Friday, October 19, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,433.19 +.32%
  • DJIA 13,343.51 +.11%
  • NASDAQ 3,005.62 -1.26%
  • Russell 2000 821.0 -.25%
  • Value Line Geometric(broad market) 356.98 +.41%
  • Russell 1000 Growth 657.68 -.57%
  • Russell 1000 Value 717.86 +1.33%
  • Morgan Stanley Consumer 843.15 +.37%
  • Morgan Stanley Cyclical 993.28 +2.46%
  • Morgan Stanley Technology 654.88 -1.02%
  • Transports 5,082.16 +.74%
  • Utilities 483.76 +1.74%
  • Bloomberg European Bank/Financial Services 85.32 +2.81%
  • MSCI Emerging Markets 41.73 +1.04%
  • Lyxor L/S Equity Long Bias 1,059.85 +.62%
  • Lyxor L/S Equity Variable Bias 801.22 +.33%
Sentiment/Internals
  • NYSE Cumulative A/D Line 158,839 +1.23%
  • Bloomberg New Highs-Lows Index 264 +265
  • Bloomberg Crude Oil % Bulls 21.2 -17.50%
  • CFTC Oil Net Speculative Position 206,472 -3.34%
  • CFTC Oil Total Open Interest 1,580,619 +2.45%
  • Total Put/Call 1.12 +8.74%
  • OEX Put/Call 1.24 +30.53%
  • ISE Sentiment 89.0 +2.30%
  • NYSE Arms 2.50 +43.67%
  • Volatility(VIX) 17.06 +5.70%
  • S&P 500 Implied Correlation 49.31 +.10%
  • G7 Currency Volatility (VXY) 7.58 +1.07%
  • Smart Money Flow Index 11,482.26 +.50%
  • Money Mkt Mutual Fund Assets $2.568 Trillion +.20%
  • AAII % Bulls 28.7 -6.28%
  • AAII % Bears 44.6 +14.7%
Futures Spot Prices
  • CRB Index 306.05 -.16%
  • Crude Oil 90.05 -1.73%
  • Reformulated Gasoline 269.63 -6.83%
  • Natural Gas 3.62 +.56%
  • Heating Oil 313.45 -2.65%
  • Gold 1,724.0 -1.79%
  • Bloomberg Base Metals Index 210.30 -.71%
  • Copper 363.75 -1.66%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • China Iron Ore Spot 115.30 USD/Ton +.70%
  • Lumber 310.80 +4.82%
  • UBS-Bloomberg Agriculture 1,666.79 +1.10%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +6.1% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1659 +5.90%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.25 -.03%
  • Citi US Economic Surprise Index 53.2 +3.8 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 79.62 -.07%
  • Yield Curve 147.0 +8 basis points
  • 10-Year US Treasury Yield 1.76% +10 basis points
  • Federal Reserve's Balance Sheet $2.829 Trillion +1.28%
  • U.S. Sovereign Debt Credit Default Swap 31.75 -15.56%
  • Illinois Municipal Debt Credit Default Swap 191.0 -2.88%
  • Western Europe Sovereign Debt Credit Default Swap Index 105.53 -22.57%
  • Emerging Markets Sovereign Debt CDS Index 177.92 -9.68%
  • Saudi Sovereign Debt Credit Default Swap 83.56 -1.87%
  • Iraq Sovereign Debt Credit Default Swap 453.98 +3.77%
  • China Blended Corporate Spread Index 376.0 -20 basis points
  • 10-Year TIPS Spread 2.50% +3 basis points
  • TED Spread 22.5 -1.25 basis points
  • 2-Year Swap Spread 10.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.25 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 92.77 -4.04%
  • European Financial Sector Credit Default Swap Index 162.50 -8.87%
  • Emerging Markets Credit Default Swap Index 213.06 -3.52%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 -7 basis points
  • M1 Money Supply $2.401 Trillion +1.81%
  • Commercial Paper Outstanding 943.60 -2.20%
  • 4-Week Moving Average of Jobless Claims 365,500 +1,500
  • Continuing Claims Unemployment Rate 2.5% -10 basis points
  • Average 30-Year Mortgage Rate 3.37% -2 basis points
  • Weekly Mortgage Applications 964.0 -4.19%
  • Bloomberg Consumer Comfort -34.8 +3.7 points
  • Weekly Retail Sales +1.70% +10.0 basis points
  • Nationwide Gas $3.71/gallon -.10/gallon
  • U.S. Heating Demand Next 7 Days 44.0% below normal
  • Baltic Dry Index 1,010 +9.07%
  • China (Export) Containerized Freight Index 1,177.71 -.84%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 250,826 -.11%
Best Performing Style
  • Large-Cap Value +1.33%
Worst Performing Style
  • Small-Cap Growth -.65%
Leading Sectors
  • Homebuilders +7.29%
  • Drugs +2.29%
  • Insurance +2.22%
  • Defense +2.05%
  • Energy +1.82%
Lagging Sectors
  • Internet -2.98%
  • Restaurants -3.34%
  • Oil Tankers -5.03%
  • Computer Services -5.61%
  • Education -17.12%
Weekly High-Volume Stock Gainers (10)
  • CYMI, ETH, AEGR, BMI, WCC, ISRG, PNFP, WLK, EWBC and PJC
Weekly High-Volume Stock Losers (9)
  • LH, DGX, GOV, DBD, TZOO, FTNT, ALGN, RATE and APOL
Weekly Charts
ETFs
Stocks
*5-Day Change

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