Friday, March 02, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,369.63 +.29%
  • DJIA 12,977.50 -.04%
  • NASDAQ 2,976.19 +.42%
  • Russell 2000 802.42 -2.96%
  • Wilshire 5000 14,238.0 -.05%
  • Russell 1000 Growth 645.27 +.25%
  • Russell 1000 Value 674.44 +.14%
  • Morgan Stanley Consumer 783.07 +.20%
  • Morgan Stanley Cyclical 1,019.30 +.82%
  • Morgan Stanley Technology 685.83 -.97%
  • Transports 5,160.13 +.41%
  • Utilities 453.75 +.09%
  • MSCI Emerging Markets 44.51 +1.22%
  • Lyxor L/S Equity Long Bias Index 1,030.76 +.80%
  • Lyxor L/S Equity Variable Bias Index 832.76 +.68%
  • Lyxor L/S Equity Short Bias Index 538.76 -1.31%
Sentiment/Internals
  • NYSE Cumulative A/D Line 144,871 +.25%
  • Bloomberg New Highs-Lows Index 220 +31
  • Bloomberg Crude Oil % Bulls 56.0 +30.2%
  • CFTC Oil Net Speculative Position 254,559 +11.56%
  • CFTC Oil Total Open Interest 1,517,833 +5.29%
  • Total Put/Call .91 -16.51%
  • OEX Put/Call 1.41 +18.49%
  • ISE Sentiment 95.0 +46.15%
  • NYSE Arms .99 -11.61%
  • Volatility(VIX) 17.29 -.12%
  • S&P 500 Implied Correlation 70.67 -1.0%
  • G7 Currency Volatility (VXY) 10.14 +4.43%
  • Smart Money Flow Index 10,801.42 +.90%
  • Money Mkt Mutual Fund Assets $2.666 Trillion +.2%
  • AAII % Bulls 44.51 +1.88%
  • AAII % Bears 26.83 -2.47%
Futures Spot Prices
  • CRB Index 321.17 -1.45%
  • Crude Oil 106.70 -2.79%
  • Reformulated Gasoline 327.2 -1.21%
  • Natural Gas 2.48 -7.95%
  • Heating Oil 320.18 -2.93%
  • Gold 1,709.80 -3.50%
  • Bloomberg Base Metals Index 229.04 +.92%
  • Copper 390.30 +1.05%
  • US No. 1 Heavy Melt Scrap Steel 404.67 USD/Ton +.75%
  • China Iron Ore Spot 143.20 USD/Ton +3.02%
  • Lumber 280.10 -.89%
  • UBS-Bloomberg Agriculture 1,557.52 +1.59%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.0% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1064 -5.09%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.56 +.23%
  • Citi US Economic Surprise Index 45.10 -12.9 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 3/13
  • US Dollar Index 79.40 +1.32%
  • Yield Curve 170.0 +3 basis points
  • 10-Year US Treasury Yield 1.97% -1 basis point
  • Federal Reserve's Balance Sheet $2.908 Trillion -.22%
  • U.S. Sovereign Debt Credit Default Swap 34.70 -3.0%
  • Illinois Municipal Debt Credit Default Swap 227.0 -4.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 346.38 +.06%
  • Emerging Markets Sovereign Debt CDS Index 214.0 -6.96%
  • Saudi Sovereign Debt Credit Default Swap 132.66 -6.98%
  • Iraqi 2028 Government Bonds 81.10 +4.13%
  • China Blended Corporate Spread Index 605.0 -22 basis points
  • 10-Year TIPS Spread 2.24% -4 basis points
  • TED Spread 41.50 +1.5 basis points
  • 3-Month Euribor/OIS Spread 61.0 -4.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -72.50 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 94.20 -1.66%
  • Euro Financial Sector Credit Default Swap Index 161.69 -7.81%
  • Emerging Markets Credit Default Swap Index 237.81 -5.79%
  • CMBS Super Senior AAA 10-Year Treasury Spread 177.0 -7 basis points
  • M1 Money Supply $2.222 Trillion -.31%
  • Commercial Paper Outstanding 927.20 -1.10%
  • 4-Week Moving Average of Jobless Claims 354,000 -1.50%
  • Continuing Claims Unemployment Rate 2.7% unch.
  • Average 30-Year Mortgage Rate 3.90% -5 basis points
  • Weekly Mortgage Applications 763.60 -.33%
  • Bloomberg Consumer Comfort -38.8 -.4 point
  • Weekly Retail Sales +2.90% +20 basis points
  • Nationwide Gas $3.74/gallon +.09/gallon
  • U.S. Heating Demand Next 7 Days 17.0% below normal
  • Baltic Dry Index 763.0 +8.07%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 214,402 -2.99%
Best Performing Style
  • Large-Cap Growth +.25%
Worst Performing Style
  • Small-Cap Value -3.0%
Leading Sectors
  • Airlines +2.23%
  • Banks +1.99%
  • I-Banks +1.43%
  • Gaming +1.33%
  • Software +1.18%
Lagging Sectors
  • Gold & Silver -3.0%
  • Networking -4.96%
  • Alternative Energy -5.32%
  • Coal -8.92%
  • Education -14.91%
Weekly High-Volume Stock Gainers (23)
  • PEGA, KCP, VVUS, CCO, DPZ, LXU, KNOL, CRI, ZAGG, AMED, LIZ, CPRT, NDSN, CYBX, CLGX, CTB, Y, TESO, HEES, ITT, KDN, SZYM and TRH
Weekly High-Volume Stock Losers (33)
  • OPLK, GXP, EBS, MKTG, RPM, AMSF, GPRE, DY, FRC, MMSI, GNTX, PCS, FNSR, BMI, FCN, FPO, TTEC, EIG, DUF, APEI, CVC, LAYN, HSII, FDP, GRC, GIFI, DECK, INT, APOL, KND, SYKE, BCPC and VOCS
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

Fiat money has expanded to its full potential and competitive currency devaluation has starting with the Euro FXE, the Brazilian Real, BZF, and the Indian Rupe, ICN, trading lower in value, causing the US Dollar, UUP, to rise. The global debt trade is starting to exhaust as is seen in Small Cap Pure Value, RZV, US Infrastructure, PKB, Small Cap Industrial, PSCI, Small Cap Technology, PSCT, Coal, KOL, Semiconductors, XSD, Leveraged Buyouts, PSP, trading lower. The Two Hundred Percent Volatility, TVIX and Volatility, VIXY, are bottoming out, providing further evidence that a market turn is at hand. The decrease in the Citi Economic Surprise Index from 37 to 32 indicates that global growth has turned from economic contraction, with the result that corporate earnings cannot be sustained.

the seigniorage. that is the moneyness, of central bank authority is failing. A new moneyness, the seigniorage of diktat is rising to rule economics as political capital replaces investment capital as the dynamos of growth and profit that have driven capitalism are winding down, and the dynamos of regional security, stability and sustainability are powering up regional global governance.