Friday, March 11, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,304.28 -1.29%
  • DJIA 12,044.41 -1.03%
  • NASDAQ 2,715.61 -2.48%
  • Russell 2000 802.83 -2.69%
  • Wilshire 5000 13,615.90 -1.47%
  • Russell 1000 Growth 594.89 -1.86%
  • Russell 1000 Value 665.18 -.84%
  • Morgan Stanley Consumer 751.02 +.08%
  • Morgan Stanley Cyclical 1,067.45 -.54%
  • Morgan Stanley Technology 676.63 -3.56%
  • Transports 5,126.98 +1.31%
  • Utilities 417.99 +1.32%
  • MSCI Emerging Markets 45.85 -2.30%
  • Lyxor L/S Equity Long Bias Index 1,052.46 +.47%
  • Lyxor L/S Equity Variable Bias Index 889.70 +.63%
  • Lyxor L/S Equity Short Bias Index 632.76 -2.24%
Sentiment/Internals
  • NYSE Cumulative A/D Line +120,278 -1.25%
  • Bloomberg New Highs-Lows Index +24 -226
  • Bloomberg Crude Oil % Bulls 42.0 -25.0%
  • CFTC Oil Net Speculative Position +275,582 +1.36%
  • CFTC Oil Total Open Interest 1,572,544 +.19%
  • Total Put/Call 1.08 +40.26%
  • OEX Put/Call 1.80 -5.76%
  • ISE Sentiment 105.0 -32.69%
  • NYSE Arms .45 -72.73%
  • Volatility(VIX) 20.08 +5.35%
  • G7 Currency Volatility (VXY) 10.38 +3.49%
  • Smart Money Flow Index 9,985.53 -1.31%
  • Money Mkt Mutual Fund Assets $2.750 Trillion -.10%
  • AAII % Bulls 35.98 -2.20%
  • AAII % Bears 32.32 -2.53%
Futures Spot Prices
  • CRB Index 351.88 -3.03%
  • Crude Oil 101.16 -3.57%
  • Reformulated Gasoline 298.77 -1.98%
  • Natural Gas 3.89 +2.21%
  • Heating Oil 302.90 -2.04%
  • Gold 1,421.80 -.79%
  • Bloomberg Base Metals 252.62 -8.16%
  • Copper 420.75 -6.39%
  • US No. 1 Heavy Melt Scrap Steel 413.33 USD/Ton -1.20%
  • China Hot Rolled Domestic Steel Sheet 4,630 Yuan/Ton -1.80%
  • UBS-Bloomberg Agriculture 1,661.73 -5.45%
Economy
  • ECRI Weekly Leading Economic Index 130.80 +.77%
  • S&P 500 EPS Estimates 1 Year Mean 94.26 +.49%
  • Citi US Economic Surprise Index +68.30 -29.2 points
  • Fed Fund Futures imply 21.6% chance of no change, 78.4% chance of 25 basis point cut on 3/15
  • US Dollar Index 76.73 +.44%
  • Yield Curve 276.0 -5 basis points
  • 10-Year US Treasury Yield 3.40% -9 basis points
  • Federal Reserve's Balance Sheet $2.561 Trillion +1.27%
  • U.S. Sovereign Debt Credit Default Swap 45.08 +3.63%
  • California Municipal Debt Credit Default Swap 211.57 -3.21%
  • Western Europe Sovereign Debt Credit Default Swap Index 182.33 +5.29%
  • Emerging Markets Sovereign Debt CDS Index 185.99 -2.66%
  • Saudi Sovereign Debt Credit Default Swap 129.55 -2.65%
  • Iraqi 2028 Government Bonds 90.15 +2.52%
  • 10-Year TIPS Spread 2.46% -4 basis points
  • TED Spread 24.0 +4 basis points
  • N. America Investment Grade Credit Default Swap Index 86.75 +3.90%
  • Euro Financial Sector Credit Default Swap Index 120.95 +3.87%
  • Emerging Markets Credit Default Swap Index 213.04 -.01%
  • CMBS Super Senior AAA 10-Year Treasury Spread 192.0 unch.
  • M1 Money Supply $1.899 Trillion +1.12%
  • Business Loans 620.10 +.06%
  • 4-Week Moving Average of Jobless Claims 392,300 +.80%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.88% +1 basis point
  • Weekly Mortgage Applications 514.20 +15.52%
  • Bloomberg Consumer Comfort -44.5 -5.2 points
  • Weekly Retail Sales +2.0% -60 basis points
  • Nationwide Gas $3.54/gallon +.07/gallon
  • U.S. Heating Demand Next 7 Days 23.0% below normal
  • Baltic Dry Index 1,562 +16.04%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 45.0 +12.50%
  • Rail Freight Carloads 214,343 -2.83%
Best Performing Style
  • Large-Cap Value -.84%
Worst Performing Style
  • Small-Cap Growth -2.93%
Leading Sectors
  • Airlines +4.51%
  • Restaurants +2.64%
  • Utilities +1.32%
  • Homebuilders +1.09%
  • Telecom +1.07%
Lagging Sectors
  • Gaming -4.93%
  • Alt Energy 6.03%
  • Agriculture -6.20%
  • Coal -8.14%
  • Semis -8.16%
Weekly High-Volume Stock Gainers (15)
  • VRUS, CHSI, BSFT, CRDN, RCRC, AVAV, HGSI, LWSN, SAFM, MYRG, LXU, RNOW, COO, DKS and SSI
Weekly High-Volume Stock Losers (13)
  • QLIK, NCS, SAM, CLR, BYI, CASY, TICC, VSEA, URBN, VC, BKCC, FN and FNSR
Weekly Charts
ETFs
Stocks
*5-Day Change

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