Friday, May 04, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,369.10 -2.44%
  • DJIA 13.038.20 -1.44%
  • NASDAQ 2,956.44 -3.68%
  • Russell 2000 791.84 -4.07%
  • Value Line Geometric(broad market) 352.79 -3.79%
  • Russell 1000 Growth 647.01 -2.79%
  • Russell 1000 Value 669.94 -2.28%
  • Morgan Stanley Consumer 795.57 -1.90%
  • Morgan Stanley Cyclical 962.25 -2.86%
  • Morgan Stanley Technology 684.84 -3.03%
  • Transports 5,227.64 -.76%
  • Utilities 467.88 -.34%
  • Bloomberg European Bank/Financial Services 74.03 -3.31%
  • MSCI Emerging Markets 42.24 -.23%
  • Lyxor L/S Equity Long Bias 1,033.50 +1.30%
  • Lyxor L/S Equity Variable Bias 820.20 +1.10%
  • Lyxor L/S Equity Short Bias 539.12 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 143,652 -1.96%
  • Bloomberg New Highs-Lows Index 24 -165
  • Bloomberg Crude Oil % Bulls 33.0 +3.1%
  • CFTC Oil Net Speculative Position 226,643 +6.71%
  • CFTC Oil Total Open Interest 1,602,007 +4.08%
  • Total Put/Call 1.02 +21.43%
  • OEX Put/Call 1.37 -31.84%
  • ISE Sentiment 75.0 -2.60%
  • NYSE Arms 1.88 +35.25%
  • Volatility(VIX) 19.16 +17.40%
  • S&P 500 Implied Correlation 68.05 +8.02%
  • G7 Currency Volatility (VXY) 9.24 +4.17%
  • Smart Money Flow Index 11,251.21 +.93%
  • Money Mkt Mutual Fund Assets $2.567 Trillion -.60%
  • AAII % Bulls 35.40 +28.08%
  • AAII % Bears 28.47 -23.88%
Futures Spot Prices
  • CRB Index 297.15 -2.74%
  • Crude Oil 98.49 -6.02%
  • Reformulated Gasoline 297.58 -5.23%
  • Natural Gas 2.28 +3.83%
  • Heating Oil 300.88 -5.40%
  • Gold 1,645.20 -1.05%
  • Bloomberg Base Metals Index 215.38 -1.94%
  • Copper 372.10 -2.94%
  • US No. 1 Heavy Melt Scrap Steel 402.67 USD/Ton unch.
  • China Iron Ore Spot 144.10 USD/Ton -.89%
  • Lumber 286.70 +.42%
  • UBS-Bloomberg Agriculture 1,482.63 -2.02%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate .00% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1421 +14.71%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.67 +.31%
  • Citi US Economic Surprise Index -23.40 -15.4 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 79.50 +1.0%
  • Yield Curve 162.0 -6 basis points
  • 10-Year US Treasury Yield 1.88% -5 basis points
  • Federal Reserve's Balance Sheet $2.847 Trillion -.08%
  • U.S. Sovereign Debt Credit Default Swap 40.13 +8.46%
  • Illinois Municipal Debt Credit Default Swap 221.0 +2.55%
  • Western Europe Sovereign Debt Credit Default Swap Index 273.51 -.65%
  • Emerging Markets Sovereign Debt CDS Index 278.77 -2.84%
  • Saudi Sovereign Debt Credit Default Swap 117.50 -2.49%
  • Iraq Sovereign Debt Credit Default Swap 420.54 -9.12%
  • China Blended Corporate Spread Index 576.0 -52 basis points
  • 10-Year TIPS Spread 2.22% -5 basis points
  • TED Spread 39.5 +1.5 basis points
  • 2-Year Swap Spread 29.0 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -41.50 +3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 98.25 +3.68%
  • Euro Financial Sector Credit Default Swap Index 244.24 +.85%
  • Emerging Markets Credit Default Swap Index 247.02 -2.53%
  • CMBS Super Senior AAA 10-Year Treasury Spread 161.0 -1 basis point
  • M1 Money Supply $2.256 Trillion +.36%
  • Commercial Paper Outstanding 939.90 +1.50%
  • 4-Week Moving Average of Jobless Claims 383,500 +2,700
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.84% -4 basis points
  • Weekly Mortgage Applications 698.20 +.07%
  • Bloomberg Consumer Comfort -37.6 -1.8 points
  • Weekly Retail Sales +3.20% -10 basis points
  • Nationwide Gas $3.80/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 16.0% above normal
  • Baltic Dry Index 1,157 +.09%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
  • Rail Freight Carloads 242,365 +1.29%
Best Performing Style
  • Large-Cap Value -2.28%
Worst Performing Style
  • Small-Cap Value -4.20%
Leading Sectors
  • Utilities -.34%
  • Homebuilders -.64%
  • Disk Drives -.66%
  • REITs -.67%
  • Drugs -.87%
Lagging Sectors
  • Steel -5.38%
  • HMOs -5.55%
  • Education -6.14%
  • Networking -6.84%
  • Oil Tankers -6.90%
Weekly High-Volume Stock Gainers (39)
  • SYNC, BKS, SMSC, KNSY, CPTS, EXPE, CRAY, PFCB, CAR, SUN, Z, PZZA, WWWW, VECO, NUVA, TRIP, VOCS, SAIA, GPRO, ELLI, VHC, FIRE, AZPN, LBY, WWW, FBHS, WMGI, BGC, CERN, MDSO, CNW, SAM, RRTS, AEIS, CRBC, CSU, TWTC, TAYC and CYNO
Weekly High-Volume Stock Losers (44)
  • HBHC, ITC, EGBN, ABMD, WMS, LPLA, RUSHA, CW, MGLN, CTCT, HUM, USNA, HF, ABFS, NSP, TRS, DPZ, KAMN, PAY, NANO, RATE, NUS, INT, TEN, ACM, PRLB, PLT, NEWP, KEYN, FST, WTW, HOLX, UBNT, CACI, CEVA, PBH, ECOL, SREV, MANT, VCLK, HNT, PBY, CBOU and GMCR
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: