Friday, March 09, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,370.87 +.09%
  • DJIA 12,922.0 -.43%
  • NASDAQ 2,988.34 +.41%
  • Russell 2000 817.0 +1.82%
  • Wilshire 5000 14,274.30 +.26%
  • Russell 1000 Growth 645.67 +.06%
  • Russell 1000 Value 675.59 +.17%
  • Morgan Stanley Consumer 782.69 -.05%
  • Morgan Stanley Cyclical 1,008.64 -1.05%
  • Morgan Stanley Technology 687.44 +.24%
  • Transports 5,161.93 +.03%
  • Utilities 454.95 +.26%
  • MSCI Emerging Markets 43.71 -1.79%
  • Lyxor L/S Equity Long Bias Index 1,026.89 -1.71%
  • Lyxor L/S Equity Variable Bias Index 828.67 -1.82%
  • Lyxor L/S Equity Short Bias Index 532.51 +1.54%
Sentiment/Internals
  • NYSE Cumulative A/D Line 145,466 +1.12%
  • Bloomberg New Highs-Lows Index 145 -75
  • Bloomberg Crude Oil % Bulls 36.0 -35.71%
  • CFTC Oil Net Speculative Position 236,952 -6.92%
  • CFTC Oil Total Open Interest 1,584,849 +4.42%
  • Total Put/Call .90 -1.10%
  • OEX Put/Call 1.58 +12.06%
  • ISE Sentiment 93.0 -2.11%
  • NYSE Arms 1.15 +16.16%
  • Volatility(VIX) 17.11 -1.04%
  • S&P 500 Implied Correlation 68.99 -2.38%
  • G7 Currency Volatility (VXY) 10.35 +1.87%
  • Smart Money Flow Index 10,840.69 +.36%
  • Money Mkt Mutual Fund Assets $2.666 Trillion +.2%
  • AAII % Bulls 42.38 -4.79%
  • AAII % Bears 29.0 +8.09%
Futures Spot Prices
  • CRB Index 317.61 -.58%
  • Crude Oil 107.40 +.85%
  • Reformulated Gasoline 333.24 +1.57%
  • Natural Gas 2.32 -5.75%
  • Heating Oil 326.38 +1.91%
  • Gold 1,711.50 -.05%
  • Bloomberg Base Metals Index 221.72 -3.20%
  • Copper 385.85 -1.24%
  • US No. 1 Heavy Melt Scrap Steel 403.33 USD/Ton -.33%
  • China Iron Ore Spot 142.60 USD/Ton -.42%
  • Lumber 272.60 -2.40%
  • UBS-Bloomberg Agriculture 1,522.64 -2.24%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.60% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0480 -13.98%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.84 +.26%
  • Citi US Economic Surprise Index 39.0 -6.1 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 80.04 +.75%
  • Yield Curve 171.0 +1 basis point
  • 10-Year US Treasury Yield 2.03% +6 basis points
  • Federal Reserve's Balance Sheet $2.867 Trillion -1.41%
  • U.S. Sovereign Debt Credit Default Swap 34.05 -1.87%
  • Illinois Municipal Debt Credit Default Swap 228.0 +.53%
  • Western Europe Sovereign Debt Credit Default Swap Index 351.58 +1.50%
  • Emerging Markets Sovereign Debt CDS Index 219.0 +2.34%
  • Saudi Sovereign Debt Credit Default Swap 130.42 -1.69%
  • Iraqi 2028 Government Bonds 81.73 +2.72%
  • China Blended Corporate Spread Index 599.0 -6 basis points
  • 10-Year TIPS Spread 2.29% +5 basis points
  • TED Spread 39.0 -2.5 basis points
  • 3-Month Euribor/OIS Spread 54.75 -6.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -65.75 +6.75 basis points
  • N. America Investment Grade Credit Default Swap Index 94.86 +.71%
  • Euro Financial Sector Credit Default Swap Index 165.75 +2.51%
  • Emerging Markets Credit Default Swap Index 239.0 +.51%
  • CMBS Super Senior AAA 10-Year Treasury Spread 162.0 -15 basis points
  • M1 Money Supply $2.218 Trillion -.18%
  • Commercial Paper Outstanding 925.60 -.20%
  • 4-Week Moving Average of Jobless Claims 355,000 +.10%
  • Continuing Claims Unemployment Rate 2.7% unch.
  • Average 30-Year Mortgage Rate 3.88% -2 basis point
  • Weekly Mortgage Applications 754.40 -1.20%
  • Bloomberg Consumer Comfort -36.7 +2.1 points
  • Weekly Retail Sales +3.0% +10 basis points
  • Nationwide Gas $3.76/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 44.0% below normal
  • Baltic Dry Index 824.0 +6.87%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 227,256 +6.0%
Best Performing Style
  • Large-Cap Growth +.06%
Worst Performing Style
  • Small-Cap Value -3.0%
Leading Sectors
  • Homebuilders +4.43%
  • Retail +2.64%
  • Tobacco +1.72%
  • Computer Services +1.03%
  • Education +.82%
Lagging Sectors
  • Oil Service -1.79%
  • Airlines -2.09%
  • Coal -3.76%
  • Gold & Silver -3.80%
  • Steel -7.28%
Weekly High-Volume Stock Gainers (9)
  • TRCR, ARCL, MDSO, INVN, ALOG, SHFL, PAY, MFB and KIRK
Weekly High-Volume Stock Losers (8)
  • AIG, BOX, AGNC, NTRI, AEGR, WSM, GDOT and P
Weekly Charts
ETFs
Stocks
*5-Day Change

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