Friday, October 15, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,176.19 +.95%
  • DJIA 11,052.78 +.51%
  • NASDAQ 2,468.77 +2.78%
  • Russell 2000 703.16 +1.35%
  • Wilshire 5000 12,187.95 +1.77%
  • Russell 1000 Growth 535.88 +1.93%
  • Russell 1000 Value 594.49 +.04%
  • Morgan Stanley Consumer 721.68 +.91%
  • Morgan Stanley Cyclical 926.82 +.72%
  • Morgan Stanley Technology 611.43 +3.28%
  • Transports 4,694.78 +1.43%
  • Utilities 406.23 +.57%
  • MSCI Emerging Markets 46.65 +1.67%
  • Lyxor L/S Equity Long Bias Index 994.21 +1.01%
  • Lyxor L/S Equity Variable Bias Index 857.64 +.92%
  • Lyxor L/S Equity Short Bias Index 808.24 -4.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line +104,130 +2.43%
  • Bloomberg New Highs-Lows Index +528 +109
  • Bloomberg Crude Oil % Bulls 43.0 +19.4%
  • CFTC Oil Net Speculative Position +129,326 +11.46%
  • CFTC Oil Total Open Interest 1,442,044 +2.42%
  • Total Put/Call .71 -33.64%
  • OEX Put/Call .80 -21.57%
  • ISE Sentiment 171.0 +42.50%
  • NYSE Arms 1.24 +3.33%
  • Volatility(VIX) 19.03 -11.73%
  • G7 Currency Volatility (VXY) 12.53 -2.64%
  • Smart Money Flow Index 9,433.92 +1.72%
  • Money Mkt Mutual Fund Assets $2.799 Trillion -.2%
  • AAII % Bulls 47.10 -3.94%
  • AAII % Bears 26.81 -3.35%
Futures Spot Prices
  • CRB Index 296.06 +3.05%
  • Crude Oil 81.25 -1.92%
  • Reformulated Gasoline 210.38 -2.30%
  • Natural Gas 3.53 -3.02%
  • Heating Oil 223.08 -2.56%
  • Gold 1,372.0 +1.79%
  • Bloomberg Base Metals 238.56 +3.37%
  • Copper 383.90 +1.43%
  • US No. 1 Heavy Melt Scrap Steel 346.80 USD/Ton -.71%
  • China Hot Rolled Domestic Steel Sheet 4,321 Yuan/Ton +1.10%
  • S&P GSCI Agriculture 437.55 +2.64%
Economy
  • ECRI Weekly Leading Economic Index 122.40 -1.05%
  • Citi US Economic Surprise Index -3.30 -.5 point
  • Fed Fund Futures imply 67.90% chance of no change, 32.1% chance of 25 basis point cut on 11/3
  • US Dollar Index 77.04 -.45%
  • Yield Curve 220.0 +16 basis points
  • 10-Year US Treasury Yield 2.56% +17 basis points
  • Federal Reserve's Balance Sheet $2.291 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 39.89 -14.07%
  • U.S. Municipal CDS Index 219.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 138.83 -7.44%
  • 10-Year TIPS Spread 2.13% +14 basis points
  • TED Spread 15.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 98.45 +1.48%
  • Euro Financial Sector Credit Default Swap Index 99.81 -9.14%
  • Emerging Markets Credit Default Swap Index 200.79 +1.23%
  • CMBS Super Senior AAA 10-Year Treasury Spread 238.0 -12 basis points
  • M1 Money Supply $1.789 Trillion +.56%
  • Business Loans 602.90 +.27%
  • 4-Week Moving Average of Jobless Claims 459,000 +.5%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.19% -8 basis points
  • Weekly Mortgage Applications 897.20 +14.64%
  • ABC Consumer Confidence -45 +2 points
  • Weekly Retail Sales +2.5% -10 basis points
  • Nationwide Gas $2.83/gallon +.05/gallon
  • U.S. Cooling Demand Next 7 Days 21.0% below normal
  • Baltic Dry Index 2,762 +2.45%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 236,272 -1.66%
  • Iraqi 2028 Government Bonds 90.25 +3.04%
Best Performing Style
  • Large-Cap Growth +1.92%
Worst Performing Style
  • Large-Cap Value +.04%
Leading Sectors
  • Disk Drives +8.13%
  • Computer Hardware +7.86%
  • Internet +5.83%
  • Agriculture +4.26%
  • HMOs +4.16%
Lagging Sectors
  • Steel -.67%
  • Gaming -.96%
  • Oil Tankers -1.38%
  • Banks -4.50%
  • Education -20.63%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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