Friday, January 13, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,289.09 +.88%
  • DJIA 12,422.0 +.50%
  • NASDAQ 2,710.67 +1.36%
  • Russell 2000 764.20 +1.93%
  • Wilshire 5000 13,373.40 +1.09%
  • Russell 1000 Growth 595.23 +.80%
  • Russell 1000 Value 644.04 +1.23%
  • Morgan Stanley Consumer 767.05 +.59%
  • Morgan Stanley Cyclical 943.67 +3.80%
  • Morgan Stanley Technology 610.22 +1.51%
  • Transports 5,175.92 +2.11%
  • Utilities 450.90 -.07%
  • MSCI Emerging Markets 39.36 +2.91%
  • Lyxor L/S Equity Long Bias Index 982.71 +.92%
  • Lyxor L/S Equity Variable Bias Index 810.55 +.39%
  • Lyxor L/S Equity Short Bias Index 583.84 -1.66%
Sentiment/Internals
  • NYSE Cumulative A/D Line 132,926 +2.45%
  • Bloomberg New Highs-Lows Index 38 +26
  • Bloomberg Crude Oil % Bulls 33.0 -25.0%
  • CFTC Oil Net Speculative Position 159,348 +10.30%
  • CFTC Oil Total Open Interest 1,388,799 +1.15%
  • Total Put/Call .72 -25.0%
  • OEX Put/Call 1.50 -65.50%
  • ISE Sentiment 89.0 -4.30%
  • NYSE Arms 1.54 +5.48%
  • Volatility(VIX) 20.91 +1.36%
  • S&P 500 Implied Correlation 76.58 +2.04%
  • G7 Currency Volatility (VXY) 10.73 -6.94%
  • Smart Money Flow Index 10,140.12 +.90%
  • Money Mkt Mutual Fund Assets $2.704 Trillion +.40%
  • AAII % Bulls 49.14 +.53%
  • AAII % Bears 17.18 +.12%
Futures Spot Prices
  • CRB Index 307.70 -.57%
  • Crude Oil 98.70 -2.78%
  • Reformulated Gasoline 273.42 -.49%
  • Natural Gas 2.67 -14.69%
  • Heating Oil 302.72 -1.53%
  • Gold 1,630.80 +1.33%
  • Bloomberg Base Metals Index 213.63 +5.33%
  • Copper 363.70 +5.99%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 142.20 USD/Ton +1.57%
  • UBS-Bloomberg Agriculture 1,468.23 -1.41%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -8.4% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1483 -3.35%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 106.73 -.06%
  • Citi US Economic Surprise Index 72.40 -19.5 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 81.46 +.26%
  • Yield Curve 164.0 -6 basis points
  • 10-Year US Treasury Yield 1.86% -10 basis points
  • Federal Reserve's Balance Sheet $2.882 Trillion -.60%
  • U.S. Sovereign Debt Credit Default Swap 48.58 -3.80%
  • Illinois Municipal Debt Credit Default Swap 220.0 -11.51%
  • Western Europe Sovereign Debt Credit Default Swap Index 374.06 -3.03%
  • Emerging Markets Sovereign Debt CDS Index 301.83 -3.93%
  • Saudi Sovereign Debt Credit Default Swap 144.38 +9.50%
  • Iraqi 2028 Government Bonds 77.55 -1.70%
  • China Blended Corporate Spread Index 724.0 -22 basis points
  • 10-Year TIPS Spread 2.01% -8 basis points
  • TED Spread 55.0 -3 basis points
  • 3-Month Euribor/OIS Spread 89.0 -5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -86.0 -15 basis points
  • N. America Investment Grade Credit Default Swap Index 116.31 -2.67%
  • Euro Financial Sector Credit Default Swap Index 247.95 -8.99%
  • Emerging Markets Credit Default Swap Index 311.53 -.94%
  • CMBS Super Senior AAA 10-Year Treasury Spread 232.0 -13 basis points
  • M1 Money Supply $2.234 Trillion +3.06%
  • Commercial Paper Outstanding 963.0 +3.60%
  • 4-Week Moving Average of Jobless Claims 381,800 +2.10%
  • Continuing Claims Unemployment Rate 2.9% +10 basis points
  • Average 30-Year Mortgage Rate 3.89% -2 basis points
  • Weekly Mortgage Applications 663.10 +4.50%
  • Bloomberg Consumer Comfort -44.70 +.1 point
  • Weekly Retail Sales +3.30% -40 basis points
  • Nationwide Gas $3.39/gallon +.04/gallon
  • U.S. Heating Demand Next 7 Days 4.0% below normal
  • Baltic Dry Index 1,105 -22.51%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 193,812 +6.95%
Best Performing Style
  • Small-Cap Growth +2.17%
Worst Performing Style
  • Large-Cap Growth +.80%
Leading Sectors
  • Oil Tankers +6.24%
  • Homebuilders +5.70%
  • Networking +5.47%
  • Biotech +4.58%
  • Airlines +4.49%
Lagging Sectors
  • Internet -.75%
  • Computer Services -.81%
  • Energy -.94%
  • Hospitals -4.11%
  • Coal -5.07%
Weekly High-Volume Stock Gainers (21)
  • INHX, IDIX, ACHN, DNDN, VOXX, FRAN, IPGP, CRUS, WLK, CROX, NFLX, CFX, LIFE, JAZZ, FARO, SNX, HNT, AYI, SKX, IHS and DDR
Weekly High-Volume Stock Losers (24)
  • CHH, SMSC, NXTM, FDO, WAC, GT, UAM, PMC, WSM, QCOR, TIF, WPX, HRC, CFN, TMH, MG, THRX, URBN, PSMT, HITK, HGG, IART, IPCM and WBMD
Weekly Charts
ETFs
Stocks
*5-Day Change

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