Friday, September 03, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,104.51 +3.75%
  • DJIA 10,447.83 +2.93%
  • NASDAQ 2,233.75 +3.72%
  • Russell 2000 643.36 +4.31%
  • Wilshire 5000 11,403.20 +3.85%
  • Russell 1000 Growth 492.09 +3.69%
  • Russell 1000 Value 569.19 +3.93%
  • Morgan Stanley Consumer 675.86 +2.74%
  • Morgan Stanley Cyclical 858.33 +6.0%
  • Morgan Stanley Technology 551.22 +3.91%
  • Transports 4,387.40 +4.84%
  • Utilities 399.52 +1.80%
  • MSCI Emerging Markets 41.77 +3.71%
  • Lyxor L/S Equity Long Bias Index 948.75 +.44%
  • Lyxor L/S Equity Variable Bias Index 839.58 -.12%
  • Lyxor L/S Equity Short Bias Index 856.20 -.59%
Sentiment/Internals
  • NYSE Cumulative A/D Line +95,338 +4.15%
  • Bloomberg New Highs-Lows Index +236 +405
  • Bloomberg Crude Oil % Bulls 29.0 -29.3%
  • CFTC Oil Net Speculative Position +13,120 -51.98%
  • CFTC Oil Total Open Interest 1,308,042 +4.91%
  • Total Put/Call .95 +18.75%
  • OEX Put/Call 1.43 +21.19%
  • ISE Sentiment 96.0 -12.73%
  • NYSE Arms .36 -32.07%
  • Volatility(VIX) 21.31 -12.84%
  • G7 Currency Volatility (VXY) 12.0 -3.23%
  • Smart Money Flow Index 9,144.34 +2.16%
  • Money Mkt Mutual Fund Assets $2.827 Trillion -.2%
  • AAII % Bulls 30.80 +49.51%
  • AAII % Bears 42.20 -14.70%
Futures Spot Prices
  • CRB Index 272.77 +2.06%
  • Crude Oil 74.60 -1.28%
  • Reformulated Gasoline 191.95 -.33%
  • Natural Gas 3.94 +5.52%
  • Heating Oil 205.73 -.51%
  • Gold 1,251.10 +.94%
  • Bloomberg Base Metals 214.55 +5.30%
  • Copper 350.0 +2.88%
  • US No. 1 Heavy Melt Scrap Steel 323.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,244 Yuan/Ton +1.63%
  • S&P GSCI Agriculture 390.46 +4.79%
Economy
  • ECRI Weekly Leading Economic Index 120.60 -.25%
  • Citi US Economic Surprise Index -38.40 +21.20 points
  • Fed Fund Futures imply 74.0% chance of no change, 26.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 82.01 -1.09%
  • Yield Curve 218.0 +9 basis points
  • 10-Year US Treasury Yield 2.70% +6 basis points
  • Federal Reserve's Balance Sheet $2.285 Trillion +.03%
  • U.S. Sovereign Debt Credit Default Swap 44.99 -7.91%
  • U.S. Municipal CDS Index 222.75 -4.10%
  • Western Europe Sovereign Debt Credit Default Swap Index 143.25 -7.38%
  • 10-Year TIPS Spread 1.67% +4 basis points
  • TED Spread 17.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 104.75 -7.22%
  • Euro Financial Sector Credit Default Swap Index 111.27 -14.63%
  • Emerging Markets Credit Default Swap Index 236.78 -8.54%
  • CMBS Super Senior AAA 10-Year Treasury Spread 257.0 unch.
  • M1 Money Supply $1.745 Trillion +1.28%
  • Business Loans 604.20 -.49%
  • 4-Week Moving Average of Jobless Claims 485,500 -.5%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.32% -4 basis points
  • Weekly Mortgage Applications 893.70 +2.70%
  • ABC Consumer Confidence -45 -1 point
  • Weekly Retail Sales +2.80% +10 basis points
  • Nationwide Gas $2.68/gallon unch.
  • U.S. Cooling Demand Next 7 Days 4.0% above normal
  • Baltic Dry Index 2,876 +6.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 237,194 +.33%
  • Iraqi 2028 Government Bonds 85.50 -1.78%
Best Performing Style
  • Mid-Cap Value +4.41%
Worst Performing Style
  • Large-Cap Growth +3.70%
Leading Sectors
  • Disk Drives +7.25%
  • Coal +7.04%
  • Hospitals +6.77%
  • Airlines +6.72%
  • Road & Rail +6.33%
Lagging Sectors
  • Medical Equipment +2.40%
  • Gold +1.87%
  • Utilities +1.80%
  • Telecom +1.78%
  • Foods +1.26%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: