Friday, June 01, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,278.04 -3.23%
  • DJIA 12,118.50 -3.28%
  • NASDAQ 2,747.48 -3.24%
  • Russell 2000 737.42 -3.80%
  • Value Line Geometric(broad market) 324.37 -3.85%
  • Russell 1000 Growth 602.28 -3.64%
  • Russell 1000 Value 625.53 -3.01%
  • Morgan Stanley Consumer 753.64 -3.0%
  • Morgan Stanley Cyclical 869.45 -4.88%
  • Morgan Stanley Technology 604.59 -4.57%
  • Transports 4,911.87 -3.85%
  • Utilities 464.31 -.56%
  • Bloomberg European Bank/Financial Services 65.61 -4.0%
  • MSCI Emerging Markets 37.27 -.60%
  • Lyxor L/S Equity Long Bias 997.39 +.67%
  • Lyxor L/S Equity Variable Bias 806.72 +.08%
  • Lyxor L/S Equity Short Bias 539.22 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 137,223 -.41%
  • Bloomberg New Highs-Lows Index -385 -144
  • Bloomberg Crude Oil % Bulls 27.0 unch.
  • CFTC Oil Net Speculative Position 178,885 -2.82%
  • CFTC Oil Total Open Interest 1,440,107 -.17%
  • Total Put/Call 1.37 +25.69%
  • OEX Put/Call .77 -8.33%
  • ISE Sentiment 94.0 -7.84%
  • NYSE Arms 2.12 +69.60%
  • Volatility(VIX) 26.66 +23.77%
  • S&P 500 Implied Correlation 73.32 +9.58%
  • G7 Currency Volatility (VXY) 11.81 +5.82%
  • Smart Money Flow Index 10,920.14 -.51%
  • Money Mkt Mutual Fund Assets $2.572 Trillion +.30%
  • AAII % Bulls 28.0 -8.04%
  • AAII % Bears 42.0 +8.66%
Futures Spot Prices
  • CRB Index 268.31 -4.83%
  • Crude Oil 83.23 -8.32%
  • Reformulated Gasoline 265.68 -5.92%
  • Natural Gas 2.33 -14.13%
  • Heating Oil 262.79 -7.17%
  • Gold 1,622.10 +3.99%
  • Bloomberg Base Metals Index 195.48 -3.62%
  • Copper 331.35 -3.59%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton +1.0%
  • China Iron Ore Spot 135.0 USD/Ton +3.44%
  • Lumber 280.10 -2.37%
  • UBS-Bloomberg Agriculture 1,382.68 -3.62%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.60% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1676 +2.56%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.04 +.14%
  • Citi US Economic Surprise Index -53.60 -29.1 points
  • Fed Fund Futures imply 64.0% chance of no change, 36.0% chance of 25 basis point cut on 6/20
  • US Dollar Index 82.89 +.60%
  • Yield Curve 120.0 -25 basis points
  • 10-Year US Treasury Yield 1.45% -29 basis points
  • Federal Reserve's Balance Sheet $2.825 Trillion -.61%
  • U.S. Sovereign Debt Credit Default Swap 48.64 +2.40%
  • Illinois Municipal Debt Credit Default Swap 248.0 +3.77%
  • Western Europe Sovereign Debt Credit Default Swap Index 329.0 +4.23%
  • Emerging Markets Sovereign Debt CDS Index 357.08 +10.51%
  • Saudi Sovereign Debt Credit Default Swap 136.36 +3.19%
  • Iraq Sovereign Debt Credit Default Swap 432.59 -2.66%
  • China Blended Corporate Spread Index 591.0 -43 basis points
  • 10-Year TIPS Spread 2.05% -9 basis points
  • TED Spread 40.25 +1.75 basis points
  • 2-Year Swap Spread 37.25 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -55.75 -8.0 basis points
  • N. America Investment Grade Credit Default Swap Index 125.91 +7.35%
  • Euro Financial Sector Credit Default Swap Index 302.28 +2.15%
  • Emerging Markets Credit Default Swap Index 322.02 +.55%
  • CMBS Super Senior AAA 10-Year Treasury Spread 186.0 unch.
  • M1 Money Supply $2.241 Trillion -.71%
  • Commercial Paper Outstanding 1,028.6 +2.0%
  • 4-Week Moving Average of Jobless Claims 374,500 +4,500
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.75% -4 basis points
  • Weekly Mortgage Applications 794.70 -1.27%
  • Bloomberg Consumer Comfort -39.3 +2.7 points
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $3.61/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 17.0% below normal
  • Baltic Dry Index 923.0 -12.76%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 244,726 +1.27%
Best Performing Style
  • Large-Cap Value -3.01%
Worst Performing Style
  • Mid-Cap Growth -4.32%
Leading Sectors
  • Gold & Silver +3.60%
  • Airlines +.58%
  • Utilities -.56%
  • Education -1.65%
  • Drugs -1.96%
Lagging Sectors
  • Banks -5.11%
  • Oil Service -5.43%
  • Disk Drives -6.39%
  • Oil Tankers -8.56%
  • Homebuilders -10.0%
Weekly High-Volume Stock Gainers (9)
  • IBI, TFM, OVTI, GET, VSH, GLPW, NLNK, KMI and BAH
Weekly High-Volume Stock Losers (9)
  • JOSB, MENT, P, TSCO, BRS, PRX, SMS, PAY and TEA
Weekly Charts
ETFs
Stocks
*5-Day Change

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