Friday, June 08, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,325.66 +3.73%
  • DJIA 12,554.20 +3.60%
  • NASDAQ 2,858.42 +4.04%
  • Russell 2000 769.19 +4.31%
  • Value Line Geometric(broad market) 336.34 +3.69%
  • Russell 1000 Growth 623.57 +3.54%
  • Russell 1000 Value 649.15 +3.78%
  • Morgan Stanley Consumer 777.26 +3.13%
  • Morgan Stanley Cyclical 907.93 +4.43%
  • Morgan Stanley Technology 633.73 +4.82%
  • Transports 5,062.05 +3.06%
  • Utilities 478.48 +3.05%
  • Bloomberg European Bank/Financial Services 70.31 +7.16%
  • MSCI Emerging Markets 37.86 +1.58%
  • Lyxor L/S Equity Long Bias 976.06 -2.08%
  • Lyxor L/S Equity Variable Bias 798.25 -.90%
  • Lyxor L/S Equity Short Bias 539.24 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 139,281 +3.15%
  • Bloomberg New Highs-Lows Index -46 +339
  • Bloomberg Crude Oil % Bulls 36.0 +33.3%
  • CFTC Oil Net Speculative Position 146,837 -17.92%
  • CFTC Oil Total Open Interest 1,456,604 +1.15%
  • Total Put/Call .95 -30.66%
  • OEX Put/Call 1.23 +59.74%
  • ISE Sentiment 133.0 +41.49%
  • NYSE Arms .95 -55.19%
  • Volatility(VIX) 21.23 -20.37%
  • S&P 500 Implied Correlation 68.45 -6.64%
  • G7 Currency Volatility (VXY) 11.10 -6.01%
  • Smart Money Flow Index 10,925.47 +.05%
  • Money Mkt Mutual Fund Assets $2.564 Trillion -.30%
  • AAII % Bulls 27.45 -2.03%
  • AAII % Bears 45.75 +8.88%
Futures Spot Prices
  • CRB Index 272.88 +1.71%
  • Crude Oil 84.10 +1.0%
  • Reformulated Gasoline 268.52 +.87%
  • Natural Gas 2.30 -1.33%
  • Heating Oil 267.21 +1.14%
  • Gold 1,591.40 -2.22%
  • Bloomberg Base Metals Index 194.64 -.43%
  • Copper 328.50 -.97%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton unch.
  • China Iron Ore Spot 131.40 USD/Ton -2.67%
  • Lumber 285.20 +1.86%
  • UBS-Bloomberg Agriculture 1,440.71 +4.20%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.0% -140 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1329 +8.60%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.93 -.10%
  • Citi US Economic Surprise Index -50.10 +3.5 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 82.51 -.35%
  • Yield Curve 137.0 +17 basis points
  • 10-Year US Treasury Yield 1.64% +19 basis points
  • Federal Reserve's Balance Sheet $2.835 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 47.50 -2.34%
  • Illinois Municipal Debt Credit Default Swap 238.0 -4.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 321.50 -2.28%
  • Emerging Markets Sovereign Debt CDS Index 327.0 -8.42%
  • Saudi Sovereign Debt Credit Default Swap 131.63 -3.46%
  • Iraq Sovereign Debt Credit Default Swap 468.44 +8.29%
  • China Blended Corporate Spread Index 579.0 -12 basis points
  • 10-Year TIPS Spread 2.14% +9 basis points
  • TED Spread 39.25 -1.0 basis point
  • 2-Year Swap Spread 31.25 -6.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -51.75 +4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 122.59 -2.64%
  • Euro Financial Sector Credit Default Swap Index 279.79 -7.44%
  • Emerging Markets Credit Default Swap Index 304.26 -5.52%
  • CMBS Super Senior AAA 10-Year Treasury Spread 204.0 +18 basis points
  • M1 Money Supply $2.235 Trillion -.26%
  • Commercial Paper Outstanding 1,013.90 -1.40%
  • 4-Week Moving Average of Jobless Claims 377,800 +3,300
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.67% -8 basis points
  • Weekly Mortgage Applications 804.80 +1.27%
  • Bloomberg Consumer Comfort -37.6 +1.7 points
  • Weekly Retail Sales +3.1% +10 basis points
  • Nationwide Gas $3.56/gallon -.05/gallon
  • U.S. Cooling Demand Next 7 Days 14.0% above normal
  • Baltic Dry Index 877.0 -7.68%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 213,911 -12.59%
Best Performing Style
  • Small-Cap Growth +4.66%
Worst Performing Style
  • Mid-Cap Value +3.42%
Leading Sectors
  • Disk Drives +7.89%
  • Education +7.43%
  • Semis +5.53%
  • Hospitals +5.32%
  • Oil Tankers +5.06%
Lagging Sectors
  • Restaurants +1.39%
  • Oil Service +1.33%
  • Coal +.49%
  • Airlines +.09%
  • Gold & Silver -.38%
Weekly High-Volume Stock Gainers (14)
  • DGIT, IRM, BRLI, AUXL, OMPI, IMGN, OXM, UNFI, ATRO, SUSS, KFY, PNY, RGLD and PLT
Weekly High-Volume Stock Losers (10)
  • BNNY, ONE, MOH, TITN, CONN, HCCI, SCSS, MFRM, MW and TPX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: