Thursday, April 21, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,337.38 +1.74%
  • DJIA 12,505.90 +1.80%
  • NASDAQ 2,820.16 +2.17%
  • Russell 2000 845.64 +2.20%
  • Wilshire 5000 14,029.05 +1.84%
  • Russell 1000 Growth 617.22 +2.37%
  • Russell 1000 Value 678.01 +1.29%
  • Morgan Stanley Consumer 774.13 +.99%
  • Morgan Stanley Cyclical 1,107.40 +3.06%
  • Morgan Stanley Technology 693.96 +2.29%
  • Transports 5,290.72 +.77%
  • Utilities 418.37 +1.58%
  • MSCI Emerging Markets 49.88 +1.96%
  • Lyxor L/S Equity Long Bias Index 1,050.03 -.97%
  • Lyxor L/S Equity Variable Bias Index 892.69 -.54%
  • Lyxor L/S Equity Short Bias Index 607.26 +2.57%
Sentiment/Internals
  • NYSE Cumulative A/D Line +123,899 +1.06%
  • Bloomberg New Highs-Lows Index 234 +177
  • Bloomberg Crude Oil % Bulls 38.0 -15.56%
  • CFTC Oil Net Speculative Position n/a
  • CFTC Oil Total Open Interest n/a
  • Total Put/Call .98 +3.16%
  • OEX Put/Call 2.11 +6.03%
  • ISE Sentiment 109.0 -.91%
  • NYSE Arms 1.07 -8.55%
  • Volatility(VIX) 14.69 -9.71%
  • G7 Currency Volatility (VXY) 11.08 +1.74%
  • Smart Money Flow Index 10,293.99 +2.61%
  • Money Mkt Mutual Fund Assets $2.710 Trillion -1.30%
  • AAII % Bulls 32.16 -23.97%
  • AAII % Bears 30.99 -.03%
Futures Spot Prices
  • CRB Index 367.44 +1.88%
  • Crude Oil 112.29 +2.99%
  • Reformulated Gasoline 330.86 +2.14%
  • Natural Gas 4.41 +4.60%
  • Heating Oil 319.92 -.05%
  • Gold 1,503.80 +1.90%
  • Bloomberg Base Metals 270.56 +2.58%
  • Copper 441.90 +2.20%
  • US No. 1 Heavy Melt Scrap Steel 416.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,874 Yuan/Ton -.53%
  • UBS-Bloomberg Agriculture 1,701.84 +2.0%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 7.7% +90 basis points
  • S&P 500 EPS Estimates 1 Year Mean 94.34 unch.
  • Citi US Economic Surprise Index 11.60 -11.4 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 4/27
  • US Dollar Index 74.10 -.78%
  • Yield Curve 273.0 +1 basis point
  • 10-Year US Treasury Yield 3.40% -1 basis point
  • Federal Reserve's Balance Sheet $2.669 Trillion +.77%
  • U.S. Sovereign Debt Credit Default Swap 45.0 +6.16%
  • California Municipal Debt Credit Default Swap 223.0 -5.25%
  • Western Europe Sovereign Debt Credit Default Swap Index 189.42 +9.41%
  • Emerging Markets Sovereign Debt CDS Index 158.61 +3.38%
  • Saudi Sovereign Debt Credit Default Swap 115.50 +1.03%
  • Iraqi 2028 Government Bonds 91.56 -.71%
  • 10-Year TIPS Spread 2.60% -2 basis points
  • TED Spread 22.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 93.06 -2.60%
  • Euro Financial Sector Credit Default Swap Index 91.33 +7.23%
  • Emerging Markets Credit Default Swap Index 203.63 +1.07%
  • CMBS Super Senior AAA 10-Year Treasury Spread 179.0 -6 basis points
  • M1 Money Supply $1.884 Trillion -1.05%
  • Business Loans 633.50 +.57%
  • 4-Week Moving Average of Jobless Claims 399,000 +.60%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.80% -11 basis points
  • Weekly Mortgage Applications 467.50 +5.29%
  • Bloomberg Consumer Comfort -42.60 -.4 point
  • Weekly Retail Sales +4.90% +20 basis points
  • Nationwide Gas $3.84/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 20.0% below normal
  • Baltic Dry Index 1,254 -4.20%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 230,460 +.76%
Best Performing Style
  • Small-Cap Growth +2.68%
Worst Performing Style
  • Large-Cap Value +1.28%
Leading Sectors
  • Computer Hardware +4.68%
  • Disk Drives +4.47%
  • Oil Service +3.75%
  • Construction +3.06%
  • Gold & Silver +3.02%
Lagging Sectors
  • Tobacco -.41%
  • Road & Rail -1.07%
  • Education -1.18%
  • Banks -1.44%
  • Oil Tankers -1.88%
Weekly High-Volume Stock Gainers (21)
  • ACOR, GNOM, BBBB, TIVO, ELMG, SVU, PII, TITN, BRNC, MBI, HITK, AMRC, TRS, HBI, AMLN, DPL, MMSI, USPH, OIS, AME and RUE
Weekly High-Volume Stock Losers (11)
  • BMI, SFG, HOG, WFC, CDE, CRUS, THG, GOOG, URI, HTWR and DMD
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: