Friday, June 03, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,300.16 -1.93%
  • DJIA 12,151.20 -2.03%
  • NASDAQ 2,732.78 -1.80%
  • Russell 2000 808.13 -2.74%
  • Wilshire 5000 13,628.50 -1.98%
  • Russell 1000 Growth 598.63 -1.99%
  • Russell 1000 Value 661.64 -1.85%
  • Morgan Stanley Consumer 758.43 -3.13%
  • Morgan Stanley Cyclical 1,036.81 -3.06%
  • Morgan Stanley Technology 660.71 -2.62%
  • Transports 5,220.25 -3.44%
  • Utilities 427.21 -1.30%
  • MSCI Emerging Markets 47.96 +1.81%
  • Lyxor L/S Equity Long Bias Index 1,054.89 +1.29%
  • Lyxor L/S Equity Variable Bias Index 896.02 +.79%
  • Lyxor L/S Equity Short Bias Index 587.85 -5.61%
Sentiment/Internals
  • NYSE Cumulative A/D Line 125,702 -.38%
  • Bloomberg New Highs-Lows Index -152 -277
  • Bloomberg Crude Oil % Bulls 24.0 -38.46%
  • CFTC Oil Net Speculative Position 191,137 -4.04%
  • CFTC Oil Total Open Interest 1,508,418 -.90%
  • Total Put/Call 1.23 +33.70%
  • OEX Put/Call 1.93 +39.86%
  • ISE Sentiment 112.0 -8.94%
  • NYSE Arms 1.53 +75.86%
  • Volatility(VIX) 17.95 +11.56%
  • G7 Currency Volatility (VXY) 11.11 -4.64%
  • Smart Money Flow Index 10,280.56 -1.66%
  • Money Mkt Mutual Fund Assets $2.726 Trillion -.80%
  • AAII % Bulls 30.18 +17.84%
  • AAII % Bears 33.43 -19.29%
Futures Spot Prices
  • CRB Index 348.61 +1.54%
  • Crude Oil 100.22 +.12%
  • Reformulated Gasoline 299.31 -.47%
  • Natural Gas 4.71 +7.54%
  • Heating Oil 305.67 +2.19%
  • Gold 1,542.40 +1.44%
  • Bloomberg Base Metals 249.85 -1.33%
  • Copper 413.45 +.31%
  • US No. 1 Heavy Melt Scrap Steel 403.33 USD/Ton -1.47%
  • China Hot Rolled Domestic Steel Sheet 4,865 Yuan/Ton +.02%
  • UBS-Bloomberg Agriculture 1,700.03 +1.89%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.9% -10 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.61 unch.
  • Citi US Economic Surprise Index -117.20 -60.0 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 73.78 -1.56%
  • Yield Curve 256.0 -4 basis points
  • 10-Year US Treasury Yield 2.99% -8 basis points
  • Federal Reserve's Balance Sheet $2.772 Trillion +.47%
  • U.S. Sovereign Debt Credit Default Swap 48.35 -4.16%
  • Illinois Municipal Debt Credit Default Swap 172.0 +10.81%
  • Western Europe Sovereign Debt Credit Default Swap Index 190.58 -3.87%
  • Emerging Markets Sovereign Debt CDS Index 175.62 +9.85%
  • Saudi Sovereign Debt Credit Default Swap 96.74 -3.39%
  • Iraqi 2028 Government Bonds 92.03 -.38%
  • 10-Year TIPS Spread 2.23% -5 basis points
  • TED Spread 22.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 94.41 +4.31%
  • Euro Financial Sector Credit Default Swap Index 108.48 -6.97%
  • Emerging Markets Credit Default Swap Index 219.98 +1.10%
  • CMBS Super Senior AAA 10-Year Treasury Spread 169.0 +6 basis points
  • M1 Money Supply $1.940 Trillion +.91%
  • Business Loans 646.10 unch.
  • 4-Week Moving Average of Jobless Claims 425,500 -3.20%
  • Continuing Claims Unemployment Rate 3.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.55% -5 basis point
  • Weekly Mortgage Applications 519.40 -3.96%
  • Bloomberg Consumer Comfort -47.10 +1.3 points
  • Weekly Retail Sales +3.90% -10 basis points
  • Nationwide Gas $3.79/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 24.0% above normal
  • Baltic Dry Index 1,489 +1.02%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 234,668 +.18%
Best Performing Style
  • Large-Cap Value -1.85%
Worst Performing Style
  • Small-Cap Growth -3.05%
Leading Sectors
  • Education +14.64%
  • Homebuilders +.49%
  • Agriculture +.07%
  • Drugs -.10%
  • HMOs -.16%
Lagging Sectors
  • I-Banking -3.0%
  • Wireless -3.0%
  • Restaurants -3.06%
  • Retail -3.43%
  • Papers -5.71%
Weekly High-Volume Stock Gainers (24)
  • CV, GNOM, RUE, STRA, ESI, VHC, APOL, DV, DAKT, CRMT, CECO, VDSI, ASH, XTXI, SEAC, SPTN, ELS, PTIE, NAFC, GIFI, DRC, DOLE, LMIA and TXI
Weekly High-Volume Stock Losers (22)
  • PEB, GCO, RKT, DG, PLD, PCH, RGC, HGG, NTCT, OVTI, MHS, HF, MDTH, SQI, MENT, CYBX, SEE, DWA, JOSB, TFM, VRA and GMAN
Weekly Charts
ETFs
Stocks
*5-Day Change

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