Friday, November 12, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,199.21 -2.17%
  • DJIA 11,192.58 -2.20%
  • NASDAQ 2,518.21 -2.36%
  • Russell 2000 719.27 -2.35%
  • Wilshire 5000 12,448.0 -1.72%
  • Russell 1000 Growth 548.02 -2.01%
  • Russell 1000 Value 606.28 -2.19%
  • Morgan Stanley Consumer 720.73 -2.29%
  • Morgan Stanley Cyclical 952.07 -2.39%
  • Morgan Stanley Technology 628.53%
  • Transports 4,806.83 -2.37%
  • Utilities 401.06 -2.08%
  • MSCI Emerging Markets 46.70 -3.29%
  • Lyxor L/S Equity Long Bias Index 1,013.19 +1.14%
  • Lyxor L/S Equity Variable Bias Index 860.06 +.74%
  • Lyxor L/S Equity Short Bias Index 746.17 -2.31%
Sentiment/Internals
  • NYSE Cumulative A/D Line +106,021 -3.04%
  • Bloomberg New Highs-Lows Index +48 -1,091
  • Bloomberg Crude Oil % Bulls 43.0 -27.12%
  • CFTC Oil Net Speculative Position +130,108 n/a
  • CFTC Oil Total Open Interest 1,433,324 n/a
  • Total Put/Call .81 +9.46%
  • OEX Put/Call 1.72 +72.0%
  • ISE Sentiment 84.0 -34.38%
  • NYSE Arms 1.78 +229.63%
  • Volatility(VIX) 20.61 +11.28%
  • S&P 500 Implied Correlation Index 54.54% +2.92%
  • G7 Currency Volatility (VXY) 12.65 +4,.29%
  • Smart Money Flow Index 9,580.35 +1.92%
  • Money Mkt Mutual Fund Assets $2.802 Trillion +.1%
  • AAII % Bulls 57.56 +19.34%
  • AAII % Bears 28.49 -4.36%
Futures Spot Prices
  • CRB Index 303.60 -2.79%
  • Crude Oil 84.88 -2.88%
  • Reformulated Gasoline 220.99 +.81%
  • Natural Gas 3.80 -3.70%
  • Heating Oil 236.32 -1.31%
  • Gold 1,365.50 -2.04%
  • Bloomberg Base Metals 245.45 -.40%
  • Copper 389.80 -1.90%
  • US No. 1 Heavy Melt Scrap Steel 319.0 USD/Ton +1.27%
  • China Hot Rolled Domestic Steel Sheet 4,406 Yuan/Ton +1.97%
  • S&P GSCI Agriculture 448.08 -6.50%
Economy
  • ECRI Weekly Leading Economic Index 123.90 +.65%
  • Citi US Economic Surprise Index +36.0 +10.0 points
  • Fed Fund Futures imply 51.7% chance of no change, 48.3% chance of 25 basis point cut on 12/14
  • US Dollar Index 78.08 +2.90%
  • Yield Curve 228.0 +12 basis points
  • 10-Year US Treasury Yield 2.79% +26 basis points
  • Federal Reserve's Balance Sheet $2.295 Trillion +.56%
  • U.S. Sovereign Debt Credit Default Swap 41.87 +.08%
  • Illinois Municipal Credit Default Swap 280.0 +5.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 170.33 +2.82%
  • 10-Year TIPS Spread 2.09% -1 basis point
  • TED Spread 16.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 92.50 +8.48%
  • Euro Financial Sector Credit Default Swap Index 108.10 +6.29%
  • Emerging Markets Credit Default Swap Index 211.17 +10.92%
  • CMBS Super Senior AAA 10-Year Treasury Spread 260.0 unch.
  • M1 Money Supply $1.788 Trillion +.45%
  • Business Loans 607.30 +.28%
  • 4-Week Moving Average of Jobless Claims 446,500 -2.2%
  • Continuing Claims Unemployment Rate 3.4% unch.
  • Average 30-Year Mortgage Rate 4.17% -7 basis points
  • Weekly Mortgage Applications 833.30 +5.84%
  • ABC Consumer Confidence -46 unch.
  • Weekly Retail Sales +2.60% unch.
  • Nationwide Gas $2.88/gallon +.05/gallon
  • U.S. Heating Demand Next 7 Days 15.0% below normal
  • Baltic Dry Index 2,313 -7.29%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -5.56%
  • Rail Freight Carloads 231,078 -.70%
  • Iraqi 2028 Government Bonds 93.50 -1.96%
Best Performing Style
  • Mid-Cap Growth -1.53%
Worst Performing Style
  • Small-Cap Value -2.53%
Leading Sectors
  • Coal +2.96%
  • Education +1.06%
  • Energy +.86%
  • Oil Service +.85%
  • Hospitals +.47%
Lagging Sectors
  • Alt Energy -4.43%
  • Internet -5.02%
  • REITs -5.12%
  • Defense -5.27%
  • Disk Drives -5.29%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

1 comment:

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