Friday, September 02, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,173.97 -.24%
  • DJIA 11,240.20 -.39%
  • NASDAQ 2,480.33 +.02%
  • Russell 2000 683.36 -1.22%
  • Wilshire 5000 12,179.60 -.26%
  • Russell 1000 Growth 550.18 +.02%
  • Russell 1000 Value 579.62 -.40%
  • Morgan Stanley Consumer 702.67 +.71%
  • Morgan Stanley Cyclical 835.62 -.24%
  • Morgan Stanley Technology 566.50 +.08%
  • Transports 4,446.32 -.33%
  • Utilities 426.72 +.72%
  • MSCI Emerging Markets 42.17 +4.38%
  • Lyxor L/S Equity Long Bias Index 965.18 +1.18%
  • Lyxor L/S Equity Variable Bias Index 860.95 unch.
  • Lyxor L/S Equity Short Bias Index 644.79 -1.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 122,487 +4.03%
  • Bloomberg New Highs-Lows Index -104 +251
  • Bloomberg Crude Oil % Bulls 33.33 +25.92%
  • CFTC Oil Net Speculative Position 152,688 +11.99%
  • CFTC Oil Total Open Interest 1,494,803 +2.02%
  • Total Put/Call 1.44 +22.03%
  • OEX Put/Call .94 -43.37%
  • ISE Sentiment 72.0 -21.74%
  • NYSE Arms 3.61 +568.61%
  • Volatility(VIX) 33.92 -4.69%
  • G7 Currency Volatility (VXY) 12.35 -2.38%
  • Smart Money Flow Index 10,012.40 +1.39%
  • Money Mkt Mutual Fund Assets $2.637 Trillion +.30%
  • AAII % Bulls 38.62 +5.98%
  • AAII % Bears 32.34 -21.04%
Futures Spot Prices
  • CRB Index 338.06 +.84%
  • Crude Oil 86.57 +1.33%
  • Reformulated Gasoline 284.02 +1.95%
  • Natural Gas 3.86 -1.86%
  • Heating Oil 300.39 -.14%
  • Gold 1,886.10 +2.89%
  • Bloomberg Base Metals 243.50 +.76%
  • Copper 411.50 -.17%
  • US No. 1 Heavy Melt Scrap Steel 419.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,837 Yuan/Ton unch.
  • UBS-Bloomberg Agriculture 1,798.01 -.50%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -4.30% -220 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.38 unch.
  • Citi US Economic Surprise Index -57.70 +10.1 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 74.70 +1.40%
  • Yield Curve 179.0 -21 basis points
  • 10-Year US Treasury Yield 1.99% -20 basis points
  • Federal Reserve's Balance Sheet $2.837 Trillion -.20%
  • U.S. Sovereign Debt Credit Default Swap 52.0 +8.42%
  • Illinois Municipal Debt Credit Default Swap 242.0 -4.77%
  • Western Europe Sovereign Debt Credit Default Swap Index 307.0 +1.3%
  • Emerging Markets Sovereign Debt CDS Index 231.33 -5.19%
  • Saudi Sovereign Debt Credit Default Swap 107.25 -2.54%
  • Iraqi 2028 Government Bonds 89.14 -.05%
  • China Blended Corporate Spread Index 613.0 -15 basis points
  • 10-Year TIPS Spread 2.04% +2 basis points
  • TED Spread 32.0 -1 basis point
  • 3-Month Euribor/OIS Spread 71.0 +5 basis points
  • N. America Investment Grade Credit Default Swap Index 122.0 -3.31%
  • Euro Financial Sector Credit Default Swap Index 227.59 -3.94%
  • Emerging Markets Credit Default Swap Index 281.99 -5.31%
  • CMBS Super Senior AAA 10-Year Treasury Spread 287.0 +6 basis points
  • M1 Money Supply $2.106 Trillion +.96%
  • Commercial Paper Outstanding 1,097.8B -1.7%
  • 4-Week Moving Average of Jobless Claims 410,300 +.40%
  • Continuing Claims Unemployment Rate 3.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.22% unch.
  • Weekly Mortgage Applications 631.70 -9.64%
  • Bloomberg Consumer Comfort -49.1 -2.1 points
  • Weekly Retail Sales +4.20% -20 basis points
  • Nationwide Gas $3.65/gallon +.06/gallon
  • U.S. Cooling Demand Next 7 Days 5.0% above normal
  • Baltic Dry Index 1,682 +6.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 236,051 -1.10%
Best Performing Style
  • Mid-Cap Growth +.50%
Worst Performing Style
  • Small-Cap Value -1.66%
Leading Sectors
  • Homebuilders +4.18%
  • Oil Tankers +3.94%
  • Gold & Silver +3.17%
  • Agriculture +2.53%
  • Airlines +1.94%
Lagging Sectors
  • I-Banks -2.20%
  • Defense -2.39%
  • Education -2.76%
  • Banks -2.94%
  • Alternative Energy -3.02%
Weekly High-Volume Stock Gainers (7)
  • LQDT, Z, STMP, OXM, GIFI, SEE and FLDM
Weekly High-Volume Stock Losers (1)
  • OVTI
Weekly Charts
ETFs
Stocks
*5-Day Change

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