Friday, March 18, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,279.21 -1.92%
  • DJIA 11,858.53 -1.54%
  • NASDAQ 2,643.67 -2.65%
  • Russell 2000 794.66 -1.02%
  • Wilshire 5000 13,373.40 -1.78%
  • Russell 1000 Growth 581.20 -2.30%
  • Russell 1000 Value 655.96 -1.39%
  • Morgan Stanley Consumer 737.42 -1.81%
  • Morgan Stanley Cyclical 1,062.99 -.42%
  • Morgan Stanley Technology 653.95 -3.35%
  • Transports 5,055.95 -1.39%
  • Utilities 400.18 -4.26%
  • MSCI Emerging Markets 45.37 -1.05%
  • Lyxor L/S Equity Long Bias Index 1,026.50 -2.88%
  • Lyxor L/S Equity Variable Bias Index 865.25 -2.77%
  • Lyxor L/S Equity Short Bias Index 646.87 +2.52%
Sentiment/Internals
  • NYSE Cumulative A/D Line +117,197 -.74%
  • Bloomberg New Highs-Lows Index +31 +7
  • Bloomberg Crude Oil % Bulls 56.0 +33.3%
  • CFTC Oil Net Speculative Position +254,568 -7.63%
  • CFTC Oil Total Open Interest 1,580,632 +.51%
  • Total Put/Call .98 -9.26%
  • OEX Put/Call 1.15 -36.11%
  • ISE Sentiment 88.0 -16.19%
  • NYSE Arms 1.07 +137.77%
  • Volatility(VIX) 24.44 +21.71%
  • G7 Currency Volatility (VXY) 11.57 +11.04%
  • Smart Money Flow Index 10,055.72 +.70%
  • Money Mkt Mutual Fund Assets $2.750 Trillion n/a
  • AAII % Bulls 28.49 -20.82%
  • AAII % Bears 40.12 +24.13%
Futures Spot Prices
  • CRB Index 351.15 -.21%
  • Crude Oil 101.34 +.62%
  • Reformulated Gasoline 296.30 -.82%
  • Natural Gas 4.16 +6.85%
  • Heating Oil 303.10 +.33%
  • Gold 1,419.10 unch.
  • Bloomberg Base Metals 262.39 +3.87%
  • Copper 436.45 +3.22%
  • US No. 1 Heavy Melt Scrap Steel 413.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,736 Yuan/Ton +2.29%
  • UBS-Bloomberg Agriculture 1,664.43 +.16%
Economy
  • ECRI Weekly Leading Economic Index 130.40 -.38%
  • S&P 500 EPS Estimates 1 Year Mean 94.34 +.08%
  • Citi US Economic Surprise Index +63.30 -5.0 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 4/27
  • US Dollar Index 75.57 -1.57%
  • Yield Curve 268.0 -8 basis points
  • 10-Year US Treasury Yield 3.27% -13 basis points
  • Federal Reserve's Balance Sheet $2.567 Trillion +.25%
  • U.S. Sovereign Debt Credit Default Swap 41.86 -2.61%
  • California Municipal Debt Credit Default Swap 206.50 -2.40%
  • Western Europe Sovereign Debt Credit Default Swap Index 166.33 -8.77%
  • Emerging Markets Sovereign Debt CDS Index 180.24 -2.99%
  • Saudi Sovereign Debt Credit Default Swap 126.68 -2.22%
  • Iraqi 2028 Government Bonds 90.21 -.22%
  • 10-Year TIPS Spread 2.44% -2 basis points
  • TED Spread 25.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 86.67 -.09%
  • Euro Financial Sector Credit Default Swap Index 102.66 -15.04%
  • Emerging Markets Credit Default Swap Index 216.37 +1.30%
  • CMBS Super Senior AAA 10-Year Treasury Spread 211.0 +19 basis points
  • M1 Money Supply $1.868 Trillion -1.63%
  • Business Loans 620.0 +.45%
  • 4-Week Moving Average of Jobless Claims 386,300 -1.80%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.76% -12 basis points
  • Weekly Mortgage Applications 510.70 -.68%
  • Bloomberg Consumer Comfort -48.5 -4.0 points
  • Weekly Retail Sales +2.0% unch.
  • Nationwide Gas $3.54/gallon unch.
  • U.S. Heating Demand Next 7 Days 12.0% below normal
  • Baltic Dry Index 1,531 -1.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -5.56%
  • Rail Freight Carloads 216,828 +1.16%
Best Performing Style
  • Small-Cap Value -.92%
Worst Performing Style
  • Large-Cap Growth -2.30%
Leading Sectors
  • Coal +7.11%
  • Paper +3.66%
  • Alt Energy +1.80%
  • Tobacco +.86%
  • Homebuilders +.61%
Lagging Sectors
  • Gaming -4.0%
  • Restaurants -4.0%
  • Utilities -4.26%
  • Education -4.35%
  • Airlines -4.72%
Weekly High-Volume Stock Gainers (14)
  • LZ, PANL, PRMW, NDN, VRA, SUP, AIRM, RCRC, NEU, MG, WSM, EBS, LDR and WBSN
Weekly High-Volume Stock Losers (18)
  • MDSO, CORE, EXC, RUE, AMSC, TRH, TIF, VOLC, AFL, ETR, CW, BWC, GES, TNDM, FRP, MED, SHAW and BWS
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

Pedro Gomes said...
This comment has been removed by the author.