Sunday, December 26, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,256.77 +1.12%
  • DJIA 11,573.49 +.65%
  • NASDAQ 2,665.60 +1.07%
  • Russell 2000 788.96 +1.60%
  • Wilshire 5000 13,127.21 +1.06%
  • Russell 1000 Growth 575.09 +.76%
  • Russell 1000 Value 637.82 +1.60%
  • Morgan Stanley Consumer 753.33 +.81%
  • Morgan Stanley Cyclical 1,037.78 +1.05%
  • Morgan Stanley Technology 663.85 +1.07%
  • Transports 5,078.92 -.16%
  • Utilities 405.73 +1.30%
  • MSCI Emerging Markets 46.65 +.59%
  • Lyxor L/S Equity Long Bias Index 1,032.09 +.41%
  • Lyxor L/S Equity Variable Bias Index 870.49 +.31%
  • Lyxor L/S Equity Short Bias Index 704.46 -1.77%
Sentiment/Internals
  • NYSE Cumulative A/D Line +110,102 +1.87%
  • Bloomberg New Highs-Lows Index +261 -140
  • Bloomberg Crude Oil % Bulls 53.0 +103.85%
  • CFTC Oil Net Speculative Position n/a
  • CFTC Oil Total Open Interest n/a
  • Total Put/Call .90 +8.43%
  • OEX Put/Call 1.22 -.81%
  • ISE Sentiment 121.0 -29.65%
  • NYSE Arms 1.60 +92.77%
  • Volatility(VIX) 16.47 -5.29%
  • G7 Currency Volatility (VXY) 12.21 -1.05%
  • Smart Money Flow Index 9,815.19 +.43%
  • Money Mkt Mutual Fund Assets $2.788 Trillion -.30%
  • AAII % Bulls 63.30 +26.02%
  • AAII % Bears 16.40 -39.59%
Futures Spot Prices
  • CRB Index 329.38 +3.79%
  • Crude Oil 91.51 +3.09%
  • Reformulated Gasoline 244.26 +5.19%
  • Natural Gas 4.08 +.66%
  • Heating Oil 254.08 +2.68%
  • Gold 1,380.50 +.35%
  • Bloomberg Base Metals 251.99 +2.50%
  • Copper 425.85 +2.10%
  • US No. 1 Heavy Melt Scrap Steel 342.83 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,567 Yuan/Ton +1.53%
  • S&P GSCI Agriculture 508.74 +5.19%
Economy
  • ECRI Weekly Leading Economic Index 128.0 +.55%
  • Citi US Economic Surprise Index +12.50 -5.2 points
  • Fed Fund Futures imply 74.0% chance of no change, 26.0% chance of 25 basis point cut on 1/26
  • US Dollar Index 80.47 +.13%
  • Yield Curve 274.0 +2 basis points
  • 10-Year US Treasury Yield 3.39% +6 basis points
  • Federal Reserve's Balance Sheet $2.410 Trillion +1.79%
  • U.S. Sovereign Debt Credit Default Swap 41.44 +2.43%
  • California Municipal Debt Credit Default Swap 292.50 +.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 1197.83 +5.98%
  • 10-Year TIPS Spread 2.32% +3 basis points
  • TED Spread 17.0 -3 basis points
  • N. America Investment Grade Credit Default Swap Index 85.53 -1.87%
  • Euro Financial Sector Credit Default Swap Index 149.53 +3.73%
  • Emerging Markets Credit Default Swap Index 206.66 -1.35%
  • CMBS Super Senior AAA 10-Year Treasury Spread 252.0 unch.
  • M1 Money Supply $1.810 Trillion -.47%
  • Business Loans 609.30 +.31%
  • 4-Week Moving Average of Jobless Claims 426,000 +.60%
  • Continuing Claims Unemployment Rate 3.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.81% -2 basis points
  • Weekly Mortgage Applications 479.90 -18.62%
  • ABC Consumer Confidence -41 +2 points
  • Weekly Retail Sales +3.3% +20 basis points
  • Nationwide Gas $3.03/gallon +.05/gallon
  • U.S. Heating Demand Next 7 Days 5.0% above normal
  • Baltic Dry Index 1,773 -11.31%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +14.29%
  • Rail Freight Carloads 220,187 -5.88%
  • Iraqi 2028 Government Bonds 91.79 +1.0%
Best Performing Style
  • Mid-Cap Value +1.99%
Worst Performing Style
  • Large-Cap Growth +.76%
Leading Sectors
  • Coal +5.97%
  • Education +4.31%
  • REITs +3.40%
  • Banks +3.37%
  • I-Banks +2.76%
Lagging Sectors
  • Networking -.10%
  • Restaurants -.32%
  • Road & Rail -.37%
  • Drugs -.54%
  • Airlines -.56%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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