Friday, October 01, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,146.24 -.21%
  • DJIA 10,829.68 -.28%
  • NASDAQ 2,370.75 -.44%
  • Russell 2000 679.29 +1.23%
  • Wilshire 5000 11,865.51 +.04%
  • Russell 1000 Growth 517.17 -.09%
  • Russell 1000 Value 585.15 -.05%
  • Morgan Stanley Consumer 705.72 +.19%
  • Morgan Stanley Cyclical 885.44 +.05%
  • Morgan Stanley Technology 583.93 -.51%
  • Transports 4,509.08 -.13%
  • Utilities 400.37 +.11%
  • MSCI Emerging Markets 45.10 +2.99%
  • Lyxor L/S Equity Long Bias Index 984.08 +.33%
  • Lyxor L/S Equity Variable Bias Index 852.21 -.19%
  • Lyxor L/S Equity Short Bias Index 818.34 -1.75%
Sentiment/Internals
  • NYSE Cumulative A/D Line +101,529 +2.18%
  • Bloomberg New Highs-Lows Index +423 -1
  • Bloomberg Crude Oil % Bulls 42.0 +223.08%
  • CFTC Oil Net Speculative Position +61,496 +40.08%
  • CFTC Oil Total Open Interest 1,332,755 +.65%
  • Total Put/Call .80 -2.44%
  • OEX Put/Call 1.32 +11.86%
  • ISE Sentiment 130.0 -9.72%
  • NYSE Arms .68 +30.77%
  • Volatility(VIX) 22.50 +3.64%
  • G7 Currency Volatility (VXY) 11.83 -1.0%
  • Smart Money Flow Index 9,284.93 -.27%
  • Money Mkt Mutual Fund Assets $2.805 Trillion +.1%
  • AAII % Bulls 42.53 -5.43%
  • AAII % Bears 31.61 +24.45%
Futures Spot Prices
  • CRB Index 285.69 +.73%
  • Crude Oil 81.58 +6.64%
  • Reformulated Gasoline 208.61 +7.50%
  • Natural Gas 3.80 -5.62%
  • Heating Oil 229.38 +6.83%
  • Gold 1,317.80 +1.50%
  • Bloomberg Base Metals 231.23 +2.56%
  • Copper 369.05 +1.75%
  • US No. 1 Heavy Melt Scrap Steel 350.0 USD/Ton +6.17%
  • China Hot Rolled Domestic Steel Sheet 4,274 Yuan/Ton -1.20%
  • S&P GSCI Agriculture 387.49 -7.02%
Economy
  • ECRI Weekly Leading Economic Index 122.50 +.25%
  • Citi US Economic Surprise Index -6.40 +2.3 points
  • Fed Fund Futures imply 72.1% chance of no change, 27.9% chance of 25 basis point cut on 11/3
  • US Dollar Index 78.08 -1.64%
  • Yield Curve 209.0 -8 basis points
  • 10-Year US Treasury Yield 2.51% -9 basis points
  • Federal Reserve's Balance Sheet $2.281 Trillion -.38%
  • U.S. Sovereign Debt Credit Default Swap 47.17 -.64%
  • U.S. Municipal CDS Index 218.50 +2.34%
  • Western Europe Sovereign Debt Credit Default Swap Index 154.17 -.80%
  • 10-Year TIPS Spread 1.82% -2 basis points
  • TED Spread 14.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 104.96 -4.25%
  • Euro Financial Sector Credit Default Swap Index 121.17 -5.89%
  • Emerging Markets Credit Default Swap Index 220.62 -4.42%
  • CMBS Super Senior AAA 10-Year Treasury Spread 259.0 unch.
  • M1 Money Supply $1.758 Trillion +.05%
  • Business Loans 601.50 -.41%
  • 4-Week Moving Average of Jobless Claims 458,000 -1.4%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.32% -5 basis points
  • Weekly Mortgage Applications 784.0 -.83%
  • ABC Consumer Confidence -45 +1 point
  • Weekly Retail Sales +2.6% -10 basis points
  • Nationwide Gas $2.69/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 50.0% below normal
  • Baltic Dry Index 2,452 +.33%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 241,167 +.48%
  • Iraqi 2028 Government Bonds 85.81 -.11%
Best Performing Style
  • Small-Cap Growth +1.38%
Worst Performing Style
  • Large-Cap Growth -.09%
Leading Sectors
  • Steel +4.55%
  • Airlines +4.31%
  • Education +3.76%
  • Gaming +3.75%
  • Coal +3.10%
Lagging Sectors
  • Biotech -1.0%
  • Drugs -1.01%
  • Oil Tankers -1.02%
  • Road & Rail -1.60%
  • Agriculture -2.66%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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