Friday, October 26, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,411.94 -1.48%
  • DJIA 13,107.21 -1.77%
  • NASDAQ 2,987.95 -.59%
  • Russell 2000 813.25 -.94%
  • Value Line Geometric(broad market) 352.28 -1.32%
  • Russell 1000 Growth 650.23 -1.13%
  • Russell 1000 Value 704.94 -1.80%
  • Morgan Stanley Consumer 831.38 -1.40%
  • Morgan Stanley Cyclical 982.09 -1.13%
  • Morgan Stanley Technology 644.67 -1.56%
  • Transports 5,052.35 -.59%
  • Utilities 475.49 -1.71%
  • Bloomberg European Bank/Financial Services 84.26 -1.24%
  • MSCI Emerging Markets 41.11 -1.49%
  • Lyxor L/S Equity Long Bias 1,061.37 -.98%
  • Lyxor L/S Equity Variable Bias 798.61 -1.24%
Sentiment/Internals
  • NYSE Cumulative A/D Line 157,105 -1.09%
  • Bloomberg New Highs-Lows Index -57 -321
  • Bloomberg Crude Oil % Bulls 41.7 +96.7%
  • CFTC Oil Net Speculative Position 186,381 -9.73%
  • CFTC Oil Total Open Interest 1,578,997 -.1%
  • Total Put/Call .99 -11.61%
  • OEX Put/Call 1.18 -4.84%
  • ISE Sentiment 106.0 +19.10%
  • NYSE Arms 1.59 -36.4%
  • Volatility(VIX) 17.81 +4.4%
  • S&P 500 Implied Correlation 52.28 +6.02%
  • G7 Currency Volatility (VXY) 7.73 +1.98%
  • Smart Money Flow Index 11,214.39 -2.33%
  • Money Mkt Mutual Fund Assets $2.569 Trillion unch.
  • AAII % Bulls 29.3 +2.1%
  • AAII % Bears 43.1 -3.30%
Futures Spot Prices
  • CRB Index 296.84 -3.01%
  • Crude Oil 86.28 -4.77%
  • Reformulated Gasoline 269.91 -.07%
  • Natural Gas 3.40 -5.0%
  • Heating Oil 309.78 -1.20%
  • Gold 1,711.90 -.56%
  • Bloomberg Base Metals Index 200.53 -4.65%
  • Copper 355.0 -2.26%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • China Iron Ore Spot 119.60 USD/Ton +3.73%
  • Lumber 320.80 +3.32%
  • UBS-Bloomberg Agriculture 1,643.63 -1.39%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +6.0% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.2373 +10.59%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.78 -.42%
  • Citi US Economic Surprise Index 54.60 +1.4 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 12/12
  • US Dollar Index 80.07 +.56%
  • Yield Curve 145.0 -2 basis points
  • 10-Year US Treasury Yield 1.75% -1 basis point
  • Federal Reserve's Balance Sheet $2.823 Trillion -.21%
  • U.S. Sovereign Debt Credit Default Swap 29.86 -5.95%
  • Illinois Municipal Debt Credit Default Swap 190.0 -.55%
  • Western Europe Sovereign Debt Credit Default Swap Index 105.37 -.15%
  • Emerging Markets Sovereign Debt CDS Index 180.61 +1.51%
  • Saudi Sovereign Debt Credit Default Swap 81.41 -2.57%
  • Iraq Sovereign Debt Credit Default Swap 440.81 -2.90%
  • China Blended Corporate Spread Index 380.0 +4 basis points
  • 10-Year TIPS Spread 2.47% -3 basis points
  • TED Spread 20.25 -2.25 basis points
  • 2-Year Swap Spread 10.0 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.75 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 98.87 +6.58%
  • European Financial Sector Credit Default Swap Index 175.0 +7.69%
  • Emerging Markets Credit Default Swap Index 229.60 +7.76%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.430 Trillion +1.21%
  • Commercial Paper Outstanding 924.40 -2.0%
  • 4-Week Moving Average of Jobless Claims 368,000 +2,500
  • Continuing Claims Unemployment Rate 2.5% unch.
  • Average 30-Year Mortgage Rate 3.41% +4 basis points
  • Weekly Mortgage Applications 848.30 -12.0%
  • Bloomberg Consumer Comfort -34.6 +.2 point
  • Weekly Retail Sales +1.60% -10.0 basis points
  • Nationwide Gas $3.58/gallon -.13/gallon
  • U.S. Heating Demand Next 7 Days 14.0% above normal
  • Baltic Dry Index 1,049 +3.86%
  • China (Export) Containerized Freight Index 1,166.05 -.99%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 253,883 +1.22%
Best Performing Style
  • Small-Cap Value -.74%
Worst Performing Style
  • Large-Cap Value -1.80%
Leading Sectors
  • Coal +4.15%
  • Education +1.54%
  • HMOs +1.27%
  • Semis +.65%
  • Gaming +.57%
Lagging Sectors
  • Biotech -3.16%
  • Homebuilders -4.22%
  • Computer Hardware -4.43%
  • Oil Service -5.02%
  • Disk Drives -7.88%
Weekly High-Volume Stock Gainers (23)
  • OSTK, PSSI, STMP, ANGI, LOGM, PRLB, CYNO, CASC, GDI, CRR, FB, SLAB, LBY, MM, POL, EGBN, IBKC, WHR, ACOM, WBMD, SBNY, GLT and NSM
Weekly High-Volume Stock Losers (42)
  • TAL, INVN, KMT, IACI, DTG, EAT, BDN, CIT, BMRN, DD, FTI, BNNY, BWLD, DFT, UA, LPNT, ALXN, BKI, HSTM, MJN, SIX, CLGX, ATHN, MNST, BJRI, SUPN, ACAT, VRSN, RGS, UTHR, ESI, ATI, UIS, TBI, DECK, NFX, IMGN, IPCM, IRBT, CROX, CTCT and SPR
Weekly Charts
ETFs
Stocks
*5-Day Change

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