Friday, December 10, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,240.40 +1.28%
  • DJIA 11,410.32 +.25%
  • NASDAQ 2,637.54 +1.78%
  • Russell 2000 776.83 +2.70%
  • Wilshire 5000 12,946.41 +1.34%
  • Russell 1000 Growth 569.38 +.78%
  • Russell 1000 Value 626.87 +1.62%
  • Morgan Stanley Consumer 737.43 +1.03%
  • Morgan Stanley Cyclical 1,017.74 +1.68%
  • Morgan Stanley Technology 660.05 +1.26%
  • Transports 5,099.38 +.60%
  • Utilities 397.39 -.41%
  • MSCI Emerging Markets 46.61 -.58%
  • Lyxor L/S Equity Long Bias Index 1,021.11 +1.97%
  • Lyxor L/S Equity Variable Bias Index 857.92 +1.99%
  • Lyxor L/S Equity Short Bias Index 728.52 -2.59%
Sentiment/Internals
  • NYSE Cumulative A/D Line +107,757 +.35%
  • Bloomberg New Highs-Lows Index +314 -352
  • Bloomberg Crude Oil % Bulls 33.0 -8.33%
  • CFTC Oil Net Speculative Position +176,557 +20.19%
  • CFTC Oil Total Open Interest 1,367,119 +1.85%
  • Total Put/Call .75 -1.32%
  • OEX Put/Call .39 -59.79%
  • ISE Sentiment 230.0 +91.27%
  • NYSE Arms .52 -19.40%
  • Volatility(VIX) 17.48 -3.11%
  • G7 Currency Volatility (VXY) 12.12 +.41%
  • Smart Money Flow Index 9,691.05 -.57%
  • Money Mkt Mutual Fund Assets $2.836 Trillion +.9%
  • AAII % Bulls 53.05 +6.83%
  • AAII % Bears 22.56 -13.93%
Futures Spot Prices
  • CRB Index 314.91 -.39%
  • Crude Oil 87.80 -1.85%
  • Reformulated Gasoline 231.48 -1.85%
  • Natural Gas 4.43 +2.52%
  • Heating Oil 245.61 -1.47%
  • Gold 1,387.40 -2.0%
  • Bloomberg Base Metals 245.75 +2.61%
  • Copper 411.80 +2.67%
  • US No. 1 Heavy Melt Scrap Steel 340.0 USD/Ton +.30%
  • China Hot Rolled Domestic Steel Sheet 4,442 Yuan/Ton +.98%
  • S&P GSCI Agriculture 474.96 +.01%
Economy
  • ECRI Weekly Leading Economic Index 126.40 +.88%
  • Citi US Economic Surprise Index +1.7 +11.3 points
  • Fed Fund Futures imply 55.1% chance of no change, 44.9% chance of 25 basis point cut on 12/14
  • US Dollar Index 80.06 +.88%
  • Yield Curve 269.0 +16 basis points
  • 10-Year US Treasury Yield 3.33% +32 basis points
  • Federal Reserve's Balance Sheet $2.364 Trillion +1.51%
  • U.S. Sovereign Debt Credit Default Swap 41.66 +2.76%
  • California Municipal Debt Credit Default Swap 295.63 +5.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 185.50 +4.51%
  • 10-Year TIPS Spread 2.18% -2 basis points
  • TED Spread 19.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 88.21 -4.99%
  • Euro Financial Sector Credit Default Swap Index 146.43 +15.10%
  • Emerging Markets Credit Default Swap Index 213.96 +1.48%
  • CMBS Super Senior AAA 10-Year Treasury Spread 252.0 -15 basis points
  • M1 Money Supply $1.844 Trillion +1.50%
  • Business Loans 605.90 +.02%
  • 4-Week Moving Average of Jobless Claims 427,500 -.9%
  • Continuing Claims Unemployment Rate 3.2% -20 basis points
  • Average 30-Year Mortgage Rate 4.61% +15 basis points
  • Weekly Mortgage Applications 603.50 -.87%
  • ABC Consumer Confidence -45 unch.
  • Weekly Retail Sales +3.8% +60 basis points
  • Nationwide Gas $2.98/gallon +.08/gallon
  • U.S. Heating Demand Next 7 Days 11.0% above normal
  • Baltic Dry Index 2,111 -1.03%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 235,835 +28.32%
  • Iraqi 2028 Government Bonds 89.27 +.47%
Best Performing Style
  • Small-Cap Value +2.74%
Worst Performing Style
  • Large-Cap Growth +.78%
Leading Sectors
  • Hospitals +8.02%
  • Banks +6.02%
  • Education +5.12%
  • Networking +3.64%
  • Alt Energy +3.28%
Lagging Sectors
  • Oil Service -1.02%
  • Gold -1.14%
  • REITs -1.20%
  • Restaurants -1.31%
  • Airlines -3.35%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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