Friday, March 25, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,313.80 +2.70%
  • DJIA 12,220.50 +3.05%
  • NASDAQ 2,743.06 +3.76%
  • Russell 2000 823.85 +3.67%
  • Wilshire 5000 13,752.50 +2.83%
  • Russell 1000 Growth 600.68 +3.35%
  • Russell 1000 Value 670.29 +2.18%
  • Morgan Stanley Consumer 750.80 +1.81%
  • Morgan Stanley Cyclical 1,094.16 +2.93%
  • Morgan Stanley Technology 677.56 +3.61%
  • Transports 5,207.57 +3.0%
  • Utilities 408.07 +1.97%
  • MSCI Emerging Markets 47.22 +4.07%
  • Lyxor L/S Equity Long Bias Index 1,038.55 +1.19%
  • Lyxor L/S Equity Variable Bias Index 875.75 +1.52%
  • Lyxor L/S Equity Short Bias Index 660.35 -2.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line +121,211 +3.43%
  • Bloomberg New Highs-Lows Index +160 +129
  • Bloomberg Crude Oil % Bulls 33.0 -41.1%
  • CFTC Oil Net Speculative Position +253,728 -.33%
  • CFTC Oil Total Open Interest 1,503,614 -4.87%
  • Total Put/Call .84 -14.29%
  • OEX Put/Call 1.13 -1.74%
  • ISE Sentiment 109.0 +23.86%
  • NYSE Arms 1.03 -3.74%
  • Volatility(VIX) 17.91 -26.72%
  • G7 Currency Volatility (VXY) 10.72 -7.43%
  • Smart Money Flow Index 10,108.86 +.53%
  • Money Mkt Mutual Fund Assets $2.732 Trillion -.30%
  • AAII % Bulls 37.76 +32.54%
  • AAII % Bears 34.97 -12.84%
Futures Spot Prices
  • CRB Index 359.57 +2.40%
  • Crude Oil 105.40 +3.13%
  • Reformulated Gasoline 304.45 +2.98%
  • Natural Gas 4.40 +6.20%
  • Heating Oil 305.48 +.78%
  • Gold 1,427.60 +.65%
  • Bloomberg Base Metals 269.46 +2.69%
  • Copper 441.90 +1.48%
  • US No. 1 Heavy Melt Scrap Steel 414.0 USD/Ton +.16%
  • China Hot Rolled Domestic Steel Sheet 4,725 Yuan/Ton -.23%
  • UBS-Bloomberg Agriculture 1,676.45 +.72%
Economy
  • ECRI Weekly Leading Economic Index 129.30 -.77%
  • S&P 500 EPS Estimates 1 Year Mean 94.34 unch.
  • Citi US Economic Surprise Index +54.20 -9.1 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 76.15 +.61%
  • Yield Curve 271.0 +3 basis points
  • 10-Year US Treasury Yield 3.44% +17 basis points
  • Federal Reserve's Balance Sheet $2.585 Trillion +.72%
  • U.S. Sovereign Debt Credit Default Swap 43.14 +2.71%
  • California Municipal Debt Credit Default Swap 206.12 -.18%
  • Western Europe Sovereign Debt Credit Default Swap Index 169.26 +1.76%
  • Emerging Markets Sovereign Debt CDS Index 162.20 -10.0%
  • Saudi Sovereign Debt Credit Default Swap 125.23 -1.14%
  • Iraqi 2028 Government Bonds 91.68 +1.35%
  • 10-Year TIPS Spread 2.44% unch.
  • TED Spread 23.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 94.74 +9.31%
  • Euro Financial Sector Credit Default Swap Index 98.65 -2.19%
  • Emerging Markets Credit Default Swap Index 208.32 -4.17%
  • CMBS Super Senior AAA 10-Year Treasury Spread 202.0 -9 basis points
  • M1 Money Supply $1.865 Trillion -.17%
  • Business Loans 619.10 -.15%
  • 4-Week Moving Average of Jobless Claims 385,300 -.40%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.81% +5 basis points
  • Weekly Mortgage Applications 524,400 +2.68%
  • Bloomberg Consumer Comfort -48.9 -.4 point
  • Weekly Retail Sales +2.20% +20 basis points
  • Nationwide Gas $3.56/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 19.0% above normal
  • Baltic Dry Index 1,583 +3.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
  • Rail Freight Carloads 222,788 +2.75%
Best Performing Style
  • Small-Cap Growth +4.27%
Worst Performing Style
  • Large-Cap Value +2.18%
Leading Sectors
  • Disk Drives +6.54%
  • Gaming +5.74%
  • Education +5.34%
  • Computer Hardware +5.07%
  • Semis +5.06%
Lagging Sectors
  • Drugs +1.46%
  • Homebuilders +1.15%
  • REITs +.57%
  • Insurance unch.
  • Banks -.52%
Weekly High-Volume Stock Gainers (14)
  • OXPS, GLPW, RHT, LO, MEDH, CTCT, SFLY, EPL, SSI, FDML, PBY, EXPR, SAIA and ACO
Weekly High-Volume Stock Losers (9)
  • AGNC, SCHL, IVR, SBAC, FFIV, FRP, RURL, NKE and EBIX
Weekly Charts
ETFs
Stocks
*5-Day Change

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