Friday, May 13, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,337.77 -.18%
  • DJIA 12,595.70 -.34%
  • NASDAQ 2,828.47 +.03%
  • Russell 2000 835.67 +.28%
  • Wilshire 5000 14,016.80 -.10%
  • Russell 1000 Growth 616.62 +.09%
  • Russell 1000 Value 679.15 -.34%
  • Morgan Stanley Consumer 794.79 +1.70%
  • Morgan Stanley Cyclical 1,095.75 -1.24%
  • Morgan Stanley Technology 691.52 -.08%
  • Transports 5,383.91 -1.61%
  • Utilities 436.91 +1.65%
  • MSCI Emerging Markets 47.47 -1.42%
  • Lyxor L/S Equity Long Bias Index 1,064.46 +.18%
  • Lyxor L/S Equity Variable Bias Index 898.28 +.14%
  • Lyxor L/S Equity Short Bias Index 597.63 +.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 127,581 +2.77%
  • Bloomberg New Highs-Lows Index 93 +187
  • Bloomberg Crude Oil % Bulls 26.0 -21.21%
  • CFTC Oil Net Speculative Position 211,514 -13.43%
  • CFTC Oil Total Open Interest 1,653,799 +1.81%
  • Total Put/Call .93 -4.12%
  • OEX Put/Call 1.87 +3.89%
  • ISE Sentiment 88.0 +15.79%
  • NYSE Arms 1.72 +97.70%
  • Volatility(VIX) 17.07 -7.22%
  • G7 Currency Volatility (VXY) 11.80 +2.43%
  • Smart Money Flow Index 10,468.90 +.62%
  • Money Mkt Mutual Fund Assets $2.751 Trillion +.90%
  • AAII % Bulls 30.77 -13.23%
  • AAII % Bears 35.50 +11.39%
Futures Spot Prices
  • CRB Index 338.53 +.35%
  • Crude Oil 99.65 +1.62%
  • Reformulated Gasoline 307.44 -1.62%
  • Natural Gas 4.25 -.58%
  • Heating Oil 294.22 +2.56%
  • Gold 1,493.60 -.11%
  • Bloomberg Base Metals 251.88 +1.41%
  • Copper 398.35 +.36%
  • US No. 1 Heavy Melt Scrap Steel 410.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,874 Yuan/Ton -.61%
  • UBS-Bloomberg Agriculture 1,580.61 -.38%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.4% -30 basis points
  • S&P 500 EPS Estimates 1 Year Mean 94.65 +.41%
  • Citi US Economic Surprise Index -34.4 -3.1 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 6/22
  • US Dollar Index 75.71 +1.16%
  • Yield Curve 264.0 +4 basis points
  • 10-Year US Treasury Yield 3.17% +2 basis points
  • Federal Reserve's Balance Sheet $2.729 Trillion +.96%
  • U.S. Sovereign Debt Credit Default Swap 42.75 -1.49%
  • California Municipal Debt Credit Default Swap 175.20 -3.70%
  • Western Europe Sovereign Debt Credit Default Swap Index 179.25 -5.45%
  • Emerging Markets Sovereign Debt CDS Index 154.54 +1.75%
  • Saudi Sovereign Debt Credit Default Swap 115.12 -1.65%
  • Iraqi 2028 Government Bonds 92.24 +.10%
  • 10-Year TIPS Spread 2.39% -8 basis points
  • TED Spread 24.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 88.24 -.82%
  • Euro Financial Sector Credit Default Swap Index 92.25 +5.29%
  • Emerging Markets Credit Default Swap Index 207.08 +.11%
  • CMBS Super Senior AAA 10-Year Treasury Spread 158.0 unch.
  • M1 Money Supply $1.937 Trillion +1.05%
  • Business Loans 636.10 -.17%
  • 4-Week Moving Average of Jobless Claims 436,800 +1.0%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.63% -8 basis points
  • Weekly Mortgage Applications 496,300 +8.2%
  • Bloomberg Consumer Comfort -46.90 -.7 point
  • Weekly Retail Sales +4.70% -40 basis points
  • Nationwide Gas $3.98/gallon unch.
  • U.S. Heating Demand Next 7 Days 17.0% above normal
  • Baltic Dry Index 1,320 +.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 232,178 +1.09%
Best Performing Style
  • Mid-Cap Growth +.68%
Worst Performing Style
  • Large-Cap Value -.34%
Leading Sectors
  • Education +4.97%
  • Retail +2.46%
  • Biotech +2.21%
  • Gaming +2.16%
  • Restaurants +2.10%
Lagging Sectors
  • Road & Rail -2.54%
  • Steel -2.85%
  • Agriculture -2.92%
  • Gold & Silver -3.43%
  • Coal -5.60%
Weekly High-Volume Stock Gainers (29)
  • SREV, MED, ROVI, LXU, PRO, ALKS, SAPE, ELON, PTRY, DTG, ROSE, GCOM, FOSL, PLOW, SYY, TYPE, FEIC, NUAN, NPO, PEGA, DF, RST, SNHY, CVLT, IPAR, WTW, VSH, MG and ZEUS
Weekly High-Volume Stock Losers (14)
  • XEC, WRC, BID, HRB, LINC, IILG, PANL, MFLX, CPTS, PETS, ZOLT, USNA, IL and STEC
Weekly Charts
ETFs
Stocks
*5-Day Change

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