Friday, June 29, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,362.16 +2.03%
  • DJIA 12,880.0 +1.89%
  • NASDAQ 2,935.05 +1.47%
  • Russell 2000 798.49 +3.01%
  • Value Line Geometric(broad market) 345.24 +2.53%
  • Russell 1000 Growth 634.43 +1.55%
  • Russell 1000 Value 671.67 +2.57%
  • Morgan Stanley Consumer 798.24 +2.26%
  • Morgan Stanley Cyclical 918.96 +2.39%
  • Morgan Stanley Technology 644.08 +1.05%
  • Transports 5,209.18 +2.48%
  • Utilities 481.36 +1.97%
  • Bloomberg European Bank/Financial Services 73.07 +.04%
  • MSCI Emerging Markets 38.66 +2.01%
  • Lyxor L/S Equity Long Bias 995.47 -.95%
  • Lyxor L/S Equity Variable Bias 792.84 -.26%
  • Lyxor L/S Equity Short Bias 539.32 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 145,555 +2.42%
  • Bloomberg New Highs-Lows Index -228 -69
  • Bloomberg Crude Oil % Bulls 38.0 +153.3%
  • CFTC Oil Net Speculative Position 112,833 -8.94%
  • CFTC Oil Total Open Interest 1,432,162 unch.
  • Total Put/Call .91 -9.0%
  • OEX Put/Call 1.57 +24.6%
  • ISE Sentiment 127.0 +101.59%
  • NYSE Arms .89 -19.82%
  • Volatility(VIX) 17.08 -5.69%
  • S&P 500 Implied Correlation 64.05 -7.41%
  • G7 Currency Volatility (VXY) 9.56 -5.2%
  • Smart Money Flow Index 11,047.17 +1.34%
  • Money Mkt Mutual Fund Assets $2.538 Trillion +.1%
  • AAII % Bulls 28.67 -12.83%
  • AAII % Bears 44.37 +23.66%
Futures Spot Prices
  • CRB Index 284.19 +6.05%
  • Crude Oil 84.96 +6.01%
  • Reformulated Gasoline 263.18 +5.87%
  • Natural Gas 2.82 +5.1%
  • Heating Oil 270.99 +6.44%
  • Gold 1,604.20 +1.98%
  • Bloomberg Base Metals Index 195.79 +2.51%
  • Copper 349.65 +5.19%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton -12.45%
  • China Iron Ore Spot 134.0 USD/Ton -2.48%
  • Lumber 271.60 +3.86%
  • UBS-Bloomberg Agriculture 1,557.11 +7.1%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.60% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1449 +7.82%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.97 -.01%
  • Citi US Economic Surprise Index -60.30 +4.1 points
  • Fed Fund Futures imply 70.0% chance of no change, 30.0% chance of 25 basis point cut on 8/1
  • US Dollar Index 81.63 -.71%
  • Yield Curve 134.0 -3 basis points
  • 10-Year US Treasury Yield 1.64% -3 basis points
  • Federal Reserve's Balance Sheet $2.846 Trillion -.26%
  • U.S. Sovereign Debt Credit Default Swap 48.33 -1.79%
  • Illinois Municipal Debt Credit Default Swap 221.0 +2.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 282.46 -4.16%
  • Emerging Markets Sovereign Debt CDS Index 294.39 -2.93%
  • Saudi Sovereign Debt Credit Default Swap 126.28 -2.92%
  • Iraq Sovereign Debt Credit Default Swap 435.0 +.82%
  • China Blended Corporate Spread Index 490.0 -60 basis points
  • 10-Year TIPS Spread 2.10% +2 basis points
  • TED Spread 38.0 -.5 basis point
  • 2-Year Swap Spread 24.0 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -56.50 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 114.12 -1.37%
  • Euro Financial Sector Credit Default Swap Index 261.27 -5.39%
  • Emerging Markets Credit Default Swap Index 285.35 -1.87%
  • CMBS Super Senior AAA 10-Year Treasury Spread 167.0 -37.0 basis points
  • M1 Money Supply $2.238 Trillion -1.01%
  • Commercial Paper Outstanding 1,008.3 +1.0%
  • 4-Week Moving Average of Jobless Claims 386,800 +500
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.66% unch.
  • Weekly Mortgage Applications 875.10 -7.05%
  • Bloomberg Consumer Comfort -36.1 +1.8 points
  • Weekly Retail Sales +2.3% -20 basis points
  • Nationwide Gas $3.35/gallon -.10/gallon
  • U.S. Cooling Demand Next 7 Days 23.0% above normal
  • Baltic Dry Index 994.0 +1.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.5 -8.33%
  • Rail Freight Carloads 246,128 -1.54%
Best Performing Style
  • Mid-Cap Value +3.18%
Worst Performing Style
  • Mid-Cap Growth +1.54%
Leading Sectors
  • Homebuilders +9.98%
  • Education +9.61%
  • Hospitals +7.65%
  • Oil Tankers +6.82%
  • Coal +6.05%
Lagging Sectors
  • Alternative Energy -.02%
  • Gaming -.11%
  • Restaurants -1.09%
  • Airlines -1.46%
  • HMOs -2.0%
Weekly High-Volume Stock Gainers (25)
  • LNCR, LORL, ELLI, LNN, HMSY, SHEN, CENTA, STZ, HCA, TMH, PFPT, UNF, GPX, NWSA, RNET, LOPE BLOX, UHS, VCRA, VLGEA, CKEC, ANGI, CSOD, MMSI and SBAC
Weekly High-Volume Stock Losers (26)
  • PRSS, IPXL, WLP, ASGN, CCG, AZO, DIOD, WBMD, GMAN, KOS, PHMD, EVR, DWRE, ADNC, MNST, XPO, VRTU, KEX, JAKK, ADES, R, GEOY, ORLY, PRLB, OMER and TAHO
Weekly Charts
ETFs
Stocks
*5-Day Change

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