Friday, February 17, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,361.23 +1.39%
  • DJIA 12,949.80 +1.16%
  • NASDAQ 2,951.78 +1.65%
  • Russell 2000 828.68 +1.89%
  • Wilshire 5000 14,208.23 +1.48%
  • Russell 1000 Growth 638.82 +1.31%
  • Russell 1000 Value 674.45 +1.58%
  • Morgan Stanley Consumer 790.86 +1.56%
  • Morgan Stanley Cyclical 1,014.62 +1.16%
  • Morgan Stanley Technology 687.18 +1.86%
  • Transports 5,239.52 -.28%
  • Utilities 452.60 +.48%
  • MSCI Emerging Markets 43.79 +2.02%
  • Lyxor L/S Equity Long Bias Index 1,019.31 +.43%
  • Lyxor L/S Equity Variable Bias Index 827.52 +.21%
  • Lyxor L/S Equity Short Bias Index 548.23 -.59%
Sentiment/Internals
  • NYSE Cumulative A/D Line 143,835 +1.62%
  • Bloomberg New Highs-Lows Index 201 -97
  • Bloomberg Crude Oil % Bulls 41.0 -22.6%
  • CFTC Oil Net Speculative Position 204,752 +21.24%
  • CFTC Oil Total Open Interest 1,486,350 +.12%
  • Total Put/Call .75 -30.56%
  • OEX Put/Call 1.0 -67.21%
  • ISE Sentiment 140.0 +129.51%
  • NYSE Arms 1.07 -16.41%
  • Volatility(VIX) 17.78 -14.48%
  • S&P 500 Implied Correlation 71.35 -2.46%
  • G7 Currency Volatility (VXY) 10.37 +2.27%
  • Smart Money Flow Index 10,510.16 +.92%
  • Money Mkt Mutual Fund Assets $2.659 Trillion +.1%
  • AAII % Bulls 42.71 -17.29%
  • AAII % Bears 26.63 +31.90%
Futures Spot Prices
  • CRB Index 317.39 +1.68%
  • Crude Oil 103.24 +4.23%
  • Reformulated Gasoline 301.56 +1.02%
  • Natural Gas 2.68 +8.36%
  • Heating Oil 318.89 -.05%
  • Gold 1,725.90 +.05%
  • Bloomberg Base Metals Index 221.40 -3.97%
  • Copper 371.60 -3.92%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 134.30 USD/Ton -5.89%
  • Lumber 275.0 -.43%
  • UBS-Bloomberg Agriculture 1,519.47 +1.04%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.70% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1516 -1.56%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.11 +.08%
  • Citi US Economic Surprise Index 64.90 -8.4 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 3/13
  • US Dollar Index 79.33 +.41%
  • Yield Curve 171.0 unch.
  • 10-Year US Treasury Yield 2.0% +1 basis point
  • Federal Reserve's Balance Sheet $2.920 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 38.0 -2.71%
  • Illinois Municipal Debt Credit Default Swap 236.0 +1.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 342.38 +3.03%
  • Emerging Markets Sovereign Debt CDS Index 267.33 +9.68%
  • Saudi Sovereign Debt Credit Default Swap 137.83 +5.29%
  • Iraqi 2028 Government Bonds 77.54 -.52%
  • China Blended Corporate Spread Index 655.0 +4 basis points
  • 10-Year TIPS Spread 2.26% +4 basis points
  • TED Spread 41.75 -.25 basis point
  • 3-Month Euribor/OIS Spread 68.50 -3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -70.25 +2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 98.72 +.65%
  • Euro Financial Sector Credit Default Swap Index 184.99 +2.45%
  • Emerging Markets Credit Default Swap Index 256.43 -3.28%
  • CMBS Super Senior AAA 10-Year Treasury Spread 190.0 +1 basis point
  • M1 Money Supply $2.226 Trillion -.01%
  • Commercial Paper Outstanding 962.10 -1.10%
  • 4-Week Moving Average of Jobless Claims 365,300 -.50%
  • Continuing Claims Unemployment Rate 2.7% -10 basis points
  • Average 30-Year Mortgage Rate 3.87% unch.
  • Weekly Mortgage Applications 801.80 -1.01%
  • Bloomberg Consumer Comfort -39.8 +1.9 points
  • Weekly Retail Sales +2.60% +10 basis points
  • Nationwide Gas $3.53/gallon +.03/gallon
  • U.S. Heating Demand Next 7 Days 16.0% below normal
  • Baltic Dry Index 717.0 +.28%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 227,207 -2.31%
Best Performing Style
  • Small-Cap Value +1.93%
Worst Performing Style
  • Large-Cap Growth +1.31%
Leading Sectors
  • HMOs +5.47%
  • Oil Tankers +5.37%
  • Networking +4.37%
  • Tobacco +4.17%
  • Telecom +3.17%
Lagging Sectors
  • Coal -.61%
  • Gold & Silver -.97%
  • Education -1.31%
  • Road & Rail -1.44%
  • Steel -3.34%
Weekly High-Volume Stock Gainers (28)
  • CIE, AEA, PCYC, TNGO, LNKD, SYNT, LPSN, FOSL, ASGN, NSIT, CAB, ITRI, MPWR, DF, MDAS, ASEI, CHE, BRKS, GEVA, DBD, AVP, LHCG, RPXC, CSOD, LGND, TAL, RGC and AKRX
Weekly High-Volume Stock Losers (22)
  • GEOY, AIMC, CPLA, RAIL, QSFT, LBY, AAWW, HK, SJM, ZIP, RP, TOBC, GNRC, OC, VVUS, USTR, NILE, GTI, ACOM, TRLG, DGIT and PMFG
Weekly Charts
ETFs
Stocks
*5-Day Change

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