Friday, May 11, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,353.39 -1.15%
  • DJIA 12,820.60 -1.67%
  • NASDAQ 2,933.82 -.76%
  • Russell 2000 790.06 -.22%
  • Value Line Geometric(broad market) 349.33 -.98%
  • Russell 1000 Growth 639.93 -1.09%
  • Russell 1000 Value 663.01 -1.03%
  • Morgan Stanley Consumer 790.81 -.60%
  • Morgan Stanley Cyclical 945.77 -1.71%
  • Morgan Stanley Technology 668.57 -2.38%
  • Transports 5,140.70 -1.66%
  • Utilities 472.01 +.88%
  • Bloomberg European Bank/Financial Services 73.55 -.65%
  • MSCI Emerging Markets 40.26 -4.21%
  • Lyxor L/S Equity Long Bias 1,020.61 -2.08%
  • Lyxor L/S Equity Variable Bias 817.96 -.95%
  • Lyxor L/S Equity Short Bias 539.14 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 142,291%
  • Bloomberg New Highs-Lows Index -79 -103
  • Bloomberg Crude Oil % Bulls 13.0 -60.6%
  • CFTC Oil Net Speculative Position 183,960 -18.83%
  • CFTC Oil Total Open Interest 1,590,926 -.70%
  • Total Put/Call 1.24 +21.57%
  • OEX Put/Call 1.20 -12.41%
  • ISE Sentiment 96.0 +28.0%
  • NYSE Arms 1.30 -30.85%
  • Volatility(VIX) 19.89 +3.81%
  • S&P 500 Implied Correlation 68.98 +1.37%
  • G7 Currency Volatility (VXY) 9.59 +4.81%
  • Smart Money Flow Index 11,150.52 -.89%
  • Money Mkt Mutual Fund Assets $2.569 Trillion +.1%
  • AAII % Bulls 25.40 -28.25%
  • AAII % Bears 42.06 +47.73%
Futures Spot Prices
  • CRB Index 291.80 -1.80%
  • Crude Oil 96.13 -2.49%
  • Reformulated Gasoline 300.08 +.57%
  • Natural Gas 2.51 +9.90%
  • Heating Oil 296.36 -1.63%
  • Gold 1,584.0 -3.60%
  • Bloomberg Base Metals Index 209.43 -2.76%
  • Copper 364.80 -1.99%
  • US No. 1 Heavy Melt Scrap Steel 400.27 USD/Ton -.60%
  • China Iron Ore Spot 137.60 USD/Ton -4.51%
  • Lumber 285.10 +.10%
  • UBS-Bloomberg Agriculture 1,432.90 -3.35%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.10% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1853 +6.37%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.04 +.33%
  • Citi US Economic Surprise Index -24.30 -.9 point
  • Fed Fund Futures imply 60.0% chance of no change, 40.0% chance of 25 basis point cut on 6/20
  • US Dollar Index 80.26 +.95%
  • Yield Curve 158.0 -4 basis points
  • 10-Year US Treasury Yield 1.84% -4 basis points
  • Federal Reserve's Balance Sheet $2.847 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 41.50 +3.41%
  • Illinois Municipal Debt Credit Default Swap 221.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 285.49 +4.38%
  • Emerging Markets Sovereign Debt CDS Index 294.25 +5.55%
  • Saudi Sovereign Debt Credit Default Swap 120.66 +2.69%
  • Iraq Sovereign Debt Credit Default Swap 464.05 +10.35%
  • China Blended Corporate Spread Index 599.0 +23 basis points
  • 10-Year TIPS Spread 2.14% -8 basis points
  • TED Spread 37.5 -2.0 basis points
  • 2-Year Swap Spread 34.0 +5.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -45.0 -3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 104.89 +6.76%
  • Euro Financial Sector Credit Default Swap Index 265.21 +8.59%
  • Emerging Markets Credit Default Swap Index 269.32 +9.03%
  • CMBS Super Senior AAA 10-Year Treasury Spread 166.0 +5 basis points
  • M1 Money Supply $2.252 Trillion -.18%
  • Commercial Paper Outstanding 966.40 +2.80%
  • 4-Week Moving Average of Jobless Claims 379,000 -4,500
  • Continuing Claims Unemployment Rate 2.5% -10 basis points
  • Average 30-Year Mortgage Rate 3.83% -1 basis point
  • Weekly Mortgage Applications 710.40 +1.75%
  • Bloomberg Consumer Comfort -40.4 -2.8 points
  • Weekly Retail Sales +2.60% -60 basis points
  • Nationwide Gas $3.73/gallon -.07/gallon
  • U.S. Cooling Demand Next 7 Days 10.0% below normal
  • Baltic Dry Index 1,138 -1.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
  • Rail Freight Carloads 239,031 -1.38%
Best Performing Style
  • Small-Cap Value +.21%
Worst Performing Style
  • Large-Cap Growth -1.09%
Leading Sectors
  • Biotech +3.83%
  • Airlines +1.17%
  • Utilities +.88%
  • REITs +.52%
  • Insurance +.15%
Lagging Sectors
  • Networking -3.33%
  • Alternative Energy -3.55%
  • I-Banking -3.93%
  • Education -5.20%
  • Steel -5.97%
Weekly High-Volume Stock Gainers (18)
  • VRTX, HTH, RST, CPWM, VSI, DF, INSP, GNRC, CRZO, LOPE, QSFT, SAPE, CHTR, STAG, PSX, CBOU, LMCA and INWK
Weekly High-Volume Stock Losers (31)
  • TREX, GLPW, DRIV, GEOY, MANT, GVA, ANV, KOS, BAH, MINI, BAGL, RAX, WAIR, FCN, PSSI, CTSH, SMG, DNB, LRN, PRO, EPAY, TPC, AMAG, QSII, CGX, MTSI, BSFT, AMED, SNCR, FOSL and MAKO
Weekly Charts
ETFs
Stocks
*5-Day Change

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