Friday, January 06, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,277.81 +1.17%
  • DJIA 12,359.90 +.59%
  • NASDAQ 2,674.22 +2.31%
  • Russell 2000 749.71 +.64%
  • Wilshire 5000 13,229.0 +1.19%
  • Russell 1000 Growth 590.49 +1.30%
  • Russell 1000 Value 636.24 +1.16%
  • Morgan Stanley Consumer 762.53 -.05%
  • Morgan Stanley Cyclical 909.16 +3.77%
  • Morgan Stanley Technology 601.17 +1.79%
  • Transports 5,069.03 +.53%
  • Utilities 451.20 -3.41%
  • MSCI Emerging Markets 38.24 +1.43%
  • Lyxor L/S Equity Long Bias Index 968.76 +.97%%
  • Lyxor L/S Equity Variable Bias Index 812.03 -.21%
  • Lyxor L/S Equity Short Bias Index 570.52 -.74%
Sentiment/Internals
  • NYSE Cumulative A/D Line 129,553 +1.60%
  • Bloomberg New Highs-Lows Index 12 +311
  • Bloomberg Crude Oil % Bulls 44.0 +7.32%
  • CFTC Oil Net Speculative Position 144,468 -.08%
  • CFTC Oil Total Open Interest 1,373,018 +3.58%
  • Total Put/Call .96 +12.94%
  • OEX Put/Call 4.36 +84.75%
  • ISE Sentiment 93.0 -34.97%
  • NYSE Arms 1.46 +329.41%
  • Volatility(VIX) 20.63 -8.92%
  • S&P 500 Implied Correlation 75.05 -5.31%
  • G7 Currency Volatility (VXY) 11.49 -6.96%
  • Smart Money Flow Index 10,049.94 +.13%
  • Money Mkt Mutual Fund Assets $2.694 Trillion unch.
  • AAII % Bulls 48.9 +20.4%
  • AAII % Bears 17.2 -44.34%
Futures Spot Prices
  • CRB Index 309.48 +1.62%
  • Crude Oil 101.56 +1.73%
  • Reformulated Gasoline 275.16 +2.96%
  • Natural Gas 3.06 +1.29%
  • Heating Oil 307.02 +4.78%
  • Gold 1,616.80 +4.52%
  • Bloomberg Base Metals Index 202.82 +.73%
  • Copper 343.50 +1.58%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 140.0 USD/Ton +1.08%
  • UBS-Bloomberg Agriculture 1,488.14 -.96%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -8.2% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0146 +45.11%
  • S&P 500 FY 2013 Mean EPS Estimate 117.75 n/a
  • Citi US Economic Surprise Index 91.90 +23.4 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/25
  • US Dollar Index 81.26 +1.05%
  • Yield Curve 170.0 +6 basis points
  • 10-Year US Treasury Yield 1.96% +8 basis points
  • Federal Reserve's Balance Sheet $2.899 Trillion -.32%
  • U.S. Sovereign Debt Credit Default Swap 50.50 +3.12%
  • Illinois Municipal Debt Credit Default Swap 249.0 -12.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 385.77 +4.71%
  • Emerging Markets Sovereign Debt CDS Index 314.17 +4.03%
  • Saudi Sovereign Debt Credit Default Swap 131.85 +2.57%
  • Iraqi 2028 Government Bonds 77.16 -5.68%
  • China Blended Corporate Spread Index 746.0 -16 basis points
  • 10-Year TIPS Spread 2.09% +14 basis points
  • TED Spread 58.0 +1 basis point
  • 3-Month Euribor/OIS Spread 94.0 -3 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -101.0 -13 basis points
  • N. America Investment Grade Credit Default Swap Index 119.51 -.34%
  • Euro Financial Sector Credit Default Swap Index 272.43 -2.32%
  • Emerging Markets Credit Default Swap Index 314.50 +2.42%
  • CMBS Super Senior AAA 10-Year Treasury Spread 245.0 unch.
  • M1 Money Supply $2.168 Trillion +1.44%
  • Commercial Paper Outstanding 929.20 -3.10%
  • 4-Week Moving Average of Jobless Claims 373,300 -.80%
  • Continuing Claims Unemployment Rate 2.8% -10 basis points
  • Average 30-Year Mortgage Rate 3.91% -4 basis points
  • Weekly Mortgage Applications 634.60 -4.05%
  • Bloomberg Consumer Comfort -44.80 +2.7 points
  • Weekly Retail Sales +3.70% +20 basis points
  • Nationwide Gas $3.35/gallon +.08/gallon
  • U.S. Heating Demand Next 7 Days 22.0% below normal
  • Baltic Dry Index 1,347 -22.5%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -13.33%
  • Rail Freight Carloads 181,217 -16.85%
Best Performing Style
  • Mid-Cap Growth +1.35%
Worst Performing Style
  • Small-Cap Growth +.61%
Leading Sectors
  • Coal +7.13%
  • Homebuilders +5.57%
  • Steel +5.03%
  • Banks +4.76%
  • Education +4.64%
Lagging Sectors
  • REITs -.73%
  • Gaming -.76%
  • Oil Tankers -1.06%
  • Telecom -2.26%
  • Utilities -3.41%
Weekly High-Volume Stock Gainers (6)
  • DNDN, TIVO, WTW, FELE, GEVA and GKSR
Weekly High-Volume Stock Losers (8)
  • PRGS, AN, ROG, MTN, BSFT, APKT, AVEO and BKS
Weekly Charts
ETFs
Stocks
*5-Day Change

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