Friday, October 07, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,155.46 +2.12%
  • DJIA 11,103.10 +1.74%
  • NASDAQ 2,479.35 +2.65%
  • Russell 2000 656.21 +1.87%
  • Wilshire 5000 11,920.60 +2.09%
  • Russell 1000 Growth 540.33 +2.46%
  • Russell 1000 Value 567.38 +1.77%
  • Morgan Stanley Consumer 695.26 +1.32%
  • Morgan Stanley Cyclical 798.73 +4.39%
  • Morgan Stanley Technology 587.80 +5.48%
  • Transports 4,359.55 +4.06%
  • Utilities 431.34 -.47%
  • MSCI Emerging Markets 36.55 +.71%
  • Lyxor L/S Equity Long Bias Index 907.10 -3.68%
  • Lyxor L/S Equity Variable Bias Index 837.32 -1.73%
  • Lyxor L/S Equity Short Bias Index 659.06 +2.42%
Sentiment/Internals
  • NYSE Cumulative A/D Line 116,868 +.35%
  • Bloomberg New Highs-Lows Index -290 +496
  • Bloomberg Crude Oil % Bulls 27.0 -6.90%
  • CFTC Oil Net Speculative Position 108,164 -21.44%
  • CFTC Oil Total Open Interest 1,431,783 +3.71%
  • Total Put/Call 1.11 -10.48%
  • OEX Put/Call 1.94 -2.02%
  • ISE Sentiment 66.0 -25.84%
  • NYSE Arms 1.64 -57.84%
  • Volatility(VIX) 36.20 -15.74%
  • S&P 500 Implied Correlation 82.32 -8.82%
  • G7 Currency Volatility (VXY) 13.14 -7.72%
  • Smart Money Flow Index 10,341.11 +4.86%
  • Money Mkt Mutual Fund Assets $2.639 Trillion +.20%
  • AAII % Bulls 35.24 +8.40%
  • AAII % Bears 45.71 -2.33%
Futures Spot Prices
  • CRB Index 303.52 +1.80%
  • Crude Oil 82.98 +5.37%
  • Reformulated Gasoline 264.76 +4.26%
  • Natural Gas 3.48 -4.94%
  • Heating Oil 285.88 +2.61%
  • Gold 1,635.80 +.57%
  • Bloomberg Base Metals 204.58 +.52%
  • Copper 327.35 +5.21%
  • US No. 1 Heavy Melt Scrap Steel 418.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,616 Yuan/Ton unch.
  • UBS-Bloomberg Agriculture 1,510.26 -.47%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -8.10% -90 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.85 -.04%
  • Citi US Economic Surprise Index -7.50 +22.0 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 78.75 -.06%
  • Yield Curve 179.0 +12 basis points
  • 10-Year US Treasury Yield 2.08% +16 basis points
  • Federal Reserve's Balance Sheet $2.843 Trillion +.30%
  • U.S. Sovereign Debt Credit Default Swap 48.80 -6.59%
  • Illinois Municipal Debt Credit Default Swap 270.0 +2.38%
  • Western Europe Sovereign Debt Credit Default Swap Index 340.05 -.52%
  • Emerging Markets Sovereign Debt CDS Index 284.50 -1.95%
  • Saudi Sovereign Debt Credit Default Swap 129.0 +2.92%
  • Iraqi 2028 Government Bonds 77.83 -3.24%
  • China Blended Corporate Spread Index 896.0 -16 basis points
  • 10-Year TIPS Spread 1.95% +19 basis points
  • TED Spread 39.0 +4 basis points
  • 3-Month Euribor/OIS Spread 72.0 -9 basis points
  • N. America Investment Grade Credit Default Swap Index 138.31 -1.85%
  • Euro Financial Sector Credit Default Swap Index 238.36 -6.27%
  • Emerging Markets Credit Default Swap Index 346.07 -6.29%
  • CMBS Super Senior AAA 10-Year Treasury Spread 301.0 unch.
  • M1 Money Supply $2.137 Trillion +1.48%
  • Commercial Paper Outstanding 985.4B -2.20%
  • 4-Week Moving Average of Jobless Claims 414,000 -1.0%
  • Continuing Claims Unemployment Rate 2.9% -10 basis points
  • Average 30-Year Mortgage Rate 3.94% -7 basis points
  • Weekly Mortgage Applications 734.90 -4.30%
  • Bloomberg Consumer Comfort -50.2 +2.8 points
  • Weekly Retail Sales +4.40% unch.
  • Nationwide Gas $3.39/gallon -.06/gallon
  • U.S. Cooling Demand Next 7 Days 10.0% below normal
  • Baltic Dry Index 2,000 +5.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 250,864 +.99%
Best Performing Style
  • Mid-Cap Growth +2.61%
Worst Performing Style
  • Small-Cap Value +1.22%
Leading Sectors
  • Education +8.30%
  • Road & Rail +7.36%
  • Construction +7.33%
  • Semis +5.87%
  • Disk Drives +5.36%
Lagging Sectors
  • Telecom -1.24%
  • Airlines -1.35%
  • Hospitals -1.37%
  • REITs -1.89%
  • Oil Tankers -7.17%
Weekly High-Volume Stock Gainers (7)
  • PPDI, EBS, MDCO, TNGO, MEAS, TISI and RECN
Weekly High-Volume Stock Losers (12)
  • OCR, APKT, NU, PMC, IRM, SXC, CNS, CJES, AM, OSG, AMED and KIOR
Weekly Charts
ETFs
Stocks
*5-Day Change

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