Friday, January 14, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,293.24 +1.71%
  • DJIA 11,787.38 +.96%
  • NASDAQ 2,755.30 +1.93%
  • Russell 2000 807.57 +2.51%
  • Wilshire 5000 13,513.20 +1.83%
  • Russell 1000 Growth 591.70 +1.91%
  • Russell 1000 Value 656.61 +1.61%
  • Morgan Stanley Consumer 755.39 -.20%
  • Morgan Stanley Cyclical 1,077.52 +.75%
  • Morgan Stanley Technology 700.49 +2.89%
  • Transports 5,228.30 +.96%
  • Utilities 410.87 +.77%
  • MSCI Emerging Markets 47.88 +.98%
  • Lyxor L/S Equity Long Bias Index 1,044.82 +.66%
  • Lyxor L/S Equity Variable Bias Index 876.62 +.57%
  • Lyxor L/S Equity Short Bias Index 692.11 -1.08%
Sentiment/Internals
  • NYSE Cumulative A/D Line +113,786 +1.62%
  • Bloomberg New Highs-Lows Index +664 +286
  • Bloomberg Crude Oil % Bulls 35.0 +33.64%
  • CFTC Oil Net Speculative Position +169,085 +13.13%
  • CFTC Oil Total Open Interest 1,501,588 +2.06%
  • Total Put/Call .57 -37.36%
  • OEX Put/Call 3.41 +193.97%
  • ISE Sentiment 141.0 +50.0%
  • NYSE Arms .52 -54.78%
  • Volatility(VIX) 15.46 -9.80%
  • G7 Currency Volatility (VXY) 11.65 -4.74%
  • Smart Money Flow Index 9,972.65 +.57%
  • Money Mkt Mutual Fund Assets $2.797 Trillion -.10%
  • AAII % Bulls 52.34 -6.34%
  • AAII % Bears 23.44 +28.44%
Futures Spot Prices
  • CRB Index 333.06 +2.81%
  • Crude Oil 91.67 +3.60%
  • Reformulated Gasoline 249.19 +2.61%
  • Natural Gas 4.48 +1.49%
  • Heating Oil 264.50 +5.77%
  • Gold 1,361.40 -.61%
  • Bloomberg Base Metals 260.01 +1.23%
  • Copper 443.45 +3.51%
  • US No. 1 Heavy Melt Scrap Steel 375.73 USD/Ton +.55%
  • China Hot Rolled Domestic Steel Sheet 4,727 Yuan/Ton +1.24%
  • UBS-Bloomberg Agriculture 1,661.84 +3.27%
Economy
  • ECRI Weekly Leading Economic Index 128.10 -.62%
  • Citi US Economic Surprise Index +44.0 +8.9 points
  • Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point cut on 1/26
  • US Dollar Index 79.06 -2.40%
  • Yield Curve 275.0 +2 basis points
  • 10-Year US Treasury Yield 3.32% -1 basis point
  • Federal Reserve's Balance Sheet $2.451 Trillion +1.35%
  • U.S. Sovereign Debt Credit Default Swap 43.39 +7.25%
  • California Municipal Debt Credit Default Swap 283.50 -5.66%
  • Western Europe Sovereign Debt Credit Default Swap Index 193.17 -7.94%
  • 10-Year TIPS Spread 2.35% unch.
  • TED Spread 16.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 84.04 -5.77%
  • Euro Financial Sector Credit Default Swap Index 160.21 -8.07%
  • Emerging Markets Credit Default Swap Index 199.84 -2.69%
  • CMBS Super Senior AAA 10-Year Treasury Spread 187.0 -1 basis point
  • M1 Money Supply $1.865 Trillion +.29%
  • Business Loans 617.80 -.37%
  • 4-Week Moving Average of Jobless Claims 416,500 +1.30%
  • Continuing Claims Unemployment Rate 3.1% -20 basis points
  • Average 30-Year Mortgage Rate 4.71% -6 basis points
  • Weekly Mortgage Applications 482.70 +2.25%
  • ABC Consumer Confidence -40 +5 points
  • Weekly Retail Sales +2.8% -80 basis points
  • Nationwide Gas $3.10/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 5.0% below normal
  • Baltic Dry Index 1,446 -6.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 213,665 +28.02%
  • Iraqi 2028 Government Bonds 94.99 +1.87%
Best Performing Style
  • Small-Cap Growth +2.58%
Worst Performing Style
  • Large-Cap Value +1.61%
Leading Sectors
  • Semis +8.02%
  • Oil Service +5.29%
  • Construction +5.04%
  • HMOs +4.48%
  • Networking +4.30%
Lagging Sectors
  • Tobacco -.80%
  • Telecom -1.39%
  • Coal -1.91%
  • Gold -3.04%
  • Oil Tankers -4.66%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: