Saturday, November 26, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,158.67 -4.73%
  • DJIA 11,231.78 -4.58%
  • NASDAQ 2,441.51 -5.66%
  • Russell 2000 666.16 -7.32%
  • Wilshire 5000 11,991.38 -4.95%
  • Russell 1000 Growth 543.44 -4.68%
  • Russell 1000 Value 569.75 -4.81%
  • Morgan Stanley Consumer 698.50 -2.70%
  • Morgan Stanley Cyclical 820.42 -6.07%
  • Morgan Stanley Technology 569.45 -6.78%
  • Transports 4,533.44 -5.78%
  • Utilities 426.01 -3.14%
  • MSCI Emerging Markets 36.46 -7.43%
  • Lyxor L/S Equity Long Bias Index 946.79 -2.92%
  • Lyxor L/S Equity Variable Bias Index 828.84 -.83%
  • Lyxor L/S Equity Short Bias Index 609.34 +2.72%
Sentiment/Internals
  • NYSE Cumulative A/D Line 120,869 -4.41%
  • Bloomberg New Highs-Lows Index -756 -408
  • Bloomberg Crude Oil % Bulls 25.0 -19.35%
  • CFTC Oil Net Speculative Position 173,407 +3.81%
  • CFTC Oil Total Open Interest 1,357,125 -.66%
  • Total Put/Call 1.32 +50.0%
  • OEX Put/Call .93 +5.68%
  • ISE Sentiment 72.0 -7.69%
  • NYSE Arms 1.13 -58.30%
  • Volatility(VIX) 34.47 -.12%
  • S&P 500 Implied Correlation 81.66 unch.
  • G7 Currency Volatility (VXY) 13.81 +6.64%
  • Smart Money Flow Index 10,488.43 -2.85%
  • Money Mkt Mutual Fund Assets $2.645 Trillion unch.
  • AAII % Bulls 32.72 -21.98%
  • AAII % Bears 38.27 +23.25%
Futures Spot Prices
  • CRB Index 305.45 -2.88%
  • Crude Oil 96.77 -1.93%
  • Reformulated Gasoline 244.89 -2.14%
  • Natural Gas 3.54 +2.82%
  • Heating Oil 292.73 -4.90%
  • Gold 1,688.50 -1.99%
  • Bloomberg Base Metals 196.94 -4.51%
  • Copper 328.40 -3.14%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 140.40 USD/Ton -4.75%
  • UBS-Bloomberg Agriculture 1,422.98 -4.35%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.3% +50 basis points
  • S&P 500 EPS Estimates (FY 2012 Mean) 109.04 -.16%
  • Citi US Economic Surprise Index 41.10 -7.8 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 12/13
  • US Dollar Index 79.61 +2.03%
  • Yield Curve 169.0 -4 basis points
  • 10-Year US Treasury Yield 1.96% -5 basis points
  • Federal Reserve's Balance Sheet $2.805 Trillion -.33%
  • U.S. Sovereign Debt Credit Default Swap 55.63 +9.44%
  • Illinois Municipal Debt Credit Default Swap 279.0 +6.73%
  • Western Europe Sovereign Debt Credit Default Swap Index 371.17 +6.0%
  • Emerging Markets Sovereign Debt CDS Index 322.83 +10.06%
  • Saudi Sovereign Debt Credit Default Swap 133.98 +11.48%
  • Iraqi 2028 Government Bonds 82.04 -1.53%
  • China Blended Corporate Spread Index 776.0 +37 basis points
  • 10-Year TIPS Spread 1.94% -3 basis points
  • TED Spread 50.0 +1 basis point
  • 3-Month Euribor/OIS Spread 92.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 144.76%
  • Euro Financial Sector Credit Default Swap Index 329.31 +19.97%
  • Emerging Markets Credit Default Swap Index 347.11 +6.73%
  • CMBS Super Senior AAA 10-Year Treasury Spread 260.0 +12 basis points
  • M1 Money Supply $2.145 Trillion -.46%
  • Commercial Paper Outstanding 999.70 unch.
  • 4-Week Moving Average of Jobless Claims 394,300 -.80%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.98% -2 basis points
  • Weekly Mortgage Applications 652.50 -1.22%
  • Bloomberg Consumer Comfort -50.1 +.1 point
  • Weekly Retail Sales +3.30% +10 basis points
  • Nationwide Gas $3.31/gallon -.07/gallon
  • U.S. Heating Demand Next 7 Days 13.0% below normal
  • Baltic Dry Index 1,807 -4.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
  • Rail Freight Carloads 243,234 -.71%
Best Performing Style
  • Mid-Cap Value -4.62%
Worst Performing Style
  • Small-Cap Growth -7.58%
Leading Sectors
  • Biotech +2.90%
  • Restaurants -1.67%
  • Tobacco -1.97%
  • Foods -2.84%
  • Utilities -3.14%
Lagging Sectors
  • Oil Service -9.17%
  • Networking -10.42%
  • Coal -11.13%
  • Steel -11.37%
  • Oil Tankers -16.42%
Weekly High-Volume Stock Gainers (1)
  • VRUS
Weekly High-Volume Stock Losers (13)
  • HSTM, FIBK, CRM, PSS, JACK, CHS, LRN, Y, TROX, LNKD, UBNT, Z and FIO
Weekly Charts
ETFs
Stocks
*5-Day Change

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