Friday, September 09, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,154.23 -4.17%
  • DJIA 10,992.10 -4.36%
  • NASDAQ 2,467.99 -3.07%
  • Russell 2000 673.96 -4.93%
  • Wilshire 5000 11,987.60 -4.18%
  • Russell 1000 Growth 542.19 -3.80%
  • Russell 1000 Value 569.48 -4.47%
  • Morgan Stanley Consumer 694.47 -3.05%
  • Morgan Stanley Cyclical 822.19 -5.08%
  • Morgan Stanley Technology 563.59 -3.29%
  • Transports 4,368.99 -5.02%
  • Utilities 419.89 -2.91%
  • MSCI Emerging Markets 40.90 -4.52%
  • Lyxor L/S Equity Long Bias Index 958.33 +.26%
  • Lyxor L/S Equity Variable Bias Index 868.17 +.53%
  • Lyxor L/S Equity Short Bias Index 632.44 -2.81%
Sentiment/Internals
  • NYSE Cumulative A/D Line 119,651 -3.44%
  • Bloomberg New Highs-Lows Index -170 -66
  • Bloomberg Crude Oil % Bulls 25.0 -24.99%
  • CFTC Oil Net Speculative Position 165,142 +8.16%
  • CFTC Oil Total Open Interest 1,523,907 +1.95%
  • Total Put/Call 1.38 +30.19%
  • OEX Put/Call 1.62 -47.67%
  • ISE Sentiment 70.0 -23.91%
  • NYSE Arms 5.31 +140.27%
  • Volatility(VIX) 38.52 +22.50%
  • G7 Currency Volatility (VXY) 13.88 +13.31%
  • Smart Money Flow Index 10,040.40 +.28%
  • Money Mkt Mutual Fund Assets $2.644 Trillion +.30%
  • AAII % Bulls 30.22 -21.75%
  • AAII % Bears 40.29 +24.58%
Futures Spot Prices
  • CRB Index 334.24 -1.88%
  • Crude Oil 87.19 -1.65%
  • Reformulated Gasoline 277.10 -3.94%
  • Natural Gas 3.92 -3.02%
  • Heating Oil 298.75 -2.02%
  • Gold 1,861.20 +1.71%
  • Bloomberg Base Metals 239.68 -1.57%
  • Copper 399.85 -3.42%
  • US No. 1 Heavy Melt Scrap Steel 419.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,834 Yuan/Ton -.06%
  • UBS-Bloomberg Agriculture 1,757.96 -1.72%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -6.20% -190 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.05 -.34%
  • Citi US Economic Surprise Index -41.80 +15.9 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 77.20 +3.28%
  • Yield Curve 175.0 -4 basis points
  • 10-Year US Treasury Yield 1.92% -7 basis points
  • Federal Reserve's Balance Sheet $2.841 Trillion +.14%
  • U.S. Sovereign Debt Credit Default Swap 51.85 -2.23%
  • Illinois Municipal Debt Credit Default Swap 246.0 +1.90%
  • Western Europe Sovereign Debt Credit Default Swap Index 332.22 +8.17%
  • Emerging Markets Sovereign Debt CDS Index 224.66 -2.88%
  • Saudi Sovereign Debt Credit Default Swap 110.10 +2.66%
  • Iraqi 2028 Government Bonds 88.41 -.86%
  • China Blended Corporate Spread Index 633.0 +20 basis points
  • 10-Year TIPS Spread 1.98% -6 basis points
  • TED Spread 33.0 +1 basis point
  • 3-Month Euribor/OIS Spread 83.0 +12 basis points
  • N. America Investment Grade Credit Default Swap Index 130.60 +7.05%
  • Euro Financial Sector Credit Default Swap Index 266.77 +22.85%
  • Emerging Markets Credit Default Swap Index 308.37 +9.43%
  • CMBS Super Senior AAA 10-Year Treasury Spread 287.0 unch.
  • M1 Money Supply $2.124 Trillion +1.01%
  • Commercial Paper Outstanding 1,065.8B -2.90%
  • 4-Week Moving Average of Jobless Claims 414,800 +.90%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.12% -10 basis points
  • Weekly Mortgage Applications 601.0 -4.86%
  • Bloomberg Consumer Comfort -49.3 -.2 point
  • Weekly Retail Sales +4.90% +70 basis points
  • Nationwide Gas $3.66/gallon +.01/gallon
  • U.S. Cooling Demand Next 7 Days 1.0% below normal
  • Baltic Dry Index 1,782 +5.94%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 233,941 -.89%
Best Performing Style
  • Large-Cap Growth -3.80%
Worst Performing Style
  • Small-Cap Growth -4.95%
Leading Sectors
  • Gold & Silver +1.79%
  • Semis -.76%
  • Biotech -.91%
  • Coal -1.25%
  • Retail -2.03%
Lagging Sectors
  • Steel -6.42%
  • Banks -6.48%
  • Alternative Energy -6.72%
  • I-Banks -7.48%
  • Homebuilders -8.43%
Weekly High-Volume Stock Gainers (5)
  • CALP, TIN, BTH, WLT and VRSN
Weekly High-Volume Stock Losers (5)
  • AUMN, CASC, TITN, ESL and GIII
Weekly Charts
ETFs
Stocks
*5-Day Change

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