Friday, March 04, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,321.15 +.10%
  • DJIA 12,169.88 +.32%
  • NASDAQ 2,784.67 +.13%
  • Russell 2000 824.99 +.37%
  • Wilshire 5000 13,818.36 +.13%
  • Russell 1000 Growth 606.17 +.16%
  • Russell 1000 Value 670.82 +.05%
  • Morgan Stanley Consumer 750.41 +.14%
  • Morgan Stanley Cyclical 1,073.26 +.04%
  • Morgan Stanley Technology 701.63 -.29%
  • Transports 5,060.54 unch.
  • Utilities 412.56 +.41%
  • MSCI Emerging Markets 46.93 +3.36%
  • Lyxor L/S Equity Long Bias Index 1,054.91 -.18%
  • Lyxor L/S Equity Variable Bias Index 886.95 -.20%
  • Lyxor L/S Equity Short Bias Index 632.76 -.15%
Sentiment/Internals
  • NYSE Cumulative A/D Line +121,800 +1.08%
  • Bloomberg New Highs-Lows Index +250 +114
  • Bloomberg Crude Oil % Bulls 56.0 -3.45%
  • CFTC Oil Net Speculative Position +271,887 +24.14%
  • CFTC Oil Total Open Interest 1,569,519 +4.18%
  • Total Put/Call .77 -4.94%
  • OEX Put/Call 1.91 +15.76%
  • ISE Sentiment 156.0 +5.41%
  • NYSE Arms 1.65 +153.84%
  • Volatility(VIX) 19.06 -.83%
  • G7 Currency Volatility (VXY) 10.02 -4.93%
  • Smart Money Flow Index 10,117.64 -1.32%
  • Money Mkt Mutual Fund Assets $2.751 Trillion unch.
  • AAII % Bulls 36.79 +.44%
  • AAII % Bears 33.16 -8.25%
Futures Spot Prices
  • CRB Index 362.88 +3.29%
  • Crude Oil 104.42 +6.30%
  • Reformulated Gasoline 304.64 +4.74%
  • Natural Gas 3.81 -5.30%
  • Heating Oil 308.93 +4.56%
  • Gold 1,428.60 +1.32%
  • Bloomberg Base Metals 275.08 +2.74%
  • Copper 448.55 +.26%
  • US No. 1 Heavy Melt Scrap Steel 418.33 USD/Ton -3.54%
  • China Hot Rolled Domestic Steel Sheet 4,715 Yuan/Ton -1.61%
  • UBS-Bloomberg Agriculture 1,757.55 +2.71%
Economy
  • ECRI Weekly Leading Economic Index 129.80 -.54%
  • Citi US Economic Surprise Index +97.50 +27.3 points
  • Fed Fund Futures imply 72.9% chance of no change, 27.1% chance of 25 basis point cut on 3/15
  • US Dollar Index 76.41 -1.12%
  • Yield Curve 281.0 +11 basis points
  • 10-Year US Treasury Yield 3.49% +8 basis points
  • Federal Reserve's Balance Sheet $2.528 Trillion +.49%
  • U.S. Sovereign Debt Credit Default Swap 43.50 -7.78%
  • California Municipal Debt Credit Default Swap 218.59 -1.70%
  • Western Europe Sovereign Debt Credit Default Swap Index 173.17 -2.07%
  • Emerging Markets Sovereign Debt CDS Index 191.08 -2.59%
  • Saudi Sovereign Debt Credit Default Swap 133.07 -2.15%
  • Iraqi 2028 Government Bonds 87.68 -1.0%
  • 10-Year TIPS Spread 2.50% +9 basis points
  • TED Spread 20.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 83.49 +.75%
  • Euro Financial Sector Credit Default Swap Index 116.44 -5.37%
  • Emerging Markets Credit Default Swap Index 213.07 -5.49%
  • CMBS Super Senior AAA 10-Year Treasury Spread 192.0 unch.
  • M1 Money Supply $1.879 Trillion +1.39%
  • Business Loans 617.10 +.39%
  • 4-Week Moving Average of Jobless Claims 388,500 -3.20%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.87% -8 basis points
  • Weekly Mortgage Applications 445.1 -6.49%
  • Bloomberg Consumer Comfort -39.3 -.1 point
  • Weekly Retail Sales +2.6% +10 basis points
  • Nationwide Gas $3.47/gallon +.18/gallon
  • U.S. Heating Demand Next 7 Days 3.0% below normal
  • Baltic Dry Index 1,346 +8.11%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 220,589 -5.73%
Best Performing Style
  • Small-Cap Growth +.80%
Worst Performing Style
  • Small-Cap Value -.08%
Leading Sectors
  • Coal +4.96%
  • Construction +3.09%
  • HMOs +3.03%
  • Networking +2.89%
  • Semis +2.71%
Lagging Sectors
  • Education -2.22%
  • Airlines -2.39%
  • Banks -2.40%
  • Disk Drives -2.91%
  • Alt Energy -3.23%
Weekly High-Volume Stock Gainers (31)
  • OVTI, SHS, ARGN SRZ, MRX, CAP, TTI, HNR, TREX, FXEN, GIFI, BOOM, PEET, SD, PNM, EXAM, TRLG, TRGT, FIX, IPCM, NOG, OSTK, PMC, NHP, ACIW, NHI, EIX, DY, IRWD, GB and HR
Weekly High-Volume Stock Losers (26)
  • TRS, TTEC, VTR, PERY, PBY, KWK, PHH, USMO, CLGX, MED, SFY, SIGM, TWGP, CVGW, RP, FSYS, HITK, CCG, TNS, RST, WTI, GTY, AMLN, MDAS, NTRI and CEDC
Weekly Charts
ETFs
Stocks
*5-Day Change

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