Friday, November 26, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,189.40 -.61%
  • DJIA 11,092.00 -.80%
  • NASDAQ 2,534.56 +.80%
  • Russell 2000 732.73 +1.65%
  • Wilshire 5000 12,405.39 -.21%
  • Russell 1000 Growth 550.20 +.46%
  • Russell 1000 Value 597.35 -1.25%
  • Morgan Stanley Consumer 714.65 -.70%
  • Morgan Stanley Cyclical 952.53 +.04%
  • Morgan Stanley Technology 637.90 +1.19%
  • Transports 4,879.25 +.81%
  • Utilities 392.64 -1.68%
  • MSCI Emerging Markets 45.17 -2.68%
  • Lyxor L/S Equity Long Bias Index 1,011.53 +.23%
  • Lyxor L/S Equity Variable Bias Index 856.99 +.11%
  • Lyxor L/S Equity Short Bias Index 763.0 -.91%
Sentiment/Internals
  • NYSE Cumulative A/D Line +106,973 +2.66%
  • Bloomberg New Highs-Lows Index +281 +142
  • Bloomberg Crude Oil % Bulls 36.0 -23.4%
  • CFTC Oil Net Speculative Position n/a
  • CFTC Oil Total Open Interest n/a
  • Total Put/Call .85 +2.47%
  • OEX Put/Call 3.23 +186.55%
  • ISE Sentiment 126.0 -.79%
  • NYSE Arms 2.01 +240.68%
  • Volatility(VIX) 22.22 +17.22%
  • S&P 500 Implied Correlation Index n/a
  • G7 Currency Volatility (VXY) 12.63 +6.31%
  • Smart Money Flow Index 9,531.65 +1.82%
  • Money Mkt Mutual Fund Assets $2.813 Trillion +.5%
  • AAII % Bulls 47.40 +18.50%
  • AAII % Bears 24.68 -24.06%
Futures Spot Prices
  • CRB Index 301.14 -.50%
  • Crude Oil 83.75 +1.06%
  • Reformulated Gasoline 220.80 -.60%
  • Natural Gas 4.41 +4.94%
  • Heating Oil 231.55 +.96%
  • Gold 1,364.50 +.35%
  • Bloomberg Base Metals 228.67 -.76%
  • Copper 374.95 -2.54%
  • US No. 1 Heavy Melt Scrap Steel 329.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,364 Yuan/Ton -.14%
  • S&P GSCI Agriculture 442.0 -1.65%
Economy
  • ECRI Weekly Leading Economic Index 126.40 +1.77%
  • Citi US Economic Surprise Index +24.10 -5.6 points
  • Fed Fund Futures imply 58.7% chance of no change, 41.3% chance of 25 basis point cut on 12/14
  • US Dollar Index 80.38 +2.20%
  • Yield Curve 236.0 unch.
  • 10-Year US Treasury Yield 2.87% unch.
  • Federal Reserve's Balance Sheet $2.297 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 42.11 +3.87%
  • California Municipal Credit Default Swap 315.60 +9.58%
  • Western Europe Sovereign Debt Credit Default Swap Index 180.33 +10.63%
  • 10-Year TIPS Spread 2.14% +1 basis point
  • TED Spread 14.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 95.62 +5.06%
  • Euro Financial Sector Credit Default Swap Index 138.08 +30.27%
  • Emerging Markets Credit Default Swap Index 223.74 +2.36%
  • CMBS Super Senior AAA 10-Year Treasury Spread 265.0 +5 basis points
  • M1 Money Supply $1.880 Trillion unch.
  • Business Loans 604.30 -.46%
  • 4-Week Moving Average of Jobless Claims 436,000 -1.7%
  • Continuing Claims Unemployment Rate 3.3% -10 basis points
  • Average 30-Year Mortgage Rate 4.40% +1 basis point
  • Weekly Mortgage Applications 728.80 +2.13%
  • ABC Consumer Confidence -47 unch.
  • Weekly Retail Sales +2.60% -10 basis points
  • Nationwide Gas $2.86/gallon -.02/gallon
  • U.S. Heating Demand Next 7 Days 3.0% above normal
  • Baltic Dry Index 2,200 +1.66%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -11.11%
  • Rail Freight Carloads 235,999 +1.34%
  • Iraqi 2028 Government Bonds 89.75 -1.77%
Best Performing Style
  • Small-Cap Growth +2.30%
Worst Performing Style
  • Large-Cap Value -1.24%
Leading Sectors
  • Disk Drives +3.90%
  • Coal +2.86%
  • Semis +2.72%
  • Airlines +2.16%
  • Gaming +1.88%
Lagging Sectors
  • Education -2.79%
  • Steel -2.93%
  • Banks -3.27%
  • Homebuilders -3.37%
  • Oil Tankers -3.98%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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