Friday, March 16, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,404.17 +2.43%
  • DJIA 13,232.60 +2.40%
  • NASDAQ 3,055.26 +2.24%
  • Russell 2000 830.18 +1.61%
  • Wilshire 5000 14,598.30 +2.27%
  • Russell 1000 Growth 659.86 +2.20%
  • Russell 1000 Value 692.28 +2.47%
  • Morgan Stanley Consumer 794.94 +1.57%
  • Morgan Stanley Cyclical 1,040.69 +3.19%
  • Morgan Stanley Technology 704.24 +2.44%
  • Transports 5,351.32 +3.67%
  • Utilities 453.60 -.30%
  • MSCI Emerging Markets 43.92 +.50%
  • Lyxor L/S Equity Long Bias Index 1,031.77 +2.30%
  • Lyxor L/S Equity Variable Bias Index 831.61 +1.21%
  • Lyxor L/S Equity Short Bias Index 538.94 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 145,772 +.21%
  • Bloomberg New Highs-Lows Index 233 +98
  • Bloomberg Crude Oil % Bulls 34.0 -5.6%
  • CFTC Oil Net Speculative Position 243,174 +2.63%
  • CFTC Oil Total Open Interest 1,579,060 -.37%
  • Total Put/Call .76 -15.56%
  • OEX Put/Call .69 -56.33%
  • ISE Sentiment 151.0 +62.37%
  • NYSE Arms .67 -41.74%
  • Volatility(VIX) 14.47 -15.43%
  • S&P 500 Implied Correlation 68.34 -.94%
  • G7 Currency Volatility (VXY) 10.12 -2.22%
  • Smart Money Flow Index 11,095.25 +2.35%
  • Money Mkt Mutual Fund Assets $2.637 Trillion -.30%
  • AAII % Bulls 45.61 +7.62%
  • AAII % Bears 27.20 -6.21%
Futures Spot Prices
  • CRB Index 317.93 +.10%
  • Crude Oil 107.06 -.33%
  • Reformulated Gasoline 335.69 +.54%
  • Natural Gas 2.33 +.56%
  • Heating Oil 328.19 +.41%
  • Gold 1,655.80 -3.38%
  • Bloomberg Base Metals Index 227.59 +2.65%
  • Copper 387.80 +.61%
  • US No. 1 Heavy Melt Scrap Steel 403.33 USD/Ton unch.
  • China Iron Ore Spot 144.70 USD/Ton +1.47%
  • Lumber 272.20 -.26%
  • UBS-Bloomberg Agriculture 1,563.05 +2.65%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.40% +120 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0132 +.01
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.95 +.10%
  • Citi US Economic Surprise Index 33.10 -5.9 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 4/25
  • US Dollar Index 79.79 -.22%
  • Yield Curve 193.0 +22 basis points
  • 10-Year US Treasury Yield 2.29% +26 basis points
  • Federal Reserve's Balance Sheet $2.876 Trillion +.31%
  • U.S. Sovereign Debt Credit Default Swap 32.66 -4.10%
  • Illinois Municipal Debt Credit Default Swap 216.0 -5.26%
  • Western Europe Sovereign Debt Credit Default Swap Index 224.84 -36.17%(Greece taken out)
  • Emerging Markets Sovereign Debt CDS Index 204.17 -6.77%
  • Saudi Sovereign Debt Credit Default Swap 119.95 -8.02%
  • Iraqi 2028 Government Bonds 82.16 +.65%
  • China Blended Corporate Spread Index 586.0 -13 basis points
  • 10-Year TIPS Spread 2.41% +12 basis points
  • TED Spread 39.25 +.25 basis point
  • 3-Month Euribor/OIS Spread 49.50 -5.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -60.0 +5.75 basis points
  • N. America Investment Grade Credit Default Swap Index 89.07 -6.11%
  • Euro Financial Sector Credit Default Swap Index 144.39 -12.89%
  • Emerging Markets Credit Default Swap Index 221.79 -7.21%
  • CMBS Super Senior AAA 10-Year Treasury Spread 159.0 -3 basis points
  • M1 Money Supply $2.218 Trillion unch.
  • Commercial Paper Outstanding 936.80 +1.20%
  • 4-Week Moving Average of Jobless Claims 355,800 +.10%
  • Continuing Claims Unemployment Rate 2.6% -10 basis points
  • Average 30-Year Mortgage Rate 3.92% +4 basis points
  • Weekly Mortgage Applications 736.50 -2.37%
  • Bloomberg Consumer Comfort -33.7 +3.0 points
  • Weekly Retail Sales +3.10% +10 basis points
  • Nationwide Gas $3.83/gallon +.07/gallon
  • U.S. Heating Demand Next 7 Days 63.0% below normal
  • Baltic Dry Index 866.0 +6.65%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +7.14%
  • Rail Freight Carloads 226,039 -.54%
Best Performing Style
  • Large-Cap Value +2.47%
Worst Performing Style
  • Small-Cap Growth +1.21%
Leading Sectors
  • Banks +8.79%
  • I-Banks +5.42%
  • Steel +5.30%
  • Road & Rail +5.0%
  • Alt Energy +4.50%
Lagging Sectors
  • Telecom -.05%
  • Utilities -.30%
  • Disk Drives -.33%
  • Computer Hardware -.40%
  • Gold & Silver -5.09%
Weekly High-Volume Stock Gainers (18)
  • PCBC, FXCM, ZOLL, QSFT, FRAN, ARGN, SCHL, SLCA, BTH, ITMN, MCP, ADES, MIDD, SUP, EVR, ASCA, XPO and SLXP
Weekly High-Volume Stock Losers (3)
  • GES, MTGE and MAPP
Weekly Charts
ETFs
Stocks
*5-Day Change

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