Friday, September 23, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,136.43 -6.54%
  • DJIA 10,771.48 -6.41%
  • NASDAQ 2,483.23 -5.30%
  • Russell 2000 652.43 -8.66%
  • Wilshire 5000 11,759.03 -6.91%
  • Russell 1000 Growth 535.30 -6.10%
  • Russell 1000 Value 556.40 -7.10%
  • Morgan Stanley Consumer 682.84 -5.12%
  • Morgan Stanley Cyclical 770.67 -11.14%
  • Morgan Stanley Technology 567.41 -5.77%
  • Transports 4,218.77 -9.56%
  • Utilities 431.55 -1.76%
  • MSCI Emerging Markets 35.89 -10.95%
  • Lyxor L/S Equity Long Bias Index 961.80 +.59%
  • Lyxor L/S Equity Variable Bias Index 865.15 -.10%
  • Lyxor L/S Equity Short Bias Index 628.59 -1.62%
Sentiment/Internals
  • NYSE Cumulative A/D Line 115,736 -5.10%
  • Bloomberg New Highs-Lows Index -2818 -2,594
  • Bloomberg Crude Oil % Bulls 23.0 -28.1%
  • CFTC Oil Net Speculative Position 159,965 -3.28%
  • CFTC Oil Total Open Interest 1,365,197 -6.63%
  • Total Put/Call 1.15 +11.65%
  • OEX Put/Call 1.29 +5.74%
  • ISE Sentiment 147.0 +137.10%
  • NYSE Arms .86 +7.50%
  • Volatility(VIX) 41.25 +33.15%
  • S&P 500 Implied Correlation 83.17 +4.56%
  • G7 Currency Volatility (VXY) 15.52 +18.93%
  • Smart Money Flow Index 10,106.04 -1.53%
  • Money Mkt Mutual Fund Assets $2.621 Trillion -.40%
  • AAII % Bulls 25.33 -16.95%
  • AAII % Bears 48.0 +16.08%
Futures Spot Prices
  • CRB Index 301.87 -8.40%
  • Crude Oil 79.85 -9.35%
  • Reformulated Gasoline 255.47 -8.10%
  • Natural Gas 3.70 -3.14%
  • Heating Oil 279.58 -6.74%
  • Gold 1,639.80 -9.65%
  • Bloomberg Base Metals 203.63 -14.41%
  • Copper 328.0 -16.62%
  • US No. 1 Heavy Melt Scrap Steel 419.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,711 Yuan/Ton -1.94%
  • UBS-Bloomberg Agriculture 1,554.98 -7.58%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -6.70% -60 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.89 -.09%
  • Citi US Economic Surprise Index -40.80 +2.3 points
  • Fed Fund Futures imply 31.7% chance of no change, 68.3% chance of 25 basis point cut on 11/02
  • US Dollar Index 78.50 +2.56%
  • Yield Curve 161.0 -27 basis points
  • 10-Year US Treasury Yield 1.83% -22 basis points
  • Federal Reserve's Balance Sheet $2.841 Trillion -.20%
  • U.S. Sovereign Debt Credit Default Swap 55.75 +12.97%
  • Illinois Municipal Debt Credit Default Swap 257.0 +6.70%
  • Western Europe Sovereign Debt Credit Default Swap Index 355.47 +9.70%
  • Emerging Markets Sovereign Debt CDS Index 285.88 +14.58%
  • Saudi Sovereign Debt Credit Default Swap 128.69 +16.08%
  • Iraqi 2028 Government Bonds 80.77 -6.51%
  • China Blended Corporate Spread Index 780.0 +135 basis points
  • 10-Year TIPS Spread 1.76% -21 basis points
  • TED Spread 37.0 +2 basis points
  • 3-Month Euribor/OIS Spread 89.0 +14 basis points
  • N. America Investment Grade Credit Default Swap Index 140.83 +12.52%
  • Euro Financial Sector Credit Default Swap Index 258.13 +5.92%
  • Emerging Markets Credit Default Swap Index 367.67 +26.41%
  • CMBS Super Senior AAA 10-Year Treasury Spread 284.0 -13 basis points
  • M1 Money Supply $2.107 Trillion -1.39%
  • Commercial Paper Outstanding 1,029.8B -1.30%
  • 4-Week Moving Average of Jobless Claims 421,000 +.10%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.09% unch.
  • Weekly Mortgage Applications 702.73 +.56%
  • Bloomberg Consumer Comfort -52.1 -2.8 points
  • Weekly Retail Sales +4.50% -20 basis points
  • Nationwide Gas $3.54/gallon -.07/gallon
  • U.S. Cooling Demand Next 7 Days 30.0% above normal
  • Baltic Dry Index 1,920 +5.84%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 242,250 +16.42%
Best Performing Style
  • Large-Cap Growth -6.41%
Worst Performing Style
  • Small-Cap Value -8.66%
Leading Sectors
  • Restaurants -1.48%
  • Utilities -1.76%
  • Computer Services -2.62%
  • Biotech -3.04%
  • Telecom -3.67%
Lagging Sectors
  • Agriculture -13.27%
  • Construction -13.64%
  • Oil Service -16.23%
  • Steel -16.36%
  • Coal -22.90%
Weekly High-Volume Stock Gainers (6)
  • GR, WMGI, DMND, KIOR, RPXC and CCOI
Weekly High-Volume Stock Losers (17)
  • MDVN, ACC, CATM, TRH, CPRT, UPL, PRAA, CPT, HME, SREV, LAD, RLOC, AAWW, NFLX, HLS, MCP and MNTA
Weekly Charts
ETFs
Stocks
*5-Day Change

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