.63%
  • Lyxor L/S Equity Long Bias Index 980.07 -.75%
  • Lyxor L/S Equity Variable Bias Index 855.88 -.22%
  • Lyxor L/S Equity Short Bias Index 843.21 +2.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line +82,319 -6.03%
  • Bloomberg New Highs-Lows Index -399 -547
  • Bloomberg Crude Oil % Bulls 54.0 +3.85%
  • CFTC Oil Net Speculative Position +67,361 --27.49%
  • CFTC Oil Total Open Interest 1,387,907 -5.60%
  • Total Put/Call 1.33 +19.82%
  • OEX Put/Call .89 -27.05%
  • ISE Sentiment 64.0 -21.95%
  • NYSE Arms .34 -89.03%
  • Volatility(VIX) 40.10 +28.36%
  • G7 Currency Volatility (VXY) 15.74 +15.57%
  • Smart Money Flow Index 8,726.50 -4.53%
  • Money Mkt Mutual Fund Assets $2.844 Trillion -1.2%
  • AAII % Bulls 41.30 +12.84%
  • AAII % Bears 33.70 -7.92%
Futures Spot Prices
  • CRB Index 251.42 -2.76%
  • Crude Oil 70.04 -7.56%
  • Reformulated Gasoline 196.12 -8.24%
  • Natural Gas 4.03 -7.03%
  • Heating Oil 189.67 -8.28%
  • Gold 1,176.10 -4.60%
  • Bloomberg Base Metals 190.62 -5.20%
  • Copper 306.10 -2.05%
  • US No. 1 Heavy Melt Scrap Steel 370.67 USD/Ton -.71%
  • China Hot Rolled Domestic Steel Sheet 4,291 Yuan/Ton -3.31%
  • S&P GSCI Agriculture 300.23 +1.81%
Economy
  • ECRI Weekly Leading Economic Index 127.30 -3.56%
  • Citi US Economic Surprise Index +19.40 +5.1 points
  • Fed Fund Futures imply 90.0% chance of no change, 10.0% chance of 25 basis point cut on 6/23
  • US Dollar Index 85.37 -.84%
  • Yield Curve 247.0 -20 basis points
  • 10-Year US Treasury Yield 3.24% -22 basis points
  • Federal Reserve's Balance Sheet $2.333 Trillion +.64%
  • U.S. Sovereign Debt Credit Default Swap 41.47 +2.77%
  • Western Europe Sovereign Debt Credit Default Swap Index 126.17 +10.51%
  • 10-Year TIPS Spread 1.96% -27 basis points
  • TED Spread 34.0 +4 basis points
  • N. America Investment Grade Credit Default Swap Index 123.49 +13.97%
  • Euro Financial Sector Credit Default Swap Index 141.35 +9.37%
  • Emerging Markets Credit Default Swap Index 304.34 +21.20%
  • CMBS Super Senior AAA 10-Year Treasury Spread 304.0 +50 basis points
  • M1 Money Supply $1.700 Trillion -2.02%
  • Business Loans 607.50 -.65%
  • 4-Week Moving Average of Jobless Claims 453,500 +.7%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 4.84% -9 basis points
  • Weekly Mortgage Applications 569.20 -1.54%
  • ABC Consumer Confidence -44 +3 points
  • Weekly Retail Sales +3.1% -20 basis points
  • Nationwide Gas $2.83/gallon -.05/gallon
  • U.S. Cooling Demand Next 7 Days 36.0% above normal
  • Baltic Dry Index 3,844 -2.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 -4.76%
  • Rail Freight Carloads 218,206 +4.50%
  • Iraqi 2028 Government Bonds 79.40 -4.62%
Best Performing Style
  • Mid-Cap Growth -3.97%
Worst Performing Style
  • Small-Cap Value -6.99%
Leading Sectors
  • Education +3.41%
  • Semis -.93%
  • Telecom -2.38%
  • Restaurants -2.93%
  • Wireless -3.65%
Lagging Sectors
  • Alternative Energy -7.99%
  • Steel -8.62%
  • Gaming -8.68%
  • Coal -10.15%
  • Gold -10.61%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: