Friday, March 23, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,397.11 -.50%
  • DJIA 13,080.73 -1.14%
  • NASDAQ 3,067.92 +.41%
  • Russell 2000 830.03 -.02%
  • Wilshire 5000 14,524.94 -.50%
  • Russell 1000 Growth 657.63 -.34%
  • Russell 1000 Value 687.08 -.75%
  • Morgan Stanley Consumer 792.03 -.37%
  • Morgan Stanley Cyclical 1,020.17 -1.97%
  • Morgan Stanley Technology 707.17 +.42%
  • Transports 5,217.82 -2.50%
  • Utilities 452.76 -.19%
  • MSCI Emerging Markets 43.05 -2.0%
  • Lyxor L/S Equity Long Bias Index 1,040.44 -.20%
  • Lyxor L/S Equity Variable Bias Index 823.0 -1.50%
  • Lyxor L/S Equity Short Bias Index 538.97 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 145,252 -.36%
  • Bloomberg New Highs-Lows Index 3 -230
  • Bloomberg Crude Oil % Bulls 13.0 -61.8%
  • CFTC Oil Net Speculative Position 234,592 -3.53%
  • CFTC Oil Total Open Interest 1,558,284 -1.32%
  • Total Put/Call 1.04 +38.67%
  • OEX Put/Call 1.03 +49.28%
  • ISE Sentiment 107.0 -29.14%
  • NYSE Arms .92 +37.31%
  • Volatility(VIX) 14.82 +2.42%
  • S&P 500 Implied Correlation 62.36 -8.75%
  • G7 Currency Volatility (VXY) 10.14 +.20%
  • Smart Money Flow Index 11,054.87 -.36%
  • Money Mkt Mutual Fund Assets $2.622 Trillion -.60%
  • AAII % Bulls 42.38 -7.08%
  • AAII % Bears 27.81 +2.24%
Futures Spot Prices
  • CRB Index 314.47 -1.09%
  • Crude Oil 106.87 -.73%
  • Reformulated Gasoline 338.52 +.71%
  • Natural Gas 2.27 -2.11%
  • Heating Oil 321.01 -2.43%
  • Gold 1,662.40 +.11%
  • Bloomberg Base Metals Index 219.48 -3.56%
  • Copper 380.85 -1.96%
  • US No. 1 Heavy Melt Scrap Steel 403.33 USD/Ton unch.
  • China Iron Ore Spot 145.20 USD/Ton +.35%
  • Lumber 238.60 -5.10%
  • UBS-Bloomberg Agriculture 1,548.66 -.92%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.40% +100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0065 +71.05%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 108.30 +.32%
  • Citi US Economic Surprise Index 27.40 -5.7 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 4/25
  • US Dollar Index 79.35 -.16%
  • Yield Curve 188.0 -5 basis points
  • 10-Year US Treasury Yield 2.23% -6 basis points
  • Federal Reserve's Balance Sheet $2.875 Trillion -.01%
  • U.S. Sovereign Debt Credit Default Swap 31.0 -5.08%
  • Illinois Municipal Debt Credit Default Swap 213.0 -1.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 227.99 +1.40%
  • Emerging Markets Sovereign Debt CDS Index 205.17 +.49%
  • Saudi Sovereign Debt Credit Default Swap 117.88 -1.72%
  • Iraqi 2028 Government Bonds 84.38 +2.91%
  • China Blended Corporate Spread Index 610.0 +24 basis points
  • 10-Year TIPS Spread 2.37% -4 basis points
  • TED Spread 40.25 +1 basis point
  • 3-Month Euribor/OIS Spread 44.75 -4.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -52.0 +8 basis points
  • N. America Investment Grade Credit Default Swap Index 91.52 +2.76%
  • Euro Financial Sector Credit Default Swap Index 161.82 +12.07%
  • Emerging Markets Credit Default Swap Index 239.07 +7.79%
  • CMBS Super Senior AAA 10-Year Treasury Spread 155.0 -4 basis points
  • M1 Money Supply $2.227 Trillion +.41%
  • Commercial Paper Outstanding 931.20 -.60%
  • 4-Week Moving Average of Jobless Claims 355,000 -.4%
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 4.08% +16 basis points
  • Weekly Mortgage Applications 681.90 -7.41%
  • Bloomberg Consumer Comfort -34.9 -1.2 points
  • Weekly Retail Sales +3.30% +20 basis points
  • Nationwide Gas $3.89/gallon +.06/gallon
  • U.S. Heating Demand Next 7 Days 35.0% below normal
  • Baltic Dry Index 908.0 +3.89%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 227.38 +.49%
Best Performing Style
  • Small-Cap Growth +.02%
Worst Performing Style
  • Mid-Cap Value -1.04%
Leading Sectors
  • Internet +2.26
  • Disk Drives +1.63%
  • Computer Hardware +1.37%
  • Biotech +.81%
  • Gaming +.73%
Lagging Sectors
  • Steel -3.24%
  • Road & Rail -4.20%
  • Homebuilding -4.32%
  • Coal -4.94%
  • Oil Service -5.34%
Weekly High-Volume Stock Gainers (10)
  • GMAN, SCVL, ASGN, KNSY, IQNT, ABVT, WPI, MAPP, LGF and GIII
Weekly High-Volume Stock Losers (4)
  • RBN, DOLE, MYGN and AIR
Weekly Charts
ETFs
Stocks
*5-Day Change

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