Sunday, January 22, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,315.38 +1.53%
  • DJIA 12,720.48 +2.0%
  • NASDAQ 2,786.70 +2.27%
  • Russell 2000 784.62 +1.83%
  • Wilshire 5000 13,657.49 +1.59%
  • Russell 1000 Growth 609.13 +1.91%
  • Russell 1000 Value 655.85 +1.22%
  • Morgan Stanley Consumer 779.95 +1.19%
  • Morgan Stanley Cyclical 970.82 +1.80%
  • Morgan Stanley Technology 641.43 +4.06%
  • Transports 5,280.75 +1.37%
  • Utilities 448.54 -.66%
  • MSCI Emerging Markets 41.13 +4.28%
  • Lyxor L/S Equity Long Bias Index 989.02 +.16%
  • Lyxor L/S Equity Variable Bias Index 816.63 +.20%
  • Lyxor L/S Equity Short Bias Index 568.28 -.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line 135,870 +2.93%
  • Bloomberg New Highs-Lows Index 167 +129
  • Bloomberg Crude Oil % Bulls 45.0 +36.36%
  • CFTC Oil Net Speculative Position 171,226 +7.45%
  • CFTC Oil Total Open Interest 1,381,041 -.56%
  • Total Put/Call .79 +9.72%
  • OEX Put/Call 1.19 -20.67%
  • ISE Sentiment 95.0 +6.74%
  • NYSE Arms 1.09 +4.81%
  • Volatility(VIX) 18.28 -10.70%
  • S&P 500 Implied Correlation 76.29 -.61%
  • G7 Currency Volatility (VXY) 10.23 -4.93%
  • Smart Money Flow Index 10,279.64 +.88%
  • Money Mkt Mutual Fund Assets $2.692 Trillion -.50%
  • AAII % Bulls 47.23 -3.89%
  • AAII % Bears 23.62 +37.49%
Futures Spot Prices
  • CRB Index 309.91 +.02%
  • Crude Oil 98.33 -1.15%
  • Reformulated Gasoline 278.44 +1.69%
  • Natural Gas 2.34 -13.22%
  • Heating Oil 298.84 -2.13%
  • Gold 1,664.0 +.89%
  • Bloomberg Base Metals Index 221.0 +3.45%
  • Copper 374.50 +2.74%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 139.80 USD/Ton -1.69%
  • UBS-Bloomberg Agriculture 1,492.33 +1.64%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.50% +90 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1651 +11.93%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 106.63 -.09%
  • Citi US Economic Surprise Index 71.20 -1.2 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 1/25
  • US Dollar Index 80.16 -1.60%
  • Yield Curve 178.0 +14 basis points
  • 10-Year US Treasury Yield 2.02% +16 basis points
  • Federal Reserve's Balance Sheet $2.901 Trillion +.68%
  • U.S. Sovereign Debt Credit Default Swap 45.57 -6.20%
  • Illinois Municipal Debt Credit Default Swap 221.0 +.15%
  • Western Europe Sovereign Debt Credit Default Swap Index 347.44 -7.11%
  • Emerging Markets Sovereign Debt CDS Index 288.83 -4.31%
  • Saudi Sovereign Debt Credit Default Swap 145.59 +.84%
  • Iraqi 2028 Government Bonds 78.52 +1.69%
  • China Blended Corporate Spread Index 699.0 -25 basis points
  • 10-Year TIPS Spread 2.03% +2 basis points
  • TED Spread 52.0 -3 basis points
  • 3-Month Euribor/OIS Spread 85.0 -4 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -76.25 -9.75 basis points
  • N. America Investment Grade Credit Default Swap Index 108.52 -6.70%
  • Euro Financial Sector Credit Default Swap Index 196.77 -20.64%
  • Emerging Markets Credit Default Swap Index 283.03 -9.15%
  • CMBS Super Senior AAA 10-Year Treasury Spread 232.0 unch.
  • M1 Money Supply $2.230 Trillion +1.20%
  • Commercial Paper Outstanding 968.0 +.50%
  • 4-Week Moving Average of Jobless Claims 379,000 -.90%
  • Continuing Claims Unemployment Rate 2.7% -20 basis points
  • Average 30-Year Mortgage Rate 3.88% -1 basis point
  • Weekly Mortgage Applications 816.10 +23.08%
  • Bloomberg Consumer Comfort -47.4 -2.7 points
  • Weekly Retail Sales +3.10% -20 basis points
  • Nationwide Gas $3.39/gallon unch.
  • U.S. Heating Demand Next 7 Days 24.0% below normal
  • Baltic Dry Index 862.0 -18.14%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +7.14%
  • Rail Freight Carloads 229,091 +18.20%
Best Performing Style
  • Large-Cap Growth +1.91%
Worst Performing Style
  • Large-Cap Value +1.22%
Leading Sectors
  • Semis +5.77%
  • I-Banks +5.45%
  • Networking +5.11%
  • Software +4.92%
  • Computer Services +4.90%
Lagging Sectors
  • Banks -.25%
  • Utilities -.66%
  • Education -2.27%
  • Gold & Silver -4.15%
  • Coal -4.24%
Weekly High-Volume Stock Gainers (20)
  • CNVO, VQ, NTCT, CREE, TSLA, PLXS, OSUR, KCG, POWI, TWI, FCS, LLTC, APO, XLNX, ZLTQ, SANM, POL, ASEI, SXC and WLK
Weekly High-Volume Stock Losers (11)
  • BXS, WPI, BKU, CCL, REXX, RBN, JCI, THS, GDI, CCOI and RRD
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: