Friday, October 22, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,183.08 +.59%
  • DJIA 11,132.56 +.63%
  • NASDAQ 2,479.39 +.43%
  • Russell 2000 703.43 +.04%
  • Wilshire 5000 12,247.33 +.52%
  • Russell 1000 Growth 538.27 +.45%
  • Russell 1000 Value 598.43 +.66%
  • Morgan Stanley Consumer 726.40 +.65%
  • Morgan Stanley Cyclical 931.45 +.50%
  • Morgan Stanley Technology 617.76 +1.03%
  • Transports 4,754.97 +1.28%
  • Utilities 406.83 +.15%
  • MSCI Emerging Markets 45.99 -1.40%
  • Lyxor L/S Equity Long Bias Index 994.90 +.06%
  • Lyxor L/S Equity Variable Bias Index 857.29 -.19%
  • Lyxor L/S Equity Short Bias Index 769.26 +.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line +104,644 -.11%
  • Bloomberg New Highs-Lows Index +429 -99
  • Bloomberg Crude Oil % Bulls 17.0 -60.47%
  • CFTC Oil Net Speculative Position +100,830 -22.03%
  • CFTC Oil Total Open Interest 1,422,821 -1.33%
  • Total Put/Call .86 +21.13%
  • OEX Put/Call 1.08 +35.0%
  • ISE Sentiment 131.0 -21.05%
  • NYSE Arms 1.0 -15.32%
  • Volatility(VIX) 18.79 -.84%
  • G7 Currency Volatility (VXY) 12.53 unch.
  • Smart Money Flow Index 9,475.70 +.44%
  • Money Mkt Mutual Fund Assets $2.782 Trillion -.6%
  • AAII % Bulls 49.62 +5.35%
  • AAII % Bears 25.19 -6.04%
Futures Spot Prices
  • CRB Index 297.23 +.39%
  • Crude Oil 82.01 -.11%
  • Reformulated Gasoline 207.47 -1.44%
  • Natural Gas 3.33 -5.56%
  • Heating Oil 226.15 +1.23%
  • Gold 1,328.20 -3.04%
  • Bloomberg Base Metals 237.36 -.50%
  • Copper 380.90 -.85%
  • US No. 1 Heavy Melt Scrap Steel 328.67 USD/Ton -5.90%
  • China Hot Rolled Domestic Steel Sheet 4,289 Yuan/Ton -.74%
  • S&P GSCI Agriculture 440.62 +.70%
Economy
  • ECRI Weekly Leading Economic Index 122.10 -.08%
  • Citi US Economic Surprise Index -4.70 -1.4 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 77.41 +.56%
  • Yield Curve 221.0 +1 basis point
  • 10-Year US Treasury Yield 2.56% unch.
  • Federal Reserve's Balance Sheet $2.288 Trillion -.15%
  • U.S. Sovereign Debt Credit Default Swap 37.35 -6.37%
  • U.S. Municipal CDS Index n/a
  • Western Europe Sovereign Debt Credit Default Swap Index 138.92 +.06%
  • 10-Year TIPS Spread 2.12% -1 basis point
  • TED Spread 17.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 96.76 -1.72%
  • Euro Financial Sector Credit Default Swap Index 96.33 -3.49%
  • Emerging Markets Credit Default Swap Index 209.41 +4.17%
  • CMBS Super Senior AAA 10-Year Treasury Spread 238.0 unch.
  • M1 Money Supply $1.773 Trillion -.91%
  • Business Loans 601.30 -.45%
  • 4-Week Moving Average of Jobless Claims 458,000 -.9%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.21% +2 basis points
  • Weekly Mortgage Applications 803.40 -10.45%
  • ABC Consumer Confidence -46 -1 points
  • Weekly Retail Sales +2.6% +10 basis points
  • Nationwide Gas $2.83/gallon unch.
  • U.S. Cooling Demand Next 7 Days 39.0% above normal
  • Baltic Dry Index 2,720 -1.77%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 237,180 +.38%
  • Iraqi 2028 Government Bonds 91.25 +.97%
Best Performing Style
  • Large-Cap Value +.66%
Worst Performing Style
  • Small-Cap Growth -.12%
Leading Sectors
  • Airlines +4.42%
  • Education +2.46%
  • Restaurants +2.27%
  • I-Banking +2.26%
  • REITs +2.13%
Lagging Sectors
  • Construction -1.64%
  • Alt Energy -2.51%
  • Homebuilders -3.01%
  • Steel -3.13%
  • Gold -3.62%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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