Friday, August 17, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,418.16 +.87%
  • DJIA 13,275.20 +.51%
  • NASDAQ 3,076.59 +1.84%
  • Russell 2000 819.89 +2.29%
  • Value Line Geometric(broad market) 355.31 +1.64%
  • Russell 1000 Growth 662.55 +1.43%
  • Russell 1000 Value 696.19 +.46%
  • Morgan Stanley Consumer 819.94 +.73%
  • Morgan Stanley Cyclical 965.36 +2.15%
  • Morgan Stanley Technology 691.0 +1.42%
  • Transports 5,194.38 +2.58%
  • Utilities 478.91 -1.28%
  • Bloomberg European Bank/Financial Services 79.02 +4.0%
  • MSCI Emerging Markets 40.25 -.85%
  • Lyxor L/S Equity Long Bias 1,033.25 +.43%
  • Lyxor L/S Equity Variable Bias 796.19 -.38%
  • Lyxor L/S Equity Short Bias 539.49 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 151,693 +.97%
  • Bloomberg New Highs-Lows Index 114 +87
  • Bloomberg Crude Oil % Bulls 25.9 -13.6%
  • CFTC Oil Net Speculative Position 193,382 -5.44%
  • CFTC Oil Total Open Interest 1,469,908 +1.4%
  • Total Put/Call .75 -25.0%
  • OEX Put/Call .99 -54.17%
  • ISE Sentiment 148.0 +52.58%
  • NYSE Arms 1.16 +73.13%
  • Volatility(VIX) 13.45 -8.75%
  • S&P 500 Implied Correlation 60.33 -5.94%
  • G7 Currency Volatility (VXY) 8.72 +2.35%
  • Smart Money Flow Index 11,378.43 +1.23%
  • Money Mkt Mutual Fund Assets $2.574 Trillion +.50%
  • AAII % Bulls 36.8 +1.0%
  • AAII % Bears 28.1 +2.6%
Futures Spot Prices
  • CRB Index 303.48 +.55%
  • Crude Oil 96.01 +2.80%
  • Reformulated Gasoline 302.75 +.25%
  • Natural Gas 2.72 -2.30%
  • Heating Oil 309.26 +2.03%
  • Gold 1,619.40 -.22%
  • Bloomberg Base Metals Index 192.53 +.18%
  • Copper 342.80 +.34%
  • US No. 1 Heavy Melt Scrap Steel 307.67 USD/Ton unch.
  • China Iron Ore Spot 110.20 USD/Ton -3.16%
  • Lumber 303.40 +1.44%
  • UBS-Bloomberg Agriculture 1,714.27 -.69%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate n/a
  • Philly Fed ADS Real-Time Business Conditions Index .1711 -6.71%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.53 +.15%
  • Citi US Economic Surprise Index -18.10 +2.8 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 9/13
  • US Dollar Index 82.53 -.02%
  • Yield Curve 152.0 +13 basis points
  • 10-Year US Treasury Yield 1.81% +15 basis points
  • Federal Reserve's Balance Sheet $2.816 Trillion -.81%
  • U.S. Sovereign Debt Credit Default Swap 42.22 -2.4%
  • Illinois Municipal Debt Credit Default Swap 225.0 -.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 239.20 -3.3%
  • Emerging Markets Sovereign Debt CDS Index 246.20 +1.71%
  • Saudi Sovereign Debt Credit Default Swap 112.95 +9.61%
  • Iraq Sovereign Debt Credit Default Swap 495.99 +1.74%
  • China Blended Corporate Spread Index 437.0 +2 basis points
  • 10-Year TIPS Spread 2.26% -1 basis point
  • TED Spread 36.75 +3.25 basis points
  • 2-Year Swap Spread 21.25 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -35.5 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 100.74 -2.80%
  • European Financial Sector Credit Default Swap Index 241.99 -2.08%
  • Emerging Markets Credit Default Swap Index 246.21 -1.46%
  • CMBS Super Senior AAA 10-Year Treasury Spread 131.0 -15 basis points
  • M1 Money Supply $2.293 Trillion -.67%
  • Commercial Paper Outstanding 1,020.30 +.7%
  • 4-Week Moving Average of Jobless Claims 363,800 -4,500
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.62% +3 basis points
  • Weekly Mortgage Applications 986.80 -4.52%
  • Bloomberg Consumer Comfort -44.4 -2.5 points
  • Weekly Retail Sales +1.90% -10 basis points
  • Nationwide Gas $3.72/gallon +.05/gallon
  • U.S. Cooling Demand Next 7 Days 11.0% below normal
  • Baltic Dry Index 720.0 -6.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 243,030 -.09%
Best Performing Style
  • Small-Cap Growth +2.35%
Worst Performing Style
  • Large-Cap Value +.46%
Leading Sectors
  • Homebuilders +4.69%
  • Internet +3.97%
  • Papers +3.23%
  • Retail +3.12%
  • Disk Drives +3.03%
Lagging Sectors
  • Semis -.20%
  • Energy -.52%
  • Utilities -1.28%
  • Coal -4.17%
  • Steel -4.55%
Weekly High-Volume Stock Gainers (4)
  • FIO, SHLD, IMPV and TROX
Weekly High-Volume Stock Losers (7)
  • MCF, YHOO, DK, TW, SPLS, ANGI and BCOV
Weekly Charts
ETFs
Stocks
*5-Day Change

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