Friday, April 13, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,370.26 -1.99%
  • DJIA 12,849.50 -1.61%
  • NASDAQ 3,011.33 -2.24%
  • Russell 2000 796.29 -2.67%
  • Wilshire 5000 14,217.70 -2.01%
  • Russell 1000 Growth 650.44 -1.83%
  • Russell 1000 Value 667.84 -2.10%
  • Morgan Stanley Consumer 793.28 -1.23%
  • Morgan Stanley Cyclical 975.60 -2.33%
  • Morgan Stanley Technology 693.16 -1.45%
  • Transports 5,197.04 -1.65%
  • Utilities 452.10 -1.45%
  • MSCI Emerging Markets 42.47 -.98%
  • Lyxor L/S Equity Long Bias Index 1,028.80 -1.17%
  • Lyxor L/S Equity Variable Bias Index 815.11 -1.0%
  • Lyxor L/S Equity Short Bias Index 539.04 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 143,338 -.18%
  • Bloomberg New Highs-Lows Index -8 +147
  • Bloomberg Crude Oil % Bulls 36.4 +103.3%
  • CFTC Oil Net Speculative Position 197,582 -8.34%
  • CFTC Oil Total Open Interest 1,563,132 -.38%
  • Total Put/Call .94 unch.
  • OEX Put/Call 2.77 +78.71%
  • ISE Sentiment 100.0 +2.04%
  • NYSE Arms 1.89 +19.62%
  • Volatility(VIX) 19.55 +17.07%
  • S&P 500 Implied Correlation 66.2 +2.83%
  • G7 Currency Volatility (VXY) 9.86 -3.62%
  • Smart Money Flow Index 11,111.87 -.68%
  • Money Mkt Mutual Fund Assets $2.584 Trillion -.20%
  • AAII % Bulls 28.1 -26.28%
  • AAII % Bears 41.6 +49.5%
Futures Spot Prices
  • CRB Index 302.85 -1.19%
  • Crude Oil 102.83 -.41%
  • Reformulated Gasoline 334.61 +.27%
  • Natural Gas 1.98 -4.87%
  • Heating Oil 317.46 +.03%
  • Gold 1,660.20 +1.64%
  • Bloomberg Base Metals Index 215.25 -.64%
  • Copper 362.70 -4.70%
  • US No. 1 Heavy Melt Scrap Steel 402.67 USD/Ton unch.
  • China Iron Ore Spot 149.40 USD/Ton +1.22%
  • Lumber 270.3 -.59%
  • UBS-Bloomberg Agriculture 1,525.12 -1.86%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.4% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2484 +3.31%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 109.23 +.46%
  • Citi US Economic Surprise Index 14.70 +7.8 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 4/25
  • US Dollar Index 79.88 +.05%
  • Yield Curve 171.0 -13 basis points
  • 10-Year US Treasury Yield 1.98% -20 basis points
  • Federal Reserve's Balance Sheet $2.850 Trillion -.45%
  • U.S. Sovereign Debt Credit Default Swap 29.56 +.46%
  • Illinois Municipal Debt Credit Default Swap 218.0 -14.86%
  • Western Europe Sovereign Debt Credit Default Swap Index 279.43 +2.55%
  • Emerging Markets Sovereign Debt CDS Index 289.91 +5.0%
  • Saudi Sovereign Debt Credit Default Swap 119.90 +.53%
  • Iraqi 2028 Government Bonds 83.85 -.35%
  • China Blended Corporate Spread Index 644.0 +16 basis points
  • 10-Year TIPS Spread 2.27% -2 basis points
  • TED Spread 38.5 -1.75 basis points
  • 3-Month Euribor/OIS Spread 41.0 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -50.75 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 100.14 -.03%
  • Euro Financial Sector Credit Default Swap Index 247.10 +4.89%
  • Emerging Markets Credit Default Swap Index 265.73 +3.88%
  • CMBS Super Senior AAA 10-Year Treasury Spread 183.0 +24 basis points
  • M1 Money Supply $2.244 Trillion +1.14%
  • Commercial Paper Outstanding 928.50 -.30%
  • 4-Week Moving Average of Jobless Claims 368,500 +6,700
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.88% -10 basis points
  • Weekly Mortgage Applications 678.80 -2.43%
  • Bloomberg Consumer Comfort -32.8 -1.4 points
  • Weekly Retail Sales +4.10% +50 basis points
  • Nationwide Gas $3.90/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 9.0% above normal
  • Baltic Dry Index 972.0 +4.97%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 unch.
  • Rail Freight Carloads 231,153 -4.79%
Best Performing Style
  • Mid-Cap Growth -1.73%
Worst Performing Style
  • Small-Cap Value -2.71%
Leading Sectors
  • Coal +2.92%
  • Gold & Silver +1.42%
  • Steel +1.18%
  • Restaurants +1.09%
  • Gaming +.05%
Lagging Sectors
  • Disk Drives -3.35%
  • Energy -3.42%
  • Banks -3.48%
  • Biotech -4.62%
  • HMOs -7.60%
Weekly High-Volume Stock Gainers (4)
  • AOL, TITN, TZOO and MFRM
Weekly High-Volume Stock Losers (8)
  • DLLR, GBX, OPTR, GKSR, BKS, OPNT, MOH and VPHM
Weekly Charts
ETFs
Stocks
*5-Day Change

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