Saturday, April 28, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,403.36 +1.80%
  • DJIA 13.228.31 +1.53%
  • NASDAQ 3,069.20 +2.29%
  • Russell 2000 825.47 +2.66%
  • Value Line Geometric(broad market) 366.64 +2.03%
  • Russell 1000 Growth 665.50 +1.99%
  • Russell 1000 Value 685.58 +1.67%
  • Morgan Stanley Consumer 811.02 +.78%
  • Morgan Stanley Cyclical 990.60 +1.50%
  • Morgan Stanley Technology 706.21 +2.44%
  • Transports 5,267.39 +.63%
  • Utilities 469.46 +1.89%
  • Bloomberg European Bank/Financial Services 76.56 +1.12%
  • MSCI Emerging Markets 42.24 -.23%
  • Lyxor L/S Equity Long Bias 1,021.44 -.88%
  • Lyxor L/S Equity Variable Bias 814.66 -.61%
  • Lyxor L/S Equity Short Bias 539.09 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 146,525 +2.32%
  • Bloomberg New Highs-Lows Index 189 +219
  • Bloomberg Crude Oil % Bulls 32.0 +39.1%
  • CFTC Oil Net Speculative Position 212,386 -.55%
  • CFTC Oil Total Open Interest 1,539,257 -1.99%
  • Total Put/Call .84 -3.45%
  • OEX Put/Call 2.01 +74.78%
  • ISE Sentiment 77.0 -31.86%
  • NYSE Arms 1.39 -1.42%
  • Volatility(VIX) 16.32 -6.42%
  • S&P 500 Implied Correlation 63.0 -4.54%
  • G7 Currency Volatility (VXY) 8.87 -8.84%
  • Smart Money Flow Index 11,147.93 +1.19%
  • Money Mkt Mutual Fund Assets $2.582 Trillion unch.
  • AAII % Bulls 27.64 -11.35%
  • AAII % Bears 37.40 +10.52%
Futures Spot Prices
  • CRB Index 305.51 +1.43%
  • Crude Oil 104.93 +.86%
  • Reformulated Gasoline 320.62 +1.68%
  • Natural Gas 2.19 +8.38%
  • Heating Oil 318.07 +1.33%
  • Gold 1,664.80 +1.31%
  • Bloomberg Base Metals Index 219.63 +3.09%
  • Copper 382.50 +3.43%
  • US No. 1 Heavy Melt Scrap Steel 402.67 USD/Ton unch.
  • China Iron Ore Spot 145.40 USD/Ton -2.02%
  • Lumber 284.70 +3.53%
  • UBS-Bloomberg Agriculture 1,513.14 +.79%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate .60% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3179 +6.14%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.33 +.49%
  • Citi US Economic Surprise Index -8.0 -13.0 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 6/20
  • US Dollar Index 78.71 -.55%
  • Yield Curve 168.0 -1 basis point
  • 10-Year US Treasury Yield 1.93% -3 basis points
  • Federal Reserve's Balance Sheet $2.849 Trillion -.31%
  • U.S. Sovereign Debt Credit Default Swap 37.0 +21.2%
  • Illinois Municipal Debt Credit Default Swap 215.0 -.85%
  • Western Europe Sovereign Debt Credit Default Swap Index 275.31 -2.56%
  • Emerging Markets Sovereign Debt CDS Index 286.94 -1.56%
  • Saudi Sovereign Debt Credit Default Swap 120.50 +1.26%
  • Iraqi 2028 Government Bonds 83.41 -.55%
  • China Blended Corporate Spread Index 628.0 -19 basis points
  • 10-Year TIPS Spread 2.27% +2 basis points
  • TED Spread 38.0 -2.0 basis points
  • 2-Year Swap Spread 30.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -45.0 +2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 94.76 -3.91%
  • Euro Financial Sector Credit Default Swap Index 242.17 -4.99%
  • Emerging Markets Credit Default Swap Index 253.42 -4.47%
  • CMBS Super Senior AAA 10-Year Treasury Spread 162.0 -25 basis points
  • M1 Money Supply $2.248 Trillion +.40%
  • Commercial Paper Outstanding 925.90 -.70%
  • 4-Week Moving Average of Jobless Claims 381,800 +7,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.88% -2 basis points
  • Weekly Mortgage Applications 697.70 -3.82%
  • Bloomberg Consumer Comfort -35.8 -4.4 points
  • Weekly Retail Sales +3.30% -30 basis points
  • Nationwide Gas $3.82/gallon -.06/gallon
  • U.S. Cooling Demand Next 7 Days 38.0% above normal
  • Baltic Dry Index 1,156 +8.34%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +6.67%
  • Rail Freight Carloads 239,276 +2.19%
Best Performing Style
  • Small-Cap Growth +2.84%
Worst Performing Style
  • Large-Cap Value +1.67%
Leading Sectors
  • Homebuilders +6.46%
  • Road & Rail +4.69%
  • Internet +4.51%
  • Education +3.99%
  • Oil Tankers +3.90%
Lagging Sectors
  • Papers +.01%
  • Coal -.21%
  • Gaming -.32%
  • Steel -1.57%
  • HMOs -6.80%
Weekly High-Volume Stock Gainers (29)
  • CRAY, RDEA, CRUS, HZO, EXPE, SKX, GEOI, INCY, HK, HTWR, NEU, ABMD, ALGN, TKR, DFT, JJSF, TCBI, CSL, ARBA, ONXX, HVB, WPI, USNA, UMBF, ETH, PH, CGI, STMP and AVEO
Weekly High-Volume Stock Losers (31)
  • WMT, WAT, ODFL, MSM, CR, VAR, HES, K, N, LXK, INFA, HURN, VCI, CROX, ICON, ZIP, HSTM, CHRW, AKAM, NANO, RSG, IDCC, CTCT, SLAB, BIG, CRDN, NFLX, DECK, IPHI, NIHD and MDRX
Weekly Charts
ETFs
Stocks
*5-Day Change

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