Friday, September 28, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,440.67 -1.33%
  • DJIA 13,437.10 -1.05%
  • NASDAQ 3,116.22 -2.0%
  • Russell 2000 837.45 -2.11%
  • Value Line Geometric(broad market) 359.58 -2.03%
  • Russell 1000 Growth 670.30 -1.57%
  • Russell 1000 Value 710.86 -1.16%
  • Morgan Stanley Consumer 835.84 -.56%
  • Morgan Stanley Cyclical 968.70 -2.98%
  • Morgan Stanley Technology 684.40 -2.03%
  • Transports 4,892.62 -.37%
  • Utilities 475.75 +.93%
  • Bloomberg European Bank/Financial Services 81.48 -4.3%
  • MSCI Emerging Markets 41.54 -.46%
  • Lyxor L/S Equity Long Bias 1,053.88 +.09%
  • Lyxor L/S Equity Variable Bias 804.97 -.28%
  • Lyxor L/S Equity Short Bias 539.64 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 156,383 -.43%
  • Bloomberg New Highs-Lows Index 147.0 -22
  • Bloomberg Crude Oil % Bulls 37.8 +37.8%
  • CFTC Oil Net Speculative Position 231,297 -13.42%
  • CFTC Oil Total Open Interest 1,555,863 -3.21%
  • Total Put/Call .99 +23.75%
  • OEX Put/Call .81 -17.35%
  • ISE Sentiment 100.0 -7.41%
  • NYSE Arms 1.69 +7.64%
  • Volatility(VIX) 15.73 +12.52%
  • S&P 500 Implied Correlation 48.83 -3.97%
  • G7 Currency Volatility (VXY) 7.92 +.76%
  • Smart Money Flow Index 11,644.82 -1.41%
  • Money Mkt Mutual Fund Assets $2.576 Trillion +.3%
  • AAII % Bulls 36.1 -3.7%
  • AAII % Bears 36.5 +7.9%
Futures Spot Prices
  • CRB Index 309.30 +.10%
  • Crude Oil 92.19 -.83%
  • Reformulated Gasoline 292.01 +3.26%
  • Natural Gas 3.32 +7.91%
  • Heating Oil 315.92 +.74%
  • Gold 1,773.90 -.05%
  • Bloomberg Base Metals Index 219.34 +.28%
  • Copper 375.80 -.33%
  • US No. 1 Heavy Melt Scrap Steel 361.33 USD/Ton -.19%
  • China Iron Ore Spot 104.20 USD/Ton -2.07%
  • Lumber 279.0 +.50%
  • UBS-Bloomberg Agriculture 1,696.99 -.03%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +3.8% +110 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5981 +8.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.98 +.07%
  • Citi US Economic Surprise Index 5.8 -14.8 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 10/24
  • US Dollar Index 79.94 +.64%
  • Yield Curve 140.0 -9 basis points
  • 10-Year US Treasury Yield 1.63% -12 basis points
  • Federal Reserve's Balance Sheet $2.787 Trillion -.61%
  • U.S. Sovereign Debt Credit Default Swap 33.04 +8.61%
  • Illinois Municipal Debt Credit Default Swap 205.0 +.88%
  • Western Europe Sovereign Debt Credit Default Swap Index 147.87 +11.86%
  • Emerging Markets Sovereign Debt CDS Index 215.44 +2.15%
  • Saudi Sovereign Debt Credit Default Swap 94.0 +6.81%
  • Iraq Sovereign Debt Credit Default Swap 464.02 -2.07%
  • China Blended Corporate Spread Index 415.0 +4 basis points
  • 10-Year TIPS Spread 2.42% -7 basis points
  • TED Spread 26.75 unch.
  • 2-Year Swap Spread 13.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.25 -5.75 basis points
  • N. America Investment Grade Credit Default Swap Index 100.07 +4.09%
  • European Financial Sector Credit Default Swap Index 203.53 +11.4%
  • Emerging Markets Credit Default Swap Index 223.28 +4.53%
  • CMBS Super Senior AAA 10-Year Treasury Spread 97.0 +1 basis point
  • M1 Money Supply $2.371 Trillion -1.81%
  • Commercial Paper Outstanding 990.10 -1.80%
  • 4-Week Moving Average of Jobless Claims 374,00 -3,800
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.40% -9 basis points
  • Weekly Mortgage Applications 875.10 +2.8%
  • Bloomberg Consumer Comfort -39.6 +1.2 points
  • Weekly Retail Sales +2.40% -10 basis points
  • Nationwide Gas $3.79/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 25.0% above normal
  • Baltic Dry Index 744.0 -3.88%
  • China (Export) Containerized Freight Index 1,227.03 -.66%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50-18.2%
  • Rail Freight Carloads 250,253 -.58%
Best Performing Style
  • Large-Cap Value -1.16%
Worst Performing Style
  • Small-Cap Value -2.24%
Leading Sectors
  • Gaming +1.91%
  • Utilities +.93%
  • Computer Services +.51%
  • Hospitals +.07%
  • Foods -.17%
Lagging Sectors
  • Networking -4.25%
  • Steel -4.28%
  • Oil Service -4.55%
  • Coal -5.28%
  • Homebuilding -6.02%
Weekly High-Volume Stock Gainers (15)
  • ELOQ, EPOC, AM, KBH, THR, NEOG, WCBO, MDCA, MRLN, CSU, VPHM, MTN, NC, DORM and LBTYA
Weekly High-Volume Stock Losers (13)
  • AI, PNNT, USNA, WWD, AXE, SNX, CPHD, FTNT, FWRD, FUL, JBL, VVUS and BTH
Weekly Charts
ETFs
Stocks
*5-Day Change

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