Friday, October 29, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,183.26 +.01%
  • DJIA 11,118.49 -.13%
  • NASDAQ 2,507.31 +1.13%
  • Russell 2000 703.35 -.01%
  • Wilshire 5000 12,263.83 +.13%
  • Russell 1000 Growth 540.07 +.33%
  • Russell 1000 Value 598.20 -.04%
  • Morgan Stanley Consumer 723.15 -.46%
  • Morgan Stanley Cyclical 927.42 -.44%
  • Morgan Stanley Technology 627.61 +1.55%
  • Transports 4,754.29 -.01%
  • Utilities 404.86 -.48%
  • MSCI Emerging Markets 46.01 +.04%
  • Lyxor L/S Equity Long Bias Index 1,000.13 +.83%
  • Lyxor L/S Equity Variable Bias Index 856.72 +.18%
  • Lyxor L/S Equity Short Bias Index 781.45 -1.46%
Sentiment/Internals
  • NYSE Cumulative A/D Line +104,681 +.04%
  • Bloomberg New Highs-Lows Index +282 -147
  • Bloomberg Crude Oil % Bulls 12.0 -29.41%
  • CFTC Oil Net Speculative Position +125,271 +24.24%
  • CFTC Oil Total Open Interest 1,394,673 -1.98%
  • Total Put/Call .87 +1.16%
  • OEX Put/Call .74 -31.48%
  • ISE Sentiment 147.0 +12.21%
  • NYSE Arms 1.19 +19.0%
  • Volatility(VIX) 21.20 +12.88%
  • G7 Currency Volatility (VXY) 12.89 +2.87%
  • Smart Money Flow Index 9,446.0 -.31%
  • Money Mkt Mutual Fund Assets $2.807 Trillion +.9%
  • AAII % Bulls 51.23 +3.24%
  • AAII % Bears 21.60 -14.25%
Futures Spot Prices
  • CRB Index 300.67 +1.16%
  • Crude Oil 81.41 -.64%
  • Reformulated Gasoline 206.02 +.09%
  • Natural Gas 4.07 +9.85%
  • Heating Oil 223.88 -1.66%
  • Gold 1,359.80 +2.29%
  • Bloomberg Base Metals 233.32 -1.70%
  • Copper 374.70 -1.89%
  • US No. 1 Heavy Melt Scrap Steel 328.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,264 Yuan/Ton -.58%
  • S&P GSCI Agriculture 458.98 +4.17%
Economy
  • ECRI Weekly Leading Economic Index 123.10 +.90%
  • Citi US Economic Surprise Index +1.70 +6.4 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 77.03 -.43%
  • Yield Curve 226.0 +5 basis points
  • 10-Year US Treasury Yield 2.60% +4 basis points
  • Federal Reserve's Balance Sheet $2.278 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 40.45 -1.45%
  • Illinois Municipal Credit Default Swap 271.0 -4.99%
  • Western Europe Sovereign Debt Credit Default Swap Index 148.0 +6.54%
  • 10-Year TIPS Spread 2.15% +3 basis points
  • TED Spread 18.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 94.02 -2.83%
  • Euro Financial Sector Credit Default Swap Index 93.80 -2.63%
  • Emerging Markets Credit Default Swap Index 204.54 -2.33%
  • CMBS Super Senior AAA 10-Year Treasury Spread 245.0 +7 basis points
  • M1 Money Supply $1.764 Trillion -.50%
  • Business Loans 601.0 +.02%
  • 4-Week Moving Average of Jobless Claims 453,300 -1.2%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.23% +2 basis points
  • Weekly Mortgage Applications 828.90 +3.17%
  • ABC Consumer Confidence -47 -1 point
  • Weekly Retail Sales +2.70% +10 basis points
  • Nationwide Gas $2.81/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 9.0% below normal
  • Baltic Dry Index 2,707 -.48%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +25.0%
  • Rail Freight Carloads 235,606 -.66%
  • Iraqi 2028 Government Bonds 93.18 +2.27%
Best Performing Style
  • Mid-Cap Growth +1.16%
Worst Performing Style
  • Small-Cap Value -.45%
Leading Sectors
  • Gaming +6.25%
  • Semis +4.06%
  • Gold +3.96%
  • Airlines +3.78%
  • Software +2.81%
Lagging Sectors
  • Medical Equipment -1.14%
  • REITs -1.79%
  • Insurance -2.05%
  • Computer Hardware -2.30%
  • HMOs -2.86%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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