Friday, June 15, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,342.84 +1.3%
  • DJIA 12,767.10 +1.7%
  • NASDAQ 2,872.80 +.5%
  • Russell 2000 771.32 +.28%
  • Value Line Geometric(broad market) 336.26 -.02%
  • Russell 1000 Growth 627.70 +.66%
  • Russell 1000 Value 658.90 +1.50%
  • Morgan Stanley Consumer 786.71 +1.22%
  • Morgan Stanley Cyclical 907.65 -.03%
  • Morgan Stanley Technology 634.42 +.11%
  • Transports 5,091.24 +.58%
  • Utilities 483.05 +.96%
  • Bloomberg European Bank/Financial Services 71.81 +2.13%
  • MSCI Emerging Markets 38.61 +1.99%
  • Lyxor L/S Equity Long Bias 992.97 +1.28%
  • Lyxor L/S Equity Variable Bias 800.02 +.10%
  • Lyxor L/S Equity Short Bias 539.27 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 140,250 +.7%
  • Bloomberg New Highs-Lows Index -202 -156
  • Bloomberg Crude Oil % Bulls 38.0 +5.6%
  • CFTC Oil Net Speculative Position 130,858 -10.88%
  • CFTC Oil Total Open Interest 1,458,395 +.12%
  • Total Put/Call 1.0 +5.26%
  • OEX Put/Call .94 -23.58%
  • ISE Sentiment 118.0 -11.28%
  • NYSE Arms .58 -38.95%
  • Volatility(VIX) 21.11 -.57%
  • S&P 500 Implied Correlation 70.32 +2.73%
  • G7 Currency Volatility (VXY) 10.97 -1.26%
  • Smart Money Flow Index 11,071.23 +1.33%
  • Money Mkt Mutual Fund Assets $2.554 Trillion -.4%
  • AAII % Bulls 34.04 +24.0%
  • AAII % Bears 35.79 -21.8%
Futures Spot Prices
  • CRB Index 272.23 -.24%
  • Crude Oil 84.03 -.36%
  • Reformulated Gasoline 270.17 +34%
  • Natural Gas 2.47 +7.03%
  • Heating Oil 264.65 -1.22%
  • Gold 1,628.10 +2.07%
  • Bloomberg Base Metals Index 198.38 +1.92%
  • Copper 339.05 +1.97%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton unch.
  • China Iron Ore Spot 135.0 USD/Ton +2.74%
  • Lumber 268.10 -5.57%
  • UBS-Bloomberg Agriculture 1,406.83 -2.35%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.0% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2160 +4.51%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.09 +.14%
  • Citi US Economic Surprise Index -60.60 -10.5 points
  • Fed Fund Futures imply 66.0% chance of no change, 34.0% chance of 25 basis point cut on 6/20
  • US Dollar Index 81.63 -.98%
  • Yield Curve 130.0 -7 basis points
  • 10-Year US Treasury Yield 1.58% -6 basis points
  • Federal Reserve's Balance Sheet $2.852 Trillion +.61%
  • U.S. Sovereign Debt Credit Default Swap 48.40 +1.90%
  • Illinois Municipal Debt Credit Default Swap 228.0 -4.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 316.11 -1.68%
  • Emerging Markets Sovereign Debt CDS Index 306.75 -6.19%
  • Saudi Sovereign Debt Credit Default Swap 130.35 -.97%
  • Iraq Sovereign Debt Credit Default Swap 449.99 -3.94%
  • China Blended Corporate Spread Index 560.0 -19 basis points
  • 10-Year TIPS Spread 2.12% -2 basis points
  • TED Spread 38.25 -1.0 basis point
  • 2-Year Swap Spread 27.75 -3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -50.25 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 119.61 -2.43%
  • Euro Financial Sector Credit Default Swap Index 279.01 -.28%
  • Emerging Markets Credit Default Swap Index 286.07 -5.98%
  • CMBS Super Senior AAA 10-Year Treasury Spread 204.0 unch.
  • M1 Money Supply $2.243 Trillion +.38%
  • Commercial Paper Outstanding 1,007.1 -.70%
  • 4-Week Moving Average of Jobless Claims 382,000 +4,200
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.71% +4 basis points
  • Weekly Mortgage Applications 949.40 +17.97%
  • Bloomberg Consumer Comfort -36.4 +1.2 points
  • Weekly Retail Sales +2.5% -60 basis points
  • Nationwide Gas $3.52/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 14.0% above normal
  • Baltic Dry Index 924.0 +5.36%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 246,422 +15.2%
Best Performing Style
  • Large-Cap Value +1.50%
Worst Performing Style
  • Mid-Cap Value +.10%
Leading Sectors
  • Road & Rail +3.76%
  • Tobacco +3.58%
  • Banks +2.54%
  • Telecom +2.46%
  • Alternative Energy +2.45%
Lagging Sectors
  • Computer Hardware -1.13%
  • Coal -1.86%
  • HMOs -2.67%
  • Oil Tankers -3.76%
  • Education -5.02%
Weekly High-Volume Stock Gainers (6)
  • FLDM, QSFT, PRGS, SKX, NAV and LMNX
Weekly High-Volume Stock Losers (9)
  • CTCT, TFM, HAR, AEGR, SMG, STJ, CASY, FDS and CNC
Weekly Charts
ETFs
Stocks
*5-Day Change

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