Friday, March 30, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,408.47 +.81%
  • DJIA 13,212.04 +1.0%
  • NASDAQ 3,091.57 +.77%
  • Russell 2000 830.30 +.03%
  • Wilshire 5000 14,627.44 +.71%
  • Russell 1000 Growth 663.73 +.93%
  • Russell 1000 Value 691.34 +.62%
  • Morgan Stanley Consumer 801.54 +1.20%
  • Morgan Stanley Cyclical 1,017.02 -.31%
  • Morgan Stanley Technology 716.79 +1.36%
  • Transports 5,253.16 +.68%
  • Utilities 458.93 +1.36%
  • MSCI Emerging Markets 43.06 +.04%
  • Lyxor L/S Equity Long Bias Index 1,039.41 -.08%
  • Lyxor L/S Equity Variable Bias Index 822.11 +.38%
  • Lyxor L/S Equity Short Bias Index 538.99 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 145,222 -.02%
  • Bloomberg New Highs-Lows Index -77 -80
  • Bloomberg Crude Oil % Bulls 12.0 -7.7%
  • CFTC Oil Net Speculative Position 229,452 -2.2%
  • CFTC Oil Total Open Interest 1,562,147 +.25%
  • Total Put/Call .97 -6.73%
  • OEX Put/Call 1.07 +3.88%
  • ISE Sentiment 97.0 -9.35%
  • NYSE Arms .68 -26.09%
  • Volatility(VIX) 15.50 +4.59%
  • S&P 500 Implied Correlation 61.09 -2.04%
  • G7 Currency Volatility (VXY) 10.08 -.59%
  • Smart Money Flow Index 11,114.31 +.54%
  • Money Mkt Mutual Fund Assets $2.605 Trillion -.70%
  • AAII % Bulls 42.47 +.21%
  • AAII % Bears 25.48 -8.38%
Futures Spot Prices
  • CRB Index 308.46 -1.91%
  • Crude Oil 103.02 -3.49%
  • Reformulated Gasoline 330.81 -1.69%
  • Natural Gas 2.13 -10.22%
  • Heating Oil 317.01 -1.61%
  • Gold 1,671.90 +.50%
  • Bloomberg Base Metals Index 219.61 +.06%
  • Copper 382.50 +.46%
  • US No. 1 Heavy Melt Scrap Steel 402.93 USD/Ton -.10%
  • China Iron Ore Spot 147.60 USD/Ton +1.65%
  • Lumber 260.90 +.11%
  • UBS-Bloomberg Agriculture 1,554.92 +.41%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 0.0% +80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0427 +11.59%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 108.55 +.23%
  • Citi US Economic Surprise Index 18.90 -8.5 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 4/25
  • US Dollar Index 79.0 +.11%
  • Yield Curve 188.0 unch.
  • 10-Year US Treasury Yield 2.21% -2 basis points
  • Federal Reserve's Balance Sheet $2.861 Trillion -.51%
  • U.S. Sovereign Debt Credit Default Swap 30.0 -3.22%
  • Illinois Municipal Debt Credit Default Swap 217.0 +1.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 269.07 -3.15%
  • Emerging Markets Sovereign Debt CDS Index 271.24 +.44%
  • Saudi Sovereign Debt Credit Default Swap 118.35 +.39%
  • Iraqi 2028 Government Bonds 84.33 +2.85%
  • China Blended Corporate Spread Index 626.0 +16 basis points
  • 10-Year TIPS Spread 2.34% -3 basis points
  • TED Spread 40.25 unch.
  • 3-Month Euribor/OIS Spread 41.25 -3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -50.50 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 92.61 +1.19%
  • Euro Financial Sector Credit Default Swap Index 220.24 +5.42%
  • Emerging Markets Credit Default Swap Index 244.74 +2.37%
  • CMBS Super Senior AAA 10-Year Treasury Spread 162.0 +7 basis points
  • M1 Money Supply $2.208 Trillion -.88%
  • Commercial Paper Outstanding 937.50 +.70%
  • 4-Week Moving Average of Jobless Claims 365,000 +10,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.99% -9 basis points
  • Weekly Mortgage Applications 663.70 -2.67%
  • Bloomberg Consumer Comfort -34.7 +.2 point
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $3.92/gallon +.03/gallon
  • U.S. Heating Demand Next 7 Days 27.0% below normal
  • Baltic Dry Index 934.0 +2.86%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 232,401 +2.32%
Best Performing Style
  • Large-Cap Growth +.93%
Worst Performing Style
  • Small-Cap Growth -.06%
Leading Sectors
  • HMOs +7.69%
  • Oil Tankers +6.85%
  • Networking +2.27%
  • REITs +1.67%
  • Restaurants +1.61%
Lagging Sectors
  • Alt Energy -2.05%
  • I-Banking -2.22%
  • Oil Service -2.93%
  • Coal -3.28%
  • Education -5.10%
Weekly High-Volume Stock Gainers (8)
  • AMLN, PNR, TAST, EPAM, KIOR, RHT, FDO and HII
Weekly High-Volume Stock Losers (10)
  • TEA, SCOR, LPI, JOSB, MAPP, SNX, AFFY, FINL, MMR and KDN
Weekly Charts
ETFs
Stocks
*5-Day Change

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