Friday, December 03, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,224.71 +2.97%
  • DJIA 11,382.09 +2.61%
  • NASDAQ 2,591.46 +2.24%
  • Russell 2000 756.42 +3.23%
  • Wilshire 5000 12,775.74 +2.98%
  • Russell 1000 Growth 564.96 +2.68%
  • Russell 1000 Value 616.85 +3.26%
  • Morgan Stanley Consumer 729.92 +2.08%
  • Morgan Stanley Cyclical 1,000.95 +5.02%
  • Morgan Stanley Technology 651.85 +2.11%
  • Transports 5,068.81 +3.88%
  • Utilities 399.03 +1.63%
  • MSCI Emerging Markets 46.88 +3.78%
  • Lyxor L/S Equity Long Bias Index 1,009.75 -.47%
  • Lyxor L/S Equity Variable Bias Index 856.54 -1.09%
  • Lyxor L/S Equity Short Bias Index 745.20 -2.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line +107,386 +.39%
  • Bloomberg New Highs-Lows Index +666 +385
  • Bloomberg Crude Oil % Bulls 36.0 unch.
  • CFTC Oil Net Speculative Position +146,894 +3.85%
  • CFTC Oil Total Open Interest 1,342,325 +.84%
  • Total Put/Call .76 -10.59%
  • OEX Put/Call .97 -69.97%
  • ISE Sentiment 126.0 -19.05%
  • NYSE Arms .67 -66.67%
  • Volatility(VIX) 18.01 -18.94%
  • G7 Currency Volatility (VXY) 12.07 -4.35%
  • Smart Money Flow Index 9,746.93 +1.94%
  • Money Mkt Mutual Fund Assets $2.813 Trillion +.5%
  • AAII % Bulls 49.66 +4.77%
  • AAII % Bears 26.21 +6.20%
Futures Spot Prices
  • CRB Index 316.16 +4.99%
  • Crude Oil 89.19 +6.60%
  • Reformulated Gasoline 235.21 +9.14%
  • Natural Gas 4.35 -2.11%
  • Heating Oil 248.74 +6.79%
  • Gold 1,406.20 +4.40%
  • Bloomberg Base Metals 239.51 +4.79%
  • Copper 399.90 +7.41%
  • US No. 1 Heavy Melt Scrap Steel 339.33 USD/Ton +2.93%
  • China Hot Rolled Domestic Steel Sheet 4,399 Yuan/Ton +.80%
  • S&P GSCI Agriculture 474.90 +7.69%
Economy
  • ECRI Weekly Leading Economic Index 125.40 -.48%
  • Citi US Economic Surprise Index -9.60 -33.7 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 79.38 -1.53%
  • Yield Curve 253.0 +17 basis points
  • 10-Year US Treasury Yield 3.01% +14 basis points
  • Federal Reserve's Balance Sheet $2.329 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 40.54 -4.25%
  • California Municipal Credit Default Swap 280.93 -10.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 177.50 -1.57%
  • 10-Year TIPS Spread 2.20% +6 basis points
  • TED Spread 17.0 +3 basis points
  • N. America Investment Grade Credit Default Swap Index 92.84 -2.91%
  • Euro Financial Sector Credit Default Swap Index 127.22 -3.93%
  • Emerging Markets Credit Default Swap Index 210.84 -5.77%
  • CMBS Super Senior AAA 10-Year Treasury Spread 267.0 +2 basis points
  • M1 Money Supply $1.816 Trillion +1.02%
  • Business Loans 604.60 +.05%
  • 4-Week Moving Average of Jobless Claims 431,000 -1.3%
  • Continuing Claims Unemployment Rate 3.4% +10 basis points
  • Average 30-Year Mortgage Rate 4.46% +6 basis points
  • Weekly Mortgage Applications 608.80 -16.47%
  • ABC Consumer Confidence -45 +2 points
  • Weekly Retail Sales +3.2% +60 basis points
  • Nationwide Gas $2.90/gallon +.04/gallon
  • U.S. Heating Demand Next 7 Days 18.0% above normal
  • Baltic Dry Index 2,133 -3.04%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 183,790 -22.12%
  • Iraqi 2028 Government Bonds 89.0 -1.50%
Best Performing Style
  • Mid-Cap Value +3.48%
Worst Performing Style
  • Large-Cap Growth +2.68%
Leading Sectors
  • Banks +7.66%
  • Oil Service +7.22%
  • Gold +6.87%
  • Homebuilders +6.83%
  • Semis +5.32%
Lagging Sectors
  • Drugs +.32%
  • Oil Tankers +.10%
  • Airlines -.40%
  • Internet -.71%
  • Tobacco -3.14%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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