Friday, January 27, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,316.33 +.07%
  • DJIA 12,660.40 -.47%
  • NASDAQ 2,816.55 +1.07%
  • Russell 2000 796.96 +1.32%
  • Wilshire 5000 13,712.10 +.40%
  • Russell 1000 Growth 615.83 +.91%
  • Russell 1000 Value 651.53 -.92%
  • Morgan Stanley Consumer 776.59 -.43%
  • Morgan Stanley Cyclical 979.10 +.85%
  • Morgan Stanley Technology 643.14 +.27%
  • Transports 5,344.78 +1.21%
  • Utilities 447.97 -.13%
  • MSCI Emerging Markets 42.07 +2.28%
  • Lyxor L/S Equity Long Bias Index 997.38 +.76%
  • Lyxor L/S Equity Variable Bias Index 817.85 unch.
  • Lyxor L/S Equity Short Bias Index 556.57 -1.50%
Sentiment/Internals
  • NYSE Cumulative A/D Line 138,961 +2.27%
  • Bloomberg New Highs-Lows Index 241 +74
  • Bloomberg Crude Oil % Bulls 47.0 +4.44%
  • CFTC Oil Net Speculative Position 177,845 +3.87%
  • CFTC Oil Total Open Interest 1,341,810 -2.84%
  • Total Put/Call .88 +11.39%
  • OEX Put/Call 1.04 -12.61%
  • ISE Sentiment 139.0 +46.32%
  • NYSE Arms 1.78 +63.30%
  • Volatility(VIX) 18.53 +1.37%
  • S&P 500 Implied Correlation 73.79 -3.27%
  • G7 Currency Volatility (VXY) 10.30 +.68%
  • Smart Money Flow Index 10,343.81 +1.25%
  • Money Mkt Mutual Fund Assets $2.692 Trillion unch.
  • AAII % Bulls 48.40 +2.48%
  • AAII % Bears 18.91 -19.94%
Futures Spot Prices
  • CRB Index 317.57 +2.47%
  • Crude Oil 99.56 +1.19%
  • Reformulated Gasoline 292.68 +5.07%
  • Natural Gas 2.76 +15.94%
  • Heating Oil 307.04 +2.33%
  • Gold 1,735.40 +3.93%
  • Bloomberg Base Metals Index 232.63 +5.26%
  • Copper 388.90 +3.80%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 139.80 USD/Ton unch.
  • Lumber 237.50 -1.29%
  • UBS-Bloomberg Agriculture 1,519.49 +1.82%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -6.50% +100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0088 -59.45%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.15 +.49%
  • Citi US Economic Surprise Index 65.40 -5.8 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 3/13
  • US Dollar Index 78.84 -1.65%
  • Yield Curve 168.0 -10 basis points
  • 10-Year US Treasury Yield 1.89% -13 basis points
  • Federal Reserve's Balance Sheet $2.902 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 45.09 -1.05%
  • Illinois Municipal Debt Credit Default Swap 225.0 +1.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 331.47 -4.60%
  • Emerging Markets Sovereign Debt CDS Index 270.83 -6.23%
  • Saudi Sovereign Debt Credit Default Swap 137.26 -5.72%
  • Iraqi 2028 Government Bonds 78.22 -1.26%
  • China Blended Corporate Spread Index 680.0 -19 basis points
  • 10-Year TIPS Spread 2.10% +7 basis points
  • TED Spread 50.0 -2 basis points
  • 3-Month Euribor/OIS Spread 78.0 -7 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -72.75 +3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 101.14 -6.80%
  • Euro Financial Sector Credit Default Swap Index 177.22 -9.94%
  • Emerging Markets Credit Default Swap Index 265.54 -6.18%
  • CMBS Super Senior AAA 10-Year Treasury Spread 220.0 +5 basis points
  • M1 Money Supply $2.219 Trillion -.43%
  • Commercial Paper Outstanding 971.40 +.40%
  • 4-Week Moving Average of Jobless Claims 377,500 -.70%
  • Continuing Claims Unemployment Rate 2.8% +10 basis points
  • Average 30-Year Mortgage Rate 3.98% +10 basis point
  • Weekly Mortgage Applications 775.60 -4.96%
  • Bloomberg Consumer Comfort -46.4 +1.0 point
  • Weekly Retail Sales +2.90% -20 basis points
  • Nationwide Gas $3.39/gallon unch.
  • U.S. Heating Demand Next 7 Days 25.0% below normal
  • Baltic Dry Index 726.0 -15.78%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 219,706 -4.10%
Best Performing Style
  • Small-Cap Growth +1.61%
Worst Performing Style
  • Large-Cap Value -.92%
Leading Sectors
  • Gold & Silver +8.37%
  • Airlines +7.83%
  • Coal +3.94%
  • Computer Hardware +3.57%
  • Medical Equipment +2.92%
Lagging Sectors
  • Banks -1.45%
  • Defense -1.58%
  • Telecom -1.64%
  • Papers -2.35%
  • I-Banks -2.96%
Weekly High-Volume Stock Gainers (14)
  • ILMN, IPHI, MITI, JCP, CA, FLDM, PLCM, DAL, JAH, NUVA, SAVE, VLTR, KNX and ANGO
Weekly High-Volume Stock Losers (18)
  • CBU, WWD, MRCY, CR, SON, KSU, RBN, THS, WLP, PJC, MTZ, SNDK, GLW, CRR, CCOI, IDCC, TWIN and MNTA
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: