Friday, November 18, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,215.65 -3.81%
  • DJIA 11,796.10 -2.94%
  • NASDAQ 2,572.50 -3.97%
  • Russell 2000 719.42 -3.39%
  • Wilshire 5000 12,609.50 -1.82%
  • Russell 1000 Growth 568.71 -3.62%
  • Russell 1000 Value 599.29 -3.95%
  • Morgan Stanley Consumer 720.51 -2.64%
  • Morgan Stanley Cyclical 874.53 -4.47%
  • Morgan Stanley Technology 603.70 -5.53%
  • Transports 4,841.04 -2.75%
  • Utilities 442.01 -2.41%
  • MSCI Emerging Markets 38.78 -3.80%
  • Lyxor L/S Equity Long Bias Index 971.56 -.53%
  • Lyxor L/S Equity Variable Bias Index 840.58 -.50%
  • Lyxor L/S Equity Short Bias Index 600.52 -1.59%
Sentiment/Internals
  • NYSE Cumulative A/D Line 126,451 -1.31%
  • Bloomberg New Highs-Lows Index -348 -133
  • Bloomberg Crude Oil % Bulls 31.0 +3.33%
  • CFTC Oil Net Speculative Position 173,407 +3.81%
  • CFTC Oil Total Open Interest 1,357,125 -.66%
  • Total Put/Call .88 -24.14%
  • OEX Put/Call .88 -56.22%
  • ISE Sentiment 78.0 -33.90%
  • NYSE Arms 1.14 +31.03%
  • Volatility(VIX) 32.0 -2.47%
  • S&P 500 Implied Correlation 81.66 +6.33%
  • G7 Currency Volatility (VXY) 12.95 -.54%
  • Smart Money Flow Index 10,678.28 -1.26%
  • Money Mkt Mutual Fund Assets $2.645 Trillion +.20%
  • AAII % Bulls 41.94 -6.26%
  • AAII % Bears 31.05 +26.43%
Futures Spot Prices
  • CRB Index 312.21 -2.10%
  • Crude Oil 97.67 -1.44%
  • Reformulated Gasoline 247.84 -4.92%
  • Natural Gas 3.32 -6.88%
  • Heating Oil 303.25 -4.95%
  • Gold 1,725.10 -3.57%
  • Bloomberg Base Metals 206.24 +.65%
  • Copper 342.05 -2.34%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 147.40 USD/Ton +7.04%
  • UBS-Bloomberg Agriculture 1,487.74 -2.77%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.8% +70 basis points
  • S&P 500 EPS Estimates (FY 2012 Mean) 109.22 unch.
  • Citi US Economic Surprise Index 48.90 +14.6 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/13
  • US Dollar Index 78.02 +1.45%
  • Yield Curve 173.0 -10 basis points
  • 10-Year US Treasury Yield 2.01% -5 basis points
  • Federal Reserve's Balance Sheet $2.814 Trillion -.29%
  • U.S. Sovereign Debt Credit Default Swap 50.83 +7.01%
  • Illinois Municipal Debt Credit Default Swap 261.0 +2.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 350.16 +2.79%
  • Emerging Markets Sovereign Debt CDS Index 293.33 +5.01%
  • Saudi Sovereign Debt Credit Default Swap 120.18 +1.76%
  • Iraqi 2028 Government Bonds 83.29 -2.50%
  • China Blended Corporate Spread Index 739.0 unch.
  • 10-Year TIPS Spread 1.97% -12 basis points
  • TED Spread 49.0 +3 basis points
  • 3-Month Euribor/OIS Spread 91.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 135.78 +5.12%
  • Euro Financial Sector Credit Default Swap Index 274.48 +12.82%
  • Emerging Markets Credit Default Swap Index 325.24 +7.98%
  • CMBS Super Senior AAA 10-Year Treasury Spread 248.0 unch.
  • M1 Money Supply $2.155 Trillion +.13%
  • Commercial Paper Outstanding 999.60 +3.30%
  • 4-Week Moving Average of Jobless Claims 396,800 -1.0%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.00% +1 basis point
  • Weekly Mortgage Applications 660.60 -10.04%
  • Bloomberg Consumer Comfort -50.0 +1.6 points
  • Weekly Retail Sales +3.20% +10 basis points
  • Nationwide Gas $3.38/gallon -.06/gallon
  • U.S. Heating Demand Next 7 Days 20.0% below normal
  • Baltic Dry Index 1,895 +3.27%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 +6.25%
  • Rail Freight Carloads 244,972 +2.42%
Best Performing Style
  • Small-Cap Value -2.86%
Worst Performing Style
  • Mid-Cap Growth -4.18%
Leading Sectors
  • Tobacco +.91%
  • Oil Tankers -.94%
  • Computer Services -1.78%
  • Road & Rail -1.99%
  • Drugs -2.24%
Lagging Sectors
  • Oil Service -6.27%
  • Alternative Energy -6.66%
  • I-Banks -6.96%
  • Gold & Silver -7.71%
  • Coal -10.38%
Weekly High-Volume Stock Gainers (9)
  • ZOLL, TSRA, CLNE, BKS, PLCE, TPCG, SREV, RLJ and EXL
Weekly High-Volume Stock Losers (10)
  • GLPW, KW, MRX, COO, DDS, CHE, LRN, MGI, BRLI and WNR
Weekly Charts
ETFs
Stocks
*5-Day Change

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