Friday, December 16, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,219.66 -2.83%
  • DJIA 11,866.30 -2.61%
  • NASDAQ 2,555.33 -3.47%
  • Russell 2000 722.05 -3.13%
  • Wilshire 5000 12,634.40 -2.89%
  • Russell 1000 Growth 566.33 -3.24%
  • Russell 1000 Value 604.49 -2.51%
  • Morgan Stanley Consumer 740.34 -1.0%
  • Morgan Stanley Cyclical 858.43 -4.87%
  • Morgan Stanley Technology 583.18 -5.16%
  • Transports 4,906.26 -1.02%
  • Utilities 446.15 -.18%
  • MSCI Emerging Markets 37.54 -3.52%
  • Lyxor L/S Equity Long Bias Index 965.44 -2.01%
  • Lyxor L/S Equity Variable Bias Index 826.46 -1.5%
  • Lyxor L/S Equity Short Bias Index 605.97 +.67%
Sentiment/Internals
  • NYSE Cumulative A/D Line 123,816 -2.47%
  • Bloomberg New Highs-Lows Index -484 -216
  • Bloomberg Crude Oil % Bulls 35.0 +6.1%
  • CFTC Oil Net Speculative Position 149,303 -4.2%
  • CFTC Oil Total Open Interest 1,346,495 +1.05%
  • Total Put/Call 1.20 +.84%
  • OEX Put/Call 1.99 +5.85%
  • ISE Sentiment 74.0 -51.6%
  • NYSE Arms .82 +57.69%
  • Volatility(VIX) 24.29 -7.92%
  • S&P 500 Implied Correlation 83.94 +6.35%
  • G7 Currency Volatility (VXY) 12.06 -6.8%
  • Smart Money Flow Index 10,026.49 -2.58%
  • Money Mkt Mutual Fund Assets $2.678 Trillion unch.
  • AAII % Bulls 40.2 +4.20%
  • AAII % Bears 33.6 -3.22%
Futures Spot Prices
  • CRB Index 295.0 -3.73%
  • Crude Oil 93.53 -6.31%
  • Reformulated Gasoline 248.70 -4.44%
  • Natural Gas 3.13 -6.32%
  • Heating Oil 280.05 -4.05%
  • Gold 1,597.90 -6.82%
  • Bloomberg Base Metals Index 199.41 -4.83%
  • Copper 333.10 -6.79%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 132.10 USD/Ton -5.31%
  • UBS-Bloomberg Agriculture 1,422.03 -.59%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.5% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1237 +13.19%
  • S&P 500 EPS Estimates (FY 2012 Mean) 108.70 -.17%
  • Citi US Economic Surprise Index 75.50 -2.5 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 1/25
  • US Dollar Index 80.26 +2.12%
  • Yield Curve 162.0 -21 basis points
  • 10-Year US Treasury Yield 1.85% -21 basis points
  • Federal Reserve's Balance Sheet $2.885 Trillion +2.92%
  • U.S. Sovereign Debt Credit Default Swap 50.83 -3.02%
  • Illinois Municipal Debt Credit Default Swap 282.0 +4.59%
  • Western Europe Sovereign Debt Credit Default Swap Index 379.03 +3.18%
  • Emerging Markets Sovereign Debt CDS Index 302.0 +3.19%
  • Saudi Sovereign Debt Credit Default Swap 127.0 -.50%
  • Iraqi 2028 Government Bonds 82.07 -1.11%
  • China Blended Corporate Spread Index 787.0 +23 basis points
  • 10-Year TIPS Spread 1.91% -12 basis points
  • TED Spread 57.0 +3 basis points
  • 3-Month Euribor/OIS Spread 94.0 -2 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -122.0 unch.
  • N. America Investment Grade Credit Default Swap Index 128.69 +4.97%
  • Euro Financial Sector Credit Default Swap Index 299.45 +6.10%
  • Emerging Markets Credit Default Swap Index 312.99 +6.08%
  • CMBS Super Senior AAA 10-Year Treasury Spread 245.0 -31 basis points
  • M1 Money Supply $2.148 Trillion -.07%
  • Commercial Paper Outstanding 991.70 -.60%
  • 4-Week Moving Average of Jobless Claims 387,800 -1.60%
  • Continuing Claims Unemployment Rate 2.9% +10 basis points
  • Average 30-Year Mortgage Rate 3.94% -5 basis points
  • Weekly Mortgage Applications 677.0 +4.09%
  • Bloomberg Consumer Comfort -49.9 +.4 point
  • Weekly Retail Sales +3.0% -20 basis points
  • Nationwide Gas $3.25/gallon -.04/gallon
  • U.S. Heating Demand Next 7 Days 17.0% below normal
  • Baltic Dry Index 1,888 -1.77%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 240,899 -1.27%
Best Performing Style
  • Small-Cap Value -2.30%
Worst Performing Style
  • Mid-Cap Growth -3.97%
Leading Sectors
  • Airlines +2.40%
  • Drugs +.46%
  • REITs +.07%
  • Utilities -.17%
  • Telecom -.53%
Lagging Sectors
  • Networking -7.08%
  • Gold & Silver -8.63%
  • Oil Service -8.79%
  • Alternative Energy -9.0%
  • Coal -10.13%
Weekly High-Volume Stock Gainers (9)
  • SYNO, BCSI, SONO, VMC, CCMP, TNGO, NVLS, TWTC and OLN
Weekly High-Volume Stock Losers (10)
  • PRI, ADTN, PTRY, NDSN, LRCX, ATHN, SGI, ITMN, LRN and FSLR
Weekly Charts
ETFs
Stocks
*5-Day Change

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