Friday, April 29, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,363.61 +1.96%
  • DJIA 12,810.50 +2.43%
  • NASDAQ 2,873.54 +1.89%
  • Russell 2000 865.29 +2.32%
  • Wilshire 5000 14,308.35 +1.99%
  • Russell 1000 Growth 627.13 +1.61%
  • Russell 1000 Value 693.76 +2.32%
  • Morgan Stanley Consumer 784.93 +1.39%
  • Morgan Stanley Cyclical 1,131.45 +2.17%
  • Morgan Stanley Technology 702.67 +1.25%
  • Transports 5,514.87 +4.24%
  • Utilities 429.06 +2.55%
  • MSCI Emerging Markets 49.91 +.05%
  • Lyxor L/S Equity Long Bias Index 1,060.74 +1.78%
  • Lyxor L/S Equity Variable Bias Index 898.98 +1.23%
  • Lyxor L/S Equity Short Bias Index 595.87 -3.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line 127,442 +2.86%
  • Bloomberg New Highs-Lows Index 618 +384
  • Bloomberg Crude Oil % Bulls 60.0 +57.89%
  • CFTC Oil Net Speculative Position 258,068 +1.59%
  • CFTC Oil Total Open Interest 1,553,704 +.90%
  • Total Put/Call .92 unch.
  • OEX Put/Call 2.24 +19.15%
  • ISE Sentiment 74.0 -22.03%
  • NYSE Arms 1.27 +18.69%
  • Volatility(VIX) 14.75 +.41%
  • G7 Currency Volatility (VXY) 11.02 -.63%
  • Smart Money Flow Index 10,536.07 +2.35%
  • Money Mkt Mutual Fund Assets $2.727 Trillion +.60%
  • AAII % Bulls 37.90 +17.85%
  • AAII % Bears 30.65 -1.10%
Futures Spot Prices
  • CRB Index 370.56 +.85%
  • Crude Oil 113.93 +1.41%
  • Reformulated Gasoline 339.84 +3.67%
  • Natural Gas 4.70 +5.08%
  • Heating Oil 327.58 +1.80%
  • Gold 1,556.40 +3.43%
  • Bloomberg Base Metals 266.33 -1.56%
  • Copper 417.90 -5.11%
  • US No. 1 Heavy Melt Scrap Steel 416.0 USD/Ton -.16%
  • China Hot Rolled Domestic Steel Sheet 4,911 Yuan/Ton +.76%
  • UBS-Bloomberg Agriculture 1,652.69 -2.89%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 7.5% -20 basis points
  • S&P 500 EPS Estimates 1 Year Mean 94.26 -.08%
  • Citi US Economic Surprise Index 1.0 -10.6 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 6/22
  • US Dollar Index 73.03 -1.45%
  • Yield Curve 268.0 -5 basis points
  • 10-Year US Treasury Yield 3.29% -11 basis points
  • Federal Reserve's Balance Sheet $2.675 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 43.92 -2.40%
  • California Municipal Debt Credit Default Swap 203.54 -8.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 187.25 -1.14%
  • Emerging Markets Sovereign Debt CDS Index 168.87 +6.27%
  • Saudi Sovereign Debt Credit Default Swap 111.25 -3.26%
  • Iraqi 2028 Government Bonds 91.71 +.17%
  • 10-Year TIPS Spread 2.57% -3 basis points
  • TED Spread 24.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 88.55 -4.84%
  • Euro Financial Sector Credit Default Swap Index 85.01 -5.23%
  • Emerging Markets Credit Default Swap Index 199.43 -1.87%
  • CMBS Super Senior AAA 10-Year Treasury Spread 153.0 -26 basis points
  • M1 Money Supply $1.889 Trillion +.25%
  • Business Loans 632.60 -.14%
  • 4-Week Moving Average of Jobless Claims 408,500 +2.30%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.78% -2 basis points
  • Weekly Mortgage Applications 441.20 -5.63%
  • Bloomberg Consumer Comfort -45.10 -2.5 points
  • Weekly Retail Sales +5.0% +10 basis points
  • Nationwide Gas $3.91/gallon +.07/gallon
  • U.S. Heating Demand Next 7 Days 8.0% above normal
  • Baltic Dry Index 1,269 -.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 225,668 -2.08%
Best Performing Style
  • Small-Cap Value +2.39%
Worst Performing Style
  • Mid-Cap Growth +1.47%
Leading Sectors
  • Road & Rail +7.33%
  • Airlines +5.93%
  • HMOs +4.61%
  • Drugs +3.13%
  • REITs +3.02%
Lagging Sectors
  • Oil Service -.28%
  • Oil Tankers -.38%
  • Disk Drives -.87%
  • Gold & Silver -1.58%
  • Computer Hardware -1.90%
Weekly High-Volume Stock Gainers (37)
  • RLOC, VTAL, LOOP, REGN, SRDX, VOCS, IIVI, AEGR, WTI, AVEO, LAD, HWAY, CRR, SFLY, PLCM, UCTT, VCI, GPRO, KND, CSL, MLI, GTI, SPPI, CEG, NTRI, HOMB, UTEK, CEDC, AOSL, CSGP, HWKN, IBKR, IXYS, WBSN, TROX, SPB and CPSI
Weekly High-Volume Stock Losers (19)
  • HSII, KEYW, DBD, ROK, ININ, LII, SCSS, BXS, ABFS, PFCB, LWSN, UIS, SFSF, AKAM, LXK, AVID, BRCM, OMX and SFN
Weekly Charts
ETFs
Stocks
*5-Day Change

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