Friday, September 30, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,131.42 -.44%
  • DJIA 10,913.30 +1.32%
  • NASDAQ 2,415.40 -2.73%
  • Russell 2000 644.16 -1.27%
  • Wilshire 5000 11,676.50 -.70%
  • Russell 1000 Growth 527.38 -1.48%
  • Russell 1000 Value 557.50 +.20%
  • Morgan Stanley Consumer 686.20 +.49%
  • Morgan Stanley Cyclical 765.15 -.72%
  • Morgan Stanley Technology 557.26 -1.79%
  • Transports 4,189.37 -.70%
  • Utilities 433.38 +.42%
  • MSCI Emerging Markets 36.29 +1.11%
  • Lyxor L/S Equity Long Bias Index 931.82 -1.48%
  • Lyxor L/S Equity Variable Bias Index 847.06 -2.24%
  • Lyxor L/S Equity Short Bias Index 644.15 +1.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line 118,291 +2.92%
  • Bloomberg New Highs-Lows Index -786 +2,032
  • Bloomberg Crude Oil % Bulls 29.0 +26.09%
  • CFTC Oil Net Speculative Position 137,686 -13.93%
  • CFTC Oil Total Open Interest 1,380,562 +1.13%
  • Total Put/Call 1.24 +7.83%
  • OEX Put/Call 1.98 +53.49%
  • ISE Sentiment 89.0 -39.46%
  • NYSE Arms 3.89 +352.32%
  • Volatility(VIX) 42.96 +4.14%
  • S&P 500 Implied Correlation 90.28 +8.55%
  • G7 Currency Volatility (VXY) 14.32 -7.50%
  • Smart Money Flow Index 9,861.890 -2.42%
  • Money Mkt Mutual Fund Assets $2.634 Trillion +.50%
  • AAII % Bulls 32.51 +28.35%
  • AAII % Bears 46.80 -2.50%
Futures Spot Prices
  • CRB Index 298.15 -1.23%
  • Crude Oil 79.20 -1.70%
  • Reformulated Gasoline 253.81 +.39%
  • Natural Gas 3.67 -2.69%
  • Heating Oil 277.93 -1.10%
  • Gold 1,622.30 -2.08%
  • Bloomberg Base Metals 203.53 -.05%
  • Copper 315.20 -6.48%
  • US No. 1 Heavy Melt Scrap Steel 418.33 USD/Ton -.32%
  • China Hot Rolled Domestic Steel Sheet 4,616 Yuan/Ton -2.02%
  • UBS-Bloomberg Agriculture 1,517.37 -2.41%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.20% -50 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.89 unch.
  • Citi US Economic Surprise Index -29.50 +11.3 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 78.80 +.61%
  • Yield Curve 167.0 +6 basis points
  • 10-Year US Treasury Yield 1.92% +9 basis points
  • Federal Reserve's Balance Sheet $2.834 Trillion -.24%
  • U.S. Sovereign Debt Credit Default Swap 52.24 -5.83%
  • Illinois Municipal Debt Credit Default Swap 263.0 +2.62%
  • Western Europe Sovereign Debt Credit Default Swap Index 341.84 -3.74%
  • Emerging Markets Sovereign Debt CDS Index 290.17 +1.50%
  • Saudi Sovereign Debt Credit Default Swap 125.34 -2.60%
  • Iraqi 2028 Government Bonds 80.38 -3.68%
  • China Blended Corporate Spread Index 912.0 +132 basis points
  • 10-Year TIPS Spread 1.76% unch.
  • TED Spread 35.0 -2 basis points
  • 3-Month Euribor/OIS Spread 81.0 -8 basis points
  • N. America Investment Grade Credit Default Swap Index 140.91 +.06%
  • Euro Financial Sector Credit Default Swap Index 254.30 +.27%
  • Emerging Markets Credit Default Swap Index 369.30 +1.54%
  • CMBS Super Senior AAA 10-Year Treasury Spread 301.0 +17 basis points
  • M1 Money Supply $2.106 Trillion -.02%
  • Commercial Paper Outstanding 1,007.6B -2.20%
  • 4-Week Moving Average of Jobless Claims 417,000 -1.30%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.01% -8 basis points
  • Weekly Mortgage Applications 767.93 +9.28%
  • Bloomberg Consumer Comfort -53.0 -.9 point
  • Weekly Retail Sales +4.40% -10 basis points
  • Nationwide Gas $3.45/gallon -.09/gallon
  • U.S. Cooling Demand Next 7 Days 32.0% below normal
  • Baltic Dry Index 1,913 +1.54%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 248,402 +2.54%
Best Performing Style
  • Large-Cap Value +.20%
Worst Performing Style
  • Mid-Cap Growth -2.45%
Leading Sectors
  • Insurance +4.37%
  • Drugs +2.63%
  • Computer Services +2.63%
  • Telecom +1.77%
  • Defense +1.23%
Lagging Sectors
  • Oil Service -5.16%
  • Airlines -5.62%
  • Coal -6.28%
  • Oil Tankers -7.37%
  • Alternative Energy -7.83%
Weekly High-Volume Stock Gainers (5)
  • HGIC, PNM, SNX, BWC and AL
Weekly High-Volume Stock Losers (6)
  • SXC, HII, MOS, TDW, CRR and TROX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: