Friday, October 12, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,428.59 -2.21%
  • DJIA 13,328.80 -2.07%
  • NASDAQ 3,044.11 -2.94%
  • Russell 2000 823.09 -2.35%
  • Value Line Geometric(broad market) 355.53 -2.22%
  • Russell 1000 Growth 661.42 -2.46%
  • Russell 1000 Value 708.43 -1.94%
  • Morgan Stanley Consumer 840.06 -1.46%
  • Morgan Stanley Cyclical 969.39 -2.15%
  • Morgan Stanley Technology 661.63 -3.36%
  • Transports 5,044.63 -.04%
  • Utilities 475.48 -.93%
  • Bloomberg European Bank/Financial Services 82.99 -1.74%
  • MSCI Emerging Markets 41.29 -1.06%
  • Lyxor L/S Equity Long Bias 1,060.46 +.35%
  • Lyxor L/S Equity Variable Bias 804.68 -.15%
Sentiment/Internals
  • NYSE Cumulative A/D Line 156,915 -1.81%
  • Bloomberg New Highs-Lows Index -1 -288
  • Bloomberg Crude Oil % Bulls 25.7 -24.9%
  • CFTC Oil Net Speculative Position 213,598 -1.06%
  • CFTC Oil Total Open Interest 1,542,886 -.90%
  • Total Put/Call 1.03 +13.19%
  • OEX Put/Call .95 -30.15%
  • ISE Sentiment 87.0 +1.16%
  • NYSE Arms 1.74 +163.63%
  • Volatility(VIX) 16.14 +10.93%
  • S&P 500 Implied Correlation 48.54 +5.94%
  • G7 Currency Volatility (VXY) 7.55 -.07%
  • Smart Money Flow Index 11,425.68 -2.10%
  • Money Mkt Mutual Fund Assets $2.562 Trillion -.10%
  • AAII % Bulls 30.6 -9.7%
  • AAII % Bears 38.9 +16.9%
Futures Spot Prices
  • CRB Index 306.55 -1.26%
  • Crude Oil 91.86 +2.16%
  • Reformulated Gasoline 289.28 -2.06%
  • Natural Gas 3.61 +6.30%
  • Heating Oil 322.39 +2.17%
  • Gold 1,759.70 -1.31%
  • Bloomberg Base Metals Index 211.81 -3.47%
  • Copper 370.30 -1.65%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • China Iron Ore Spot 114.50 USD/Ton +9.88%
  • Lumber 297.10 +2.94%
  • UBS-Bloomberg Agriculture 1,648.70 -1.98%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +5.7% +100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2542 +11.71%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.28 +.27%
  • Citi US Economic Surprise Index 49.4 +5.9 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 10/24
  • US Dollar Index 79.67 +.42%
  • Yield Curve 139.0 -9 basis points
  • 10-Year US Treasury Yield 1.66% -8 basis points
  • Federal Reserve's Balance Sheet $2.794 Trillion +.10%
  • U.S. Sovereign Debt Credit Default Swap 37.6 -8.63%
  • Illinois Municipal Debt Credit Default Swap 196.0 -.15%
  • Western Europe Sovereign Debt Credit Default Swap Index 136.29 -2.94%
  • Emerging Markets Sovereign Debt CDS Index 196.98 -1.44%
  • Saudi Sovereign Debt Credit Default Swap 85.16 -2.03%
  • Iraq Sovereign Debt Credit Default Swap 437.50 -9.48%
  • China Blended Corporate Spread Index 396.0 -9 basis points
  • 10-Year TIPS Spread 2.47% -10 basis points
  • TED Spread 23.75 -1.75 basis points
  • 2-Year Swap Spread 11.25 -2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.0 -3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 96.68 +2.90%
  • European Financial Sector Credit Default Swap Index 178.33 -.17%
  • Emerging Markets Credit Default Swap Index 220.83 +3.0%
  • CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • M1 Money Supply $2.359 Trillion +.06%
  • Commercial Paper Outstanding 964.90 -1.0%
  • 4-Week Moving Average of Jobless Claims 364,00 -11,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.39% +3 basis points
  • Weekly Mortgage Applications 1,008.10 -1.21%
  • Bloomberg Consumer Comfort -38.5 -1.6 points
  • Weekly Retail Sales +1.60% -80.0 basis points
  • Nationwide Gas $3.81/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 31.0% below normal
  • Baltic Dry Index 926.0 +5.82%
  • China (Export) Containerized Freight Index 1,187.72 -2.21%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 251,113 -2.38%
Best Performing Style
  • Mid-Cap Value -1.52%
Worst Performing Style
  • Mid-Cap Growth -2.53%
Leading Sectors
  • Coal +13.36%
  • Steel +2.14%
  • Restaurants +.92%
  • Oil Service +.71%
  • Education +.22%
Lagging Sectors
  • Medical Equipment -4.20%
  • Homebuilders -4.98%
  • Computer Hardware -5.92%
  • Oil Tankers -6.67%
  • Disk Drives -7.69%
Weekly High-Volume Stock Gainers (6)
  • TRLG, EOPN, SPB, TPCG, CEVA and YUM

Weekly High-Volume Stock Losers (7)
  • CTXS, EPHC, HPY, ANGO, EZPW, PRGS and EW

Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

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