Friday, December 02, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,244.28 +7.39%
  • DJIA 12,019.48 +7.01%
  • NASDAQ 2,626.93 +7.59%
  • Russell 2000 735.02 +10.34%
  • Wilshire 5000 12,907.85 +7.64%
  • Russell 1000 Growth 582.36 +7.16%
  • Russell 1000 Value 613.80 +7.73%
  • Morgan Stanley Consumer 737.05 +5.52%
  • Morgan Stanley Cyclical 899.47 +9.64%
  • Morgan Stanley Technology 611.85 +7.45%
  • Transports 4,946.67 +9.11%
  • Utilities 443.63 +4.14%
  • MSCI Emerging Markets 39.88 +9.39%
  • Lyxor L/S Equity Long Bias Index 947.73 +.39%
  • Lyxor L/S Equity Variable Bias Index 832.49 +.03%
  • Lyxor L/S Equity Short Bias Index 608.22 -.21%
Sentiment/Internals
  • NYSE Cumulative A/D Line 125,129 +3.52%
  • Bloomberg New Highs-Lows Index -136 +620
  • Bloomberg Crude Oil % Bulls 38.0 +52.0%
  • CFTC Oil Net Speculative Position 156,479 -.55%
  • CFTC Oil Total Open Interest 1,302,512 +.53%
  • Total Put/Call .98 -25.76%
  • OEX Put/Call 1.45 +55.91%
  • ISE Sentiment 79.0 +9.72%
  • NYSE Arms 1.09 -3.54%
  • Volatility(VIX) 27.52 -20.16%
  • S&P 500 Implied Correlation 77.88 -5.6%
  • G7 Currency Volatility (VXY) 12.91 -6.52%
  • Smart Money Flow Index 10,474.11 -.14%
  • Money Mkt Mutual Fund Assets $2.653 Trillion +.20%
  • AAII % Bulls 33.04 +.98%
  • AAII % Bears 39.42 +3.0%
Futures Spot Prices
  • CRB Index 313.55 +2.65%
  • Crude Oil 100.96 +3.74%
  • Reformulated Gasoline 261.62 +5.41%
  • Natural Gas 3.58 -2.16%
  • Heating Oil 299.0 +1.27%
  • Gold 1,751.30 +4.01%
  • Bloomberg Base Metals 211.84 +7.57%
  • Copper 358.45 +8.82%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 138.80 USD/Ton -1.14%
  • UBS-Bloomberg Agriculture 1,457.14 +2.40%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.8% -50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1016 +2.77%
  • S&P 500 EPS Estimates (FY 2012 Mean) 108.95 -.08%
  • Citi US Economic Surprise Index 85.70 +44.6 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 78.62 -1.24%
  • Yield Curve 178.0 +9 basis points
  • 10-Year US Treasury Yield 2.03% +7 basis points
  • Federal Reserve's Balance Sheet $2.797 Trillion -.28%
  • U.S. Sovereign Debt Credit Default Swap 50.57 -9.10%
  • Illinois Municipal Debt Credit Default Swap 278.0 -.19%
  • Western Europe Sovereign Debt Credit Default Swap Index 339.51 -8.53%
  • Emerging Markets Sovereign Debt CDS Index 288.0 -10.79%
  • Saudi Sovereign Debt Credit Default Swap 127.0 -5.21%
  • Iraqi 2028 Government Bonds 82.64 +.36%
  • China Blended Corporate Spread Index 754.0 -22 basis points
  • 10-Year TIPS Spread 2.06% +12 basis points
  • TED Spread 53.0 +3 basis points
  • 3-Month Euribor/OIS Spread 99.0 +7 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -126.33 +13.44%
  • N. America Investment Grade Credit Default Swap Index 124.23 -14.18%
  • Euro Financial Sector Credit Default Swap Index 270.43 -17.88%
  • Emerging Markets Credit Default Swap Index 298.06 -14.13%
  • CMBS Super Senior AAA 10-Year Treasury Spread 276.0 +16 basis points
  • M1 Money Supply $2.135 Trillion -.45%
  • Commercial Paper Outstanding 1,002.10 +.20%
  • 4-Week Moving Average of Jobless Claims 395,800 +.10%
  • Continuing Claims Unemployment Rate 3.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.0% +2 basis points
  • Weekly Mortgage Applications 576.40 -11.67%
  • Bloomberg Consumer Comfort -50.2 -.1 point
  • Weekly Retail Sales +3.90% +60 basis points
  • Nationwide Gas $3.29/gallon -.02/gallon
  • U.S. Heating Demand Next 7 Days 5.0% below normal
  • Baltic Dry Index 1,866 +3.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 190,866 -21.53%
Best Performing Style
  • Small-Cap Growth +10.79%
Worst Performing Style
  • Mid-Cap Value +7.25%
Leading Sectors
  • Steel +12.16%
  • Homebuilders +11.59%
  • Banks +10.57%
  • Semis +10.0%
  • Energy +9.91%
Lagging Sectors
  • Agriculture +5.76%
  • Medical Equipment +5.24%
  • Utilities +4.14%
  • Oil Tankers +3.36%
  • Tobacco +3.09%
Weekly High-Volume Stock Gainers (20)
  • MBI, MOV, LZB, TXI, CMC, ONXX, GNTX, TDS/S, WSBC, AEGR, FIBK, WCBO, TOBC, AFCE, ERIE, CPRT, TFM, BECN, VVI and ECL
Weekly High-Volume Stock Losers (1)
  • AWAY
Weekly Charts
ETFs
Stocks
*5-Day Change

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