Friday, April 01, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,332.41 +1.42%
  • DJIA 12,376.46 +1.28%
  • NASDAQ 2,789.60 +1.70%
  • Russell 2000 846.77 +2.78%
  • Wilshire 5000 13,980.70 +1.66%
  • Russell 1000 Growth 610.06 +1.56%
  • Russell 1000 Value 680.65 +1.55%
  • Morgan Stanley Consumer 760.33 +1.27%
  • Morgan Stanley Cyclical 1,116.16 +2.01%
  • Morgan Stanley Technology 681.19 +.53%
  • Transports 5,370.47 +3.13%
  • Utilities 415.80 +1.89%
  • MSCI Emerging Markets 49.14 +4.06%
  • Lyxor L/S Equity Long Bias Index 1,042.77 +.41%
  • Lyxor L/S Equity Variable Bias Index 883.87 +.93%
  • Lyxor L/S Equity Short Bias Index 623.13 -5.63%
Sentiment/Internals
  • NYSE Cumulative A/D Line +124,506 +2.72%
  • Bloomberg New Highs-Lows Index +305 +145
  • Bloomberg Crude Oil % Bulls 35.0 +6.06%
  • CFTC Oil Net Speculative Position +254,894 +.46%
  • CFTC Oil Total Open Interest 1,516,581 +.83%
  • Total Put/Call .85 +1.19%
  • OEX Put/Call 1.65 +46.02%
  • ISE Sentiment 102.0 -6.42%
  • NYSE Arms .79 -24.27%
  • Volatility(VIX) 17.40 -2.23%
  • G7 Currency Volatility (VXY) 10.73 +.56%
  • Smart Money Flow Index 10,175.64 +1.17%
  • Money Mkt Mutual Fund Assets $2.736 Trillion +.10%
  • AAII % Bulls 41.81 +10.73%
  • AAII % Bears 31.07 -11.15%
Futures Spot Prices
  • CRB Index 360.89 +.37%
  • Crude Oil 107.94 +2.55%
  • Reformulated Gasoline 315.13 +3.31%
  • Natural Gas 4.36 -4.01%
  • Heating Oil 313.45 +2.18%
  • Gold 1,428.90 -.20%
  • Bloomberg Base Metals 262.18 -2.70%
  • Copper 425.85 -3.84%
  • US No. 1 Heavy Melt Scrap Steel 416.67 USD/Ton +.64%
  • China Hot Rolled Domestic Steel Sheet 4,764 Yuan/Ton +.83%
  • UBS-Bloomberg Agriculture 1,704.56 +1.68%
Economy
  • ECRI Weekly Leading Economic Index 130.0 +.70%
  • S&P 500 EPS Estimates 1 Year Mean 94.34 unch.
  • Citi US Economic Surprise Index +51.50 -2.7 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 4/27
  • US Dollar Index 75.83 -.49%
  • Yield Curve 264.0 -7 basis points
  • 10-Year US Treasury Yield 3.44% unch.
  • Federal Reserve's Balance Sheet $2.606 Trillion +.81%
  • U.S. Sovereign Debt Credit Default Swap 41.50 -1.67%
  • California Municipal Debt Credit Default Swap 210.12 +1.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 166.33 -1.73%
  • Emerging Markets Sovereign Debt CDS Index 157.11 -3.14%
  • Saudi Sovereign Debt Credit Default Swap 118.41 -5.44%
  • Iraqi 2028 Government Bonds 92.64 +1.44%
  • 10-Year TIPS Spread 2.52% +8 basis points
  • TED Spread 24.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 94.21 -.56%
  • Euro Financial Sector Credit Default Swap Index 88.42 -12.74%
  • Emerging Markets Credit Default Swap Index 200.02 -3.89%
  • CMBS Super Senior AAA 10-Year Treasury Spread 202.0 unch.
  • M1 Money Supply $1.889 Trillion +1.32%
  • Business Loans 622.50 +.21%
  • 4-Week Moving Average of Jobless Claims 394,300 +.80%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.86% +5 basis points
  • Weekly Mortgage Applications 485,300 -7.46%
  • Bloomberg Consumer Comfort -46.9 +2.0 points
  • Weekly Retail Sales +2.30% +10 basis points
  • Nationwide Gas $3.62/gallon +.06/gallon
  • U.S. Heating Demand Next 7 Days 6.0% below normal
  • Baltic Dry Index 1,530 -3.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -11.76%
  • Rail Freight Carloads 223,034 +.11%
Best Performing Style
  • Small-Cap Growth +3.12%
Worst Performing Style
  • Large-Cap Value +1.54%
Leading Sectors
  • Papers +5.53%
  • HMOs +5.43%
  • Biotech +4.45%
  • Telecom +4.33%
  • Hospitals +3.26%
Lagging Sectors
  • Oil Tankers +.04%
  • Education -.07%
  • Homebuilders -.10%
  • Semis -.23%
  • Computer Hardware -.86%
Weekly High-Volume Stock Gainers (21)
  • GSIC, OXM, RURL, SPEC, CEPH, VHC, BODY, TSLA, ARII, TZOO, WAB, AH, GEVO, ELON, END, BBRG, KOP, FXCM, BLK, ENV and EBIX
Weekly High-Volume Stock Losers (10)
  • CXS, CLNY, SRI, AMRS, MAPP, GSIG, EPOC, WAC, SEMG and ACXM
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: