Friday, June 04, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,064.88 -3.46%
  • DJIA 9,931.97 -3.19%
  • NASDAQ 2,219.17 -2.57%
  • Russell 2000 633.97 -5.45%
  • Wilshire 5000 11,008.18 -3.65%
  • Russell 1000 Growth 477.43 -2.68%
  • Russell 1000 Value 547.30 -4.31%
  • Morgan Stanley Consumer 656.06 -2.36%
  • Morgan Stanley Cyclical 810.23 -6.51%
  • Morgan Stanley Technology 544.28 -2.41%
  • Transports 4,157.17 -5.13%
  • Utilities 354.27 -2.08%
  • MSCI Emerging Markets 37.81 -.98%
  • Lyxor L/S Equity Long Bias Index 960.63 +.22%
  • Lyxor L/S Equity Variable Bias Index 850.80 +.32%
  • Lyxor L/S Equity Short Bias Index 896.78 +3.82%
Sentiment/Internals
  • NYSE Cumulative A/D Line +81,644 -2.87%
  • Bloomberg New Highs-Lows Index -256 -127
  • Bloomberg Crude Oil % Bulls 43.0 +7.50%
  • CFTC Oil Net Speculative Position +24,875 -38.49%
  • CFTC Oil Total Open Interest 1,367,020 +1.56%
  • Total Put/Call .96 -8.57%
  • OEX Put/Call .91 +3.41%
  • ISE Sentiment 85.0 -16.67%
  • NYSE Arms 12.40 +3,657.58%
  • Volatility(VIX) 35.48 +19.54%
  • G7 Currency Volatility (VXY) 14.87 +2.29%
  • Smart Money Flow Index 8,966.99 +1.30%
  • Money Mkt Mutual Fund Assets $2.840 Trillion -.3%
  • AAII % Bulls 37.09 +24.38%
  • AAII % Bears 40.85 -19.71%
Futures Spot Prices
  • CRB Index 248.94 -3.41%
  • Crude Oil 71.51 -4.53%
  • Reformulated Gasoline 199.53 -2.44%
  • Natural Gas 4.81 +10.85%
  • Heating Oil 195.77 -2.88%
  • Gold 1,217.70 +.34%
  • Bloomberg Base Metals 181.18 -8.13%
  • Copper 281.95 -11.04%
  • US No. 1 Heavy Melt Scrap Steel 370.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,285 Yuan/Ton -.56%
  • S&P GSCI Agriculture 283.46 -5.23%
Economy
  • ECRI Weekly Leading Economic Index 124.10 -1.19%
  • Citi US Economic Surprise Index +8.20 -13.5 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 88.23 +2.38%
  • Yield Curve 247.0 -5 basis points
  • 10-Year US Treasury Yield 3.20% -9 basis points
  • Federal Reserve's Balance Sheet $2.318 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 43.33 +17.19%
  • Western Europe Sovereign Debt Credit Default Swap Index 150.67 +10.78%
  • 10-Year TIPS Spread 1.98% -7 basis points
  • TED Spread 42.0 +4 basis points
  • N. America Investment Grade Credit Default Swap Index 122.51 +3.31%
  • Euro Financial Sector Credit Default Swap Index 164.98 +9.56%
  • Emerging Markets Credit Default Swap Index 294.50 +5.97%
  • CMBS Super Senior AAA 10-Year Treasury Spread 334.0 unch.
  • M1 Money Supply $1.699 Trillion +.96%
  • Business Loans 605.60 -.38%
  • 4-Week Moving Average of Jobless Claims 459,000 +.4%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 4.79% +1 basis point
  • Weekly Mortgage Applications 639.0 +.87%
  • ABC Consumer Confidence -44 +1 point
  • Weekly Retail Sales +2.70% -10 basis points
  • Nationwide Gas $2.73/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 33.0% above normal
  • Baltic Dry Index 3,844 -5.74%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 +15.79%
  • Rail Freight Carloads 225,111 +4.65%
  • Iraqi 2028 Government Bonds 83.50 +.07%
Best Performing Style
  • Large-Cap Growth -2.68%
Worst Performing Style
  • Small-Cap Value -6.44%
Leading Sectors
  • HMOs +2.59%
  • Computer Services -.26%
  • Restaurants -1.12%
  • Foods -1.28%
  • Drugs -1.42%
Lagging Sectors
  • Banks -6.77%
  • REITs -7.36%
  • Networking -7.47%
  • Coal -9.17%
  • Oil Service -9.96%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

1 comment:

Anonymous said...

http://www.cnbc.com/id/37513170