Saturday, November 06, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,225.85 +3.60%
  • DJIA 11,444.08 +2.93%
  • NASDAQ 2,578.98 +2.85%
  • Russell 2000 736.59 +4.73%
  • Wilshire 5000 12,717.56 +3.70%
  • Russell 1000 Growth 559.27 +3.55%
  • Russell 1000 Value 619.87 +3.62%
  • Morgan Stanley Consumer 737.66 +2.0%
  • Morgan Stanley Cyclical 975.34 +5.17%
  • Morgan Stanley Technology 642.98 +2.45%
  • Transports 4,923.40 +3.56%
  • Utilities 409.60 +1.17%
  • MSCI Emerging Markets 48.28 +4.93%
  • Lyxor L/S Equity Long Bias Index 1,005.57 +.30%
  • Lyxor L/S Equity Variable Bias Index 855.04 +.02%
  • Lyxor L/S Equity Short Bias Index 763.17 -.46%
Sentiment/Internals
  • NYSE Cumulative A/D Line +109,856 +4.37%
  • Bloomberg New Highs-Lows Index +1,139 +857
  • Bloomberg Crude Oil % Bulls 59.0 +391.67%
  • CFTC Oil Net Speculative Position +130,108 +3.86%
  • CFTC Oil Total Open Interest 1,433,324 +2.77%
  • Total Put/Call .68 -21.84%
  • OEX Put/Call 1.08 +45.95%
  • ISE Sentiment 153.0 +77.91%
  • NYSE Arms .70 -41.17%
  • Volatility(VIX) 18.26 -13.86%
  • S&P 500 Implied Correlation Index 51.91% -20.27%
  • G7 Currency Volatility (VXY) 12.13 -6.04%
  • Smart Money Flow Index 9,477.94 +.34%
  • Money Mkt Mutual Fund Assets $2.800 Trillion -.2%
  • AAII % Bulls 48.23 -5.86%
  • AAII % Bears 29.79 +37.92%
Futures Spot Prices
  • CRB Index 313.56 +4.29%
  • Crude Oil 86.85 +6.63%
  • Reformulated Gasoline 218.0 +5.79%
  • Natural Gas 3.94 -2.65%
  • Heating Oil 238.48 +6.53%
  • Gold 1,397.70 +2.79%
  • Bloomberg Base Metals 246.43 +5.62%
  • Copper 394.85 +5.42%
  • US No. 1 Heavy Melt Scrap Steel 315.0 USD/Ton -4.16%
  • China Hot Rolled Domestic Steel Sheet 4,311 Yuan/Ton +1.01%
  • S&P GSCI Agriculture 479.22 +4.41%
Economy
  • ECRI Weekly Leading Economic Index 123.20 +.16%
  • Citi US Economic Surprise Index +26.0 +24.3 points
  • Fed Fund Futures imply 51.8% chance of no change, 49.2% chance of 25 basis point cut on 12/14
  • US Dollar Index 76.55 -.93%
  • Yield Curve 216.0 -10 basis points
  • 10-Year US Treasury Yield 2.53% -7 basis points
  • Federal Reserve's Balance Sheet $2.283 Trillion +.20%
  • U.S. Sovereign Debt Credit Default Swap 41.83 +3.41%
  • Illinois Municipal Credit Default Swap 266.0 -1.60%
  • Western Europe Sovereign Debt Credit Default Swap Index 165.66 +11.94%
  • 10-Year TIPS Spread 2.10% -5 basis points
  • TED Spread 17.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 85.27 -1.30%
  • Euro Financial Sector Credit Default Swap Index 101.70 +8.43%
  • Emerging Markets Credit Default Swap Index 189.43 -7.33%
  • CMBS Super Senior AAA 10-Year Treasury Spread 260.0 +15 basis points
  • M1 Money Supply $1.780 Trillion +.92%
  • Business Loans 605.30 +.58%
  • 4-Week Moving Average of Jobless Claims 456,000 +.4%
  • Continuing Claims Unemployment Rate 3.4% -10 basis points
  • Average 30-Year Mortgage Rate 4.24% +1 basis point
  • Weekly Mortgage Applications 787.30 -5.02%
  • ABC Consumer Confidence -46 +1 point
  • Weekly Retail Sales +2.60% -10 basis points
  • Nationwide Gas $2.83/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 20.0% below normal
  • Baltic Dry Index 2,495 -6.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 45.0 +20.0%
  • Rail Freight Carloads 232,717 -1.23%
  • Iraqi 2028 Government Bonds 95.40 +2.12%
Best Performing Style
  • Small-Cap Value +5.07%
Worst Performing Style
  • Mid-Cap Growth +3.55%
Leading Sectors
  • Gaming +8.12%
  • Coal +8.07%
  • Banks +7.01%
  • Construction +6.98%
  • Homebuilding +6.96%
Lagging Sectors
  • Software +.67%
  • Drugs +.29%
  • Foods +.04%
  • Biotech -.67%
  • Education -3.87%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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