Friday, May 20, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,333.27 -.34%
  • DJIA 12,512.04 -.67%
  • NASDAQ 2,803.32 -.89%
  • Russell 2000 829.06 -.79%
  • Wilshire 5000 13,965.90 -.36%
  • Russell 1000 Growth 613.20 -.55%
  • Russell 1000 Value 678.42 -.11%
  • Morgan Stanley Consumer 795.23 +.05%
  • Morgan Stanley Cyclical 1,078.41 -1.58%
  • Morgan Stanley Technology 685.32 -.90%
  • Transports 5,448.76 +1.21%
  • Utilities 439.82 +.67%
  • MSCI Emerging Markets 47.30 -.36%
  • Lyxor L/S Equity Long Bias Index 1,059.85 -1.57%
  • Lyxor L/S Equity Variable Bias Index 896.53 -1.39%
  • Lyxor L/S Equity Short Bias Index 608.06 +1.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 126,011 -.20%
  • Bloomberg New Highs-Lows Index -18 -111
  • Bloomberg Crude Oil % Bulls 42.0 +61.54%
  • CFTC Oil Net Speculative Position 203,079 -3.99%
  • CFTC Oil Total Open Interest 1,582,868 -4.29%
  • Total Put/Call 1.03 +10.75%
  • OEX Put/Call 1.55 -17.11%
  • ISE Sentiment 86.0 -2.27%
  • NYSE Arms 1.46 -15.12%
  • Volatility(VIX) 17.43 +2.11%
  • G7 Currency Volatility (VXY) 11.40 -2.16%
  • Smart Money Flow Index 10,466.36 -.02%
  • Money Mkt Mutual Fund Assets $2.738 Trillion -.50%
  • AAII % Bulls 26.69 -13.26%
  • AAII % Bears 41.29 +16.31%
Futures Spot Prices
  • CRB Index 341.56 +.89%
  • Crude Oil 100.10 +.28%
  • Reformulated Gasoline 293.58 -4.62%
  • Natural Gas 4.23 -.66%
  • Heating Oil 291.83 -.77%
  • Gold 1,508.90 +.98%
  • Bloomberg Base Metals 248.32 -1.41%
  • Copper 412.15 +2.91%
  • US No. 1 Heavy Melt Scrap Steel 410.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,873 Yuan/Ton -.02%
  • UBS-Bloomberg Agriculture 1,643.03 +3.95%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.3% -110 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.61 +1.01%
  • Citi US Economic Surprise Index -49.10 -14.7 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 75.42 -.42%
  • Yield Curve 263.0 +1 basis point
  • 10-Year US Treasury Yield 3.15% -2 basis points
  • Federal Reserve's Balance Sheet $2.742 Trillion +.50%
  • U.S. Sovereign Debt Credit Default Swap 50.89 +19.04%
  • California Municipal Debt Credit Default Swap 163.23 -6.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 186.50 +4.04%
  • Emerging Markets Sovereign Debt CDS Index 153.87 -.43%
  • Saudi Sovereign Debt Credit Default Swap 103.25 -10.31%
  • Iraqi 2028 Government Bonds 92.91 +.24%
  • 10-Year TIPS Spread 2.30% -9 basis points
  • TED Spread 22.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 90.0 +1.99%
  • Euro Financial Sector Credit Default Swap Index 100.23 +8.65%
  • Emerging Markets Credit Default Swap Index 207.02 -.03%
  • CMBS Super Senior AAA 10-Year Treasury Spread 158.0 unch.
  • M1 Money Supply $1.915 Trillion -1.16%
  • Business Loans 639.50 +.53%
  • 4-Week Moving Average of Jobless Claims 439,000 +.3%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.61% -2 basis points
  • Weekly Mortgage Applications 534.80 +7.76%
  • Bloomberg Consumer Comfort -49.4 -2.5 points
  • Weekly Retail Sales +4.30% -40 basis points
  • Nationwide Gas $3.89/gallon -.09/gallon
  • U.S. Heating Demand Next 7 Days 25.0% below normal
  • Baltic Dry Index 1,349 +3.29%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 231,875 -.13%
Best Performing Style
  • Mid-Cap Value +.25%
Worst Performing Style
  • Small-Cap Growth -.88%
Leading Sectors
  • Airlines +2.30%
  • Gold & Silver +2.06%
  • Tobacco +2.04%
  • Road & Rail +1.85%
  • Restaurants +1.79%
Lagging Sectors
  • Computer Hardware -1.92%
  • Retail -1.92%
  • Networking -2.37%
  • Alternative Energy -2.42%
  • Education -4.20%
Weekly High-Volume Stock Gainers (7)
  • MAKO, MDMD, DAR, DDS, TTWO, ENOC and FLT
Weekly High-Volume Stock Losers (17)
  • PLOW, SEMG, CHS, BRC, WSM, AAP, KELYA, WRLD, DKS, BKE, HPQ, CXW, NYX, SPLS, CTRN, RMBS and FRP
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: