Friday, June 17, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,271.50 +.04%
  • DJIA 12,004.36 +.44%
  • NASDAQ 2,616.48 -1.03%
  • Russell 2000 781.75 +.28%
  • Wilshire 5000 13,287.85 -.04%
  • Russell 1000 Growth 581.41 -.35%
  • Russell 1000 Value 648.94 +.26%
  • Morgan Stanley Consumer 757.25 +.80%
  • Morgan Stanley Cyclical 1,015.46 +.11%
  • Morgan Stanley Technology 622.16 -2.16%
  • Transports 5,158.55 +1.94%
  • Utilities 426.79 +.70%
  • MSCI Emerging Markets 45.89 -2.03%
  • Lyxor L/S Equity Long Bias Index 1,017.53 -.82%
  • Lyxor L/S Equity Variable Bias Index 882.25 -.56%
  • Lyxor L/S Equity Short Bias Index 608.86 -.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line 121,650 -.10%
  • Bloomberg New Highs-Lows Index -279 +183
  • Bloomberg Crude Oil % Bulls 34.0 unch.
  • CFTC Oil Net Speculative Position 166,371 -5.54%
  • CFTC Oil Total Open Interest 1,584,527 +4.55%
  • Total Put/Call 1.19 +2.59%
  • OEX Put/Call 1.18 -35.16%
  • ISE Sentiment 94.0 -20.34%
  • NYSE Arms .85 -29.75%
  • Volatility(VIX) 21.85 +15.85%
  • G7 Currency Volatility (VXY) 11.49 +5.43%
  • Smart Money Flow Index 10,039.32 -1.86%
  • Money Mkt Mutual Fund Assets $2.708 Trillion -1.30%
  • AAII % Bulls 29.0 +18.76%
  • AAII % Bears 42.75 -10.32%
Futures Spot Prices
  • CRB Index 335.48 -3.61%
  • Crude Oil 93.01 -5.98%
  • Reformulated Gasoline 294.60 -2.13%
  • Natural Gas 4.32 -9.14%
  • Heating Oil 298.33 -3.71%
  • Gold 1,539.10 +.43%
  • Bloomberg Base Metals 247.54 -1.32%
  • Copper 412.10 +1.59%
  • US No. 1 Heavy Melt Scrap Steel 403.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,817 Yuan/Ton -.93%
  • UBS-Bloomberg Agriculture 1,649.97 -3.25%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 3.7% -40 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.99 +.40%
  • Citi US Economic Surprise Index -101.90 -4.1 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 6/22
  • US Dollar Index 74.99 +.21%
  • Yield Curve 257.0 unch.
  • 10-Year US Treasury Yield 2.94% -3 basis points
  • Federal Reserve's Balance Sheet $2.811 Trillion +.58%
  • U.S. Sovereign Debt Credit Default Swap 51.40 -1.06%
  • Illinois Municipal Debt Credit Default Swap 197.0 +6.62%
  • Western Europe Sovereign Debt Credit Default Swap Index 224.67 +8.58%
  • Emerging Markets Sovereign Debt CDS Index 168.07 -5.38%
  • Saudi Sovereign Debt Credit Default Swap 94.50 +.13%
  • Iraqi 2028 Government Bonds 91.81 -.18%
  • 10-Year TIPS Spread 2.17% unch.
  • TED Spread 21.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 99.59 +.80%
  • Euro Financial Sector Credit Default Swap Index 115.98 -.70%
  • Emerging Markets Credit Default Swap Index 230.55 +3.68%
  • CMBS Super Senior AAA 10-Year Treasury Spread 203.0 -9 basis points
  • M1 Money Supply $1.9239 Trillion -1.11%
  • Business Loans 649.40 +.45%
  • 4-Week Moving Average of Jobless Claims 424,800 +.1%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.50% +1 basis point
  • Weekly Mortgage Applications 584.60 +12.97%
  • Bloomberg Consumer Comfort -44.0 +1.9 points
  • Weekly Retail Sales +3.70% -50 basis points
  • Nationwide Gas $3.68/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 23.0% above normal
  • Baltic Dry Index 1,423 +.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 39.0 -2.50%
  • Rail Freight Carloads 237,422 +15.5%
Best Performing Style
  • Small-Cap Value +.85%
Worst Performing Style
  • Mid-Cap Growth -.55%
Leading Sectors
  • Defense +2.60%
  • Restaurants +2.34%
  • Airlines +2.30%
  • Hospitals +1.78%
  • Retail +1.47%
Lagging Sectors
  • Wireless -3.42%
  • Steel -3.83%
  • Papers -4.48%
  • Agriculture -4.48%
  • Coal -4.89%
Weekly High-Volume Stock Gainers (16)
  • TBL, MFW, MDMD, ELMG, GRB, UAM, INSM, GRM, SUG, JCP, HNR, CASY IPHS, MIC, OYOG and DST
Weekly High-Volume Stock Losers (14)
  • EVR, DGIT, CPF, FDS, THO, DTG, NX, SLGN, DIOD, ANGO, OI, INSU, RBCN and SPWRA
Weekly Charts
ETFs
Stocks
*5-Day Change

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