Friday, April 08, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,328.17 -.32%
  • DJIA 12,380.0 +.03%
  • NASDAQ 2,780.42 -.33%
  • Russell 2000 840.89 -.69%
  • Wilshire 5000 13,925.50 -.40%
  • Russell 1000 Growth 607.73 -.39%
  • Russell 1000 Value 678.16 -.37%
  • Morgan Stanley Consumer 761.60 +.17%
  • Morgan Stanley Cyclical 1,097.39 -1.68%
  • Morgan Stanley Technology 681.54 +.05%
  • Transports 5,228.30 -2.65%
  • Utilities 414.45 -.32%
  • MSCI Emerging Markets 49.89 +1.53%
  • Lyxor L/S Equity Long Bias Index 1,063.54 +1.19%
  • Lyxor L/S Equity Variable Bias Index 890.09 +.77%
  • Lyxor L/S Equity Short Bias Index 615.60 -1.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line +124,945 -.58%
  • Bloomberg New Highs-Lows Index +141 -164
  • Bloomberg Crude Oil % Bulls 49.0 +40.0%
  • CFTC Oil Net Speculative Position +252,151 -1.08%
  • CFTC Oil Total Open Interest 1,566,762 +3.34%
  • Total Put/Call .86 -2.27%
  • OEX Put/Call 2.88 +52.38%
  • ISE Sentiment 116.0 +13.73%
  • NYSE Arms 1.14 +44.30%
  • Volatility(VIX) 17.87 +2.70%
  • G7 Currency Volatility (VXY) 10.79 +.09%
  • Smart Money Flow Index 10,173.24 +.32%
  • Money Mkt Mutual Fund Assets $2.744 Trillion +.30%
  • AAII % Bulls 43.59 +4.26%
  • AAII % Bears 28.85 -7.15%
Futures Spot Prices
  • CRB Index 368.70 +2.16%
  • Crude Oil 112.79 +4.14%
  • Reformulated Gasoline 326.07 +3.12%
  • Natural Gas 4.04 -6.89%
  • Heating Oil 331.97 +5.71%
  • Gold 1,474.10 +3.14%
  • Bloomberg Base Metals 275.50 +5.08%
  • Copper 450.15 +5.77%
  • US No. 1 Heavy Melt Scrap Steel 416.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,838 Yuan/Ton +1.79%
  • UBS-Bloomberg Agriculture 1,730.31 +1.51%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.7% +20 basis points
  • S&P 500 EPS Estimates 1 Year Mean 94.34 unch.
  • Citi US Economic Surprise Index 34.10 -17.4 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 4/27
  • US Dollar Index 74.85 -1.29%
  • Yield Curve 277.0 +13 basis points
  • 10-Year US Treasury Yield 3.58% +14 basis points
  • Federal Reserve's Balance Sheet $2.633 Trillion +1.0%
  • U.S. Sovereign Debt Credit Default Swap 41.12 -.92%
  • California Municipal Debt Credit Default Swap 227.78 +8.40%
  • Western Europe Sovereign Debt Credit Default Swap Index 161.0 -3.21%
  • Emerging Markets Sovereign Debt CDS Index 150.77 -4.03%
  • Saudi Sovereign Debt Credit Default Swap 110.62 -6.58%
  • Iraqi 2028 Government Bonds 92.92 +.31%
  • 10-Year TIPS Spread 2.65% +13 basis points
  • TED Spread 25.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 92.83 -1.47%
  • Euro Financial Sector Credit Default Swap Index 79.46 -10.13%
  • Emerging Markets Credit Default Swap Index 192.32 -3.85%
  • CMBS Super Senior AAA 10-Year Treasury Spread 185.0 -17 basis points
  • M1 Money Supply $1.904 Trillion +.62%
  • Business Loans 626.90 +.71%
  • 4-Week Moving Average of Jobless Claims 389,500 -1.50%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.87% +1 basis point
  • Weekly Mortgage Applications 475,700 -1.98%
  • Bloomberg Consumer Comfort -44.5 +2.4 points
  • Weekly Retail Sales +1.90% -40 basis points
  • Nationwide Gas $3.74/gallon +.12/gallon
  • U.S. Heating Demand Next 7 Days 25.0% below normal
  • Baltic Dry Index 1,376 -9.47%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 234,308 +5.05%
Best Performing Style
  • Large-Cap Value -.37%
Worst Performing Style
  • Small-Cap Value -.93%
Leading Sectors
  • Gold & Silver +6.52%
  • Semis +3.96%
  • Education +2.55%
  • Disk Drives +1.72%
  • Drugs +1.63%
Lagging Sectors
  • Road & Rail -2.65%
  • HMOs -2.74%
  • Alternative Energy -3.04%
  • Coal -3.11%
  • Airlines -5.52%
Weekly High-Volume Stock Gainers (26)
  • NSM, VHC, IMGN, QCOR, VRUS, CBST, ANF, MOV, GGS, EPIC, ISIL, NDAQ, TZOO, KEYN, OPTR, SRX, DMND, CRL, HUBG, LB, DCO, GPN, MSM, IL, EXPR and IPHI
Weekly High-Volume Stock Losers (10)
  • MON, LAMR, FTNT, DMAN, WMGI, AVAV, RT, RECN, MERU and AMSC
Weekly Charts
ETFs
Stocks
*5-Day Change

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