Friday, June 18, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,117.51 +2.37%
  • DJIA 10,450.64 +2.34%
  • NASDAQ 2,309.80 +2.95%
  • Russell 2000 667.17 +2.81%
  • Wilshire 5000 11,554.81 +2.38%
  • Russell 1000 Growth 498.26 +2.37%
  • Russell 1000 Value 576.54 +2.20%
  • Morgan Stanley Consumer 681.93 +1.66%
  • Morgan Stanley Cyclical 862.85 +2.39%
  • Morgan Stanley Technology 568.97 +3.08%
  • Transports 4,433.60 +2.63%
  • Utilities 383.36 +4.24%
  • MSCI Emerging Markets 39.70 +3.30%
  • Lyxor L/S Equity Long Bias Index 959.97 +1.84%
  • Lyxor L/S Equity Variable Bias Index 853.47 +.72%
  • Lyxor L/S Equity Short Bias Index 886.19 -4.43%
Sentiment/Internals
  • NYSE Cumulative A/D Line +86,807 +4.34%
  • Bloomberg New Highs-Lows Index -21 +145
  • Bloomberg Crude Oil % Bulls 52.0 +23.81%
  • CFTC Oil Net Speculative Position +32,930 +88.63%
  • CFTC Oil Total Open Interest 1,336,533 +1.08%
  • Total Put/Call .86 -18.87%
  • OEX Put/Call .89 -23.93%
  • ISE Sentiment 114.0 +20.21%
  • NYSE Arms .98 -17.21%
  • Volatility(VIX) 23.87 -17.54%
  • G7 Currency Volatility (VXY) 12.63 -5.96%
  • Smart Money Flow Index 8,959.81 +2.19%
  • Money Mkt Mutual Fund Assets $2.806 Trillion -1.2%
  • AAII % Bulls 42.45 +23.11%
  • AAII % Bears 30.66 -28.86%
Futures Spot Prices
  • CRB Index 262.93 +2.74%
  • Crude Oil 77.38 +4.29%
  • Reformulated Gasoline 215.64 +4.81%
  • Natural Gas 5.00 +4.46%
  • Heating Oil 213.44 +5.76%
  • Gold 1,256.70 +2.31%
  • Bloomberg Base Metals 181.79 -.86%
  • Copper 291.50 -1.24%
  • US No. 1 Heavy Melt Scrap Steel 338.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,214 Yuan/Ton -.17%
  • S&P GSCI Agriculture 302.77 +2.71%
Economy
  • ECRI Weekly Leading Economic Index 122.50 -.41%
  • Citi US Economic Surprise Index -15.80 -1.6 points
  • Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point cut on 6/23
  • US Dollar Index 85.58 -2.12%
  • Yield Curve 251.0 +1 basis point
  • 10-Year US Treasury Yield 3.22% -1 basis point
  • Federal Reserve's Balance Sheet $2.327 Trillion +.56%
  • U.S. Sovereign Debt Credit Default Swap 35.98 -3.12%
  • Western Europe Sovereign Debt Credit Default Swap Index 125.17 -1.57%
  • 10-Year TIPS Spread 2.02% +3 basis points
  • TED Spread 44.0 -3 basis points
  • N. America Investment Grade Credit Default Swap Index 110.10 -12.72%
  • Euro Financial Sector Credit Default Swap Index 134.25 -13.19%
  • Emerging Markets Credit Default Swap Index 251.92 -11.78%
  • CMBS Super Senior AAA 10-Year Treasury Spread 320.0 unch.
  • M1 Money Supply $1.717 Trillion -.58%
  • Business Loans 608.40 +.38%
  • 4-Week Moving Average of Jobless Claims 463,500 -.1%
  • Continuing Claims Unemployment Rate 3.6% +10 basis points
  • Average 30-Year Mortgage Rate 4.75% +3 basis points
  • Weekly Mortgage Applications 659.90 +17.65%
  • ABC Consumer Confidence -45 -2 points
  • Weekly Retail Sales +3.10% -50 basis points
  • Nationwide Gas $2.72/gallon +.02/gallon
  • U.S. Cooling Demand Next 7 Days 33.0% above normal
  • Baltic Dry Index 2,694 -18.07%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 67.50 +3.85%
  • Rail Freight Carloads 223,075 +16.33%
  • Iraqi 2028 Government Bonds 82.04 -.68%
Best Performing Style
  • Small-Cap Value +2.84%
Worst Performing Style
  • Large-Cap Value +2.20%
Leading Sectors
  • Oil Service +6.23%
  • Gold +5.70%
  • Alt Energy +5.49%
  • Disk Drives +5.14%
  • Semis +5.04%
Lagging Sectors
  • Homebuilders +.05%
  • Retail -.07%
  • I-Banks -.38%
  • Hospitals -.85%
  • Education -2.02%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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