Friday, January 28, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,276.34 -.55%
  • DJIA 11,823.70 -.40%
  • NASDAQ 2,686.89 -.10%
  • Russell 2000 775.40 +.29%
  • Wilshire 5000 13,306.20 -.33%
  • Russell 1000 Growth 584.27 -.14%
  • Russell 1000 Value 648.04 -.62%
  • Morgan Stanley Consumer 741.42 -1.77%
  • Morgan Stanley Cyclical 1,056.24 +.24%
  • Morgan Stanley Technology 687.09 +.56%
  • Transports 4,994.93 -1.0%
  • Utilities 408.94 -1.06%
  • MSCI Emerging Markets 46.22 -1.24%
  • Lyxor L/S Equity Long Bias Index 1,040.11 -1.08%
  • Lyxor L/S Equity Variable Bias Index 866.46 -1.54%
  • Lyxor L/S Equity Short Bias Index 679.76 +.52%
Sentiment/Internals
  • NYSE Cumulative A/D Line +115,197 +2.76%
  • Bloomberg New Highs-Lows Index +493 +420
  • Bloomberg Crude Oil % Bulls 38.0 +52.0%
  • CFTC Oil Net Speculative Position +143,317 -13.95%
  • CFTC Oil Total Open Interest 1,499,599 +.51%
  • Total Put/Call 1.07 +35.44%
  • OEX Put/Call 2.12 +76.67%
  • ISE Sentiment 98.0 -16.95%
  • NYSE Arms 1.59 +93.90%
  • Volatility(VIX) 20.04 +8.50%
  • G7 Currency Volatility (VXY) 11.25 -2.60%
  • Smart Money Flow Index 10,106.81 +.55%
  • Money Mkt Mutual Fund Assets $2.758 Trillion -.10%
  • AAII % Bulls 42.04 -17.08%
  • AAII % Bears 34.29 +17.84%
Futures Spot Prices
  • CRB Index 335.44 +.43%
  • Crude Oil 89.35 +.27%
  • Reformulated Gasoline 245.45 -.36%
  • Natural Gas 4.33 -8.40%
  • Heating Oil 268.81 +1.05%
  • Gold 1,337.60 -.47%
  • Bloomberg Base Metals 261.41 +1.82%
  • Copper 435.70 +1.03%
  • US No. 1 Heavy Melt Scrap Steel 432.33 USD/Ton +14.27%
  • China Hot Rolled Domestic Steel Sheet 4,868 Yuan/Ton +1.33%
  • UBS-Bloomberg Agriculture 1,707.88 +.60%
Economy
  • ECRI Weekly Leading Economic Index 127.50 -1.09%
  • Citi US Economic Surprise Index +28.20 -10.4 points
  • Fed Fund Futures imply 69.3% chance of no change, 30.7% chance of 25 basis point cut on 3/15
  • US Dollar Index 78.16 -.10%
  • Yield Curve 278.0 -1 basis point
  • 10-Year US Treasury Yield 3.33% -7 basis points
  • Federal Reserve's Balance Sheet $2.426 Trillion +.80%
  • U.S. Sovereign Debt Credit Default Swap 51.41 +5.37%
  • California Municipal Debt Credit Default Swap 263.64 -4.21%
  • Western Europe Sovereign Debt Credit Default Swap Index 184.50 +3.17%
  • Emerging Markets Sovereign Debt CDS Index 206.61 +10.63%
  • 10-Year TIPS Spread 2.25% +7 basis points
  • TED Spread 16.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 83.93 +1.18%
  • Euro Financial Sector Credit Default Swap Index 148.64 +2.66%
  • Emerging Markets Credit Default Swap Index 224.98 +11.83%
  • CMBS Super Senior AAA 10-Year Treasury Spread 199.0 +2 basis points
  • M1 Money Supply $1.853 Trillion +1.66%
  • Business Loans 623.40 +.48%
  • 4-Week Moving Average of Jobless Claims 428,800 +3.80%
  • Continuing Claims Unemployment Rate 3.2% +10 basis points
  • Average 30-Year Mortgage Rate 4.80% +6 basis points
  • Weekly Mortgage Applications 441.80 -12.86%
  • ABC Consumer Confidence -44 -1 point
  • Weekly Retail Sales +2.5% -20 basis points
  • Nationwide Gas $3.10/gallon -.02/gallon
  • U.S. Heating Demand Next 7 Days 4.0% above normal
  • Baltic Dry Index 1,186 -14.86%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 213,206 -.13%
  • Iraqi 2028 Government Bonds 93.25 -1.70%
Best Performing Style
  • Small-Cap Value +.47%
Worst Performing Style
  • Large-Cap Value -.62%
Leading Sectors
  • Oil Tankers +5.28%
  • Oil Service +5.27%
  • Coal +3.33%
  • HMOs +2.24%
  • Computer Services +1.69%
Lagging Sectors
  • Alt Energy -1.65%
  • Banks -2.18%
  • Restaurants -2.74%
  • Disk Drives -2.78%
  • Foods -2.91%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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