Friday, June 24, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,268.45 -.24%
  • DJIA 11.934.58 -.58%
  • NASDAQ 2,652.89 +1.39%
  • Russell 2000 797.79 +2.05%
  • Wilshire 5000 13,306.43 +.14%
  • Russell 1000 Growth 583.25 +.32%
  • Russell 1000 Value 645.91 -.47%
  • Morgan Stanley Consumer 752.93 -.57%
  • Morgan Stanley Cyclical 1,038.09 +2.23%
  • Morgan Stanley Technology 626.93 +.77%
  • Transports 5,214.15 +1.08%
  • Utilities 423.99 -.66%
  • MSCI Emerging Markets 45.79 -.21%
  • Lyxor L/S Equity Long Bias Index 1,011.24 -.38%
  • Lyxor L/S Equity Variable Bias Index 880.09 -.10%
  • Lyxor L/S Equity Short Bias Index 622.17 -.29%
Sentiment/Internals
  • NYSE Cumulative A/D Line 123,041 +1.14%
  • Bloomberg New Highs-Lows Index -222 +57
  • Bloomberg Crude Oil % Bulls 25.0 -26.47%
  • CFTC Oil Net Speculative Position 149,067 -10.40%
  • CFTC Oil Total Open Interest 1,528,927 -3.53%
  • Total Put/Call 1.05 -11.76%
  • OEX Put/Call 1.39 +17.80%
  • ISE Sentiment 97.0 +3.19%
  • NYSE Arms 2.25 +164.70%
  • Volatility(VIX) 21.10 -3.43%
  • G7 Currency Volatility (VXY) 11.48 -.09%
  • Smart Money Flow Index 10,169.72 +1.30%
  • Money Mkt Mutual Fund Assets $2.699 Trillion -.30%
  • AAII % Bulls 37.46 +29.17%
  • AAII % Bears 35.74 -16.40%
Futures Spot Prices
  • CRB Index 329.89 -1.66%
  • Crude Oil 91.16 -2.28%
  • Reformulated Gasoline 277.66 -5.75%
  • Natural Gas 4.23 -2.42%
  • Heating Oil 275.03 -7.87%
  • Gold 1,500.90 -2.53%
  • Bloomberg Base Metals 246.27 -.51%
  • Copper 411.55 -.05%
  • US No. 1 Heavy Melt Scrap Steel 404.58 USD/Ton +.31%
  • China Hot Rolled Domestic Steel Sheet 4,761 Yuan/Ton -1.16%
  • UBS-Bloomberg Agriculture 1,625.42 -1.49%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.9% -80 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.99 unch.
  • Citi US Economic Surprise Index -97.90 +4.0 points
  • Fed Fund Futures imply 29.9% chance of no change, 70.1% chance of 25 basis point cut on 8/9
  • US Dollar Index 75.58 +.80%
  • Yield Curve 253.0 -4 basis points
  • 10-Year US Treasury Yield 2.86% -8 basis points
  • Federal Reserve's Balance Sheet $2.841 Trillion +1.04%
  • U.S. Sovereign Debt Credit Default Swap 53.53 +4.14%
  • Illinois Municipal Debt Credit Default Swap 203.0 +2.89%
  • Western Europe Sovereign Debt Credit Default Swap Index 235.83 +4.97%
  • Emerging Markets Sovereign Debt CDS Index 188.92 +12.41%
  • Saudi Sovereign Debt Credit Default Swap 97.34 +3.01%
  • Iraqi 2028 Government Bonds 90.59 -1.37%
  • 10-Year TIPS Spread 2.20% +3 basis points
  • TED Spread 24.0 +3 basis points
  • N. America Investment Grade Credit Default Swap Index 100.03 +.44%
  • Euro Financial Sector Credit Default Swap Index 130.16 +12.22%
  • Emerging Markets Credit Default Swap Index 234.76 +1.82%
  • CMBS Super Senior AAA 10-Year Treasury Spread 202.0 -1 basis point
  • M1 Money Supply $1.935 Trillion -.21%
  • Business Loans 647.30 -.32%
  • 4-Week Moving Average of Jobless Claims 426,300 +.1%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.50% unch.
  • Weekly Mortgage Applications 549.90 -5.94%
  • Bloomberg Consumer Comfort -44.9 -.9 point
  • Weekly Retail Sales +3.90% +20 basis points
  • Nationwide Gas $3.60/gallon -.08/gallon
  • U.S. Cooling Demand Next 7 Days 17.0% above normal
  • Baltic Dry Index 1,424 +.07%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +2.56%
  • Rail Freight Carloads 237,682 +.11%
Best Performing Style
  • Small-Cap Growth +2.89%
Worst Performing Style
  • Large-Cap Value -.47%
Leading Sectors
  • Coal +3.55%
  • Networking +2.75%
  • Alt Energy +2.22%
  • HMOs +2.13%
  • Gaming +1.76%
Lagging Sectors
  • Energy -1.30%
  • Tobacco -1.39%
  • Banks -2.38%
  • I-Banks -2.48%
  • Oil Tankers -4.63%
Weekly High-Volume Stock Gainers (14)
  • TOBC, AVAV, USAP, PMC, SUG, RBN, SCS, AREX, ANEN, RHT, BIIB, CBOU, BAH and PRMW
Weekly High-Volume Stock Losers (5)
  • PSEC, EXL, GEVO, THS and CPTS
Weekly Charts
ETFs
Stocks
*5-Day Change

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