Friday, October 08, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,165.15 +1.65%
  • DJIA 11,006.48 +1.63%
  • NASDAQ 2,401.91 +1.31%
  • Russell 2000 693.82 +2.14%
  • Wilshire 5000 11,865.51 +.04%
  • Russell 1000 Growth 525.76 +1.66%
  • Russell 1000 Value 594.22 +1.55%
  • Morgan Stanley Consumer 715.19 +1.34%
  • Morgan Stanley Cyclical 920.21 +3.93%
  • Morgan Stanley Technology 592.01 +1.38%
  • Transports 4,628.39 +2.65%
  • Utilities 403.91 +.88%
  • MSCI Emerging Markets 45.88 +1.71%
  • Lyxor L/S Equity Long Bias Index 983.70 +.64%
  • Lyxor L/S Equity Variable Bias Index 847.08 +.23%
  • Lyxor L/S Equity Short Bias Index 811.61 -1.55%
Sentiment/Internals
  • NYSE Cumulative A/D Line +103,124 +1.57%
  • Bloomberg New Highs-Lows Index +419 -4
  • Bloomberg Crude Oil % Bulls 36.0 -14.3%
  • CFTC Oil Net Speculative Position +116,026 +88.67%
  • CFTC Oil Total Open Interest 1,407,933 +5.64%
  • Total Put/Call .85 +6.25%
  • OEX Put/Call 1.08 -18.18%
  • ISE Sentiment 157.0 +20.77%
  • NYSE Arms .96 +41.18%
  • Volatility(VIX) 20.71 -7.96%
  • G7 Currency Volatility (VXY) 12.87 +8.79%
  • Smart Money Flow Index 9,272.22 -.14%
  • Money Mkt Mutual Fund Assets $2.805 Trillion unch.
  • AAII % Bulls 49.03 +15.28%
  • AAII % Bears 27.74 -12.24%
Futures Spot Prices
  • CRB Index 295.11 +3.30%
  • Crude Oil 82.66 +1.14%
  • Reformulated Gasoline 215.12 +2.73%
  • Natural Gas 3.65 -3.62%
  • Heating Oil 228.19 -.70%
  • Gold 1,345.30 +1.92%
  • Bloomberg Base Metals 230.78 -.19%
  • Copper 377.45 +2.12%
  • US No. 1 Heavy Melt Scrap Steel 349.27 USD/Ton -.21%
  • China Hot Rolled Domestic Steel Sheet 4,274 Yuan/Ton -1.20%
  • S&P GSCI Agriculture 426.30 +10.01%
Economy
  • ECRI Weekly Leading Economic Index 123.80 +1.06%
  • Citi US Economic Surprise Index -2.80 +3.6 points
  • Fed Fund Futures imply 67.90% chance of no change, 32.1% chance of 25 basis point cut on 11/3
  • US Dollar Index 77.18 -1.16%
  • Yield Curve 204.0 -5 basis points
  • 10-Year US Treasury Yield 2.39% -12 basis points
  • Federal Reserve's Balance Sheet $2.290 Trillion +.39%
  • U.S. Sovereign Debt Credit Default Swap 46.43 -1.58%
  • U.S. Municipal CDS Index 219.0 +.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 150.0 -2.70%
  • 10-Year TIPS Spread 1.99% +17 basis points
  • TED Spread 17.0 +3 basis points
  • N. America Investment Grade Credit Default Swap Index 97.01 -7.57%
  • Euro Financial Sector Credit Default Swap Index 109.85 -9.34%
  • Emerging Markets Credit Default Swap Index 198.35 -10.09%
  • CMBS Super Senior AAA 10-Year Treasury Spread 250.0 -9 basis points
  • M1 Money Supply $1.783 Trillion +1.45%
  • Business Loans 598.20 -.47%
  • 4-Week Moving Average of Jobless Claims 455,800 -.7%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.27% -5 basis points
  • Weekly Mortgage Applications 782.60 -.18%
  • ABC Consumer Confidence -47 -2 points
  • Weekly Retail Sales +2.6% unch.
  • Nationwide Gas $2.78/gallon +.09/gallon
  • U.S. Cooling Demand Next 7 Days 3.0% above normal
  • Baltic Dry Index 2,696 +9.95%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
  • Rail Freight Carloads 240,252 -.38%
  • Iraqi 2028 Government Bonds 88.0 +2.25%
Best Performing Style
  • Small-Cap Value +2.41%
Worst Performing Style
  • Mid-Cap Growth +1.03%
Leading Sectors
  • Disk Drives +4.67%
  • Agriculture +4.50%
  • Gaming +4.20%
  • Road & Rail +3.76%
  • Coal +3.17%
Lagging Sectors
  • HMOs -.56%
  • Homebuilders -.82%
  • Semis -1.11%
  • Telecom -1.15%
  • Education -2.75%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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