Friday, December 09, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,255.19 +.88%
  • DJIA 12,184.20 +1.37%
  • NASDAQ 2,646.85 +.76%
  • Russell 2000 745.40 +1.41%
  • Wilshire 5000 13,013.10 +.82%
  • Russell 1000 Growth 585.32 +.51%
  • Russell 1000 Value 620.03 +1.02%
  • Morgan Stanley Consumer 747.84 +1.46%
  • Morgan Stanley Cyclical 902.39 +.33%
  • Morgan Stanley Technology 614.92 +.50%
  • Transports 4,957.02 +.21%
  • Utilities 446.93 +.74%
  • MSCI Emerging Markets 38.91 -2.42%
  • Lyxor L/S Equity Long Bias Index 979.81 +3.05%
  • Lyxor L/S Equity Variable Bias Index 830.81 -.07%
  • Lyxor L/S Equity Short Bias Index 591.21 -2.34%
Sentiment/Internals
  • NYSE Cumulative A/D Line 126,951 +1.46%
  • Bloomberg New Highs-Lows Index -268 -132
  • Bloomberg Crude Oil % Bulls 33.0 -13.2%
  • CFTC Oil Net Speculative Position 155,804 -.43%
  • CFTC Oil Total Open Interest 1,332,544 +2.31%
  • Total Put/Call 1.19 +21.43%
  • OEX Put/Call 1.88 +29.66%
  • ISE Sentiment 153.0 +93.67%
  • NYSE Arms .52 -52.29%
  • Volatility(VIX) 26.38 -4.14%
  • S&P 500 Implied Correlation 78.93 +1.35%
  • G7 Currency Volatility (VXY) 12.87 +.23%
  • Smart Money Flow Index 10,291.53 -1.74%
  • Money Mkt Mutual Fund Assets $2.678 Trillion +1.0%
  • AAII % Bulls 38.57 +16.74%
  • AAII % Bears 34.76 -11.82%
Futures Spot Prices
  • CRB Index 306.43 -2.27%
  • Crude Oil 99.41 -1.70%
  • Reformulated Gasoline 259.61 -1.33%
  • Natural Gas 3.32 -7.50%
  • Heating Oil 291.25 -2.84%
  • Gold 1,716.80 -1.85%
  • Bloomberg Base Metals 209.52 -1.10%
  • Copper 355.75 -.78%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 139.50 USD/Ton +.50%
  • UBS-Bloomberg Agriculture 1,430.56 -1.82%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.6% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0053 +69.36%
  • S&P 500 EPS Estimates (FY 2012 Mean) 108.89 -.06%
  • Citi US Economic Surprise Index 78.0 -7.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 12/13
  • US Dollar Index 78.63 -.06%
  • Yield Curve 183.0 +5 basis points
  • 10-Year US Treasury Yield 2.06% +3 basis points
  • Federal Reserve's Balance Sheet $2.803 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 52.41 +3.65%
  • Illinois Municipal Debt Credit Default Swap 269.0 -3.14%
  • Western Europe Sovereign Debt Credit Default Swap Index 367.34 +8.20%
  • Emerging Markets Sovereign Debt CDS Index 292.67 +1.62%
  • Saudi Sovereign Debt Credit Default Swap 127.64 +.50%
  • Iraqi 2028 Government Bonds 82.93 +.50%
  • China Blended Corporate Spread Index 764.0 +10 basis points
  • 10-Year TIPS Spread 2.03% -3 basis points
  • TED Spread 54.0 +1 basis point
  • 3-Month Euribor/OIS Spread 96.0 -3 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -122.0 +4 basis points
  • N. America Investment Grade Credit Default Swap Index 122.59 -1.32%
  • Euro Financial Sector Credit Default Swap Index 282.22 +4.36%
  • Emerging Markets Credit Default Swap Index 295.05 -1.01%
  • CMBS Super Senior AAA 10-Year Treasury Spread 276.0 unch.
  • M1 Money Supply $2.151 Trillion +.72%
  • Commercial Paper Outstanding 997.30 -.50%
  • 4-Week Moving Average of Jobless Claims 393,300 -.80%
  • Continuing Claims Unemployment Rate 2.8% -20 basis points
  • Average 30-Year Mortgage Rate 3.99% -1 basis point
  • Weekly Mortgage Applications 650.40 +12.84%
  • Bloomberg Consumer Comfort -50.3 -.1 point
  • Weekly Retail Sales +3.20% -70 basis points
  • Nationwide Gas $3.29/gallon unch.
  • U.S. Heating Demand Next 7 Days 12.0% below normal
  • Baltic Dry Index 1,922 +3.0%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 243,997 +27.84%
Best Performing Style
  • Small-Cap Growth +1.47%
Worst Performing Style
  • Mid-Cap Growth -.18%
Leading Sectors
  • Airlines +5.08%
  • Computer Services +2.28%
  • Tobacco +2.34%
  • I-Banks +2.27%
  • Drugs +2.03%
Lagging Sectors
  • Gaming -1.28%
  • Alternative Energy -1.28%
  • Oil Service -1.91%
  • Agriculture -2.46%
  • Coal -3.55%
Weekly High-Volume Stock Gainers (17)
  • DMAN, SFSF, GIII, MIND, ZUMZ, TLEO, MW, MPWR, GCI, AMRC, CSOD, KNXA, RATE, OXM, BAH, CPMK and TRGP
Weekly High-Volume Stock Losers (7)
  • ATO, UVV, WABC, TEA, DRI, GTY and IVC
Weekly Charts
ETFs
Stocks
*5-Day Change

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