Friday, May 27, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,331.10 -.16%
  • DJIA 12,441.58 -.56%
  • NASDAQ 2,796.86 -.23%
  • Russell 2000 836.26 +.87%
  • Wilshire 5000 13,968.05 +.01%
  • Russell 1000 Growth 612.70 -.08%
  • Russell 1000 Value 677.91 -.07%
  • Morgan Stanley Consumer 785.78 -1.19%
  • Morgan Stanley Cyclical 1,078.52 +.01%
  • Morgan Stanley Technology 680.64 -.68%
  • Transports 5,408.58 -.74%
  • Utilities 433.54 -1.43%
  • MSCI Emerging Markets 47.64 +.72%
  • Lyxor L/S Equity Long Bias Index 1,047.83 -.43%
  • Lyxor L/S Equity Variable Bias Index 889.68 -.09%
  • Lyxor L/S Equity Short Bias Index 620.73 -.32%
Sentiment/Internals
  • NYSE Cumulative A/D Line 127,563 +1.23%
  • Bloomberg New Highs-Lows Index 125 +143
  • Bloomberg Crude Oil % Bulls 39.0 -7.14%
  • CFTC Oil Net Speculative Position 199,192 -1.91%
  • CFTC Oil Total Open Interest 1,522,076 -3.84%
  • Total Put/Call .71 -31.07%
  • OEX Put/Call 1.32 -14.84%
  • ISE Sentiment 102.0 +18.60%
  • NYSE Arms .83 -43.15%
  • Volatility(VIX) 15.98 -8.32%
  • G7 Currency Volatility (VXY) 11.65 +2.19%
  • Smart Money Flow Index 10,531.41 +.62%
  • Money Mkt Mutual Fund Assets $2.748 Trillion +.40%
  • AAII % Bulls 25.61 -4.05%
  • AAII % Bears 41.42 +.31%
Futures Spot Prices
  • CRB Index 346.27 +1.38%
  • Crude Oil 100.59 +.68%
  • Reformulated Gasoline 309.20 +4.96%
  • Natural Gas 4.52 +4.54%
  • Heating Oil 299.05 +2.41%
  • Gold 1,537.30 +1.57%
  • Bloomberg Base Metals 253.22 +1.97%
  • Copper 418.60 +2.07%
  • US No. 1 Heavy Melt Scrap Steel 409.33 USD/Ton -.16%
  • China Hot Rolled Domestic Steel Sheet 4,864 Yuan/Ton -.18%
  • UBS-Bloomberg Agriculture 1,677.92 +2.12%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.0% -30 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.61 unch.
  • Citi US Economic Surprise Index -57.20 -8.1 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 75.42 -.42%
  • Yield Curve 260.0 -3 basis points
  • 10-Year US Treasury Yield 3.07% -8 basis points
  • Federal Reserve's Balance Sheet $2.759 Trillion +.62%
  • U.S. Sovereign Debt Credit Default Swap 50.45 -.87%
  • Illinois Municipal Debt Credit Default Swap 155.0 +2.88%
  • Western Europe Sovereign Debt Credit Default Swap Index 198.25 +6.30%
  • Emerging Markets Sovereign Debt CDS Index 159.87 +3.90%
  • Saudi Sovereign Debt Credit Default Swap 100.14 -3.01%
  • Iraqi 2028 Government Bonds 91.86 -1.61%
  • 10-Year TIPS Spread 2.28% -2 basis points
  • TED Spread 21.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 90.51 +.57%
  • Euro Financial Sector Credit Default Swap Index 116.62 +16.34%
  • Emerging Markets Credit Default Swap Index 217.59 +5.11%
  • CMBS Super Senior AAA 10-Year Treasury Spread 163.0 +5 basis points
  • M1 Money Supply $1.922 Trillion +.39%
  • Business Loans 646.10 +1.21%
  • 4-Week Moving Average of Jobless Claims 438,500 -.4%
  • Continuing Claims Unemployment Rate 2.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.60% -1 basis point
  • Weekly Mortgage Applications 540.80 +1.12%
  • Bloomberg Consumer Comfort -48.4 +1.0 point
  • Weekly Retail Sales +4.0% -30 basis points
  • Nationwide Gas $3.81/gallon -.08/gallon
  • U.S. Cooling Demand Next 7 Days 39.0% above normal
  • Baltic Dry Index 1,474 +9.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 234,235 +1.02%
Best Performing Style
  • Small-Cap Growth +.93%
Worst Performing Style
  • Large-Cap Growth -.08%
Leading Sectors
  • Gold & Silver +4.61%
  • Coal +4.37%
  • Homebuilders +3.76%
  • Agriculture +3.55%
  • Oil Service +2.50%
Lagging Sectors
  • Utilities -1.42%
  • Computer Services -1.47%
  • Medical Equipment -1.64%
  • Airlines -4.07%
  • Oil Tankers -4.84%
Weekly High-Volume Stock Gainers (17)
  • FPIC, DSW, ABVT, XTXI, LNG, EBS, HGG, CRI, GCO, CPKI, GES, ACOR, RRGB, MOS, CBST, BKS and LBY
Weekly High-Volume Stock Losers (10)
  • EXPR, AIG, SOLR, CSGP, KEM, CPWR, CBRL, TECD, PSS and EDE
Weekly Charts
ETFs
Stocks
*5-Day Change

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