Friday, June 10, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,270.98 -2.24%
  • DJIA 11,951.9 -1.64%
  • NASDAQ 2,643.73 -3.25%
  • Russell 2000 779.54 -3.54%
  • Wilshire 5000 13,293.13 -2.46%
  • Russell 1000 Growth 583.43 -2.54%
  • Russell 1000 Value 647.26 -2.17%
  • Morgan Stanley Consumer 751.24 -.95%
  • Morgan Stanley Cyclical 1,014.38 -2.16%
  • Morgan Stanley Technology 638.85 -3.31%
  • Transports 5,060.59 -3.06%
  • Utilities 423.83 -.79%
  • MSCI Emerging Markets 46.84 -2.33%
  • Lyxor L/S Equity Long Bias Index 1,036.24 -2.51%
  • Lyxor L/S Equity Variable Bias Index 893.80 -.88%
  • Lyxor L/S Equity Short Bias Index 609.66 +3.61%
Sentiment/Internals
  • NYSE Cumulative A/D Line 121,768 -3.13%
  • Bloomberg New Highs-Lows Index -462 -275
  • Bloomberg Crude Oil % Bulls 34.0 +41.7%
  • CFTC Oil Net Speculative Position 176,124 -7.85%
  • CFTC Oil Total Open Interest 1,515,910 +.50%
  • Total Put/Call 1.16 -5.69%
  • OEX Put/Call 1.82 -5.70%
  • ISE Sentiment 118.0 +5.36%
  • NYSE Arms 1.21 -20.91%
  • Volatility(VIX) 18.86 +5.07%
  • G7 Currency Volatility (VXY) 10.87 -1.26%
  • Smart Money Flow Index 10,229.25 -.50%
  • Money Mkt Mutual Fund Assets $2.742 Trillion +.60%
  • AAII % Bulls 24.4 -19.09%
  • AAII % Bears 47.7 +42.60%
Futures Spot Prices
  • CRB Index 348.04 -.16%
  • Crude Oil 99.29 -1.27%
  • Reformulated Gasoline 301.77 +.59%
  • Natural Gas 4.76 +1.45%
  • Heating Oil 310.51 +1.33%
  • Gold 1,529.20 -.93%
  • Bloomberg Base Metals 250.86 +.40%
  • Copper 407.55 -1.55%
  • US No. 1 Heavy Melt Scrap Steel 403.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,862 Yuan/Ton -.06%
  • UBS-Bloomberg Agriculture 1,705.l36 +.31%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.1% -80 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.61 unch.
  • Citi US Economic Surprise Index -97.80 +19.4 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 74.83 +1.42%
  • Yield Curve 257.0 +1 basis point
  • 10-Year US Treasury Yield 2.97% -2 basis points
  • Federal Reserve's Balance Sheet $2.795 Trillion +.83%
  • U.S. Sovereign Debt Credit Default Swap 51.95 +7.55%
  • Illinois Municipal Debt Credit Default Swap 185.0 +7.34%
  • Western Europe Sovereign Debt Credit Default Swap Index 206.92 +8.6%
  • Emerging Markets Sovereign Debt CDS Index 177.62 +1.14%
  • Saudi Sovereign Debt Credit Default Swap 94.37 -2.45%
  • Iraqi 2028 Government Bonds 92.14 +.02%
  • 10-Year TIPS Spread 2.17% -6 basis points
  • TED Spread 21.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 98.80 +4.65%
  • Euro Financial Sector Credit Default Swap Index 116.80 +7.67%
  • Emerging Markets Credit Default Swap Index 222.37 +1.08%
  • CMBS Super Senior AAA 10-Year Treasury Spread 212.0 +43 basis points
  • M1 Money Supply $1.961 Trillion +1.12%
  • Business Loans 645.90 -.12%
  • 4-Week Moving Average of Jobless Claims 424,000 -.70%
  • Continuing Claims Unemployment Rate 2.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.49% -6 basis point
  • Weekly Mortgage Applications 517.50 -.37%
  • Bloomberg Consumer Comfort -45.90 +1.2 points
  • Weekly Retail Sales +4.20% +30 basis points
  • Nationwide Gas $3.72/gallon -.07/gallon
  • U.S. Cooling Demand Next 7 Days 7.0% above normal
  • Baltic Dry Index 1,418 -4.77%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 205,565 -12.40%
Best Performing Style
  • Large-Cap Value -2.17%
Worst Performing Style
  • Small-Cap Growth -3.72%
Leading Sectors
  • Utilities -.79%
  • Agriculture -1.03%
  • Restaurants -1.16%
  • Computer Services -1.41%
  • Telecom -1.53%
Lagging Sectors
  • Coal -5.0%
  • Alternative Energy -5.66%
  • Disk Drives -6.21%
  • Networking -6.26%
  • Education -7.0%
Weekly High-Volume Stock Gainers (8)
  • TIN, VRUS, TITN, AIRM, ULTA, CASC, EBIX and ELRC
Weekly High-Volume Stock Losers (14)
  • PACW, UVV, AMT, CHSI, AL, AVY, PRGS, NWL, CMTL, GIII, IPXL, PBY, CIEN and QNST
Weekly Charts
ETFs
Stocks
*5-Day Change

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