Friday, May 28, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,089.41 +.16%
  • DJIA 10,136.63 -.56%
  • NASDAQ 2,257.04 +1.26%
  • Russell 2000 661.61 +1.90%
  • Wilshire 5000 11,285.63 +.52%
  • Russell 1000 Growth 485.65 +.25%
  • Russell 1000 Value 564.04 +.56%
  • Morgan Stanley Consumer 666.11 -.53%
  • Morgan Stanley Cyclical 852.36 +1.73%
  • Morgan Stanley Technology 551.33 +1.15%
  • Transports 4,336.06 +2.23%
  • Utilities 361.19 -.17%
  • MSCI Emerging Markets 38.25 +3.02%
  • Lyxor L/S Equity Long Bias Index 953.54 -2.82%
  • Lyxor L/S Equity Variable Bias Index 845.93 -1.56%
  • Lyxor L/S Equity Short Bias Index 877.05 +2.30%
Sentiment/Internals
  • NYSE Cumulative A/D Line +82,943 +.76%
  • Bloomberg New Highs-Lows Index -129 +270
  • Bloomberg Crude Oil % Bulls 40.0 -25.93%
  • CFTC Oil Net Speculative Position +40,443 -39.96%
  • CFTC Oil Total Open Interest 1,345,993 -3.02%
  • Total Put/Call 1.24 -6.77%
  • OEX Put/Call 1.30 +46.07%
  • ISE Sentiment 92.0 +43.75%
  • NYSE Arms 2.24 +558.82%
  • Volatility(VIX) 32.07 -20.02%
  • G7 Currency Volatility (VXY) 14.40 -9.66%
  • Smart Money Flow Index 8,981.96 +2.93%
  • Money Mkt Mutual Fund Assets $2.849 Trillion +.2%
  • AAII % Bulls 29.82 -27.80%
  • AAII % Bears 50.88 +50.98%
Futures Spot Prices
  • CRB Index 254.80 +1.34%
  • Crude Oil 73.97 +4.84%
  • Reformulated Gasoline 202.66 +3.22%
  • Natural Gas 4.34 +5.52%
  • Heating Oil 200.45 +4.08%
  • Gold 1,215.0 +3.07%
  • Bloomberg Base Metals 197.21 +3.46%
  • Copper 310.45 +.31%
  • US No. 1 Heavy Melt Scrap Steel 370.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,334 Yuan/Ton +1.0%
  • S&P GSCI Agriculture 291.39 -2.95%
Economy
  • ECRI Weekly Leading Economic Index 125.60 -1.26%
  • Citi US Economic Surprise Index +21.70 +2.3 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 86.78 +1.65%
  • Yield Curve 252.0 +5 basis points
  • 10-Year US Treasury Yield 3.29% +5 basis points
  • Federal Reserve's Balance Sheet $2.317 Trillion -.71%
  • U.S. Sovereign Debt Credit Default Swap 36.98 -10.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 136.0 +7.79%
  • 10-Year TIPS Spread 2.05% +9 basis points
  • TED Spread 38.0 +4 basis points
  • N. America Investment Grade Credit Default Swap Index 118.58 -3.97%
  • Euro Financial Sector Credit Default Swap Index 150.57 +6.52%
  • Emerging Markets Credit Default Swap Index 277.91 -8.69%
  • CMBS Super Senior AAA 10-Year Treasury Spread 334.0 +30 basis points
  • M1 Money Supply $1.684 Trillion -1.01%
  • Business Loans 607.90 -.03%
  • 4-Week Moving Average of Jobless Claims 456,500 +.5%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 4.78% -6 basis points
  • Weekly Mortgage Applications 633.50 +11.30%
  • ABC Consumer Confidence -45 -1 point
  • Weekly Retail Sales +2.80% -30 basis points
  • Nationwide Gas $2.75/gallon -.08/gallon
  • U.S. Cooling Demand Next 7 Days 25.0% above normal
  • Baltic Dry Index 4,078 +6.09%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 47.50 -5.0%
  • Rail Freight Carloads 215,118 -1.42%
  • Iraqi 2028 Government Bonds 82.75 +4.21%
Best Performing Style
  • Small-Cap Growth +2.06%
Worst Performing Style
  • Large-Cap Growth +.25%
Leading Sectors
  • Airlines +5.84%
  • Gold +5.58%
  • Coal +5.38%
  • Steel +4.91%
  • Gaming +3.57%
Lagging Sectors
  • Software -.75%
  • Banks -.89%
  • Tobacco -3.47%
  • Education -4.29%
  • Oil Service -5.09%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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